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We show that a neural network originally designed for language processing can learn the dynamical rules of a stochastic system by observation of a single dynamical trajectory of the system, and can accurately predict its emergent behavior…

Statistical Mechanics · Physics 2022-02-18 Corneel Casert , Isaac Tamblyn , Stephen Whitelam

Recent literature on online learning has focused on developing adaptive algorithms that take advantage of a regularity of the sequence of observations, yet retain worst-case performance guarantees. A complementary direction is to develop…

Machine Learning · Computer Science 2015-01-27 Ali Jadbabaie , Alexander Rakhlin , Shahin Shahrampour , Karthik Sridharan

We improve the theoretical and empirical performance of neural-network(NN)-based active learning algorithms for the non-parametric streaming setting. In particular, we introduce two regret metrics by minimizing the population loss that are…

Machine Learning · Computer Science 2023-01-18 Yikun Ban , Yuheng Zhang , Hanghang Tong , Arindam Banerjee , Jingrui He

The transformer architecture and variants presented remarkable success across many machine learning tasks in recent years. This success is intrinsically related to the capability of handling long sequences and the presence of…

Machine Learning · Computer Science 2022-06-15 Luckeciano C. Melo

In safety-critical applications of reinforcement learning such as healthcare and robotics, it is often desirable to optimize risk-sensitive objectives that account for tail outcomes rather than expected reward. We prove the first regret…

Machine Learning · Computer Science 2022-10-12 O. Bastani , Y. J. Ma , E. Shen , W. Xu

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

We consider the framework of non-stationary Online Convex Optimization where a learner seeks to control its dynamic regret against an arbitrary sequence of comparators. When the loss functions are strongly convex or exp-concave, we…

Machine Learning · Computer Science 2021-11-24 Dheeraj Baby , Hilaf Hasson , Yuyang Wang

In this paper, we investigate the non-stationary combinatorial semi-bandit problem, both in the switching case and in the dynamic case. In the general case where (a) the reward function is non-linear, (b) arms may be probabilistically…

Machine Learning · Computer Science 2021-06-22 Wei Chen , Liwei Wang , Haoyu Zhao , Kai Zheng

Deep Reinforcement Learning has proved to be able to solve many control tasks in different fields, but the behavior of these systems is not always as expected when deployed in real-world scenarios. This is mainly due to the lack of domain…

Robotics · Computer Science 2021-04-29 Alessandro Paolo Capasso , Giulio Bacchiani , Alberto Broggi

Transformers have the capacity to act as supervised learning algorithms: by properly encoding a set of labeled training ("in-context") examples and an unlabeled test example into an input sequence of vectors of the same dimension, the…

Machine Learning · Computer Science 2024-12-16 Spencer Frei , Gal Vardi

Regret has been established as a foundational concept in online learning, and likewise has important applications in the analysis of learning dynamics in games. Regret quantifies the difference between a learner's performance against a…

Computer Science and Game Theory · Computer Science 2021-06-29 Georgios Piliouras , Mark Rowland , Shayegan Omidshafiei , Romuald Elie , Daniel Hennes , Jerome Connor , Karl Tuyls

At present, the mechanisms of in-context learning in Transformers are not well understood and remain mostly an intuition. In this paper, we suggest that training Transformers on auto-regressive objectives is closely related to…

As learning-based robotic controllers are typically trained offline and deployed with fixed parameters, their ability to cope with unforeseen changes during operation is limited. Biologically inspired, this work presents a framework for…

Robotics · Computer Science 2026-03-05 Fabian Domberg , Georg Schildbach

Many real-world domains are subject to a structured non-stationarity which affects the agent's goals and the environmental dynamics. Meta-reinforcement learning (RL) has been shown successful for training agents that quickly adapt to…

Machine Learning · Computer Science 2021-05-20 Riccardo Poiani , Andrea Tirinzoni , Marcello Restelli

We propose a simple, practical and intuitive approach to improve the performance of a conventional controller in uncertain environments using deep reinforcement learning while maintaining safe operation. Our approach is motivated by the…

Systems and Control · Electrical Eng. & Systems 2021-10-07 Tom Staessens , Tom Lefebvre , Guillaume Crevecoeur

A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…

Machine Learning · Computer Science 2021-12-08 Gautam Goel , Babak Hassibi

Transformer architectures have recently surged as promising solutions for nonlinear dynamical systems, proposed as foundation models capable of zero-shot dynamics reconstruction and forecasting. Despite this success, it remains unclear…

Chaotic Dynamics · Physics 2026-05-06 Zheng-Meng Zhai , Celso Grebogi , Ying-Cheng Lai

The strategy of pre-training a large model on a diverse dataset, then fine-tuning for a particular application has yielded impressive results in computer vision, natural language processing, and robotic control. This strategy has vast…

Systems and Control · Electrical Eng. & Systems 2024-07-30 Bruce D. Lee , Anders Rantzer , Nikolai Matni

Humans are able to seamlessly visually imitate others, by inferring their intentions and using past experience to achieve the same end goal. In other words, we can parse complex semantic knowledge from raw video and efficiently translate…

Machine Learning · Computer Science 2020-11-12 Sudeep Dasari , Abhinav Gupta

Stochastic and adversarial data are two widely studied settings in online learning. But many optimization tasks are neither i.i.d. nor fully adversarial, which makes it of fundamental interest to get a better theoretical understanding of…

Machine Learning · Computer Science 2022-06-09 Sarah Sachs , Hédi Hadiji , Tim van Erven , Cristóbal Guzmán