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Distributional reinforcement learning, which focuses on learning the entire return distribution instead of only its expectation in standard RL, has demonstrated remarkable success in enhancing performance. Despite these advancements, our…

Machine Learning · Computer Science 2024-09-24 Ke Sun , Bei Jiang , Linglong Kong

We study estimation and inference using data collected by reinforcement learning (RL) algorithms. These algorithms adaptively experiment by interacting with individual units over multiple stages, updating their strategies based on past…

Machine Learning · Statistics 2025-10-06 Vasilis Syrgkanis , Ruohan Zhan

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard…

Optimization and Control · Mathematics 2024-03-26 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

Reinforcement learning (RL) is a technique to learn the control policy for an agent that interacts with a stochastic environment. In any given state, the agent takes some action, and the environment determines the probability distribution…

Machine Learning · Computer Science 2021-07-30 Gaurav Gupta , Chenzhong Yin , Jyotirmoy V. Deshmukh , Paul Bogdan

While reinforcement learning (RL) provides a framework for learning through trial and error, translating RL algorithms into the real world has remained challenging. A major hurdle to real-world application arises from the development of…

Machine Learning · Computer Science 2022-05-12 Archit Sharma , Rehaan Ahmad , Chelsea Finn

In distributional reinforcement learning (RL), the estimated distribution of value function models both the parametric and intrinsic uncertainties. We propose a novel and efficient exploration method for deep RL that has two components. The…

Machine Learning · Computer Science 2019-05-16 Borislav Mavrin , Shangtong Zhang , Hengshuai Yao , Linglong Kong , Kaiwen Wu , Yaoliang Yu

Inverse reinforcement learning aims to infer the reward function that explains expert behavior observed through trajectories of state--action pairs. A long-standing difficulty in classical IRL is the non-uniqueness of the recovered reward:…

Machine Learning · Statistics 2025-12-09 Denis Belomestny , Alexey Naumov , Sergey Samsonov

Designing model-free algorithms for distributionally robust reinforcement learning (DRRL) poses fundamental challenges. The robust Bellman operator is nonlinear in the transition kernel, which makes one-sample Bellman updates biased, while…

Machine Learning · Computer Science 2026-05-12 Shengbo Wang , Zexi Zhang

Model-based reinforcement learning (RL) often achieves higher sample efficiency in practice than model-free RL by learning a dynamics model to generate samples for policy learning. Previous works learn a dynamics model that fits under the…

Machine Learning · Computer Science 2023-06-27 Xiyao Wang , Wichayaporn Wongkamjan , Furong Huang

Modern reinforcement learning (RL) can be categorized into online and offline variants. As a pivotal aspect of both online and offline RL, current research on the Bellman equation revolves primarily around optimization techniques and…

Machine Learning · Computer Science 2023-12-14 Outongyi Lv , Bingxin Zhou

Classical reinforcement learning (RL) techniques are generally concerned with the design of decision-making policies driven by the maximisation of the expected outcome. Nevertheless, this approach does not take into consideration the…

Machine Learning · Computer Science 2023-01-02 Thibaut Théate , Damien Ernst

Reinforcement learning (RL) algorithms assume that users specify tasks by manually writing down a reward function. However, this process can be laborious and demands considerable technical expertise. Can we devise RL algorithms that instead…

Machine Learning · Computer Science 2022-01-03 Benjamin Eysenbach , Sergey Levine , Ruslan Salakhutdinov

This work handles the inverse reinforcement learning (IRL) problem where only a small number of demonstrations are available from a demonstrator for each high-dimensional task, insufficient to estimate an accurate reward function. Observing…

Artificial Intelligence · Computer Science 2017-10-16 Kun Li , Joel W. Burdick

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

Machine Learning · Computer Science 2023-05-23 Germano Gabbianelli , Gergely Neu , Nneka Okolo , Matteo Papini

When decisions are made at high frequency, traditional reinforcement learning (RL) methods struggle to accurately estimate action values. In turn, their performance is inconsistent and often poor. Whether the performance of distributional…

Machine Learning · Computer Science 2024-10-16 Harley Wiltzer , Marc G. Bellemare , David Meger , Patrick Shafto , Yash Jhaveri

We devise a distributional variant of gradient temporal-difference (TD) learning. Distributional reinforcement learning has been demonstrated to outperform the regular one in the recent study \citep{bellemare2017distributional}. In the…

Machine Learning · Computer Science 2019-04-04 Chao Qu , Shie Mannor , Huan Xu

Risk-sensitive reinforcement learning (RL) is crucial for maintaining reliable performance in high-stakes applications. While traditional RL methods aim to learn a point estimate of the random cumulative cost, distributional RL (DRL) seeks…

Machine Learning · Computer Science 2025-02-03 Minheng Xiao , Xian Yu , Lei Ying

Reinforcement learning (RL) has been effective for post-training autoregressive (AR) language models, but extending these methods to diffusion language models (DLMs) is challenging due to intractable sequence-level likelihoods. Existing…

Deep reinforcement learning (RL) has shown remarkable success in specific offline decision-making scenarios, yet its theoretical guarantees are still under development. Existing works on offline RL theory primarily emphasize a few trivial…

Machine Learning · Computer Science 2023-12-20 Di Wu , Yuling Jiao , Li Shen , Haizhao Yang , Xiliang Lu

The availability of large pre-trained models is changing the landscape of Machine Learning research and practice, moving from a training-from-scratch to a fine-tuning paradigm. While in some applications the goal is to "nudge" the…

Machine Learning · Computer Science 2022-11-15 Tomasz Korbak , Hady Elsahar , Germán Kruszewski , Marc Dymetman