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In deep reinforcement learning, policy optimization methods need to deal with issues such as function approximation and the reuse of off-policy data. Standard policy gradient methods do not handle off-policy data well, leading to premature…

Machine Learning · Computer Science 2025-01-28 Qing Wang , Yingru Li , Jiechao Xiong , Tong Zhang

Behavior constrained policy optimization has been demonstrated to be a successful paradigm for tackling Offline Reinforcement Learning. By exploiting historical transitions, a policy is trained to maximize a learned value function while…

Machine Learning · Computer Science 2023-07-25 Jiachen Li , Edwin Zhang , Ming Yin , Qinxun Bai , Yu-Xiang Wang , William Yang Wang

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…

Machine Learning · Computer Science 2024-10-21 Arip Asadulaev , Rostislav Korst , Alexander Korotin , Vage Egiazarian , Andrey Filchenkov , Evgeny Burnaev

Multi-task reinforcement learning (RL) aims to find a single policy that effectively solves multiple tasks at the same time. This paper presents a constrained formulation for multi-task RL where the goal is to maximize the average…

Optimization and Control · Mathematics 2024-05-07 Sihan Zeng , Thinh T. Doan , Justin Romberg

Policy optimization is a core component of reinforcement learning (RL), and most existing RL methods directly optimize parameters of a policy based on maximizing the expected total reward, or its surrogate. Though often achieving…

Machine Learning · Computer Science 2018-08-10 Ruiyi Zhang , Changyou Chen , Chunyuan Li , Lawrence Carin

In this paper, we propose a distributed off-policy actor critic method to solve multi-agent reinforcement learning problems. Specifically, we assume that all agents keep local estimates of the global optimal policy parameter and update…

Machine Learning · Computer Science 2019-03-25 Yan Zhang , Michael M. Zavlanos

Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…

Machine Learning · Computer Science 2026-03-31 Sagalpreet Singh , Rishi Saket , Aravindan Raghuveer

This work studies reinforcement learning (RL) in the context of multi-period supply chains subject to constraints, e.g., on production and inventory. We introduce Distributional Constrained Policy Optimization (DCPO), a novel approach for…

Machine Learning · Computer Science 2023-02-06 Jaime Sabal Bermúdez , Antonio del Rio Chanona , Calvin Tsay

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

This paper studies a distributed policy gradient in collaborative multi-agent reinforcement learning (MARL), where agents over a communication network aim to find the optimal policy to maximize the average of all agents' local returns. Due…

Multiagent Systems · Computer Science 2022-12-06 Xiaoxiao Zhao , Jinlong Lei , Li Li , Jie Chen

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

While deep reinforcement learning has achieved tremendous successes in various applications, most existing works only focus on maximizing the expected value of total return and thus ignore its inherent stochasticity. Such stochasticity is…

Machine Learning · Computer Science 2023-09-19 Han Zhong , Xun Deng , Ethan X. Fang , Zhuoran Yang , Zhaoran Wang , Runze Li

Real-world applications require RL algorithms to act safely. During learning process, it is likely that the agent executes sub-optimal actions that may lead to unsafe/poor states of the system. Exploration is particularly brittle in…

Machine Learning · Statistics 2019-06-17 Elena Smirnova , Elvis Dohmatob , Jérémie Mary

In constrained reinforcement learning (C-RL), an agent seeks to learn from the environment a policy that maximizes the expected cumulative reward while satisfying minimum requirements in secondary cumulative reward constraints. Several…

Machine Learning · Computer Science 2022-12-06 Tianqi Zheng , Pengcheng You , Enrique Mallada

In this paper, we propose Distributed Mirror Descent (DMD) algorithm for constrained convex optimization problems on a (strongly-)connected multi-agent network. We assume that each agent has a private objective function and a constraint…

Optimization and Control · Mathematics 2015-04-28 Chenguang Xi , Qiong Wu , Usman A. Khan

The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance without considering risk or safety. In contrast, safe reinforcement learning aims to mitigate or avoid unsafe states. This…

Machine Learning · Computer Science 2024-09-13 Zahra Shahrooei , Ali Baheri

This paper deals with distributed policy optimization in reinforcement learning, which involves a central controller and a group of learners. In particular, two typical settings encountered in several applications are considered:…

Machine Learning · Computer Science 2021-04-21 Tianyi Chen , Kaiqing Zhang , Georgios B. Giannakis , Tamer Başar

Solving tasks in Reinforcement Learning is no easy feat. As the goal of the agent is to maximize the accumulated reward, it often learns to exploit loopholes and misspecifications in the reward signal resulting in unwanted behavior. While…

Machine Learning · Computer Science 2018-12-27 Chen Tessler , Daniel J. Mankowitz , Shie Mannor

The goal of an offline reinforcement learning (RL) algorithm is to learn optimal polices using historical (offline) data, without access to the environment for online exploration. One of the main challenges in offline RL is the distribution…

Machine Learning · Computer Science 2023-10-31 Kishan Panaganti , Zaiyan Xu , Dileep Kalathil , Mohammad Ghavamzadeh

Searching the space of policies directly for the optimal policy has been one popular method for solving partially observable reinforcement learning problems. Typically, with each change of the target policy, its value is estimated from the…

Artificial Intelligence · Computer Science 2007-05-23 Leonid Peshkin , Christian R. Shelton
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