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Distributionally robust optimization (DRO) has become a powerful framework for estimation under uncertainty, offering strong out-of-sample performance and principled regularization. In this paper, we propose a DRO-based method for linear…

Machine Learning · Statistics 2025-05-06 Liviu Aolaritei , Soroosh Shafiee , Florian Dörfler

The study of online algorithms with machine-learned predictions has gained considerable prominence in recent years. One of the common objectives in the design and analysis of such algorithms is to attain (Pareto) optimal tradeoffs between…

Machine Learning · Computer Science 2024-08-09 Spyros Angelopoulos , Christoph Dürr , Alex Elenter , Yanni Lefki

Reinforcement learning (RL) has recently proven effective at scaling chain-of-thought (CoT) reasoning in large language models for tasks with verifiable answers. However, extending RL-based thought training to more general non-verifiable…

Data-driven approaches to predict-then-optimize decision-making problems seek to mitigate the risk of uncertainty region misspecification in safety-critical settings. Current approaches, however, suffer from considering overly conservative…

Methodology · Statistics 2023-10-17 Yash Patel , Sahana Rayan , Ambuj Tewari

In recent years, real-world external controls have grown in popularity as a tool to empower randomized placebo-controlled trials, particularly in rare diseases or cases where balanced randomization is unethical or impractical. However, as…

Methodology · Statistics 2024-11-14 Chenyin Gao , Shu Yang , Mingyang Shan , Wenyu Ye , Ilya Lipkovich , Douglas Faries

While the estimation of risk is an important question in the daily business of banking and insurance, many existing plug-in estimation procedures suffer from an unnecessary bias. This often leads to the underestimation of risk and…

Risk Management · Quantitative Finance 2022-01-28 Marcin Pitera , Thorsten Schmidt

Experience replay is crucial for off-policy reinforcement learning (RL) methods. By remembering and reusing the experiences from past different policies, experience replay significantly improves the training efficiency and stability of RL…

Machine Learning · Computer Science 2023-03-01 Yongsheng Mei , Hanhan Zhou , Tian Lan , Guru Venkataramani , Peng Wei

Real-world autonomous systems operate under uncertainty about both their pose and dynamics. Autonomous control systems must simultaneously perform estimation and control tasks to maintain robustness to changing dynamics or modeling errors.…

Systems and Control · Computer Science 2018-08-03 Patrick Slade , Zachary N. Sunberg , Mykel J. Kochenderfer

Group-Relative Policy Optimization (GRPO) has emerged as an efficient paradigm for aligning Large Language Models (LLMs), yet its efficacy is primarily confined to domains with verifiable ground truths. Extending GRPO to open-domain…

Machine Learning · Computer Science 2026-04-14 Yang Zhao , Hepeng Wang , Xiao Ding , Yangou Ouyang , Bibo Cai , Kai Xiong , Jinglong Gao , Zhouhao Sun , Li Du , Bing Qin , Ting Liu

By leveraging differentiable dynamics, Reparameterization Policy Gradient (RPG) achieves high sample efficiency. However, current approaches are hindered by two critical limitations: the under-utilization of computationally expensive…

Machine Learning · Computer Science 2026-02-09 Hai Zhong , Xun Wang , Zhuoran Li , Longbo Huang

Given n experiment subjects with potentially heterogeneous covariates and two possible treatments, namely active treatment and control, this paper addresses the fundamental question of determining the optimal accuracy in estimating the…

Machine Learning · Statistics 2024-11-13 Jiachun Li , David Simchi-Levi , Yunxiao Zhao

In decision-making systems, algorithmic recourse aims to identify minimal-cost actions to alter an individual features, thereby obtaining a desired outcome. This empowers individuals to understand, question, or alter decisions that…

Machine Learning · Computer Science 2025-02-12 Wen-Ling Chen , Hong-Chang Huang , Kai-Hung Lin , Shang-Wei Hwang , Hao-Tsung Yang

Modern foundation models often undergo iterative ``bootstrapping'' in their post-training phase: a model generates synthetic data, an external verifier filters out low-quality samples, and the high-quality subset is used for further…

Machine Learning · Computer Science 2025-10-17 Pu Yang , Yunzhen Feng , Ziyuan Chen , Yuhang Wu , Zhuoyuan Li

Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO), as the widely employed policy based reinforcement learning (RL) methods, are prone to converge to a sub-optimal solution as they limit the policy representation…

Machine Learning · Computer Science 2020-06-16 Jun Song , Chaoyue Zhao

Practitioners conducting adaptive experiments often encounter two competing priorities: maximizing total welfare (or `reward') through effective treatment assignment and swiftly concluding experiments to implement population-wide…

Machine Learning · Computer Science 2024-07-31 Chao Qin , Daniel Russo

Finding optimal configurations for Stream Processing Systems (SPS) is a challenging problem due to the large number of parameters that can influence their performance and the lack of analytical models to anticipate the effect of a change.…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-06-22 Pooyan Jamshidi , Giuliano Casale

Bayesian optimization (BO) is a popular, sample-efficient technique for expensive, black-box optimization. One such problem arising in manufacturing is that of maximizing the reliability, or equivalently minimizing the probability of a…

Machine Learning · Computer Science 2026-02-03 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

Despite Proximal Policy Optimization (PPO) dominating policy gradient methods -- from robotic control to game AI -- its static trust region forces a brittle trade-off: aggressive clipping stifles early exploration, while late-stage updates…

Machine Learning · Computer Science 2025-05-26 Ben Rahman

This paper presents Post-Decision Proximal Policy Optimization (PDPPO), a novel variation of the leading deep reinforcement learning method, Proximal Policy Optimization (PPO). The PDPPO state transition process is divided into two steps: a…

In order for reinforcement learning techniques to be useful in real-world decision making processes, they must be able to produce robust performance from limited data. Deep policy optimization methods have achieved impressive results on…

Machine Learning · Computer Science 2020-12-22 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras