This paper discusses model estimation in offline model-based reinforcement learning (MBRL), which is important for subsequent policy improvement using an estimated model. From the viewpoint of covariate shift, a natural idea is model estimation weighted by the ratio of the state-action distributions of offline data and real future data. However, estimating such a natural weight is one of the main challenges for off-policy evaluation, which is not easy to use. As an artificial alternative, this paper considers weighting with the state-action distribution ratio of offline data and simulated future data, which can be estimated relatively easily by standard density ratio estimation techniques for supervised learning. Based on the artificial weight, this paper defines a loss function for offline MBRL and presents an algorithm to optimize it. Weighting with the artificial weight is justified as evaluating an upper bound of the policy evaluation error. Numerical experiments demonstrate the effectiveness of weighting with the artificial weight.

In performative prediction, the choice of a model influences the distribution of future data, typically through actions taken based on the model's predictions. We initiate the study of stochastic optimization for performative prediction. What sets this setting apart from traditional stochastic optimization is the difference between merely updating model parameters and deploying the new model. The latter triggers a shift in the distribution that affects future data, while the former keeps the distribution as is. Assuming smoothness and strong convexity, we prove rates of convergence for both greedily deploying models after each stochastic update (greedy deploy) as well as for taking several updates before redeploying (lazy deploy). In both cases, our bounds smoothly recover the optimal $O(1/k)$ rate as the strength of performativity decreases. Furthermore, they illustrate how depending on the strength of performative effects, there exists a regime where either approach outperforms the other. We experimentally explore the trade-off on both synthetic data and a strategic classification simulator.

Machine Learning (ML) is poised to play a pivotal role in the development and operation of next-generation fusion devices. Fusion data shows non-stationary behavior with distribution drifts, resulted by both experimental evolution and machine wear-and-tear. ML models assume stationary distribution and fail to maintain performance when encountered with such non-stationary data streams. Online learning techniques have been leveraged in other domains, however it has been largely unexplored for fusion applications. In this paper, we present an application of online learning to continuously adapt to drifting data stream for prediction of Toroidal Field (TF) coils deflection at the DIII-D fusion facility. The results demonstrate that online learning is critical to maintain ML model performance and reduces error by 80% compared to a static model. Moreover, traditional online learning can suffer from short-term performance degradation as ground truth is not available before making the predictions. As such, we propose an uncertainty guided online ensemble method to further improve the performance. The Deep Gaussian Process Approximation (DGPA) technique is leveraged for calibrated uncertainty estimation and the uncertainty values are then used to guide a meta-algorithm that produces predictions based on an ensemble of learners trained on different horizon of historical data. The DGPA also provides uncertainty estimation along with the predictions for decision makers. The online ensemble and the proposed uncertainty guided online ensemble reduces predictions error by about 6%, and 10% respectively over standard single model based online learning.

This paper discusses model estimation in offline model-based reinforcement learning (MBRL), which is important for subsequent policy improvement using an estimated model.

This paper discusses model estimation in offline model-based reinforcement learning (MBRL), which is important for subsequent policy improvement using an estimated model. From the viewpoint of covariate shift, a natural idea is model estimation weighted by the ratio of the state-action distributions of offline data and real future data. However, estimating such a natural weight is one of the main challenges for off-policy evaluation, which is not easy to use. As an artificial alternative, this paper considers weighting with the state-action distribution ratio of offline data and simulated future data, which can be estimated relatively easily by standard density ratio estimation techniques for supervised learning. Based on the artificial weight, this paper defines a loss function for offline MBRL and presents an algorithm to optimize it. Weighting with the artificial weight is justified as evaluating an upper bound of the policy evaluation error.

Fuel efficiency is a crucial aspect of long-distance cargo transportation by oil-powered trucks that economize on costs and decrease carbon emissions. Current predictive control methods depend on an accurate model of vehicle dynamics and engine, including weight, drag coefficient, and the Brake-specific Fuel Consumption (BSFC) map of the engine. We propose a pure data-driven method, Neural Predictive Control (NPC), which does not use any physical model for the vehicle. After training with over 20,000 km of historical data, the novel proposed NVFormer implicitly models the relationship between vehicle dynamics, road slope, fuel consumption, and control commands using the attention mechanism. Based on the online sampled primitives from the past of the current freight trip and anchor-based future data synthesis, the NVFormer can infer optimal control command for reasonable fuel consumption. The physical model-free NPC outperforms the base PCC method with 2.41% and 3.45% more significant fuel saving in simulation and open-road highway testing, respectively.

In performative prediction, the choice of a model influences the distribution of future data, typically through actions taken based on the model's predictions. We initiate the study of stochastic optimization for performative prediction. What sets this setting apart from traditional stochastic optimization is the difference between merely updating model parameters and deploying the new model. The latter triggers a shift in the distribution that affects future data, while the former keeps the distribution as is. Assuming smoothness and strong convexity, we prove rates of convergence for both greedily deploying models after each stochastic update (greedy deploy) as well as for taking several updates before redeploying (lazy deploy). In both cases, our bounds smoothly recover the optimal O(1/k) rate as the strength of performativity decreases.

The most common approach to causal modelling is the potential outcomes framework due to Neyman and Rubin. In this framework, outcomes of counterfactual treatments are assumed to be well-defined. This metaphysical assumption is often thought to be problematic yet indispensable. The conventional approach relies not only on counterfactuals but also on abstract notions of distributions and assumptions of independence that are not directly testable. In this paper, we construe causal inference as treatment-wise predictions for finite populations where all assumptions are testable; this means that one can not only test predictions themselves (without any fundamental problem) but also investigate sources of error when they fail. The new framework highlights the model-dependence of causal claims as well as the difference between statistical and scientific inference.

Accurate spatial-temporal traffic flow forecasting is crucial in aiding traffic managers in implementing control measures and assisting drivers in selecting optimal travel routes. Traditional deep-learning based methods for traffic flow forecasting typically rely on historical data to train their models, which are then used to make predictions on future data. However, the performance of the trained model usually degrades due to the temporal drift between the historical and future data. To make the model trained on historical data better adapt to future data in a fully online manner, this paper conducts the first study of the online test-time adaptation techniques for spatial-temporal traffic flow forecasting problems. To this end, we propose an Adaptive Double Correction by Series Decomposition (ADCSD) method, which first decomposes the output of the trained model into seasonal and trend-cyclical parts and then corrects them by two separate modules during the testing phase using the latest observed data entry by entry. In the proposed ADCSD method, instead of fine-tuning the whole trained model during the testing phase, a lite network is attached after the trained model, and only the lite network is fine-tuned in the testing process each time a data entry is observed. Moreover, to satisfy that different time series variables may have different levels of temporal drift, two adaptive vectors are adopted to provide different weights for different time series variables. Extensive experiments on four real-world traffic flow forecasting datasets demonstrate the effectiveness of the proposed ADCSD method. The code is available at https://github.com/Pengxin-Guo/ADCSD.