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Applying probabilistic models to reinforcement learning (RL) enables the application of powerful optimisation tools such as variational inference to RL. However, existing inference frameworks and their algorithms pose significant challenges…

Machine Learning · Computer Science 2020-07-17 Matthew Fellows , Anuj Mahajan , Tim G. J. Rudner , Shimon Whiteson

This paper presents a comprehensive survey of Federated Reinforcement Learning (FRL), an emerging and promising field in Reinforcement Learning (RL). Starting with a tutorial of Federated Learning (FL) and RL, we then focus on the…

Machine Learning · Computer Science 2023-05-12 Jiaju Qi , Qihao Zhou , Lei Lei , Kan Zheng

We propose a novel framework for risk-sensitive reinforcement learning (RSRL) that incorporates robustness against transition uncertainty. We define two distinct yet coupled risk measures: an inner risk measure addressing state and cost…

Risk Management · Quantitative Finance 2026-01-01 Shanyu Han , Yangbo He , Yang Liu

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

Reinforcement learning in complex environments is a challenging problem. In particular, the success of reinforcement learning algorithms depends on a well-designed reward function. Inverse reinforcement learning (IRL) solves the problem of…

Machine Learning · Computer Science 2021-01-20 Rakhoon Hwang , Hanjin Lee , Hyung Ju Hwang

Explicit engineering of reward functions for given environments has been a major hindrance to reinforcement learning methods. While Inverse Reinforcement Learning (IRL) is a solution to recover reward functions from demonstrations only,…

Machine Learning · Computer Science 2020-02-24 David Venuto , Jhelum Chakravorty , Leonard Boussioux , Junhao Wang , Gavin McCracken , Doina Precup

Bayesian neural networks (BNNs) hold great promise as a flexible and principled solution to deal with uncertainty when learning from finite data. Among approaches to realize probabilistic inference in deep neural networks, variational Bayes…

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…

Machine Learning · Computer Science 2019-05-28 Manikanta Srikar Yellapragada , Chandra Prakash Konkimalla

Traditional reinforcement learning (RL) assumes the agents make decisions based on Markov decision processes (MDPs) with one-step transition models. In many real-world applications, such as energy management and stock investment, agents can…

Machine Learning · Computer Science 2025-10-22 Chenbei Lu , Zaiwei Chen , Tongxin Li , Chenye Wu , Adam Wierman

Reinforcement learning (RL) requires access to a reward function that incentivizes the right behavior, but these are notoriously hard to specify for complex tasks. Preference-based RL provides an alternative: learning policies using a…

Machine Learning · Computer Science 2021-11-05 Kimin Lee , Laura Smith , Anca Dragan , Pieter Abbeel

The explore{exploit dilemma is one of the central challenges in Reinforcement Learning (RL). Bayesian RL solves the dilemma by providing the agent with information in the form of a prior distribution over environments; however, full…

Machine Learning · Computer Science 2012-03-19 Jonathan Sorg , Satinder Singh , Richard L. Lewis

This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…

Optimization and Control · Mathematics 2026-04-23 Simone Baroncini , Bahman Gharesifard , Giuseppe Notarstefano

Statistical machine learning algorithms have achieved state-of-the-art results on benchmark datasets, outperforming humans in many tasks. However, the out-of-distribution data and confounder, which have an unpredictable causal relationship,…

Computer Vision and Pattern Recognition · Computer Science 2022-10-31 Changjie Lu

We transform reinforcement learning (RL) into a form of supervised learning (SL) by turning traditional RL on its head, calling this Upside Down RL (UDRL). Standard RL predicts rewards, while UDRL instead uses rewards as task-defining…

Artificial Intelligence · Computer Science 2020-06-24 Juergen Schmidhuber

Deep reinforcement learning (DRL) has proven extremely useful in a large variety of application domains. However, even successful DRL-based software can exhibit highly undesirable behavior. This is due to DRL training being based on…

Machine Learning · Computer Science 2023-09-12 Ophir M. Carmel , Guy Katz

Deep reinforcement learning (DRL) algorithms have achieved great success on sequential decision-making problems, yet is criticized for the lack of data-efficiency and explainability. Especially, explainability of subtasks is critical in…

Artificial Intelligence · Computer Science 2020-05-20 Daoming Lyu

Offline model-based reinforcement learning (MBRL) serves as a competitive framework that can learn well-performing policies solely from pre-collected data with the help of learned dynamics models. To fully unleash the power of offline MBRL,…

Machine Learning · Computer Science 2025-02-18 Yu-Wei Yang , Yun-Ming Chan , Wei Hung , Xi Liu , Ping-Chun Hsieh

Multi-task Inverse Reinforcement Learning (IRL) is the problem of inferring multiple reward functions from expert demonstrations. Prior work, built on Bayesian IRL, is unable to scale to complex environments due to computational…

Machine Learning · Computer Science 2018-07-17 Adam Gleave , Oliver Habryka

This paper addresses the problem of learning a task from demonstration. We adopt the framework of inverse reinforcement learning, where tasks are represented in the form of a reward function. Our contribution is a novel active learning…

Machine Learning · Computer Science 2013-01-24 Francisco Melo , Manuel Lopes