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cs.LG2025
Risk-Averse Reinforcement Learning with Itakura-Saito Loss
Igor Udovichenko, Olivier Croissant, Anita Toleutaeva +2
Risk-averse reinforcement learning finds application in various high-stakes fields. Unlike classical reinforcement learning, which aims to maximize expected returns, risk-averse ag…
cs.LG2025
EBES: Easy Benchmarking for Event Sequences
Dmitry Osin, Igor Udovichenko, Viktor Moskvoretskii +2
Event Sequences (EvS) refer to sequential data characterized by irregular sampling intervals and a mix of categorical and numerical features. Accurate classification of these seque…