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Optimal design is a critical yet challenging task within many applications. This challenge arises from the need for extensive trial and error, often done through simulations or running field experiments. Fortunately, sequential optimal…

机器学习 · 计算机科学 2025-03-25 Xubo Yue , Raed Al Kontar , Albert S. Berahas , Yang Liu , Blake N. Johnson

Deep ensembles have emerged as a powerful technique for improving predictive performance and enhancing model robustness across various applications by leveraging model diversity. However, traditional deep ensemble methods are often…

We propose a novel framework for risk-sensitive reinforcement learning (RSRL) that incorporates robustness against transition uncertainty. We define two distinct yet coupled risk measures: an inner risk measure addressing state and cost…

风险管理 · 定量金融 2026-01-01 Shanyu Han , Yangbo He , Yang Liu

We consider an input-to-response (ItR) system characterized by (1) parameterized input with a known probability distribution and (2) stochastic ItR function with heteroscedastic randomness. Our purpose is to efficiently quantify the extreme…

统计方法学 · 统计学 2022-05-18 Xianliang Gong , Yulin Pan

Bayesian optimization has been successfully applied throughout Chemical Engineering for the optimization of functions that are expensive-to-evaluate, or where gradients are not easily obtainable. However, domain experts often possess…

人机交互 · 计算机科学 2024-04-18 Tom Savage , Ehecatl Antonio del Rio Chanona

Reinforcement learning (RL) is a branch of machine learning which is employed to solve various sequential decision making problems without proper supervision. Due to the recent advancement of deep learning, the newly proposed Deep-RL…

人工智能 · 计算机科学 2019-04-17 Dhruv Ramani

Reinforcement learning is a widely used approach to autonomous navigation, showing potential in various tasks and robotic setups. Still, it often struggles to reach distant goals when safety constraints are imposed (e.g., the wheeled robot…

机器人学 · 计算机科学 2024-08-27 Brian Angulo , Gregory Gorbov , Aleksandr Panov , Konstantin Yakovlev

Ensuring reliability in modern software systems requires rigorous pre-production testing across highly heterogeneous and evolving environments. Because exhaustive evaluation is infeasible, practitioners must decide how to allocate limited…

软件工程 · 计算机科学 2025-10-08 Yu Zhu

Balancing exploration and exploitation is a fundamental part of reinforcement learning, yet most state-of-the-art algorithms use a naive exploration protocol like $\epsilon$-greedy. This contributes to the problem of high sample complexity,…

机器学习 · 计算机科学 2019-11-21 Tom Blau , Lionel Ott , Fabio Ramos

Bayesian optimization (BO) is an approach to globally optimizing black-box objective functions that are expensive to evaluate. BO-powered experimental design has found wide application in materials science, chemistry, experimental physics,…

机器学习 · 计算机科学 2023-10-10 Mimi Zhang , Andrew Parnell , Dermot Brabazon , Alessio Benavoli

This study proposes a safe and sample-efficient reinforcement learning (RL) framework to address two major challenges in developing applicable RL algorithms: satisfying safety constraints and efficiently learning with limited samples. To…

机器学习 · 计算机科学 2023-03-28 Hongyi Chen , Changliu Liu

In this study, we analyze and compare the performance of state-of-the-art deep reinforcement learning algorithms for solving the supply chain inventory management problem. This complex sequential decision-making problem consists of…

机器学习 · 计算机科学 2025-01-07 Francesco Stranieri , Fabio Stella

Deep Reinforcement Learning (DRL) experiments are commonly performed in simulated environments due to the tremendous training sample demands from deep neural networks. In contrast, model-based Bayesian Learning allows a robot to learn good…

机器人学 · 计算机科学 2022-01-11 Jingyi Huang , Yizheng Zhang , Fabio Giardina , Andre Rosendo

Large language models are increasingly post-trained with reinforcement learning in verifiable domains such as code and math. Yet, current methods for reinforcement learning with verifiable rewards (RLVR) learn only from a scalar outcome…

We explore the statistical and economic importance of restrictions on the dynamics of risk compensation from the perspective of a real-time Bayesian learner who predicts bond excess returns using dynamic term structure models (DTSMs). The…

Distributional reinforcement learning (DRL) is a recent reinforcement learning framework whose success has been supported by various empirical studies. It relies on the key idea of replacing the expected return with the return distribution,…

机器学习 · 计算机科学 2020-01-09 Rahul Singh , Keuntaek Lee , Yongxin Chen

Bayesian Optimization algorithm has become a promising approach for nonlinear global optimization problems and many machine learning applications. Over the past few years, improvements and enhancements have been brought forward and they…

机器学习 · 计算机科学 2022-01-04 Yuyang Chen , Kaiming Bi , Chih-Hang J. Wu , David Ben-Arieh , Ashesh Sinha

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

机器学习 · 计算机科学 2022-06-20 Zuxin Liu , Zhepeng Cen , Vladislav Isenbaev , Wei Liu , Zhiwei Steven Wu , Bo Li , Ding Zhao

Existing batch size selection approaches in distributed machine learning rely on static allocation or simplistic heuristics that fail to adapt to heterogeneous, dynamic computing environments. We present DYNAMIX, a reinforcement learning…

机器学习 · 计算机科学 2025-10-10 Yuanjun Dai , Keqiang He , An Wang

In the last few years, de novo molecular design using machine learning has made great technical progress but its practical deployment has not been as successful. This is mostly owing to the cost and technical difficulty of synthesizing such…

生物大分子 · 定量生物学 2022-04-06 Qi Zhang , Chang Liu , Stephen Wu , Ryo Yoshida