Related papers: Adaptive Discretization for Model-Based Reinforcem…
The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…
Local decision rules are commonly understood to be more explainable, due to the local nature of the patterns involved. With numerical optimization methods such as gradient boosting, ensembles of local decision rules can gain good predictive…
Being able to reason in an environment with a large number of discrete actions is essential to bringing reinforcement learning to a larger class of problems. Recommender systems, industrial plants and language models are only some of the…
We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…
Deep neural networks are typically trained by uniformly sampling large datasets across epochs, despite evidence that not all samples contribute equally throughout learning. Recent work shows that progressively reducing the amount of…
Model-based reinforcement learning is an effective approach for controlling an unknown system. It is based on a longstanding pipeline familiar to the control community in which one performs experiments on the environment to collect a…
This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…
In this paper, we introduce a technique to enhance the computational efficiency of solution algorithms for high-dimensional discrete simulation-based optimization problems. The technique is based on innovative adaptive partitioning…
We consider a problem of learning the reward and policy from expert examples under unknown dynamics. Our proposed method builds on the framework of generative adversarial networks and introduces the empowerment-regularized maximum-entropy…
Thompson Sampling is one of the most effective methods for contextual bandits and has been generalized to posterior sampling for certain MDP settings. However, existing posterior sampling methods for reinforcement learning are limited by…
Robust Reinforcement Learning tries to make predictions more robust to changes in the dynamics or rewards of the system. This problem is particularly important when the dynamics and rewards of the environment are estimated from the data. In…
Residual-based adaptive strategies are widely used in scientific machine learning but remain largely heuristic. We introduce a unifying variational framework that formalizes these methods by integrating convex transformations of the…
Generally intelligent agents exhibit successful behavior across problems in several settings. Endemic in approaches to realize such intelligence in machines is catastrophic forgetting: sequential learning corrupts knowledge obtained earlier…
This paper investigates how to incorporate expert observations (without explicit information on expert actions) into a deep reinforcement learning setting to improve sample efficiency. First, we formulate an augmented policy loss combining…
We consider the problem of imitation learning from a finite set of expert trajectories, without access to reinforcement signals. The classical approach of extracting the expert's reward function via inverse reinforcement learning, followed…
This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…
Adversarial training has become the primary method to defend against adversarial samples. However, it is hard to practically apply due to many shortcomings. One of the shortcomings of adversarial training is that it will reduce the…
Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…
Reinforcement finetuning (RFT) has shown great potential for enhancing the mathematical reasoning capabilities of large language models (LLMs), but it is often sample- and compute-inefficient, requiring extensive training. In this work, we…
Intensity control is a class of continuous-time dynamic optimization problems with many important applications in Operations Research including queueing and revenue management. In this study, we propose a practical continuous-time…