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We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Hierarchical Reinforcement Learning (HRL) is well-suitedd for solving complex tasks by breaking them down into structured policies. However, HRL agents often struggle with efficient exploration and quick adaptation. To overcome these…

Machine Learning · Computer Science 2025-03-18 Arash Khajooeinejad , Fatemeh Sadat Masoumi , Masoumeh Chapariniya

Credit assignment in Meta-reinforcement learning (Meta-RL) is still poorly understood. Existing methods either neglect credit assignment to pre-adaptation behavior or implement it naively. This leads to poor sample-efficiency during…

Machine Learning · Computer Science 2022-02-14 Jonas Rothfuss , Dennis Lee , Ignasi Clavera , Tamim Asfour , Pieter Abbeel

Providing a suitable reward function to reinforcement learning can be difficult in many real world applications. While inverse reinforcement learning (IRL) holds promise for automatically learning reward functions from demonstrations,…

Machine Learning · Computer Science 2019-10-29 Lantao Yu , Tianhe Yu , Chelsea Finn , Stefano Ermon

Meta-learning methods have shown an impressive ability to train models that rapidly learn new tasks. However, these methods only aim to perform well in expectation over tasks coming from some particular distribution that is typically…

Machine Learning · Computer Science 2020-06-22 Liam Collins , Aryan Mokhtari , Sanjay Shakkottai

Traffic optimization challenges, such as load balancing, flow scheduling, and improving packet delivery time, are difficult online decision-making problems in wide area networks (WAN). Complex heuristics are needed for instance to find…

Networking and Internet Architecture · Computer Science 2021-12-01 Shan Sun , Mariam Kiran , Wei Ren

We study reinforcement learning (RL) for learning a Quantal Stackelberg Equilibrium (QSE) in an episodic Markov game with a leader-follower structure. In specific, at the outset of the game, the leader announces her policy to the follower…

Machine Learning · Computer Science 2023-07-27 Siyu Chen , Mengdi Wang , Zhuoran Yang

A self-learning adaptive system (SLAS) uses machine learning to enable and enhance its adaptability. Such systems are expected to perform well in dynamic situations. For learning high-performance adaptation policy, some assumptions must be…

Software Engineering · Computer Science 2021-05-12 Mingyue Zhang , Jialong Li , Haiyan Zhao , Kenji Tei , Shinichi Honiden , Zhi Jin

Previous research has shown that federated learning (FL) systems are exposed to an array of security risks. Despite the proposal of several defensive strategies, they tend to be non-adaptive and specific to certain types of attacks,…

Machine Learning · Computer Science 2023-07-18 Yunian Pan , Tao Li , Henger Li , Tianyi Xu , Zizhan Zheng , Quanyan Zhu

Models and games are simplified representations of the world. There are many different kinds of models, all differing in complexity and which aspect of the world they allow us to further our understanding of. In this paper we focus on a…

Artificial Intelligence · Computer Science 2022-04-07 Joseph Christian G. Noel

Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…

Machine Learning · Computer Science 2020-06-16 Olivier Buffet , Olivier Pietquin , Paul Weng

The inverse reinforcement learning approach to imitation learning is a double-edged sword. On the one hand, it can enable learning from a smaller number of expert demonstrations with more robustness to error compounding than behavioral…

Machine Learning · Computer Science 2024-06-06 Juntao Ren , Gokul Swamy , Zhiwei Steven Wu , J. Andrew Bagnell , Sanjiban Choudhury

Safe Reinforcement Learning (RL) plays an important role in applying RL algorithms to safety-critical real-world applications, addressing the trade-off between maximizing rewards and adhering to safety constraints. This work introduces a…

Robotics · Computer Science 2024-07-16 Fan Yang , Wenxuan Zhou , Zuxin Liu , Ding Zhao , David Held

In spite of the success of existing meta reinforcement learning methods, they still have difficulty in learning a meta policy effectively for RL problems with sparse reward. In this respect, we develop a novel meta reinforcement learning…

Machine Learning · Computer Science 2021-06-08 Yun Hua , Xiangfeng Wang , Bo Jin , Wenhao Li , Junchi Yan , Xiaofeng He , Hongyuan Zha

In meta reinforcement learning (meta RL), an agent learns from a set of training tasks how to quickly solve a new task, drawn from the same task distribution. The optimal meta RL policy, a.k.a. the Bayes-optimal behavior, is well defined,…

Machine Learning · Computer Science 2024-04-01 Zohar Rimon , Aviv Tamar , Gilad Adler

Few-shot meta-learning methods consider the problem of learning new tasks from a small, fixed number of examples, by meta-learning across static data from a set of previous tasks. However, in many real world settings, it is more natural to…

Machine Learning · Computer Science 2020-12-15 Tianhe Yu , Xinyang Geng , Chelsea Finn , Sergey Levine

This paper addresses the meta-learning problem in sparse linear regression with infinite tasks. We assume that the learner can access several similar tasks. The goal of the learner is to transfer knowledge from the prior tasks to a similar…

Machine Learning · Computer Science 2021-02-19 Zhanyu Wang , Jean Honorio

Humans achieve efficient learning by relying on prior knowledge about the structure of naturally occurring tasks. There is considerable interest in designing reinforcement learning (RL) algorithms with similar properties. This includes…

Machine Learning · Computer Science 2019-10-23 Jan Humplik , Alexandre Galashov , Leonard Hasenclever , Pedro A. Ortega , Yee Whye Teh , Nicolas Heess

Meta reinforcement learning (Meta RL) has been amply explored to quickly learn an unseen task by transferring previously learned knowledge from similar tasks. However, most state-of-the-art algorithms require the meta-training tasks to have…

Machine Learning · Computer Science 2023-11-14 Lu Wen , Songan Zhang , H. Eric Tseng , Huei Peng

In meta-reinforcement learning, an agent is trained in multiple different environments and attempts to learn a meta-policy that can efficiently adapt to a new environment. This paper presents RAMP, a Reinforcement learning Agent using Model…

Machine Learning · Computer Science 2022-10-28 Gabriel Hartmann , Amos Azaria