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Related papers: Robust Reinforcement Learning with Wasserstein Con…

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Reinforcement learning is a powerful paradigm for learning optimal policies from experimental data. However, to find optimal policies, most reinforcement learning algorithms explore all possible actions, which may be harmful for real-world…

Machine Learning · Statistics 2017-11-15 Felix Berkenkamp , Matteo Turchetta , Angela P. Schoellig , Andreas Krause

We propose iterative algorithms to solve adversarial problems in a variety of supervised learning settings of interest. Our algorithms, which can be interpreted as suitable ascent-descent dynamics in Wasserstein spaces, take the form of a…

Machine Learning · Computer Science 2023-01-11 Camilo Garcia Trillos , Nicolas Garcia Trillos

We introduce a new approach for comparing reinforcement learning policies, using Wasserstein distances (WDs) in a newly defined latent behavioral space. We show that by utilizing the dual formulation of the WD, we can learn score functions…

Machine Learning · Computer Science 2020-03-05 Aldo Pacchiano , Jack Parker-Holder , Yunhao Tang , Anna Choromanska , Krzysztof Choromanski , Michael I. Jordan

This paper proposes a distributionally robust approach to regret optimal control of discrete-time linear dynamical systems with quadratic costs subject to a stochastic additive disturbance on the state process. The underlying probability…

Optimization and Control · Mathematics 2023-08-17 Feras Al Taha , Shuhao Yan , Eilyan Bitar

In this paper, we study the outage minimization problem in a decode-and-forward cooperative network with relay uncertainty. To reduce the outage probability and improve the quality of service, existing researches usually rely on the…

Information Theory · Computer Science 2022-05-19 Yuanzhe Geng , Erwu Liu , Rui Wang , Pengcheng Sun , Binyu Lu

We study model-based reinforcement learning in an unknown finite communicating Markov decision process. We propose a simple algorithm that leverages a variance based confidence interval. We show that the proposed algorithm, UCRL-V, achieves…

Machine Learning · Computer Science 2019-12-12 Aristide Tossou , Debabrota Basu , Christos Dimitrakakis

We show that several machine learning estimators, including square-root LASSO (Least Absolute Shrinkage and Selection) and regularized logistic regression can be represented as solutions to distributionally robust optimization (DRO)…

Statistics Theory · Mathematics 2020-10-22 Jose Blanchet , Yang Kang , Karthyek Murthy

The field of quickest change detection (QCD) concerns design and analysis of algorithms to estimate in real time the time at which an important event takes place, and identify properties of the post-change behavior. It is shown in this…

Optimization and Control · Mathematics 2024-09-16 Austin Cooper , Sean Meyn

Stable locomotion in precipitous environments is an essential task for quadruped robots, requiring the ability to resist various external disturbances. Recent neural policies enhance robustness against disturbances by learning to resist…

Robotics · Computer Science 2024-06-13 Junfeng Long , Wenye Yu , Quanyi Li , Zirui Wang , Dahua Lin , Jiangmiao Pang

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

Machine Learning · Computer Science 2022-05-17 Kishan Panaganti , Dileep Kalathil

This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we…

Optimization and Control · Mathematics 2019-06-05 Jack Umenberger , Mina Ferizbegovic , Thomas B. Schön , Håkan Hjalmarsson

Imitation Learning describes the problem of recovering an expert policy from demonstrations. While inverse reinforcement learning approaches are known to be very sample-efficient in terms of expert demonstrations, they usually require…

Machine Learning · Computer Science 2019-06-20 Huang Xiao , Michael Herman , Joerg Wagner , Sebastian Ziesche , Jalal Etesami , Thai Hong Linh

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

The goal of robust constrained reinforcement learning (RL) is to optimize an agent's performance under the worst-case model uncertainty while satisfying safety or resource constraints. In this paper, we demonstrate that strong duality does…

Machine Learning · Computer Science 2025-09-23 Shaocong Ma , Ziyi Chen , Yi Zhou , Heng Huang

We introduce the framework of performative reinforcement learning where the policy chosen by the learner affects the underlying reward and transition dynamics of the environment. Following the recent literature on performative…

Machine Learning · Computer Science 2023-06-08 Debmalya Mandal , Stelios Triantafyllou , Goran Radanovic

Recently, robust reinforcement learning (RL) methods against input observation have garnered significant attention and undergone rapid evolution due to RL's potential vulnerability. Although these advanced methods have achieved reasonable…

Machine Learning · Computer Science 2024-09-04 Kosuke Nakanishi , Akihiro Kubo , Yuji Yasui , Shin Ishii

Ensuring safety is important for the practical deployment of reinforcement learning (RL). Various challenges must be addressed, such as handling stochasticity in the environments, providing rigorous guarantees of persistent state-wise…

Machine Learning · Computer Science 2023-09-26 Milan Ganai , Zheng Gong , Chenning Yu , Sylvia Herbert , Sicun Gao

Reinforcement learning (RL) faces substantial challenges when applied to real-life problems, primarily stemming from the scarcity of available data due to limited interactions with the environment. This limitation is exacerbated by the fact…

Neural and Evolutionary Computing · Computer Science 2024-04-10 Cristiano Capone , Paolo Muratore

In recent times, reinforcement learning has produced baffling results when it comes to performing control tasks with highly non-linear systems. The impressive results always outweigh the potential vulnerabilities or uncertainties associated…

Robotics · Computer Science 2023-11-14 Arshad Javeed

Autonomous vehicles with a self-evolving ability are expected to cope with unknown scenarios in the real-world environment. Take advantage of trial and error mechanism, reinforcement learning is able to self evolve by learning the optimal…

Robotics · Computer Science 2024-08-23 Shuo Yang , Liwen Wang , Yanjun Huang , Hong Chen