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Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…

Machine Learning · Computer Science 2023-03-14 Esther Derman , Yevgeniy Men , Matthieu Geist , Shie Mannor

Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…

Machine Learning · Computer Science 2021-10-14 Esther Derman , Matthieu Geist , Shie Mannor

Many recent successful (deep) reinforcement learning algorithms make use of regularization, generally based on entropy or Kullback-Leibler divergence. We propose a general theory of regularized Markov Decision Processes that generalizes…

Machine Learning · Computer Science 2019-06-05 Matthieu Geist , Bruno Scherrer , Olivier Pietquin

In the Bayesian reinforcement learning (RL) setting, a prior distribution over the unknown problem parameters -- the rewards and transitions -- is assumed, and a policy that optimizes the (posterior) expected return is sought. A common…

Machine Learning · Computer Science 2021-09-27 Aviv Tamar , Daniel Soudry , Ev Zisselman

Distributionally Robust Optimization (DRO) has enabled to prove the equivalence between robustness and regularization in classification and regression, thus providing an analytical reason why regularization generalizes well in statistical…

Optimization and Control · Mathematics 2020-07-15 Esther Derman , Shie Mannor

We propose a general framework for entropy-regularized average-reward reinforcement learning in Markov decision processes (MDPs). Our approach is based on extending the linear-programming formulation of policy optimization in MDPs to…

Machine Learning · Computer Science 2017-05-23 Gergely Neu , Anders Jonsson , Vicenç Gómez

Dealing with high variance is a significant challenge in model-free reinforcement learning (RL). Existing methods are unreliable, exhibiting high variance in performance from run to run using different initializations/seeds. Focusing on…

Machine Learning · Computer Science 2019-05-15 Richard Cheng , Abhinav Verma , Gabor Orosz , Swarat Chaudhuri , Yisong Yue , Joel W. Burdick

Imitation learning methods are used to infer a policy in a Markov decision process from a dataset of expert demonstrations by minimizing a divergence measure between the empirical state occupancy measures of the expert and the policy. The…

Machine Learning · Computer Science 2023-08-21 Ivan Ovinnikov , Joachim M. Buhmann

Deep Reinforcement Learning (Deep RL) has been receiving increasingly more attention thanks to its encouraging performance on a variety of control tasks. Yet, conventional regularization techniques in training neural networks (e.g., $L_2$…

Machine Learning · Computer Science 2021-11-30 Zhuang Liu , Xuanlin Li , Bingyi Kang , Trevor Darrell

This paper studies the control synthesis of motion planning subject to uncertainties. The uncertainties are considered in robot motions and environment properties, giving rise to the probabilistic labeled Markov decision process (PL-MDP). A…

Robotics · Computer Science 2023-01-31 Mingyu Cai , Shaoping Xiao , Zhijun Li , Zhen Kan

Producing agents that can generalize to a wide range of visually different environments is a significant challenge in reinforcement learning. One method for overcoming this issue is visual domain randomization, whereby at the start of each…

Machine Learning · Computer Science 2020-03-09 Reda Bahi Slaoui , William R. Clements , Jakob N. Foerster , Sébastien Toth

Value functions derived from Markov decision processes arise as a central component of algorithms as well as performance metrics in many statistics and engineering applications of machine learning techniques. Computation of the solution to…

Machine Learning · Computer Science 2020-03-02 Adithya M. Devraj , Ioannis Kontoyiannis , Sean P. Meyn

Despite huge successes on a wide range of tasks, neural networks are known to sometimes struggle to generalise to unseen data. Many approaches have been proposed over the years to promote the generalisation ability of neural networks,…

Machine Learning · Computer Science 2026-02-02 Christiaan P. Opperman , Anna S. Bosman , Katherine M. Malan

We are interested in understanding stability (almost sure boundedness) of stochastic approximation algorithms (SAs) driven by a `controlled Markov' process. Analyzing this class of algorithms is important, since many reinforcement learning…

Systems and Control · Computer Science 2018-05-18 Arunselvan Ramaswamy , Shalabh Bhatnagar

Reinforcement learning is a general methodology of adaptive optimal control that has attracted much attention in various fields ranging from video game industry to robot manipulators. Despite its remarkable performance demonstrations, plain…

Dynamical Systems · Mathematics 2022-06-14 Pavel Osinenko , Grigory Yaremenko , Ilya Osokin

Markov decision processes are typically used for sequential decision making under uncertainty. For many aspects however, ranging from constrained or safe specifications to various kinds of temporal (non-Markovian) dependencies in task and…

Artificial Intelligence · Computer Science 2021-11-10 Nicky Lenaers , Martijn van Otterlo

The paper proposes a novel regularization procedure for machine learning. The proposed high-order regularization (HR) provides new insight into regularization, which is widely used to train a neural network that can be utilized to…

Machine Learning · Computer Science 2025-05-14 Xinghua Liu , Ming Cao

Reinforcement learning tasks are typically specified as Markov decision processes. This formalism has been highly successful, though specifications often couple the dynamics of the environment and the learning objective. This lack of…

Artificial Intelligence · Computer Science 2021-09-21 Martha White

In batch reinforcement learning, there can be poorly explored state-action pairs resulting in poorly learned, inaccurate models and poorly performing associated policies. Various regularization methods can mitigate the problem of learning…

Machine Learning · Computer Science 2021-09-17 Sarah Rathnam , Susan A. Murphy , Finale Doshi-Velez

Scaling issues are mundane yet irritating for practitioners of reinforcement learning. Error scales vary across domains, tasks, and stages of learning; sometimes by many orders of magnitude. This can be detrimental to learning speed and…

Machine Learning · Computer Science 2021-05-13 Tom Schaul , Georg Ostrovski , Iurii Kemaev , Diana Borsa
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