2.1MLMar 19, 2022
Thompson Sampling on Asymmetric $α$-Stable BanditsZhendong Shi, Ercan E. Kuruoglu, Xiaoli Wei
In algorithm optimization in reinforcement learning, how to deal with the exploration-exploitation dilemma is particularly important. Multi-armed bandit problem can optimize the proposed solutions by changing the reward distribution to realize the dynamic balance between exploration and exploitation. Thompson Sampling is a common method for solving multi-armed bandit problem and has been used to explore data that conform to various laws. In this paper, we consider the Thompson Sampling approach for multi-armed bandit problem, in which rewards conform to unknown asymmetric $α$-stable distributions and explore their applications in modelling financial and wireless data.
1.5CVMay 23, 2023
UPNet: Uncertainty-based Picking Deep Learning Network for Robust First Break PickingHongtao Wang, Jiangshe Zhang, Xiaoli Wei et al.
In seismic exploration, first break (FB) picking is a crucial aspect in the determination of subsurface velocity models, significantly influencing the placement of wells. Many deep neural networks (DNNs)-based automatic picking methods have been proposed to accelerate this processing. Significantly, the segmentation-based DNN methods provide a segmentation map and then estimate FB from the map using a picking threshold. However, the uncertainty of the results picked by DNNs still needs to be analyzed. Thus, the automatic picking methods applied in field datasets can not ensure robustness, especially in the case of a low signal-to-noise ratio (SNR). In this paper, we introduce uncertainty quantification into the FB picking task and propose a novel uncertainty-based picking deep learning network called UPNet. UPNet not only estimates the uncertainty of network output but also can filter the pickings with low confidence. Many experiments evaluate that UPNet exhibits higher accuracy and robustness than the deterministic DNN-based model, achieving State-of-the-Art (SOTA) performance in field surveys. In addition, we verify that the measurement uncertainty is meaningful, which can provide a reference for human decision-making.