Related papers: Tail-Risk-Safe Monte Carlo Tree Search under PAC-L…

Online motion planning is a challenging problem for intelligent robots moving in dense environments with dynamic obstacles, e.g., crowds. In this work, we propose a novel approach for optimal and safe online motion planning with minimal…

Many modern machine learning tasks require models with high tail performance, i.e. high performance over the worst-off samples in the dataset. This problem has been widely studied in fields such as algorithmic fairness, class imbalance, and…

One of the most important AI research questions is to trade off computation versus performance since ``perfect rationality" exists in theory but is impossible to achieve in practice. Recently, Monte-Carlo tree search (MCTS) has attracted…

Monte Carlo Tree Search (MCTS) is a branch of stochastic modeling that utilizes decision trees for optimization, mostly applied to artificial intelligence (AI) game players. This project imagines a game in which an AI player searches for a…

Monte-Carlo tree search (MCTS) has driven many recent breakthroughs in deep reinforcement learning (RL). However, scaling MCTS to parallel compute has proven challenging in practice which has motivated alternative planners like sequential…

High-dimensional design spaces underpin a wide range of physics-based modeling and computational design tasks in science and engineering. These problems are commonly formulated as constrained black-box searches over rugged objective…

We propose a novel framework of estimating systemic risk measures and risk allocations based on Markov chain Monte Carlo (MCMC) methods. We consider a class of allocations whose jth component can be written as some risk measure of the jth…

In this paper we propose a problem-driven scenario generation approach to the single-period portfolio selection problem which use tail risk measures such as conditional value-at-risk. Tail risk measures are useful for quantifying potential…

Decision-making under uncertainty (DMU) is present in many important problems. An open challenge is DMU in non-stationary environments, where the dynamics of the environment can change over time. Reinforcement Learning (RL), a popular…

In this paper, we investigate risk measures such as value at risk (VaR) and the conditional tail expectation (CTE) of the extreme (maximum and minimum) and the aggregate (total) of two dependent risks. In finance, insurance and the other…

The ability to make optimal decisions under uncertainty remains important across a variety of disciplines from portfolio management to power engineering. This generally implies applying some safety margins on uncertain parameters that may…

Monte-Carlo planning and Reinforcement Learning (RL) are essential to sequential decision making. The recent AlphaGo and AlphaZero algorithms have shown how to successfully combine these two paradigms in order to solve large scale…

A novel method called mixed variable system Monte Carlo tree search (MVSMCTS) formulation is presented for optimization problems considering various types of variables with single and mixed continuous-discrete system. This method utilizes a…

The combination of Monte-Carlo tree search (MCTS) with deep reinforcement learning has led to significant advances in artificial intelligence. However, AlphaZero, the current state-of-the-art MCTS algorithm, still relies on handcrafted…

This paper introduces the Constrained Monte Carlo Tree Search (CMCTS) framework to enhance the mathematical reasoning capabilities of Large Language Models (LLM). By incorporating a constrained action space, Process Reward Model (PRM), and…

Data in the real-world classification problems are always imbalanced or long-tailed, wherein the majority classes have the most of the samples that dominate the model training. In such setting, the naive model tends to have poor performance…

Symbolic regression aims to discover concise, interpretable mathematical expressions that satisfy desired objectives, such as fitting data, posing a highly combinatorial optimization problem. While genetic programming has been the dominant…

Monte Carlo Tree Search (MCTS) has proven effective in solving decision-making problems in perfect information settings. However, its application to stochastic and imperfect information domains remains limited. This paper extends the…

Model-based reinforcement learning (RL) methods that leverage search are responsible for many milestone breakthroughs in RL. Sequential Monte Carlo (SMC) recently emerged as an alternative to the Monte Carlo Tree Search (MCTS) algorithm…

Online planning is crucial for high performance in many complex sequential decision-making tasks. Monte Carlo Tree Search (MCTS) employs a principled mechanism for trading off exploration for exploitation for efficient online planning, and…