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Distributional Reinforcement Learning (DistRL) improves upon expectation-based methods by modeling full return distributions, but standard approaches often remain far from parsimonious. Categorical methods (e.g., C51) rely on fixed supports…

Artificial Intelligence · Computer Science 2026-05-06 Simo Alami C. , Rim Kaddah , Jesse Read , Marie-Paule Cani

Replication of experimental results has been a challenge faced by many scientific disciplines, including the field of machine learning. Recent work on the theory of machine learning has formalized replicability as the demand that an…

Machine Learning · Computer Science 2026-04-15 Eric Eaton , Marcel Hussing , Michael Kearns , Aaron Roth , Sikata Bela Sengupta , Jessica Sorrell

In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…

Machine Learning · Computer Science 2026-02-13 Mehrdad Moghimi , Hyejin Ku

In contrast to classical reinforcement learning (RL), distributional RL algorithms aim to learn the distribution of returns rather than their expected value. Since the nature of the return distribution is generally unknown a priori or…

Machine Learning · Computer Science 2025-03-17 Moritz A. Zanger , Wendelin Böhmer , Matthijs T. J. Spaan

Distributionally robust reinforcement learning (DRRL) focuses on designing policies that achieve good performance under model uncertainties. The goal is to maximize the worst-case long-term discounted reward, where the data for RL comes…

Machine Learning · Computer Science 2026-03-17 Saptarshi Mandal , Yashaswini Murthy , R. Srikant

Meta-reinforcement learning algorithms provide a data-driven way to acquire policies that quickly adapt to many tasks with varying rewards or dynamics functions. However, learned meta-policies are often effective only on the exact task…

Machine Learning · Computer Science 2023-07-13 Anurag Ajay , Abhishek Gupta , Dibya Ghosh , Sergey Levine , Pulkit Agrawal

Risk-sensitive reinforcement learning (RL) is crucial for maintaining reliable performance in high-stakes applications. While traditional RL methods aim to learn a point estimate of the random cumulative cost, distributional RL (DRL) seeks…

Machine Learning · Computer Science 2025-02-03 Minheng Xiao , Xian Yu , Lei Ying

In this paper, we aim at establishing an approximation theory and a learning theory of distribution regression via a fully connected neural network (FNN). In contrast to the classical regression methods, the input variables of distribution…

Machine Learning · Statistics 2023-07-10 Zhongjie Shi , Zhan Yu , Ding-Xuan Zhou

We propose a novel algorithmic framework for distributional reinforcement learning, based on learning finite-dimensional mean embeddings of return distributions. We derive several new algorithms for dynamic programming and…

Distributional reinforcement learning, which focuses on learning the entire return distribution instead of only its expectation in standard RL, has demonstrated remarkable success in enhancing performance. Despite these advancements, our…

Machine Learning · Computer Science 2024-09-24 Ke Sun , Bei Jiang , Linglong Kong

The distributional reinforcement learning (RL) approach advocates for representing the complete probability distribution of the random return instead of only modelling its expectation. A distributional RL algorithm may be characterised by…

Machine Learning · Computer Science 2023-03-20 Thibaut Théate , Antoine Wehenkel , Adrien Bolland , Gilles Louppe , Damien Ernst

We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…

Optimization and Control · Mathematics 2019-12-13 Konstantin Mishchenko , Franck Iutzeler , Jérôme Malick

Reinforcement learning has gained wide popularity as a technique for simulation-driven approximate dynamic programming. A less known aspect is that the very reasons that make it effective in dynamic programming can also be leveraged for…

Machine Learning · Computer Science 2013-11-13 Vivek S. Borkar , Adwaitvedant S. Mathkar

Deep Learning has become interestingly popular in computer vision, mostly attaining near or above human-level performance in various vision tasks. But recent work has also demonstrated that these deep neural networks are very vulnerable to…

Machine Learning · Computer Science 2020-12-09 Shashi Kant Gupta

Robust Reinforcement Learning tries to make predictions more robust to changes in the dynamics or rewards of the system. This problem is particularly important when the dynamics and rewards of the environment are estimated from the data. In…

Machine Learning · Computer Science 2022-06-15 Pierre Clavier , Stéphanie Allassonière , Erwan Le Pennec

Frontier models have demonstrated exceptional capabilities following the integration of task-reward-based reinforcement learning (RL) into their training pipelines, enabling systems to evolve from pure reasoning models into sophisticated…

Machine Learning · Computer Science 2026-04-20 Sarthak Mittal , Leo Gagnon , Guillaume Lajoie

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

Safety in reinforcement learning (RL) is a key property in both training and execution in many domains such as autonomous driving or finance. In this paper, we formalize it with a constrained RL formulation in the distributional RL setting.…

Machine Learning · Computer Science 2021-03-01 Jianyi Zhang , Paul Weng

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

We present a unifying framework for designing and analysing distributional reinforcement learning (DRL) algorithms in terms of recursively estimating statistics of the return distribution. Our key insight is that DRL algorithms can be…

Machine Learning · Statistics 2019-02-22 Mark Rowland , Robert Dadashi , Saurabh Kumar , Rémi Munos , Marc G. Bellemare , Will Dabney