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Existing work on risk-sensitive reinforcement learning - both for symmetric and downside risk measures - has typically used direct Monte-Carlo estimation of policy gradients. While this approach yields unbiased gradient estimates, it also…

Machine Learning · Computer Science 2020-07-09 Thomas Spooner , Rahul Savani

Developing accurate off-policy estimators is crucial for both evaluating and optimizing for new policies. The main challenge in off-policy estimation is the distribution shift between the logging policy that generates data and the target…

Machine Learning · Computer Science 2023-10-25 Noveen Sachdeva , Lequn Wang , Dawen Liang , Nathan Kallus , Julian McAuley

We discuss the problem of decentralized multi-agent reinforcement learning (MARL) in this work. In our setting, the global state, action, and reward are assumed to be fully observable, while the local policy is protected as privacy by each…

Multiagent Systems · Computer Science 2021-11-02 Kuo Li , Qing-Shan Jia

Off-policy reinforcement learning (RL) has achieved notable success in tackling many complex real-world tasks, by leveraging previously collected data for policy learning. However, most existing off-policy RL algorithms fail to maximally…

Machine Learning · Computer Science 2024-05-30 Yu Luo , Tianying Ji , Fuchun Sun , Jianwei Zhang , Huazhe Xu , Xianyuan Zhan

Diffusion models have become a popular choice for representing actor policies in behavior cloning and offline reinforcement learning. This is due to their natural ability to optimize an expressive class of distributions over a continuous…

Machine Learning · Computer Science 2025-02-17 Michael Psenka , Alejandro Escontrela , Pieter Abbeel , Yi Ma

This study proposes the use of a social learning method to estimate a global state within a multi-agent off-policy actor-critic algorithm for reinforcement learning (RL) operating in a partially observable environment. We assume that the…

Machine Learning · Computer Science 2024-07-09 Ainur Zhaikhan , Ali H. Sayed

Uncertainty estimation for Reinforcement Learning (RL) is a critical component in control tasks where agents must balance safe exploration and efficient learning. While deep neural networks have enabled breakthroughs in RL, they often lack…

Machine Learning · Computer Science 2025-12-22 Matthijs van der Lende , Juan Cardenas-Cartagena

Most reinforcement learning algorithms seek a single optimal strategy that solves a given task. However, it can often be valuable to learn a diverse set of solutions, for instance, to make an agent's interaction with users more engaging, or…

Machine Learning · Computer Science 2024-01-09 Wentse Chen , Shiyu Huang , Yuan Chiang , Tim Pearce , Wei-Wei Tu , Ting Chen , Jun Zhu

Imitation learning empowers artificial agents to mimic behavior by learning from demonstrations. Recently, diffusion models, which have the ability to model high-dimensional and multimodal distributions, have shown impressive performance on…

Machine Learning · Computer Science 2024-07-12 Kaiqi Chen , Eugene Lim , Kelvin Lin , Yiyang Chen , Harold Soh

Actor critic methods with sparse rewards in model-based deep reinforcement learning typically require a deterministic binary reward function that reflects only two possible outcomes: if, for each step, the goal has been achieved or not. Our…

Machine Learning · Computer Science 2020-01-22 Juan Vargas , Lazar Andjelic , Amir Barati Farimani

The study of decentralized learning or independent learning in cooperative multi-agent reinforcement learning has a history of decades. Recently empirical studies show that independent PPO (IPPO) can obtain good performance, close to or…

Machine Learning · Computer Science 2022-11-08 Kefan Su , Zongqing Lu

We develop a new class of model-free deep reinforcement learning algorithms for data-driven, learning-based control. Our Generalized Policy Improvement algorithms combine the policy improvement guarantees of on-policy methods with the…

Machine Learning · Computer Science 2024-10-15 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

In dynamic mechanism design literature, one critical aspect has been typically ignored-the agents' periodic participation, which they can adapt and plan strategically. We propose a framework for dynamic principal-multiagent problems,…

Computer Science and Game Theory · Computer Science 2023-06-16 Tao Zhang , Quanyan Zhu

This paper studies the statistical theory of batch data reinforcement learning with function approximation. Consider the off-policy evaluation problem, which is to estimate the cumulative value of a new target policy from logged history…

Machine Learning · Computer Science 2020-02-25 Yaqi Duan , Mengdi Wang

Combining off-policy reinforcement learning methods with function approximators such as neural networks has been found to lead to overestimation of the value function and sub-optimal solutions. Improvement such as TD3 has been proposed to…

Machine Learning · Computer Science 2021-09-09 Bo Zhou , Kejiao Li , Hongsheng Zeng , Fan Wang , Hao Tian

Model-based representations recently stand out as a promising framework that embeds latent dynamics information into the representations for downstream off-policy actor-critic learning. It implicitly combines the advantages of both…

Machine Learning · Computer Science 2026-05-13 Jiafei Lyu , Zichuan Lin , Scott Fujimoto , Kai Yang , Yangkun Chen , Saiyong Yang , Zongqing Lu , Deheng Ye

In deep reinforcement learning, policy optimization methods need to deal with issues such as function approximation and the reuse of off-policy data. Standard policy gradient methods do not handle off-policy data well, leading to premature…

Machine Learning · Computer Science 2025-01-28 Qing Wang , Yingru Li , Jiechao Xiong , Tong Zhang

Many reinforcement learning algorithms, particularly those that rely on return estimates for policy improvement, can suffer from poor sample efficiency and training instability due to high-variance return estimates. In this paper we…

Machine Learning · Computer Science 2026-01-06 Alexander W. Goodall , Edwin Hamel-De le Court , Francesco Belardinelli

The actor-critic (AC) algorithm is a popular method to find an optimal policy in reinforcement learning. In the infinite horizon scenario, the finite-sample convergence rate for the AC and natural actor-critic (NAC) algorithms has been…

Machine Learning · Computer Science 2021-02-15 Tengyu Xu , Zhe Wang , Yingbin Liang

Current model-based reinforcement learning approaches use the model simply as a learned black-box simulator to augment the data for policy optimization or value function learning. In this paper, we show how to make more effective use of the…

Machine Learning · Computer Science 2020-05-19 Ignasi Clavera , Violet Fu , Pieter Abbeel