Samy Mokeddem, Gaspard Lambrechts, Adrien Bolland, Damien Ernst
原文摘要
Actor-critic methods optimize a parametrized policy using a critic to estimate their policy gradient. Recent work has shown that conditioning the critic on features of future states, actions, or rewards can improve sample efficiency and even final return. However, existing methods are restricted to exogenous features (independent of actions), overlooking endogenous features (dependent on actions) that may be crucial for credit assignment. We introduce the future-informed value function, which can be conditioned on both exogenous and endogenous features of future states, actions, and rewards. Then, we express the policy gradient using this value function, yielding the future-informed policy gradient. Building on that, we propose the future-informed actor-critic algorithm. Empirical results show that this algorithm leveraging endogenous features of the future outperforms standard actor-critic algorithms in environments with noisy and sparse rewards.
Matthias Pirlet, Adrien Bolland, Gilles Louppe, Damien Ernst
原文摘要
The ENTSO-E Transparency Platform publishes generation, load, and cross-border power flows for European bidding zones. The values carry undocumented errors and violate energy conservation, and data reconciliation consists in correcting them to satisfy that balance. In this work, we formulate data reconciliation as Bayesian inference. Classical methods implicitly take a uniform prior, which we replace with a diffusion model estimated from the observations alone by empirical-Bayes expectation-maximization. The resulting posterior is sampled with a guided process whose projection step makes every sample satisfy the balance exactly. On synthetic systems of six to thirty-five bidding zones, built from ENTSO-E resource-adequacy data, the diffusion prior gives the most accurate reconciliation, increasingly so as the system grows. Its credible intervals are calibrated or conservative, and it remains the most accurate under a misspecified noise covariance. Finally, when the generation of entire zones goes unreported, the classical methods fail while the learned prior recovers it from cross-zone structure.