Related papers: Detecting Model Drifts in Non-Stationary Environme…
Can an agent learn efficiently in a noisy and self adapting environment with sequential, non-stationary and non-homogeneous observations? Through trading bots, we illustrate how Deep Reinforcement Learning (DRL) can tackle this challenge.…
This work proposes a novel method for estimating the influence that unknown static objects might have over mobile agents. Since the motion of agents can be affected by the presence of fixed objects, it is possible use the information about…
In many real-world scenarios, Reinforcement Learning (RL) algorithms are trained on data with dynamics shift, i.e., with different underlying environment dynamics. A majority of current methods address such issue by training context…
The goal of a learner, in standard online learning, is to have the cumulative loss not much larger compared with the best-performing function from some fixed class. Numerous algorithms were shown to have this gap arbitrarily close to zero,…
Data collection is crucial for learning robust world models in model-based reinforcement learning. The most prevalent strategies are to actively collect trajectories by interacting with the environment during online training or training on…
We introduce data-driven decision-making algorithms that achieve state-of-the-art \emph{dynamic regret} bounds for non-stationary bandit settings. These settings capture applications such as advertisement allocation, dynamic pricing, and…
As humans, our goals and our environment are persistently changing throughout our lifetime based on our experiences, actions, and internal and external drives. In contrast, typical reinforcement learning problem set-ups consider decision…
Machine Learning models in finance are highly susceptible to model drift, where predictive performance declines as data distributions shift. This issue is especially acute in developing economies such as those in Central Asia and the…
As machine learning models increasingly replace traditional business logic in the production system, their lifecycle management is becoming a significant concern. Once deployed into production, the machine learning models are constantly…
Concept drift detection has attracted considerable attention due to its importance in many real-world applications such as health monitoring and fault diagnosis. Conventionally, most advanced approaches will be of poor performance when the…
Different disciplines pursue the aim to develop models which characterize certain phenomena as accurately as possible. Climatology is a prime example, where the temporal evolution of the climate is modeled. In order to compare and improve…
Reinforcement learning (RL) offers significant promise for machinery fault detection (MFD). However, most existing RL-based MFD approaches do not fully exploit RL's sequential decision-making strengths, often treating MFD as a simple…
We consider reinforcement learning (RL) in episodic Markov decision processes (MDPs) with linear function approximation under drifting environment. Specifically, both the reward and state transition functions can evolve over time but their…
Mathematical models for complex systems are often accompanied with uncertainties. The goal of this paper is to extract a stochastic differential equation governing model with observation on stationary probability distributions. We develop a…
We study off-dynamics offline reinforcement learning, where the goal is to learn a policy from offline source and limited target datasets with mismatched dynamics. Existing methods either penalize the reward or discard source transitions…
In Continual Learning (CL) contexts, concept drift typically refers to the analysis of changes in data distribution. A drift in the input data can have negative consequences on a learning predictor and the system's stability. The majority…
Real-world robots must operate under evolving dynamics caused by changing operating conditions, external disturbances, and unmodeled effects. These may appear as gradual drifts, transient fluctuations, or abrupt shifts, demanding real-time…
The reward signal plays a central role in defining the desired behaviors of agents in reinforcement learning (RL). Rewards collected from realistic environments could be perturbed, corrupted, or noisy due to an adversary, sensor error, or…
Many real-life dynamical systems change abruptly followed by almost stationary periods. In this paper, we consider streams of data with such abrupt behavior and investigate the problem of tracking their statistical properties in an online…
Real-time safety assessment (RTSA) of dynamic systems is a critical task that has significant implications for various fields such as industrial and transportation applications, especially in non-stationary environments. However, the…