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Offline reinforcement learning (RL) seeks to learn optimal policies from static datasets without further environment interaction. A key challenge is the distribution shift between the learned and behavior policies, leading to…
In offline model-based reinforcement learning (offline MBRL), we learn a dynamic model from historically collected data, and subsequently utilize the learned model and fixed datasets for policy learning, without further interacting with the…
Recent advancements in deep reinforcement learning (RL) have demonstrated notable progress in sample efficiency, spanning both model-based and model-free paradigms. Despite the identification and mitigation of specific bottlenecks in prior…
Unsupervised ensemble learning emerged to address the challenge of combining multiple learners' predictions without access to ground truth labels or additional data. This paradigm is crucial in scenarios where evaluating individual…
A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…
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…
In this work, we take a fresh look at some old and new algorithms for off-policy, return-based reinforcement learning. Expressing these in a common form, we derive a novel algorithm, Retrace($\lambda$), with three desired properties: (1) it…
The security of cloud environments, such as Amazon Web Services (AWS), is complex and dynamic. Static security policies have become inadequate as threats evolve and cloud resources exhibit elasticity [1]. This paper addresses the…
Q-learning (QL), a common reinforcement learning algorithm, suffers from over-estimation bias due to the maximization term in the optimal Bellman operator. This bias may lead to sub-optimal behavior. Double-Q-learning tackles this issue by…
We propose an ensemble method to improve the generalization performance of trading strategies trained by deep reinforcement learning algorithms in a highly stochastic environment of intraday cryptocurrency portfolio trading. We adopt a…
Modern astronomical experiments are designed to achieve multiple scientific goals, from studies of galaxy evolution to cosmic acceleration. These goals require data of many different classes of night-sky objects, each of which has a…
Motivated by the success of ensembles for uncertainty estimation in supervised learning, we take a renewed look at how ensembles of $Q$-functions can be leveraged as the primary source of pessimism for offline reinforcement learning (RL).…
Many reinforcement learning algorithms, particularly those that rely on return estimates for policy improvement, can suffer from poor sample efficiency and training instability due to high-variance return estimates. In this paper we…
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…
In many real-world settings, reinforcement learning systems suffer performance degradation when the environment encountered at deployment differs from that observed during training. Distributionally robust reinforcement learning (DR-RL)…
The potential of offline reinforcement learning (RL) is that high-capacity models trained on large, heterogeneous datasets can lead to agents that generalize broadly, analogously to similar advances in vision and NLP. However, recent works…
Potential-based reward shaping (PBRS) is an effective and popular technique to speed up reinforcement learning by leveraging domain knowledge. While PBRS is proven to always preserve optimal policies, its effect on learning speed is…
Sample-efficiency guarantees for offline reinforcement learning (RL) often rely on strong assumptions on both the function classes (e.g., Bellman-completeness) and the data coverage (e.g., all-policy concentrability). Despite the recent…
Replaying data is a principal mechanism underlying the stability and data efficiency of off-policy reinforcement learning (RL). We present an effective yet simple framework to extend the use of replays across multiple experiments, minimally…
Ensemble models are powerful model building tools that are developed with a focus to improve the accuracy of model predictions. They find applications in time series forecasting in varied scenarios including but not limited to process…