David M. Janz

Probabilistic structure discovery in time series data

2016 · arXiv (Cornell University)

Existing methods for structure discovery in time series data construct interpretable, compositional kernels for Gaussian process regression models. While the learned Gaussian process model provides posterior mean and variance estimates, typically the structure is learned …

Successor Uncertainties: Exploration and Uncertainty in Temporal Difference Learning

2018 · arXiv (Cornell University)

Posterior sampling for reinforcement learning (PSRL) is an effective method for balancing exploration and exploitation in reinforcement learning. Randomised value functions (RVF) can be viewed as a promising approach to scaling PSRL. However, we show …