arXiv subjects

Weikai Wang

Publications and source records attributed to Weikai Wang.

5 recordsLinked to original sources

arXiv2026

Online Policy Evaluation for MDPs with Dynamic UBSR Measures

Developing efficient function-approximation methods for policy evaluation is a fundamental challenge in risk-aware reinforcement learning. Existing approaches either focus on restrictive classes of risk measures or rely on access to a simulator, limiting their applicability in fully online settings. In this work, we propose computationally efficient online learning algorithms for policy evaluation in Markov decision processes (MDPs) with dynamic utility-based shortfall risk (UBSR) measures under linear function approximation. Specifically, we introduce the UBSR-TD algorithm, establish conditions under which it converges almost surely, and develop several variants designed to accelerate convergence. Our formulation shows that existing policy evaluation algorithms for risk-neutral MDPs can be readily adapted to dynamic UBSR settings by incorporating a loss function into the temporal-difference error. Numerical experiments support our theoretical findings, and an application to a perishable inventory management problem with shelf-life uncertainty demonstrates the practical effectiveness of the proposed methods.

cs.LG↗

arXiv2025

Planning and Learning in Average Risk-aware MDPs

For continuing tasks, average cost Markov decision processes have well-documented value and can be solved using efficient algorithms. However, it explicitly assumes that the agent is risk-neutral. In this work, we extend risk-neutral algorithms to accommodate the more general class of dynamic risk measures. Specifically, we propose a relative value iteration (RVI) algorithm for planning and design two model-free Q-learning algorithms, namely a generic algorithm based on the multi-level Monte Carlo (MLMC) method, and an off-policy algorithm dedicated to utility-based shortfall risk measures. Both the RVI and MLMC-based Q-learning algorithms are proven to converge to optimality. Numerical experiments validate our analysis, confirm empirically the convergence of the off-policy algorithm, and demonstrate that our approach enables the identification of policies that are finely tuned to the intricate risk-awareness of the agent that they serve.

cs.LG↗

arXiv2024

Enhancing EEG Signal Generation through a Hybrid Approach Integrating Reinforcement Learning and Diffusion Models

The present study introduces an innovative approach to the synthesis of Electroencephalogram (EEG) signals by integrating diffusion models with reinforcement learning. This integration addresses key challenges associated with traditional EEG data acquisition, including participant burden, privacy concerns, and the financial costs of obtaining high-fidelity clinical data. Our methodology enhances the generation of EEG signals with detailed temporal and spectral features, enriching the authenticity and diversity of synthetic datasets. The uniqueness of our approach lies in its capacity to concurrently model time-domain characteristics, such as waveform morphology, and frequency-domain features, including rhythmic brainwave patterns, within a cohesive generative framework. This is executed through the reinforcement learning model's autonomous selection of parameter update strategies, which steers the diffusion process to accurately reflect the complex dynamics inherent in EEG signals. We validate the efficacy of our approach using both the BCI Competition IV 2a dataset and a proprietary dataset, each collected under stringent experimental conditions. Our results indicate that the method preserves participant privacy by generating synthetic data that lacks biometric identifiers and concurrently improves the efficiency of model training by minimizing reliance on large annotated datasets. This research offers dual contributions: firstly, it advances EEG research by providing a novel tool for data augmentation and the advancement of machine learning algorithms; secondly, it enhances brain-computer interface technologies by offering a robust solution for training models on diverse and representative EEG datasets. Collectively, this study establishes a foundation for future investigations in neurological care and the development of tailored treatment protocols in neurorehabilitation.

eess.SP↗

arXiv2022

Piecewise deterministic Markov process for condition-based imperfect maintenance models

In this paper, a condition-based imperfect maintenance model based on piecewise deterministic Markov process (PDMP) is constructed. The degradation of the system includes two types: natural degradation and random shocks. The natural degradation is deterministic and can be nonlinear. The damage increment caused by a random shock follows a certain distribution, and its parameters are related to the degradation state. Maintenance methods include corrective maintenance and imperfect maintenance. Imperfect maintenance reduces the degradation degree of the system according to a random proportion. The maintenance action is delayed, and the system will suffer natural degradations and random shocks while waiting for maintenance. At each inspection time, the decision-maker needs to make a choice among planning no maintenance, imperfect maintenance and perfect maintenance, so as to minimize the total discounted cost of the system. The impulse optimal control theory of PDMP is used to determine the optimal maintenance strategy. A numerical study dealing with component coating maintenance problem is presented. Relationship with optimal threshold strategy is discussed. Sensitivity analyses on the influences of discount factor, observation interval and maintenance cost to the discounted cost and optimal actions are presented.

eess.SY↗

arXiv2021

Physics-informed generative neural network: an application to troposphere temperature prediction

The troposphere is one of the atmospheric layers where most weather phenomena occur. Temperature variations in the troposphere, especially at 500 hPa, a typical level of the middle troposphere, are significant indicators of future weather changes. Numerical weather prediction is effective for temperature prediction, but its computational complexity hinders a timely response. This paper proposes a novel temperature prediction approach in framework ofphysics-informed deep learning. The new model, called PGnet, builds upon a generative neural network with a mask matrix. The mask is designed to distinguish the low-quality predicted regions generated by the first physical stage. The generative neural network takes the mask as prior for the second-stage refined predictions. A mask-loss and a jump pattern strategy are developed to train the generative neural network without accumulating errors during making time-series predictions. Experiments on ERA5 demonstrate that PGnet can generate more refined temperature predictions than the state-of-the-art.

cs.LG↗