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We propose \emph{Choquet regularizers} to measure and manage the level of exploration for reinforcement learning (RL), and reformulate the continuous-time entropy-regularized RL problem of Wang et al. (2020, JMLR, 21(198)) in which we…

Machine Learning · Statistics 2022-08-19 Xia Han , Ruodu Wang , Xun Yu Zhou

This paper studies the optimal dividend problem with a bounded payout rate in a partially observed regime-switching diffusion model, where, in practice, the market regime is unobserved and key model parameters are unknown. To address this…

Optimization and Control · Mathematics 2026-01-29 Zhongqin Gao , Yan Lv , Jingmin He

Efficient exploration remains a challenging research problem in reinforcement learning, especially when an environment contains large state spaces, deceptive local optima, or sparse rewards. To tackle this problem, we present a…

Artificial Intelligence · Computer Science 2018-10-30 Zhang-Wei Hong , Tzu-Yun Shann , Shih-Yang Su , Yi-Hsiang Chang , Chun-Yi Lee

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

Balancing exploration and exploitation remains a key challenge in reinforcement learning (RL). State-of-the-art RL algorithms suffer from high sample complexity, particularly in the sparse reward case, where they can do no better than to…

Machine Learning · Computer Science 2020-01-22 Philippe Morere , Gilad Francis , Tom Blau , Fabio Ramos

Offline reinforcement learning requires reconciling two conflicting aims: learning a policy that improves over the behavior policy that collected the dataset, while at the same time minimizing the deviation from the behavior policy so as to…

Machine Learning · Computer Science 2021-10-13 Ilya Kostrikov , Ashvin Nair , Sergey Levine

The last decade has seen an upswing in interest and adoption of reinforcement learning (RL) techniques, in large part due to its demonstrated capabilities at performing certain tasks at "super-human levels". This has incentivized the…

Machine Learning · Computer Science 2025-10-29 Pablo Samuel Castro

Recent advancements in state-of-the-art (SOTA) offline reinforcement learning (RL) have primarily focused on addressing function approximation errors, which contribute to the overestimation of Q-values for out-of-distribution actions, a…

Machine Learning · Computer Science 2025-05-01 Pulkit Agrawal , Rukma Talwadker , Aditya Pareek , Tridib Mukherjee

Recent reinforcement learning (RL) methods have substantially enhanced the planning capabilities of Large Language Models (LLMs), yet the theoretical basis for their effectiveness remains elusive. In this work, we investigate RL's benefits…

Artificial Intelligence · Computer Science 2026-03-04 Siwei Wang , Yifei Shen , Haoran Sun , Shi Feng , Shang-Hua Teng , Li Dong , Yaru Hao , Wei Chen

Accurate uncertainty quantification (UQ) in Large Language Models (LLMs) is critical for trustworthy deployment. While real-world language is inherently ambiguous, reflecting aleatoric uncertainty, existing UQ methods are typically…

Machine Learning · Computer Science 2026-01-30 Tim Tomov , Dominik Fuchsgruber , Tom Wollschläger , Stephan Günnemann

Reinforcement learning with verifiable rewards (RLVR) has recently enhanced the reasoning capabilities of large language models (LLMs), particularly for mathematical problem solving. However, a fundamental limitation remains: as the…

Machine Learning · Computer Science 2025-11-03 Wenhao Deng , Long Wei , Chenglei Yu , Tailin Wu

In offline reinforcement learning (RL), we seek to utilize offline data to evaluate (or learn) policies in scenarios where the data are collected from a distribution that substantially differs from that of the target policy to be evaluated.…

Machine Learning · Computer Science 2021-03-09 Ruosong Wang , Yifan Wu , Ruslan Salakhutdinov , Sham M. Kakade

We consider the finite-horizon offline reinforcement learning (RL) setting, and are motivated by the challenge of learning the policy at any step h in dynamic programming (DP) algorithms. To learn this, it is sufficient to evaluate the…

Machine Learning · Computer Science 2025-01-22 Sanath Kumar Krishnamurthy , Tanmay Gangwani , Sumeet Katariya , Branislav Kveton , Shrey Modi , Anshuka Rangi

Offline reinforcement learning (RL) have received rising interest due to its appealing data efficiency. The present study addresses behavior estimation, a task that lays the foundation of many offline RL algorithms. Behavior estimation aims…

Machine Learning · Computer Science 2023-05-29 Guoxi Zhang , Hisashi Kashima

We investigate reinforcement learning (RL) in the presence of distributional mismatch between training and deployment, where policies trained in simulators often underperform in practice due to mismatches between training and deployment…

Machine Learning · Computer Science 2025-11-12 Debamita Ghosh , George K. Atia , Yue Wang

Uncertainty quantification (UQ) is an important component of molecular property prediction, particularly for drug discovery applications where model predictions direct experimental design and where unanticipated imprecision wastes valuable…

Machine Learning · Computer Science 2020-05-21 Lior Hirschfeld , Kyle Swanson , Kevin Yang , Regina Barzilay , Connor W. Coley

Uncertainty Quantification (UQ) is widely regarded as the primary safeguard for deploying Large Language Models (LLMs) in high-stakes domains. However, we argue that the field suffers from a category error: mainstream UQ methods for LLMs…

Computation and Language · Computer Science 2026-05-20 Tiejin Chen , Longchao Da , Xiaoou Liu , Hua Wei

Reinforcement learning (RL) systems typically optimize scalar reward functions that assume precise and reliable evaluation of outcomes. However, real-world objectives--especially those derived from human preferences--are often uncertain,…

Machine Learning · Computer Science 2026-04-30 Disha Singha

In reinforcement learning the Q-values summarize the expected future rewards that the agent will attain. However, they cannot capture the epistemic uncertainty about those rewards. In this work we derive a new Bellman operator with…

Machine Learning · Computer Science 2022-12-07 Brendan O'Donoghue

An important facet of reinforcement learning (RL) has to do with how the agent goes about exploring the environment. Traditional exploration strategies typically focus on efficiency and ignore safety. However, for practical applications,…

Machine Learning · Computer Science 2019-04-23 Jiameng Fan , Wenchao Li
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