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Learning policies from fixed offline datasets is a key challenge to scale up reinforcement learning (RL) algorithms towards practical applications. This is often because off-policy RL algorithms suffer from distributional shift, due to…

Offline Reinforcement Learning (RL) aims at learning an optimal control from a fixed dataset, without interactions with the system. An agent in this setting should avoid selecting actions whose consequences cannot be predicted from the…

Learning the value function of a given policy (target policy) from the data samples obtained from a different policy (behavior policy) is an important problem in Reinforcement Learning (RL). This problem is studied under the setting of…

Machine Learning · Computer Science 2019-11-14 Raghuram Bharadwaj Diddigi , Chandramouli Kamanchi , Shalabh Bhatnagar

We propose a new family of policy gradient methods for reinforcement learning, which alternate between sampling data through interaction with the environment, and optimizing a "surrogate" objective function using stochastic gradient ascent.…

Machine Learning · Computer Science 2017-08-29 John Schulman , Filip Wolski , Prafulla Dhariwal , Alec Radford , Oleg Klimov

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…

Machine Learning · Computer Science 2022-11-23 Jiachen Li , Shuo Cheng , Zhenyu Liao , Huayan Wang , William Yang Wang , Qinxun Bai

This paper considers the problem of solving constrained reinforcement learning (RL) problems with anytime guarantees, meaning that the algorithmic solution must yield a constraint-satisfying policy at every iteration of its evolution. Our…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Pol Mestres , Arnau Marzabal , Jorge Cortés

The field of reinforcement learning (RL) is concerned with algorithms for learning optimal policies in unknown stochastic environments. Programmatic RL studies representations of policies as programs, meaning involving higher order…

Machine Learning · Computer Science 2025-01-13 Guruprerana Shabadi , Nathanaël Fijalkow , Théo Matricon

Offline reinforcement learning (RL), also known as batch RL, aims to optimize policy from a large pre-recorded dataset without interaction with the environment. This setting offers the promise of utilizing diverse, pre-collected datasets to…

Machine Learning · Computer Science 2021-01-05 Qiang He , Xinwen Hou

Deep reinforcement learning has been able to solve various tasks successfully, however, due to the construction of policy gradient and training dynamics, tuning deep reinforcement learning models remains challenging. As one of the most…

Machine Learning · Computer Science 2026-02-11 Hanyong Wang , Menglong Yang

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…

Machine Learning · Computer Science 2024-04-02 Yibo Wang , Jiang Zhao

Humans are masters at quickly learning many complex tasks, relying on an approximate understanding of the dynamics of their environments. In much the same way, we would like our learning agents to quickly adapt to new tasks. In this paper,…

In this paper, the inverse reinforcement learning (IRL) problem is addressed to reconstruct the unknown cost function underlying an observed optimal policy in a model-free manner, whose online adaptation with completely off-policy system…

Optimization and Control · Mathematics 2025-11-20 Yibei Li , Yuexin Cao , Zhixin Liu , Lihua Xie

Reinforcement learning (RL) enables sequential decision-making in complex and high-dimensional environments through interaction with the environment. In most real-world applications, however, a high number of interactions are infeasible. In…

Machine Learning · Computer Science 2024-12-17 Md Ferdous Alam , Parinaz Naghizadeh , David Hoelzle

Although well-established in general reinforcement learning (RL), value-based methods are rarely explored in constrained RL (CRL) for their incapability of finding policies that can randomize among multiple actions. To apply value-based…

Machine Learning · Computer Science 2022-06-28 Tianchi Cai , Wenpeng Zhang , Lihong Gu , Xiaodong Zeng , Jinjie Gu

Temporal difference learning and Residual Gradient methods are the most widely used temporal difference based learning algorithms; however, it has been shown that none of their objective functions is optimal w.r.t approximating the true…

Machine Learning · Computer Science 2017-04-21 Bo Liu , Daoming Lyu , Wen Dong , Saad Biaz

The core challenge of offline reinforcement learning (RL) is dealing with the (potentially catastrophic) extrapolation error induced by the distribution shift between the history dataset and the desired policy. A large portion of prior work…

Machine Learning · Computer Science 2023-07-27 Laixi Shi , Robert Dadashi , Yuejie Chi , Pablo Samuel Castro , Matthieu Geist

Reinforcement learning (RL) has shown significant promise for sequential portfolio optimization tasks, such as stock trading, where the objective is to maximize cumulative returns while minimizing risks using historical data. However,…

Machine Learning · Computer Science 2025-05-20 Haochen Yuan , Minting Pan , Yunbo Wang , Siyu Gao , Philip S. Yu , Xiaokang Yang

Reinforcement learning (RL) algorithms are often categorized as either on-policy or off-policy depending on whether they use data from a target policy of interest or from a different behavior policy. In this paper, we study a subtle…

Machine Learning · Computer Science 2022-10-12 Rujie Zhong , Duohan Zhang , Lukas Schäfer , Stefano V. Albrecht , Josiah P. Hanna

Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect RL according to how they seek the optimal…

Machine Learning · Computer Science 2021-05-12 Yang Guan , Shengbo Eben Li , Jingliang Duan , Jie Li , Yangang Ren , Qi Sun , Bo Cheng

Offline reinforcement learning algorithms still lack trust in practice due to the risk that the learned policy performs worse than the original policy that generated the dataset or behaves in an unexpected way that is unfamiliar to the…

Machine Learning · Computer Science 2023-01-26 Phillip Swazinna , Steffen Udluft , Thomas Runkler
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