Related papers: On the Learnability of Offline Model-Based Optimiz…
Algorithm designers typically assume that the input data is correct, and then proceed to find "optimal" or "sub-optimal" solutions using this input data. However this assumption of correct data does not always hold in practice, especially…
Solving optimization problems with unknown parameters often requires learning a predictive model to predict the values of the unknown parameters and then solving the problem using these values. Recent work has shown that including the…
Offline reinforcement learning (RL) faces a significant challenge of distribution shift. Model-free offline RL penalizes the Q value for out-of-distribution (OOD) data or constrains the policy closed to the behavior policy to tackle this…
Model-based reinforcement learning approaches carry the promise of being data efficient. However, due to challenges in learning dynamics models that sufficiently match the real-world dynamics, they struggle to achieve the same asymptotic…
Bayesian optimization (BO) algorithms form a class of surrogate-based heuristics, aimed at efficiently computing high-quality solutions for numerical black-box optimization problems. The BO pipeline is highly modular, with different design…
Offline reinforcement learning (RL) learns effective policies from pre-collected datasets, offering a practical solution for applications where online interactions are risky or costly. Model-based approaches are particularly advantageous…
Stochastic Optimization (SO) is a classical approach for optimization under uncertainty that typically requires knowledge about the probability distribution of uncertain parameters. As the latter is often unknown, Distributionally Robust…
Model-based offline reinforcement Learning (RL) is a promising approach that leverages existing data effectively in many real-world applications, especially those involving high-dimensional inputs like images and videos. To alleviate the…
Multi-objective combinatorial optimization seeks Pareto-optimal solutions over exponentially large discrete spaces, yet existing methods sacrifice generality, scalability, or theoretical guarantees. We reformulate it as an online learning…
Offline reinforcement learning (RL) Algorithms are often designed with environments such as MuJoCo in mind, in which the planning horizon is extremely long and no noise exists. We compare model-free, model-based, as well as hybrid offline…
The recent success of supervised learning methods on ever larger offline datasets has spurred interest in the reinforcement learning (RL) field to investigate whether the same paradigms can be translated to RL algorithms. This research…
Model-based offline optimization with dynamics-aware policy provides a new perspective for policy learning and out-of-distribution generalization, where the learned policy could adapt to different dynamics enumerated at the training stage.…
Consider the following instance of the Offline Meta Reinforcement Learning (OMRL) problem: given the complete training logs of $N$ conventional RL agents, trained on $N$ different tasks, design a meta-agent that can quickly maximize reward…
Offline reinforcement learning (RL) aims to optimize a policy using collected data without online interactions. Model-based approaches are particularly appealing for addressing offline RL challenges because of their capability to mitigate…
Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…
This paper presents a methodological framework for training, self-optimising, and self-organising surrogate models to approximate and speed up multiobjective optimisation of technical systems based on multiphysics simulations. At the hand…
Automatic Machine Learning (Auto-ML) systems tackle the problem of automating the design of prediction models or pipelines for data science. In this paper, we present Lifelong Bayesian Optimization (LBO), an online, multitask Bayesian…
Optimization models used to make discrete decisions often contain uncertain parameters that are context-dependent and estimated through prediction. To account for the quality of the decision made based on the prediction, decision-focused…
Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…
Offline model-based optimization aims to find a design that maximizes a property of interest using only an offline dataset, with applications in robot, protein, and molecule design, among others. A prevalent approach is gradient ascent,…