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Related papers: Risk-Averse Offline Reinforcement Learning

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We propose a risk-averse statistical learning framework wherein the performance of a learning algorithm is evaluated by the conditional value-at-risk (CVaR) of losses rather than the expected loss. We devise algorithms based on stochastic…

Machine Learning · Computer Science 2020-02-17 Tasuku Soma , Yuichi Yoshida

In reinforcement learning (RL) research, it is common to assume access to direct online interactions with the environment. However in many real-world applications, access to the environment is limited to a fixed offline dataset of logged…

Machine Learning · Computer Science 2019-11-27 Yifan Wu , George Tucker , Ofir Nachum

Most prior approaches to offline reinforcement learning (RL) utilize \textit{behavior regularization}, typically augmenting existing off-policy actor critic algorithms with a penalty measuring divergence between the policy and the offline…

Machine Learning · Computer Science 2021-10-15 Haoran Xu , Xianyuan Zhan , Jianxiong Li , Honglei Yin

Considering non-stationary environments in online optimization enables decision-maker to effectively adapt to changes and improve its performance over time. In such cases, it is favorable to adopt a strategy that minimizes the negative…

Systems and Control · Electrical Eng. & Systems 2024-04-05 Siyi Wang , Zifan Wang , Xinlei Yi , Michael M. Zavlanos , Karl H. Johansson , Sandra Hirche

Offline reinforcement learning (RL) that learns policies from offline datasets without environment interaction has received considerable attention in recent years. Compared with the rich literature in the single-agent case, offline…

Machine Learning · Computer Science 2023-06-16 Xiangsen Wang , Xianyuan Zhan

Although Reinforcement Learning (RL) is effective for sequential decision-making problems under uncertainty, it still fails to thrive in real-world systems where risk or safety is a binding constraint. In this paper, we formulate the RL…

Machine Learning · Computer Science 2022-07-07 Yannis Flet-Berliac , Debabrota Basu

Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…

Machine Learning · Computer Science 2025-03-18 Natinael Solomon Neggatu , Jeremie Houssineau , Giovanni Montana

In real-world scenarios, risk-averse learning is valuable for mitigating potential adverse outcomes. However, the delayed feedback makes it challenging to assess and manage risk effectively. In this paper, we investigate risk-averse…

Machine Learning · Computer Science 2025-08-06 Siyi Wang , Zifan Wang , Karl Henrik Johansson , Sandra Hirche

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…

Optimizing dynamic risk with stochastic policies is challenging in both policy updates and value learning. The former typically requires transition perturbation, while the latter may rely on model-based approaches. To address these…

Machine Learning · Computer Science 2026-05-11 Yudong Luo , Erick Delage

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 introduces the offline meta-reinforcement learning (offline meta-RL) problem setting and proposes an algorithm that performs well in this setting. Offline meta-RL is analogous to the widely successful supervised learning strategy…

Machine Learning · Computer Science 2021-07-22 Eric Mitchell , Rafael Rafailov , Xue Bin Peng , Sergey Levine , Chelsea Finn

Recently, robust reinforcement learning (RL) methods designed to handle adversarial input observations have received significant attention, motivated by RL's inherent vulnerabilities. While existing approaches have demonstrated reasonable…

Machine Learning · Computer Science 2025-06-23 Kosuke Nakanishi , Akihiro Kubo , Yuji Yasui , Shin Ishii

One major obstacle that precludes the success of reinforcement learning in real-world applications is the lack of robustness, either to model uncertainties or external disturbances, of the trained policies. Robustness is critical when the…

Machine Learning · Computer Science 2020-05-05 Rahul Singh , Qinsheng Zhang , Yongxin Chen

Safety is essential for reinforcement learning (RL) applied in real-world situations. Chance constraints are suitable to represent the safety requirements in stochastic systems. Previous chance-constrained RL methods usually have a low…

Machine Learning · Computer Science 2021-03-17 Baiyu Peng , Yao Mu , Yang Guan , Shengbo Eben Li , Yuming Yin , Jianyu Chen

Offline reinforcement learning (RL) is a promising approach for many control applications but faces challenges such as limited data coverage and value function overestimation. In this paper, we propose an implicit actor-critic (iAC)…

Machine Learning · Computer Science 2024-08-29 Vanshaj Khattar , Ming Jin

We propose Adversarially Trained Actor Critic (ATAC), a new model-free algorithm for offline reinforcement learning (RL) under insufficient data coverage, based on the concept of relative pessimism. ATAC is designed as a two-player…

Machine Learning · Computer Science 2022-07-07 Ching-An Cheng , Tengyang Xie , Nan Jiang , Alekh Agarwal

Active learning from demonstration allows a robot to query a human for specific types of input to achieve efficient learning. Existing work has explored a variety of active query strategies; however, to our knowledge, none of these…

Machine Learning · Computer Science 2019-06-05 Daniel S. Brown , Yuchen Cui , Scott Niekum

Reinforcement learning (RL) in low-data and risk-sensitive domains requires performant and flexible deployment policies that can readily incorporate constraints during deployment. One such class of policies are the semi-parametric H-step…

Machine Learning · Computer Science 2021-10-07 Harshit Sikchi , Wenxuan Zhou , David Held

We propose WSAC (Weighted Safe Actor-Critic), a novel algorithm for Safe Offline Reinforcement Learning (RL) under functional approximation, which can robustly optimize policies to improve upon an arbitrary reference policy with limited…

Machine Learning · Computer Science 2024-11-01 Honghao Wei , Xiyue Peng , Arnob Ghosh , Xin Liu