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Real-world optimization problems often involve stochastic and dynamic components. Evolutionary algorithms are particularly effective in these scenarios, as they can easily adapt to uncertain and changing environments but often uncertainty…
Reward machines are an established tool for dealing with reinforcement learning problems in which rewards are sparse and depend on complex sequences of actions. However, existing algorithms for learning reward machines assume an overly…
Evolution Strategies are inspired in biology and part of a larger research field known as Evolutionary Algorithms. Those strategies perform a random search in the space of admissible functions, aiming to optimize some given objective…
When deploying artificial agents in real-world environments where they interact with humans, it is crucial that their behavior is aligned with the values, social norms or other requirements of that environment. However, many environments…
The performance of evolutionary algorithms can be heavily undermined when constraints limit the feasible areas of the search space. For instance, while Covariance Matrix Adaptation Evolution Strategy is one of the most efficient algorithms…
Reinforcement learning techniques achieved human-level performance in several tasks in the last decade. However, in recent years, the need for interpretability emerged: we want to be able to understand how a system works and the reasons…
This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…
Constrained reinforcement learning has achieved promising progress in safety-critical fields where both rewards and constraints are considered. However, constrained reinforcement learning methods face challenges in striking the right…
In addition to their undisputed success in solving classical optimization problems, neuroevolutionary and population-based algorithms have become an alternative to standard reinforcement learning methods. However, evolutionary methods often…
In this paper we present an evolutionary optimization approach to solve the risk parity portfolio selection problem. While there exist convex optimization approaches to solve this problem when long-only portfolios are considered, the…
Resource constrained job scheduling is a hard combinatorial optimisation problem that originates in the mining industry. Off-the-shelf solvers cannot solve this problem satisfactorily in reasonable timeframes, while other solution methods…
Reinforcement Learning and the Evolutionary Strategy are two major approaches in addressing complicated control problems. Both are strong contenders and have their own devotee communities. Both groups have been very active in developing new…
This contribution examines optimization problems that involve stochastic dominance constraints. These problems have uncountably many constraints. We develop methods to solve the optimization problem by reducing the constraints to a finite…
It is known that evolution strategies in continuous domains might not converge in the presence of noise. It is also known that, under mild assumptions, and using an increasing number of resamplings, one can mitigate the effect of additive…
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…
Evolutionary Algorithms (EAs) are being routinely applied for a variety of optimization tasks, and real-parameter optimization in the presence of constraints is one such important area. During constrained optimization EAs often create…
Population-based evolutionary algorithms have great potential to handle multiobjective optimisation problems. However, these algorithms depends largely on problem characteristics, and there is a need to improve their performance for a wider…
Evolutionary algorithms, such as Differential Evolution, excel in solving real-parameter optimization challenges. However, the effectiveness of a single algorithm varies across different problem instances, necessitating considerable efforts…
For many applications of reinforcement learning it can be more convenient to specify both a reward function and constraints, rather than trying to design behavior through the reward function. For example, systems that physically interact…
Benchmarking plays an important role in the development of novel search algorithms as well as for the assessment and comparison of contemporary algorithmic ideas. This paper presents common principles that need to be taken into account when…