Related papers: Reinforcement Learning Using Expectation Maximizat…
This paper presents a machine learning approach for tuning the parameters of a family of stabilizing controllers for orbital tracking. An augmented random search algorithm is deployed, which aims at minimizing a cost function combining…
In many real-world scenarios, Reinforcement Learning (RL) algorithms are trained on data with dynamics shift, i.e., with different underlying environment dynamics. A majority of current methods address such issue by training context…
In this paper, we study a data-enabled predictive control (DeePC) algorithm applied to unknown stochastic linear time-invariant systems. The algorithm uses noise-corrupted input/output data to predict future trajectories and compute optimal…
We introduce a methodology for efficiently computing a lower bound to empowerment, allowing it to be used as an unsupervised cost function for policy learning in real-time control. Empowerment, being the channel capacity between actions and…
Recent Offline Reinforcement Learning methods have succeeded in learning high-performance policies from fixed datasets of experience. A particularly effective approach learns to first identify and then mimic optimal decision-making…
Evolutionary strategies have recently been shown to achieve competing levels of performance for complex optimization problems in reinforcement learning. In such problems, one often needs to optimize an objective function subject to a set of…
Model predictive control (MPC) is an effective method for controlling robotic systems, particularly autonomous aerial vehicles such as quadcopters. However, application of MPC can be computationally demanding, and typically requires…
Entropy regularization is commonly used to improve policy optimization in reinforcement learning. It is believed to help with \emph{exploration} by encouraging the selection of more stochastic policies. In this work, we analyze this claim…
Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…
We propose a novel algorithm for offline reinforcement learning using optimal transport. Typically, in offline reinforcement learning, the data is provided by various experts and some of them can be sub-optimal. To extract an efficient…
Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…
Systems involving Partial Differential Equations (PDEs) have recently become more popular among the machine learning community. However prior methods usually treat infinite dimensional problems in finite dimensions with Reduced Order…
This paper addresses the challenge of offline policy learning in reinforcement learning with continuous action spaces when unmeasured confounders are present. While most existing research focuses on policy evaluation within partially…
Safe reinforcement learning aims to learn the optimal policy while satisfying safety constraints, which is essential in real-world applications. However, current algorithms still struggle for efficient policy updates with hard constraint…
Rolling forecasts have been almost overlooked in the renewable energy storage literature. In this paper, we provide a new approach for handling uncertainty not just in the accuracy of a forecast, but in the evolution of forecasts over time.…
We consider the problem of optimal trajectory tracking for unknown systems. A novel data-enabled predictive control (DeePC) algorithm is presented that computes optimal and safe control policies using real-time feedback driving the unknown…
Autonomous lane changing is a critical feature for advanced autonomous driving systems, that involves several challenges such as uncertainty in other driver's behaviors and the trade-off between safety and agility. In this work, we develop…
Reinforcement learning algorithms require a large amount of samples; this often limits their real-world applications on even simple tasks. Such a challenge is more outstanding in multi-agent tasks, as each step of operation is more costly…
We introduce a novel theoretical framework for Return On Investment (ROI) maximization in repeated decision-making. Our setting is motivated by the use case of companies that regularly receive proposals for technological innovations and…
Learning from Demonstration is increasingly used for transferring operator manipulation skills to robots. In practice, it is important to cater for limited data and imperfect human demonstrations, as well as underlying safety constraints.…