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Distributionally robust reinforcement learning (DRRL) focuses on designing policies that achieve good performance under model uncertainties. The goal is to maximize the worst-case long-term discounted reward, where the data for RL comes…

Machine Learning · Computer Science 2026-03-17 Saptarshi Mandal , Yashaswini Murthy , R. Srikant

In state estimation tasks, the usual assumption of exactly known disturbance distribution is often unrealistic and renders the estimator fragile in practice. The recently emerging Wasserstein distributionally robust state estimation (DRSE)…

Optimization and Control · Mathematics 2026-02-10 Yulin Feng , Xianyu Li , Steven X. Ding , Hao Ye , Chao Shang

The problem of estimating the probability distribution of labels has been widely studied as a label distribution learning (LDL) problem, whose applications include age estimation, emotion analysis, and semantic segmentation. We propose a…

Machine Learning · Computer Science 2021-03-02 Ayato Toyokuni , Sho Yokoi , Hisashi Kashima , Makoto Yamada

Reinforcement learning (RL) has been widely studied for improving sequence-generation models. However, the conventional rewards used for RL training typically cannot capture sufficient semantic information and therefore render model bias.…

Computation and Language · Computer Science 2020-01-22 Ruiyi Zhang , Changyou Chen , Zhe Gan , Zheng Wen , Wenlin Wang , Lawrence Carin

Distributional reinforcement learning (DRL) has achieved empirical success in various domains. One core task in DRL is distributional policy evaluation, which involves estimating the return distribution $\eta^\pi$ for a given policy $\pi$.…

Machine Learning · Statistics 2025-01-17 Yang Peng , Liangyu Zhang , Zhihua Zhang

We propose a novel algorithmic framework for distributional reinforcement learning, based on learning finite-dimensional mean embeddings of return distributions. We derive several new algorithms for dynamic programming and…

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

The goal of inverse reinforcement learning (IRL) is to infer a reward function that explains the behavior of an agent performing a task. The assumption that most approaches make is that the demonstrated behavior is near-optimal. In many…

Machine Learning · Computer Science 2020-11-20 Luis Haug , Ivan Ovinnikov , Eugene Bykovets

Reinforcement Learning with Human Feedback (RLHF) has become crucial for aligning Large Language Models (LLMs) with human intent. However, existing offline RLHF approaches suffer from overoptimization, where language models degrade by…

Machine Learning · Computer Science 2026-04-20 Sharan Sahu , Martin T. Wells

Wasserstein distance-based distributionally robust optimization (DRO) has received much attention lately due to its ability to provide a robustness interpretation of various learning models. Moreover, many of the DRO problems that arise in…

Optimization and Control · Mathematics 2019-10-29 Jiajin Li , Sen Huang , Anthony Man-Cho So

Reinforcement learning (RL) struggles to scale to large, combinatorial action spaces common in many real-world problems. This paper introduces a novel framework for training discrete diffusion models as highly effective policies in these…

Machine Learning · Computer Science 2026-05-21 Haitong Ma , Ofir Nabati , Aviv Rosenberg , Bo Dai , Oran Lang , Craig Boutilier , Na Li , Shie Mannor , Lior Shani , Guy Tenneholtz

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 Distributional Reinforcement Learning (DRL) methods have demonstrated strong performance in online settings, its success in offline scenarios remains limited. We hypothesize that a key limitation of existing offline DRL methods lies…

Machine Learning · Computer Science 2026-01-06 Ryo Iwaki , Takayuki Osogami

Wasserstein distributionally robust optimization (DRO) has recently achieved empirical success for various applications in operations research and machine learning, owing partly to its regularization effect. Although connection between…

Machine Learning · Computer Science 2020-11-02 Rui Gao , Xi Chen , Anton J. Kleywegt

Learning an effective representation for high-dimensional data is a challenging problem in reinforcement learning (RL). Deep reinforcement learning (DRL) such as Deep Q networks (DQN) achieves remarkable success in computer games by…

Machine Learning · Computer Science 2019-05-10 Borislav Mavrin , Hengshuai Yao , Linglong Kong

Although distributional reinforcement learning (DRL) has been widely examined in the past few years, very few studies investigate the validity of the obtained Q-function estimator in the distributional setting. To fully understand how the…

Machine Learning · Computer Science 2023-08-01 Qi Kuang , Zhoufan Zhu , Liwen Zhang , Fan Zhou

In many real-world settings, reinforcement learning systems suffer performance degradation when the environment encountered at deployment differs from that observed during training. Distributionally robust reinforcement learning (DR-RL)…

Machine Learning · Computer Science 2026-03-05 Debamita Ghosh , George K. Atia , Yue Wang

This monograph develops a comprehensive statistical learning framework that is robust to (distributional) perturbations in the data using Distributionally Robust Optimization (DRO) under the Wasserstein metric. Beginning with fundamental…

Machine Learning · Statistics 2021-08-23 Ruidi Chen , Ioannis Ch. Paschalidis

Learning with an objective to minimize the mismatch with a reference distribution has been shown to be useful for generative modeling and imitation learning. In this paper, we investigate whether one such objective, the Wasserstein-1…

Machine Learning · Computer Science 2021-10-29 Ishan Durugkar , Mauricio Tec , Scott Niekum , Peter Stone

Reinforcement Learning (RL) is increasingly applied to large-scale decision-making problems like logistics, scheduling, and recommender systems, but existing algorithms struggle with the curse of dimensionality in such large discrete action…

Machine Learning · Computer Science 2026-05-12 Heiko Hoppe , Fabian Akkerman , Wouter van Heeswijk , Maximilian Schiffer