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Energy management systems (EMS) are becoming increasingly important in order to utilize the continuously growing curtailed renewable energy. Promising energy storage systems (ESS), such as batteries and green hydrogen should be employed to…

机器学习 · 计算机科学 2022-12-13 Dongju Kang , Doeun Kang , Sumin Hwangbo , Haider Niaz , Won Bo Lee , J. Jay Liu , Jonggeol Na

Loss functions play a pivotal role in optimizing recommendation models. Among various loss functions, Softmax Loss (SL) and Cosine Contrastive Loss (CCL) are particularly effective. Their theoretical connections and differences warrant…

信息检索 · 计算机科学 2025-06-19 Shengjia Zhang , Jiawei Chen , Changdong Li , Sheng Zhou , Qihao Shi , Yan Feng , Chun Chen , Can Wang

In recent years, the field of precision medicine has seen many advancements. Significant focus has been placed on creating algorithms to estimate individualized treatment rules (ITR), which map from patient covariates to the space of…

统计方法学 · 统计学 2021-12-09 Kushal S. Shah , Haoda Fu , Michael R. Kosorok

We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…

机器学习 · 统计学 2024-07-22 Julian Gerstenberg , Ralph Neininger , Denis Spiegel

We consider Dynamic Treatment Regimes (DTRs) with One Sided Noncompliance that arise in applications such as digital recommendations and adaptive medical trials. These are settings where decision makers encourage individuals to take…

计量经济学 · 经济学 2025-05-06 Ravi B. Sojitra , Vasilis Syrgkanis

Trajectory optimization and model predictive control are essential techniques underpinning advanced robotic applications, ranging from autonomous driving to full-body humanoid control. State-of-the-art algorithms have focused on data-driven…

系统与控制 · 电气工程与系统科学 2021-11-15 Hany Abdulsamad , Tim Dorau , Boris Belousov , Jia-Jie Zhu , Jan Peters

Many cases exist in which a black-box function $f$ with high evaluation cost depends on two types of variables $\bm x$ and $\bm w$, where $\bm x$ is a controllable \emph{design} variable and $\bm w$ are uncontrollable \emph{environmental}…

机器学习 · 统计学 2021-02-09 Yu Inatsu , Shogo Iwazaki , Ichiro Takeuchi

Disentangled representation learning (DRL) aims to break down observed data into core intrinsic factors for a profound understanding of the data. In real-world scenarios, manually defining and labeling these factors are non-trivial, making…

机器学习 · 计算机科学 2024-11-01 Youngjun Jun , Jiwoo Park , Kyobin Choo , Tae Eun Choi , Seong Jae Hwang

We consider statistical learning problems, when the distribution $P'$ of the training observations $Z'_1,\; \ldots,\; Z'_n$ differs from the distribution $P$ involved in the risk one seeks to minimize (referred to as the test distribution)…

机器学习 · 统计学 2020-02-20 Robin Vogel , Mastane Achab , Stéphan Clémençon , Charles Tillier

In reinforcement learning (RL), temporal difference (TD) error is known to be related to the firing rate of dopamine neurons. It has been observed that each dopamine neuron does not behave uniformly, but each responds to the TD error in an…

机器学习 · 计算机科学 2026-04-09 Taisuke Kobayashi

In this paper, we study distributionally risk-receptive and distributionally robust (or risk-averse) multistage stochastic mixed-integer programs (denoted by DRR- and DRO-MSIPs). We present cutting plane-based and reformulation-based…

最优化与控制 · 数学 2024-09-26 Sumin Kang , Manish Bansal

We study the problem of observational causal inference with continuous treatments in the framework of inverse propensity-score weighting. To obtain stable weights, we design a new algorithm based on entropy balancing that learns weights to…

机器学习 · 计算机科学 2022-07-12 Mohammad Taha Bahadori , Eric Tchetgen Tchetgen , David E. Heckerman

Learning customer preferences from an observed behaviour is an important topic in the marketing literature. Structural models typically model forward-looking customers or firms as utility-maximizing agents whose utility is estimated using…

计算金融 · 定量金融 2017-12-14 Igor Halperin

With the rapid development of artificial intelligence, data-driven methods effectively overcome limitations in traditional portfolio optimization. Conventional models primarily employ long-only mechanisms, excluding highly correlated assets…

计算金融 · 定量金融 2025-03-18 Gang Huang , Xiaohua Zhou , Qingyang Song

Reward guidance, also known as posterior sampling, is a popular method for test-time adaptation and post-training in continuous diffusion models. In this paper, we study reward guidance for discrete diffusion language models; now, one…

机器学习 · 计算机科学 2026-05-14 Atula Tejaswi , Litu Rout , Constantine Caramanis , Sanjay Shakkottai , Sujay Sanghavi

To train robust deep neural networks (DNNs), we systematically study several target modification approaches, which include output regularisation, self and non-self label correction (LC). Two key issues are discovered: (1) Self LC is the…

机器学习 · 计算机科学 2021-06-03 Xinshao Wang , Yang Hua , Elyor Kodirov , David A. Clifton , Neil M. Robertson

The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way fixed effects model yields negative…

统计方法学 · 统计学 2026-03-05 Yuhao Deng , Le Kang

With the emergence of precision medicine, estimating optimal individualized decision rules (IDRs) has attracted tremendous attention in many scientific areas. Most existing literature has focused on finding optimal IDRs that can maximize…

统计方法学 · 统计学 2022-06-28 Zhengling Qi , Jong-Shi Pang , Yufeng Liu

In this paper we propose a new family of algorithms, ATENT, for training adversarially robust deep neural networks. We formulate a new loss function that is equipped with an additional entropic regularization. Our loss function considers…

机器学习 · 计算机科学 2021-02-22 Gauri Jagatap , Ameya Joshi , Animesh Basak Chowdhury , Siddharth Garg , Chinmay Hegde

Randomized experiments are the gold standard for causal inference but face significant challenges in business applications, including limited traffic allocation, the need for heterogeneous treatment effect estimation, and the complexity of…

统计方法学 · 统计学 2025-08-18 Zhenkang Peng , Chengzhang Li , Ying Rong , Renyu Zhang