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In this work, we address the problem of determining reliable policies in reinforcement learning (RL), with a focus on optimization under uncertainty and the need for performance guarantees. While classical RL algorithms aim at maximizing…

Machine Learning · Computer Science 2025-10-22 Nadir Farhi

This paper explores the role of regularization in data-driven predictive control (DDPC) through the lens of convex relaxation. Using a bi-level optimization framework, we model system identification as an inner problem and predictive…

Optimization and Control · Mathematics 2026-04-17 Xu Shang , Yang Zheng

Deep reinforcement learning (RL) can acquire complex behaviors from low-level inputs, such as images. However, real-world applications of such methods require generalizing to the vast variability of the real world. Deep networks are known…

Machine Learning · Computer Science 2017-03-13 Chelsea Finn , Tianhe Yu , Justin Fu , Pieter Abbeel , Sergey Levine

We study a regularized variant of the Bayesian Persuasion problem, where the receiver's decision process includes a divergence-based penalty that accounts for deviations from perfect rationality. This modification smooths the underlying…

Optimization and Control · Mathematics 2025-10-03 Romain Duboscq , Frédéric de Gournay

The success of denoising diffusion models raises important questions regarding their generalisation behaviour, particularly in high-dimensional settings. Notably, it has been shown that when training and sampling are performed perfectly,…

Machine Learning · Statistics 2025-07-08 Tyler Farghly , Patrick Rebeschini , George Deligiannidis , Arnaud Doucet

As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…

Machine Learning · Statistics 2025-07-22 Yuejie Chi , Yuxin Chen , Yuting Wei

Regularization is a well studied problem in the context of neural networks. It is usually used to improve the generalization performance when the number of input samples is relatively small or heavily contaminated with noise. The…

Artificial Intelligence · Computer Science 2011-04-19 Salah Rifai , Xavier Glorot , Yoshua Bengio , Pascal Vincent

In reinforcement learning, two objective functions have been developed extensively in the literature: discounted and averaged rewards. The generalization to an entropy-regularized setting has led to improved robustness and exploration for…

Machine Learning · Computer Science 2025-01-20 Jacob Adamczyk , Volodymyr Makarenko , Stas Tiomkin , Rahul V. Kulkarni

Learned Optimizers (LOs), a type of Meta-learning, have gained traction due to their ability to be parameterized and trained for efficient optimization. Traditional gradient-based methods incorporate explicit regularization techniques such…

Machine Learning · Computer Science 2025-10-13 Suraj Kumar Sahoo , Narayanan C Krishnan

Designing a stabilizing controller for nonlinear systems is a challenging task, especially for high-dimensional problems with unknown dynamics. Traditional reinforcement learning algorithms applied to stabilization tasks tend to drive the…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Thanin Quartz , Ruikun Zhou , Hans De Sterck , Jun Liu

Regularization, whether explicit in terms of a penalty in the loss or implicit in the choice of algorithm, is a cornerstone of modern machine learning. Indeed, controlling the complexity of the model class is particularly important when…

Machine Learning · Statistics 2024-10-22 Matteo Vilucchio , Nikolaos Tsilivis , Bruno Loureiro , Julia Kempe

The ability for policies to generalize to new environments is key to the broad application of RL agents. A promising approach to prevent an agent's policy from overfitting to a limited set of training environments is to apply regularization…

Machine Learning · Computer Science 2019-10-30 Maximilian Igl , Kamil Ciosek , Yingzhen Li , Sebastian Tschiatschek , Cheng Zhang , Sam Devlin , Katja Hofmann

Many of the challenges facing today's reinforcement learning (RL) algorithms, such as robustness, generalization, transfer, and computational efficiency are closely related to compression. Prior work has convincingly argued why minimizing…

Machine Learning · Computer Science 2021-09-08 Benjamin Eysenbach , Ruslan Salakhutdinov , Sergey Levine

Meta-reinforcement learning trains a single reinforcement learning agent on a distribution of tasks to quickly generalize to new tasks outside of the training set at test time. From a Bayesian perspective, one can interpret this as…

Machine Learning · Computer Science 2025-11-20 Joery A. de Vries , Jinke He , Mathijs M. de Weerdt , Matthijs T. J. Spaan

Parameter-space regularization in neural network optimization is a fundamental tool for improving generalization. However, standard parameter-space regularization methods make it challenging to encode explicit preferences about desired…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Sanyam Kapoor , Shikai Qiu , Andrew Gordon Wilson

Reinforcement Learning with Verifiable Rewards (RLVR) has proven effective for enhancing the reasoning capabilities of Large Language Models (LLMs). However, dominant approaches like Group Relative Policy Optimization (GRPO) face critical…

Machine Learning · Computer Science 2026-02-24 Kevin Han , Yuhang Zhou , Mingze Gao , Gedi Zhou , Serena Li , Abhishek Kumar , Xiangjun Fan , Weiwei Li , Lizhu Zhang

Several recent papers have examined generalization in reinforcement learning (RL), by proposing new environments or ways to add noise to existing environments, then benchmarking algorithms and model architectures on those environments. We…

Machine Learning · Computer Science 2019-06-04 Alex Irpan , Xingyou Song

We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In this dynamics, a belief estimate of the parameter is repeatedly updated given players' strategies and realized…

Computer Science and Game Theory · Computer Science 2021-09-06 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

Deep learning models, including modern systems like large language models, are well known to offer unreliable estimates of the uncertainty of their decisions. In order to improve the quality of the confidence levels, also known as…

Machine Learning · Computer Science 2024-04-15 Jiayi Huang , Sangwoo Park , Osvaldo Simeone

We propose a novel framework for risk-sensitive reinforcement learning (RSRL) that incorporates robustness against transition uncertainty. We define two distinct yet coupled risk measures: an inner risk measure addressing state and cost…

Risk Management · Quantitative Finance 2026-01-01 Shanyu Han , Yangbo He , Yang Liu