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In reinforcement learning, the optimism in the face of uncertainty (OFU) is a mainstream principle for directing exploration towards less explored areas, characterized by higher uncertainty. However, in the presence of environmental…

Machine Learning · Computer Science 2023-12-21 Jinyi Liu , Zhi Wang , Yan Zheng , Jianye Hao , Chenjia Bai , Junjie Ye , Zhen Wang , Haiyin Piao , Yang Sun

Robustness is important for sequential decision making in a stochastic dynamic environment with uncertain probabilistic parameters. We address the problem of using robust MDPs (RMDPs) to compute policies with provable worst-case guarantees…

Machine Learning · Computer Science 2018-11-16 Reazul Hasan Russel , Marek Petrik

Closed-loop decision-making systems (e.g., lending, screening, or recidivism risk assessment) often operate under fairness and service constraints while inducing feedback effects: decisions change who appears in the future, yielding…

Machine Learning · Computer Science 2025-12-30 Wenzhang Du

We propose a model-free reinforcement learning algorithm inspired by the popular randomized least squares value iteration (RLSVI) algorithm as well as the optimism principle. Unlike existing upper-confidence-bound (UCB) based approaches,…

Machine Learning · Computer Science 2021-10-27 Haque Ishfaq , Qiwen Cui , Viet Nguyen , Alex Ayoub , Zhuoran Yang , Zhaoran Wang , Doina Precup , Lin F. Yang

Myopic exploration policies such as epsilon-greedy, softmax, or Gaussian noise fail to explore efficiently in some reinforcement learning tasks and yet, they perform well in many others. In fact, in practice, they are often selected as the…

Machine Learning · Computer Science 2022-06-22 Christoph Dann , Yishay Mansour , Mehryar Mohri , Ayush Sekhari , Karthik Sridharan

Efficient exploration remains a central challenge in reinforcement learning (RL), particularly in sparse-reward environments. We introduce Optimistic World Models (OWMs), a principled and scalable framework for optimistic exploration that…

Machine Learning · Computer Science 2026-02-11 Akshay Mete , Shahid Aamir Sheikh , Tzu-Hsiang Lin , Dileep Kalathil , P. R. Kumar

Research in reinforcement learning has produced algorithms for optimal decision making under uncertainty that fall within two main types. The first employs a Bayesian framework, where optimality improves with increased computational time.…

Machine Learning · Statistics 2011-09-22 Christos Dimitrakakis

Robust MDPs (RMDPs) can be used to compute policies with provable worst-case guarantees in reinforcement learning. The quality and robustness of an RMDP solution are determined by the ambiguity set---the set of plausible transition…

Machine Learning · Computer Science 2019-02-21 Marek Petrik , Reazul Hasan Russell

Improving the sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$ (OFU), we train a separate exploration policy to maximize the…

Machine Learning · Computer Science 2022-11-23 Jiachen Li , Shuo Cheng , Zhenyu Liao , Huayan Wang , William Yang Wang , Qinxun Bai

Exploration in reinforcement learning (RL) remains an open challenge. RL algorithms rely on observing rewards to train the agent, and if informative rewards are sparse the agent learns slowly or may not learn at all. To improve exploration…

Machine Learning · Computer Science 2024-11-12 Simone Parisi , Alireza Kazemipour , Michael Bowling

A popular perspective in Reinforcement learning (RL) casts the problem as probabilistic inference on a graphical model of the Markov decision process (MDP). The core object of study is the probability of each state-action pair being visited…

Machine Learning · Computer Science 2023-11-23 Jean Tarbouriech , Tor Lattimore , Brendan O'Donoghue

Learning complex robot behaviors through interaction requires structured exploration. Planning should target interactions with the potential to optimize long-term performance, while only reducing uncertainty where conducive to this…

Machine Learning · Computer Science 2021-12-14 Tim Seyde , Wilko Schwarting , Sertac Karaman , Daniela Rus

Safe reinforcement learning is extremely challenging--not only must the agent explore an unknown environment, it must do so while ensuring no safety constraint violations. We formulate this safe reinforcement learning (RL) problem using the…

Machine Learning · Computer Science 2022-10-19 Archana Bura , Aria HasanzadeZonuzy , Dileep Kalathil , Srinivas Shakkottai , Jean-Francois Chamberland

The Centralized Training with Decentralized Execution (CTDE) paradigm is widely used in cooperative multi-agent reinforcement learning. However, conventional methods based on CTDE can suffer from value underestimation and converge to…

Multiagent Systems · Computer Science 2026-05-05 Ruoning Zhang , Siying Wang , Wenyu Chen , Yang Zhou , Zhitong Zhao , Zixuan Zhang , Ruijie Zhang , Stefano V. Albrecht

Optimization via simulation (OvS) procedures that assume the simulation inputs are generated from the real-world distributions are subject to the risk of selecting a suboptimal solution when the distributions are substituted with input…

Methodology · Statistics 2021-01-20 Eunhye Song

Learning complex robot behavior through interactions with the environment necessitates principled exploration. Effective strategies should prioritize exploring regions of the state-action space that maximize rewards, with optimistic…

Machine Learning · Computer Science 2025-03-12 Jasmine Bayrooti , Carl Henrik Ek , Amanda Prorok

Exploration has been a crucial part of reinforcement learning, yet several important questions concerning exploration efficiency are still not answered satisfactorily by existing analytical frameworks. These questions include exploration…

Machine Learning · Computer Science 2016-12-06 Liangpeng Zhang , Ke Tang , Xin Yao

Optimistic value estimates provide one mechanism for directed exploration in reinforcement learning (RL). The agent acts greedily with respect to an estimate of the value plus what can be seen as a value bonus. The value bonus can be…

Machine Learning · Computer Science 2026-02-16 Abdul Wahab , Raksha Kumaraswamy , Martha White

The principle of optimism in the face of uncertainty is prevalent throughout sequential decision making problems such as multi-armed bandits and reinforcement learning (RL). To be successful, an optimistic RL algorithm must over-estimate…

Machine Learning · Computer Science 2021-12-07 Aldo Pacchiano , Philip J. Ball , Jack Parker-Holder , Krzysztof Choromanski , Stephen Roberts

Scalable and effective exploration remains a key challenge in reinforcement learning (RL). While there are methods with optimality guarantees in the setting of discrete state and action spaces, these methods cannot be applied in…

Machine Learning · Computer Science 2017-01-30 Rein Houthooft , Xi Chen , Yan Duan , John Schulman , Filip De Turck , Pieter Abbeel
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