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We consider the problem of online reinforcement learning for the Stochastic Shortest Path (SSP) problem modeled as an unknown MDP with an absorbing state. We propose PSRL-SSP, a simple posterior sampling-based reinforcement learning…

Machine Learning · Computer Science 2021-06-11 Mehdi Jafarnia-Jahromi , Liyu Chen , Rahul Jain , Haipeng Luo

The inherent complexity of living cells as production units creates major challenges for maintaining stable and optimal bioprocess conditions, especially in open Photobioreactors (PBRs) exposed to fluctuating environments. To address this,…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Juan D. Gil , Ehecatl Antonio Del Rio Chanona , José L. Guzmán , Manuel Berenguel

We propose a Bayesian neural network-based continual learning algorithm using Variational Inference, aiming to overcome several drawbacks of existing methods. Specifically, in continual learning scenarios, storing network parameters at each…

Machine Learning · Computer Science 2024-11-22 Sanchar Palit , Biplab Banerjee , Subhasis Chaudhuri

Reinforcement learning (RL) enables sequential decision-making in complex and high-dimensional environments through interaction with the environment. In most real-world applications, however, a high number of interactions are infeasible. In…

Machine Learning · Computer Science 2024-12-17 Md Ferdous Alam , Parinaz Naghizadeh , David Hoelzle

Deep Reinforcement Learning (DRL) provides a general-purpose methodology for training inventory policies that can leverage big data and compute. However, off-the-shelf implementations of DRL have seen mixed success, often plagued by high…

Machine Learning · Computer Science 2026-03-23 Yaqi Xie , Xinru Hao , Jiaxi Liu , Will Ma , Linwei Xin , Lei Cao , Yidong Zhang

Reinforcement learning algorithms often suffer from poor sample efficiency, making them challenging to apply in multi-task or continual learning settings. Efficiency can be improved by transferring knowledge from a previously trained…

Machine Learning · Computer Science 2025-06-23 Zeyun Deng , Jasorsi Ghosh , Fiona Xie , Yuzhe Lu , Katia Sycara , Joseph Campbell

We present a Reinforcement Learning (RL) based framework for optimizing long-term discounted reward problems with large combinatorial action space and state dependent constraints. These characteristics are common to many operations…

Machine Learning · Computer Science 2025-01-09 Pavithra Harsha , Ashish Jagmohan , Jayant Kalagnanam , Brian Quanz , Divya Singhvi

Bayesian inference over the reward presents an ideal solution to the ill-posed nature of the inverse reinforcement learning problem. Unfortunately current methods generally do not scale well beyond the small tabular setting due to the need…

Machine Learning · Computer Science 2021-03-15 Alex J. Chan , Mihaela van der Schaar

Offline reinforcement learning (RL) algorithms are applied to learn performant, well-generalizing policies when provided with a static dataset of interactions. Many recent approaches to offline RL have seen substantial success, but with one…

Machine Learning · Computer Science 2024-07-30 Padmanaba Srinivasan , William Knottenbelt

Bayesian Neural Networks (BNNs) that possess a property of uncertainty estimation have been increasingly adopted in a wide range of safety-critical AI applications which demand reliable and robust decision making, e.g., self-driving, rescue…

Hardware Architecture · Computer Science 2021-10-08 Qiyu Wan , Haojun Xia , Xingyao Zhang , Lening Wang , Shuaiwen Leon Song , Xin Fu

Offline reinforcement learning (RL) offers a powerful paradigm for data-driven control. Compared to model-free approaches, offline model-based RL (MBRL) explicitly learns a world model from a static dataset and uses it as a surrogate…

Machine Learning · Computer Science 2026-02-02 Jiayu Chen , Le Xu , Aravind Venugopal , Jeff Schneider

This paper investigates how to incorporate expert observations (without explicit information on expert actions) into a deep reinforcement learning setting to improve sample efficiency. First, we formulate an augmented policy loss combining…

Machine Learning · Computer Science 2025-02-28 Erhan Can Ozcan , Vittorio Giammarino , James Queeney , Ioannis Ch. Paschalidis

Bayesian Reinforcement Learning (BRL), a subclass of Meta-Reinforcement Learning (Meta-RL), provides a principled framework for generalisation by explicitly incorporating Bayesian task parameters into transition and reward models. However,…

Machine Learning · Computer Science 2026-05-11 Jingyang You , Hanna Kurniawati

We present a modular approach to reinforcement learning that uses a Bayesian representation of the uncertainty over models. The approach, BOSS (Best of Sampled Set), drives exploration by sampling multiple models from the posterior and…

Machine Learning · Computer Science 2012-05-14 John Asmuth , Lihong Li , Michael L. Littman , Ali Nouri , David Wingate

Interpretability is crucial for machine learning in many scenarios such as quantitative finance, banking, healthcare, etc. Symbolic regression (SR) is a classic interpretable machine learning method by bridging X and Y using mathematical…

Methodology · Statistics 2020-01-17 Ying Jin , Weilin Fu , Jian Kang , Jiadong Guo , Jian Guo

Deep reinforcement learning (DRL) requires the collection of interventional data, which is sometimes expensive and even unethical in the real world, such as in the autonomous driving and the medical field. Offline reinforcement learning…

Machine Learning · Computer Science 2023-06-12 Wenxuan Zhu , Chao Yu , Qiang Zhang

Stateful policies play an important role in reinforcement learning, such as handling partially observable environments, enhancing robustness, or imposing an inductive bias directly into the policy structure. The conventional method for…

Machine Learning · Computer Science 2023-11-08 Firas Al-Hafez , Guoping Zhao , Jan Peters , Davide Tateo

In this study, we show that a movement policy can be improved efficiently using the previous experiences of a real robot. Reinforcement Learning (RL) is becoming a popular approach to acquire a nonlinear optimal policy through trial and…

Batch reinforcement learning (RL) is important to apply RL algorithms to many high stakes tasks. Doing batch RL in a way that yields a reliable new policy in large domains is challenging: a new decision policy may visit states and actions…

Machine Learning · Computer Science 2020-07-23 Yao Liu , Adith Swaminathan , Alekh Agarwal , Emma Brunskill

Deep Reinforcement Learning (DRL) has been a promising solution to many complex decision-making problems. Nevertheless, the notorious weakness in generalization among environments prevent widespread application of DRL agents in real-world…

Machine Learning · Computer Science 2022-05-31 Tong Sang , Hongyao Tang , Yi Ma , Jianye Hao , Yan Zheng , Zhaopeng Meng , Boyan Li , Zhen Wang
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