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The dynamic portfolio optimization problem in finance frequently requires learning policies that adhere to various constraints, driven by investor preferences and risk. We motivate this problem of finding an allocation policy within a…

Artificial Intelligence · Computer Science 2020-12-23 Nymisha Bandi , Theja Tulabandhula

When learning policies for real-world domains, two important questions arise: (i) how to efficiently use pre-collected off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We…

Machine Learning · Computer Science 2019-03-22 Hoang M. Le , Cameron Voloshin , Yisong Yue

Deep Reinforcement Learning is gaining increasing attention thanks to its capability to learn complex policies in high-dimensional settings. Recent advancements utilize a dual-network architecture to learn optimal policies through the…

Machine Learning · Computer Science 2025-10-14 Alberto Sinigaglia , Niccolò Turcato , Ruggero Carli , Gian Antonio Susto

Linear Temporal Logic (LTL) offers a precise means for constraining the behavior of reinforcement learning agents. However, in many settings where both satisfaction and optimality conditions are present, LTL is insufficient to capture both.…

Machine Learning · Computer Science 2025-03-26 Ameesh Shah , Cameron Voloshin , Chenxi Yang , Abhinav Verma , Swarat Chaudhuri , Sanjit A. Seshia

Distributed reinforcement learning trains on data from stale, buggy, or mismatched actors, producing actions with high surprisal (negative log-probability) under the learner's policy. The core difficulty is not surprising data per se, but…

Machine Learning · Computer Science 2026-05-14 Ian Osband

In many real-world multi-agent cooperative tasks, due to high cost and risk, agents cannot continuously interact with the environment and collect experiences during learning, but have to learn from offline datasets. However, the transition…

Machine Learning · Computer Science 2023-08-01 Jiechuan Jiang , Zongqing Lu

Dynamic Programming suffers from the curse of dimensionality due to large state and action spaces, a challenge further compounded by uncertainties in the environment. To mitigate these issue, we explore an off-policy based Temporal…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Ali Forootani , Raffaele Iervolino , Massimo Tipaldi , Mohammad Khosravi

Model-based reinforcement learning uses models to plan, where the predictions and policies of an agent can be improved by using more computation without additional data from the environment, thereby improving sample efficiency. However,…

Machine Learning · Computer Science 2023-02-22 Animesh Kumar Paul , Videh Raj Nema

The ability to reuse previous policies is an important aspect of human intelligence. To achieve efficient policy reuse, a Deep Reinforcement Learning (DRL) agent needs to decide when to reuse and which source policies to reuse. Previous…

Artificial Intelligence · Computer Science 2022-10-18 Jin Zhang , Siyuan Li , Chongjie Zhang

Reinforcement learning (RL) algorithms are often categorized as either on-policy or off-policy depending on whether they use data from a target policy of interest or from a different behavior policy. In this paper, we study a subtle…

Machine Learning · Computer Science 2022-10-12 Rujie Zhong , Duohan Zhang , Lukas Schäfer , Stefano V. Albrecht , Josiah P. Hanna

Built on our previous study on green simulation assisted policy gradient (GS-PG) focusing on trajectory-based reuse, in this paper, we consider infinite-horizon Markov Decision Processes and create a new importance sampling based policy…

Machine Learning · Computer Science 2022-06-22 Hua Zheng , Wei Xie

Batch Normalization (BN) has played a pivotal role in the success of deep learning by improving training stability, mitigating overfitting, and enabling more effective optimization. However, its adoption in deep reinforcement learning (DRL)…

Machine Learning · Computer Science 2025-09-30 Li Wang , Sudun , Xingjian Zhang , Wenjun Wu , Lei Huang

Offline Reinforcement learning is commonly used for sequential decision-making in domains such as healthcare and education, where the rewards are known and the transition dynamics $T$ must be estimated on the basis of batch data. A key…

Machine Learning · Computer Science 2023-08-10 Leo Benac , Sonali Parbhoo , Finale Doshi-Velez

Deep reinforcement learning agents frequently suffer from premature convergence, where early entropy collapse causes the policy to discard exploratory behaviors before discovering globally optimal strategies. We introduce Optimistic Policy…

Machine Learning · Computer Science 2026-03-10 Mai Pham , Vikrant Vaze , Peter Chin

One of the fundamental challenges for offline reinforcement learning (RL) is ensuring robustness to data distribution. Whether the data originates from a near-optimal policy or not, we anticipate that an algorithm should demonstrate its…

Machine Learning · Computer Science 2023-10-18 Xiaohan Hu , Yi Ma , Chenjun Xiao , Yan Zheng , Jianye Hao

In dynamic decision-making scenarios across business and healthcare, leveraging sample trajectories from diverse populations can significantly enhance reinforcement learning (RL) performance for specific target populations, especially when…

Machine Learning · Statistics 2025-04-15 Jinhang Chai , Elynn Chen , Jianqing Fan

On-policy deep reinforcement learning remains a dominant paradigm for continuous control, yet standard implementations rely on Gaussian actors and relatively shallow MLP policies, often leading to brittle optimization when gradients are…

Machine Learning · Computer Science 2026-02-02 Yuexin Bian , Jie Feng , Tao Wang , Yijiang Li , Sicun Gao , Yuanyuan Shi

On-policy distillation (OPD) is increasingly used in LLM post-training because it can leverage a teacher model to provide dense supervision on student rollouts. The standard implementation, however, usually reduces distribution matching to…

Machine Learning · Computer Science 2026-04-28 Yuqian Fu , Haohuan Huang , Kaiwen Jiang , Jiacai Liu , Zhuo Jiang , Yuanheng Zhu , Dongbin Zhao

Learning control policies to perform complex robotics tasks from human preference data presents significant challenges. On the one hand, the complexity of such tasks typically requires learning policies to perform a variety of subtasks,…

Machine Learning · Computer Science 2025-01-03 Utsav Singh , Souradip Chakraborty , Wesley A. Suttle , Brian M. Sadler , Vinay P Namboodiri , Amrit Singh Bedi

Decision Transformer (DT) is an innovative algorithm leveraging recent advances of the transformer architecture in reinforcement learning (RL). However, a notable limitation of DT is its reliance on recalling trajectories from datasets,…

Machine Learning · Computer Science 2023-11-02 Yi Ma , Chenjun Xiao , Hebin Liang , Jianye Hao