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The main challenge of multiagent reinforcement learning is the difficulty of learning useful policies in the presence of other simultaneously learning agents whose changing behaviors jointly affect the environment's transition and reward…

Existing batch size selection approaches in distributed machine learning rely on static allocation or simplistic heuristics that fail to adapt to heterogeneous, dynamic computing environments. We present DYNAMIX, a reinforcement learning…

Machine Learning · Computer Science 2025-10-10 Yuanjun Dai , Keqiang He , An Wang

Reinforcement learning (RL) allows an agent interacting sequentially with an environment to maximize its long-term expected return. In the distributional RL (DistrRL) paradigm, the agent goes beyond the limit of the expected value, to…

Machine Learning · Computer Science 2023-05-01 Mastane Achab , Reda Alami , Yasser Abdelaziz Dahou Djilali , Kirill Fedyanin , Eric Moulines

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Deep Reinforcement Learning (DRL) has been extensively used to address portfolio optimization problems. The DRL agents acquire knowledge and make decisions through unsupervised interactions with their environment without requiring explicit…

Machine Learning · Computer Science 2025-01-14 Ruoyu Sun , Yue Xi , Angelos Stefanidis , Zhengyong Jiang , Jionglong Su

The reward signal plays a central role in defining the desired behaviors of agents in reinforcement learning (RL). Rewards collected from realistic environments could be perturbed, corrupted, or noisy due to an adversary, sensor error, or…

Machine Learning · Computer Science 2025-03-12 Xi Chen , Zhihui Zhu , Andrew Perrault

In this paper, we are interested in systems with multiple agents that wish to collaborate in order to accomplish a common task while a) agents have different information (decentralized information) and b) agents do not know the model of the…

Optimization and Control · Mathematics 2020-12-04 Jalal Arabneydi , Aditya Mahajan

Policy gradient methods have become popular in multi-agent reinforcement learning, but they suffer from high variance due to the presence of environmental stochasticity and exploring agents (i.e., non-stationarity), which is potentially…

Machine Learning · Computer Science 2021-12-21 Yuchen Xiao , Xueguang Lyu , Christopher Amato

Projected policy gradient under the simplex parameterization, policy gradient and natural policy gradient under the softmax parameterization, are fundamental algorithms in reinforcement learning. There have been a flurry of recent…

Optimization and Control · Mathematics 2024-04-12 Jiacai Liu , Wenye Li , Ke Wei

Meta-reinforcement learning (meta-RL) aims to learn from multiple training tasks the ability to adapt efficiently to unseen test tasks. Despite the success, existing meta-RL algorithms are known to be sensitive to the task distribution…

Machine Learning · Computer Science 2021-03-02 Zichuan Lin , Garrett Thomas , Guangwen Yang , Tengyu Ma

The goal of an offline reinforcement learning (RL) algorithm is to learn optimal polices using historical (offline) data, without access to the environment for online exploration. One of the main challenges in offline RL is the distribution…

Machine Learning · Computer Science 2023-10-31 Kishan Panaganti , Zaiyan Xu , Dileep Kalathil , Mohammad Ghavamzadeh

Reinforcement Learning (RL) is a learning paradigm concerned with learning to control a system so as to maximize an objective over the long term. This approach to learning has received immense interest in recent times and success manifests…

Artificial Intelligence · Computer Science 2018-07-26 Sanyam Kapoor

The average-reward formulation of reinforcement learning (RL) has drawn increased interest in recent years for its ability to solve temporally-extended problems without relying on discounting. Meanwhile, in the discounted setting,…

Machine Learning · Computer Science 2025-08-06 Jacob Adamczyk , Volodymyr Makarenko , Stas Tiomkin , Rahul V. Kulkarni

We study the problem of Distributionally Robust Constrained RL (DRC-RL), where the goal is to maximize the expected reward subject to environmental distribution shifts and constraints. This setting captures situations where training and…

Machine Learning · Computer Science 2024-06-25 Zhengfei Zhang , Kishan Panaganti , Laixi Shi , Yanan Sui , Adam Wierman , Yisong Yue

In this paper, we consider learning scenarios where the learned model is evaluated under an unknown test distribution which potentially differs from the training distribution (i.e. distribution shift). The learner has access to a family of…

Machine Learning · Computer Science 2022-02-14 Alekh Agarwal , Tong Zhang

We introduce a method to address goal misgeneralization in reinforcement learning (RL), leveraging Large Language Model (LLM) feedback during training. Goal misgeneralization, a type of robustness failure in RL occurs when an agent retains…

Machine Learning · Computer Science 2024-01-17 Houda Nait El Barj , Theophile Sautory

Deploying controllers trained with Reinforcement Learning (RL) on real robots can be challenging: RL relies on agents' policies being modeled as Markov Decision Processes (MDPs), which assume an inherently discrete passage of time. The use…

Robotics · Computer Science 2024-04-03 Dong Wang , Giovanni Beltrame

This study proposes the use of a social learning method to estimate a global state within a multi-agent off-policy actor-critic algorithm for reinforcement learning (RL) operating in a partially observable environment. We assume that the…

Machine Learning · Computer Science 2024-07-09 Ainur Zhaikhan , Ali H. Sayed

This paper presents a novel approach to multi-agent reinforcement learning (RL) for linear systems with convex polytopic constraints. Existing work on RL has demonstrated the use of model predictive control (MPC) as a function approximator…

Systems and Control · Electrical Eng. & Systems 2025-01-06 Samuel Mallick , Filippo Airaldi , Azita Dabiri , Bart De Schutter

We consider the problem of learning from training data obtained in different contexts, where the underlying context distribution is unknown and is estimated empirically. We develop a robust method that takes into account the uncertainty of…

Machine Learning · Statistics 2022-02-18 Muhammad Osama , Dave Zachariah , Petre Stoica
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