Related papers: Temporal Regularization in Markov Decision Process
Optimization, a key tool in machine learning and statistics, relies on regularization to reduce overfitting. Traditional regularization methods control a norm of the solution to ensure its smoothness. Recently, topological methods have…
We propose an automata-theoretic approach for reinforcement learning (RL) under complex spatio-temporal constraints with time windows. The problem is formulated using a Markov decision process under a bounded temporal logic constraint.…
A Markov decision process can be parameterized by a transition kernel and a reward function. Both play essential roles in the study of reinforcement learning as evidenced by their presence in the Bellman equations. In our inquiry of various…
The standard approach for dealing with the ill-posedness of the training problem in machine learning and/or the reconstruction of a signal from a limited number of measurements is regularization. The method is applicable whenever the…
Solving a reinforcement learning (RL) problem poses two competing challenges: fitting a potentially discontinuous value function, and generalizing well to new observations. In this paper, we analyze the learning dynamics of temporal…
We propose and study a general framework for regularized Markov decision processes (MDPs) where the goal is to find an optimal policy that maximizes the expected discounted total reward plus a policy regularization term. The extant…
We consider the problem of steering a system with unknown, stochastic dynamics to satisfy a rich, temporally layered task given as a signal temporal logic formula. We represent the system as a Markov decision process in which the states are…
The goal of this manuscript is to conduct a controltheoretic analysis of Temporal Difference (TD) learning algorithms. TD-learning serves as a cornerstone in the realm of reinforcement learning, offering a methodology for approximating the…
Long-term fairness is an important factor of consideration in designing and deploying learning-based decision systems in high-stake decision-making contexts. Recent work has proposed the use of Markov Decision Processes (MDPs) to formulate…
Regularization is a technique to improve generalization of machine learning (ML) models. A common form of regularization in the ML literature is to train on data where similar inputs map to different outputs. This improves generalization by…
Randomized experiments (a.k.a. A/B tests) are a powerful tool for estimating treatment effects, to inform decisions making in business, healthcare and other applications. In many problems, the treatment has a lasting effect that evolves…
Loss of plasticity, trainability loss, and primacy bias have been identified as issues arising when training deep neural networks on sequences of tasks -- all referring to the increased difficulty in training on new tasks. We propose to use…
In this paper, we present a brief survey of Reinforcement Learning (RL), with particular emphasis on Stochastic Approximation (SA) as a unifying theme. The scope of the paper includes Markov Reward Processes, Markov Decision Processes,…
We consider reinforcement learning in parameterized Markov Decision Processes (MDPs), where the parameterization may induce correlation across transition probabilities or rewards. Consequently, observing a particular state transition might…
Agents trained with deep reinforcement learning algorithms are capable of performing highly complex tasks including locomotion in continuous environments. We investigate transferring the learning acquired in one task to a set of previously…
Fairness plays a crucial role in various multi-agent systems (e.g., communication networks, financial markets, etc.). Many multi-agent dynamical interactions can be cast as Markov Decision Processes (MDPs). While existing research has…
In the last decade, Reinforcement Learning (RL) has achieved remarkable success in the control and decision-making of complex dynamical systems. However, most RL algorithms rely on the Markov Decision Process assumption, which is violated…
The mixing time of the Markov chain induced by a policy limits performance in real-world continual learning scenarios. Yet, the effect of mixing times on learning in continual reinforcement learning (RL) remains underexplored. In this…
Inverse reinforcement learning methods aim to retrieve the reward function of a Markov decision process based on a dataset of expert demonstrations. The commonplace scarcity and heterogeneous sources of such demonstrations can lead to the…
Specifying a Reinforcement Learning (RL) task involves choosing a suitable planning horizon, which is typically modeled by a discount factor. It is known that applying RL algorithms with a lower discount factor can act as a regularizer,…