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An efficient policy search algorithm should estimate the local gradient of the objective function, with respect to the policy parameters, from as few trials as possible. Whereas most policy search methods estimate this gradient by observing…

Artificial Intelligence · Computer Science 2012-06-18 Gregory Lawrence , Stuart Russell

The objective in a traditional reinforcement learning (RL) problem is to find a policy that optimizes the expected value of a performance metric such as the infinite-horizon cumulative discounted or long-run average cost/reward. In…

Machine Learning · Computer Science 2022-05-25 Prashanth L. A. , Michael Fu

Most bandit policies are designed to either minimize regret in any problem instance, making very few assumptions about the underlying environment, or in a Bayesian sense, assuming a prior distribution over environment parameters. The former…

Machine Learning · Computer Science 2021-01-07 Branislav Kveton , Martin Mladenov , Chih-Wei Hsu , Manzil Zaheer , Csaba Szepesvari , Craig Boutilier

Our goal is to compute a policy that guarantees improved return over a baseline policy even when the available MDP model is inaccurate. The inaccurate model may be constructed, for example, by system identification techniques when the true…

Optimization and Control · Mathematics 2015-06-17 Yinlam Chow , Marek Petrik , Mohammad Ghavamzadeh

Adversarial imitation learning (AIL) is a popular method that has recently achieved much success. However, the performance of AIL is still unsatisfactory on the more challenging tasks. We find that one of the major reasons is due to the low…

Machine Learning · Computer Science 2023-07-07 Jialei Huang , Zhaoheng Yin , Yingdong Hu , Yang Gao

Reinforcement learning with verifiable rewards (RLVR), due to the deterministic verification, becomes a dominant paradigm for enhancing the reasoning ability of large language models (LLMs). The community witnesses the rapid change from the…

Computation and Language · Computer Science 2026-05-08 Mingwei Xu , Hao Fang

The goal of robust constrained reinforcement learning (RL) is to optimize an agent's performance under the worst-case model uncertainty while satisfying safety or resource constraints. In this paper, we demonstrate that strong duality does…

Machine Learning · Computer Science 2025-09-23 Shaocong Ma , Ziyi Chen , Yi Zhou , Heng Huang

Practitioners designing reinforcement learning policies face a fundamental challenge: translating intended behavioral objectives into representative reward functions. This challenge stems from behavioral intent requiring simultaneous…

Machine Learning · Computer Science 2025-11-05 Bassel El Mabsout , Abdelrahman Abdelgawad , Renato Mancuso

The ability of Gaussian processes (GPs) to predict the behavior of dynamical systems as a more sample-efficient alternative to parametric models seems promising for real-world robotics research. However, the computational complexity of GPs…

Robotics · Computer Science 2022-03-01 Abdolreza Taheri , Joni Pajarinen , Reza Ghabcheloo

Reinforcement Learning (RL) has shown exceptional performance across various applications, enabling autonomous agents to learn optimal policies through interaction with their environments. However, traditional RL frameworks often face…

Machine Learning · Computer Science 2025-09-03 Rui Liu , Anish Gupta , Erfaun Noorani , Pratap Tokekar

Reinforcement learning (RL) shows great potential in sequential decision-making. At present, mainstream RL algorithms are data-driven, which usually yield better asymptotic performance but much slower convergence compared with model-driven…

Machine Learning · Computer Science 2024-02-27 Yang Guan , Jingliang Duan , Shengbo Eben Li , Jie Li , Jianyu Chen , Bo Cheng

Proximal policy optimization (PPO) is one of the most successful deep reinforcement-learning methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, its optimization behavior is still far from…

Machine Learning · Computer Science 2020-01-15 Yuhui Wang , Hao He , Chao Wen , Xiaoyang Tan

Reinforcement Learning, a machine learning framework for training an autonomous agent based on rewards, has shown outstanding results in various domains. However, it is known that learning a good policy is difficult in a domain where…

Machine Learning · Computer Science 2019-06-27 Takahisa Imagawa , Takuya Hiraoka , Yoshimasa Tsuruoka

We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…

Computational Finance · Quantitative Finance 2026-03-09 Chang Chen , Duy-Minh Dang

We study post-training linear autoregressive models with outcome and process rewards. Given a context $\boldsymbol{x}$, the model must predict the response $\boldsymbol{y} \in Y^N$, a sequence of length $N$ that satisfies a $\gamma$ margin…

Machine Learning · Statistics 2026-03-10 Alireza Mousavi-Hosseini , Murat A. Erdogdu

We consider the problem of distributionally robust multimodal machine learning. Existing approaches often rely on merging modalities on the feature level (early fusion) or heuristic uncertainty modeling, which downplays modality-aware…

Machine Learning · Computer Science 2025-11-11 Peilin Yang , Yu Ma

In this paper, we present a Model-Based Reinforcement Learning (MBRL) algorithm named \emph{Monte Carlo Probabilistic Inference for Learning COntrol} (MC-PILCO). The algorithm relies on Gaussian Processes (GPs) to model the system dynamics…

Machine Learning · Computer Science 2022-11-29 Fabio Amadio , Alberto Dalla Libera , Riccardo Antonello , Daniel Nikovski , Ruggero Carli , Diego Romeres

Reinforcement learning (RL) has been extensively employed in a wide range of decision-making problems, such as games and robotics. Recently, diffusion policies have shown strong potential in modeling multi-modal behaviors, enabling more…

Machine Learning · Computer Science 2026-03-06 Ben Liu , Shunpeng Yang , Hua Chen

We introduce a Bayesian (deep) model-based reinforcement learning method (RoMBRL) that can capture model uncertainty to achieve sample-efficient policy optimisation. We propose to formulate the model-based policy optimisation problem as a…

Robotics · Computer Science 2021-01-06 Tai Hoang , Ngo Anh Vien

Training machine learning and statistical models often involves optimizing a data-driven risk criterion. The risk is usually computed with respect to the empirical data distribution, but this may result in poor and unstable out-of-sample…

Machine Learning · Statistics 2024-11-11 Nicola Bariletto , Nhat Ho