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The rapid changes in the finance industry due to the increasing amount of data have revolutionized the techniques on data processing and data analysis and brought new theoretical and computational challenges. In contrast to classical…
While off-policy reinforcement learning (RL) algorithms are sample efficient due to gradient-based updates and data reuse in the replay buffer, they struggle with convergence to local optima due to limited exploration. On the other hand,…
Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…
Reinforcement Learning (RL) is an effective method for robots to learn tasks. However, in typical RL, end-users have little to no control over how the robot does the task after the robot has been deployed. To address this, we introduce the…
This thesis rigorously studies fundamental reinforcement learning (RL) methods in modern practical considerations, including robust RL, distributional RL, and offline RL with neural function approximation. The thesis first prepares the…
Offline reinforcement learning (RL) enables learning control policies by utilizing only prior experience, without any online interaction. This can allow robots to acquire generalizable skills from large and diverse datasets, without any…
Many advances that have improved the robustness and efficiency of deep reinforcement learning (RL) algorithms can, in one way or another, be understood as introducing additional objectives or constraints in the policy optimization step.…
Recent advances in both machine learning and Internet-of-Things have attracted attention to automatic Activity Recognition, where users wear a device with sensors and their outputs are mapped to a predefined set of activities. However, few…
We study online fine-tuning of pretrained control policies for autonomous driving using Real-Time Recurrent Reinforcement Learning (RTRRL), a memory-efficient algorithm that updates policy parameters at every time step without…
Learning a reward function from human preferences is challenging as it typically requires having a high-fidelity simulator or using expensive and potentially unsafe actual physical rollouts in the environment. However, in many tasks the…
Recent reinforcement learning (RL) algorithms have demonstrated impressive results in simulated driving environments. However, autonomous vehicles trained in simulation often struggle to work well in the real world due to the fidelity gap…
In a recent study, Reinforcement Learning (RL) used in combination with many-objective search, has been shown to outperform alternative techniques (random search and many-objective search) for online testing of Deep Neural Network-enabled…
Several Radio Resource Management (RRM) use cases can be framed as sequential decision planning problems, where an agent (the base station, typically) makes decisions that influence the network utility and state. While Reinforcement…
Reinforcement learning (RL) has shown promise for decision-making tasks in real-world applications. One practical framework involves training parameterized policy models from an offline dataset and subsequently deploying them in an online…
Recommender systems (RSs) have become an inseparable part of our everyday lives. They help us find our favorite items to purchase, our friends on social networks, and our favorite movies to watch. Traditionally, the recommendation problem…
We study risk-sensitive reinforcement learning (RL), a crucial field due to its ability to enhance decision-making in scenarios where it is essential to manage uncertainty and minimize potential adverse outcomes. Particularly, our work…
Reinforcement learning (RL) algorithms have demonstrated promising results on complex tasks, yet often require impractical numbers of samples since they learn from scratch. Meta-RL aims to address this challenge by leveraging experience…
This paper describes a purely data-driven solution to a class of sequential decision-making problems with a large number of concurrent online decisions, with applications to computing systems and operations research. We assume that while…
Envisioned application areas for reinforcement learning (RL) include autonomous driving, precision agriculture, and finance, which all require RL agents to make decisions in the real world. A significant challenge hindering the adoption of…
Standard reinforcement learning (RL) aims to find an optimal policy that identifies the best action for each state. However, in healthcare settings, many actions may be near-equivalent with respect to the reward (e.g., survival). We…