Related papers: An Approximate Dynamic Programming Approach to Adv…
We initiate the study of dynamic regret minimization for goal-oriented reinforcement learning modeled by a non-stationary stochastic shortest path problem with changing cost and transition functions. We start by establishing a lower bound…
We consider non-differentiable dynamic optimization problems such as those arising in robotics and subspace tracking. Given the computational constraints and the time-varying nature of the problem, a low-complexity algorithm is desirable,…
Deep reinforcement learning (DRL) algorithms can suffer from modeling errors between the simulation and the real world. Many studies use adversarial learning to generate perturbation during training process to model the discrepancy and…
We study reinforcement learning in MDPs whose transition function is stochastic at most steps but may behave adversarially at a fixed subset of $\Lambda$ steps per episode. This model captures environments that are stable except at a few…
We consider the problem of strongly-convex online optimization in presence of adversarial delays; in a T-iteration online game, the feedback of the player's query at time t is arbitrarily delayed by an adversary for d_t rounds and delivered…
In many applications, learning systems are required to process continuous non-stationary data streams. We study this problem in an online learning framework and propose an algorithm that can deal with adversarial time-varying and nonlinear…
We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…
Adversarial neural networks solve many important problems in data science, but are notoriously difficult to train. These difficulties come from the fact that optimal weights for adversarial nets correspond to saddle points, and not…
This paper studies the problem of Anytime-Competitive Markov Decision Process (A-CMDP). Existing works on Constrained Markov Decision Processes (CMDPs) aim to optimize the expected reward while constraining the expected cost over random…
This work considered an online distributed optimization problem, with a group of agents whose local objective functions vary with time. Moreover, the value of the objective function is revealed to the corresponding agent after the decision…
Switching costs, which capture the costs for changing policies, are regarded as a critical metric in reinforcement learning (RL), in addition to the standard metric of losses (or rewards). However, existing studies on switching costs (with…
Deep reinforcement learning (DRL) policies are vulnerable to unauthorized replication attacks, where an adversary exploits imitation learning to reproduce target policies from observed behavior. In this paper, we propose Constrained…
High order momentum-based parameter update algorithms have seen widespread applications in training machine learning models. Recently, connections with variational approaches have led to the derivation of new learning algorithms with…
Adversarial training has become the primary method to defend against adversarial samples. However, it is hard to practically apply due to many shortcomings. One of the shortcomings of adversarial training is that it will reduce the…
Existing online learning algorithms for adversarial Markov Decision Processes achieve ${O}(\sqrt{T})$ regret after $T$ rounds of interactions even if the loss functions are chosen arbitrarily by an adversary, with the caveat that the…
We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…
Reinforcement learning algorithms are widely used in domains where it is desirable to provide a personalized service. In these domains it is common that user data contains sensitive information that needs to be protected from third parties.…
We study the model-based undiscounted reinforcement learning for partially observable Markov decision processes (POMDPs). The oracle we consider is the optimal policy of the POMDP with a known environment in terms of the average reward over…
Dynamic pricing is crucial in sectors like e-commerce and transportation, balancing exploration of demand patterns and exploitation of pricing strategies. Existing methods often require precise knowledge of the demand function, e.g., the…
We consider regret minimization for Adversarial Markov Decision Processes (AMDPs), where the loss functions are changing over time and adversarially chosen, and the learner only observes the losses for the visited state-action pairs (i.e.,…