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We consider the problem of learning a set of probability distributions from the empirical Bellman dynamics in distributional reinforcement learning (RL), a class of state-of-the-art methods that estimate the distribution, as opposed to only…

Machine Learning · Computer Science 2020-12-10 Thanh Tang Nguyen , Sunil Gupta , Svetha Venkatesh

Distributional Reinforcement Learning (RL) estimates return distribution mainly by learning quantile values via minimizing the quantile Huber loss function, entailing a threshold parameter often selected heuristically or via hyperparameter…

Machine Learning · Computer Science 2024-01-09 Parvin Malekzadeh , Konstantinos N. Plataniotis , Zissis Poulos , Zeyu Wang

In real scenarios, state observations that an agent observes may contain measurement errors or adversarial noises, misleading the agent to take suboptimal actions or even collapse while training. In this paper, we study the training…

Machine Learning · Computer Science 2023-06-23 Ke Sun , Yingnan Zhao , Shangling Jui , Linglong Kong

In reinforcement learning an agent interacts with the environment by taking actions and observing the next state and reward. When sampled probabilistically, these state transitions, rewards, and actions can all induce randomness in the…

Artificial Intelligence · Computer Science 2017-10-30 Will Dabney , Mark Rowland , Marc G. Bellemare , Rémi Munos

In many real-world settings, reinforcement learning systems suffer performance degradation when the environment encountered at deployment differs from that observed during training. Distributionally robust reinforcement learning (DR-RL)…

Machine Learning · Computer Science 2026-03-05 Debamita Ghosh , George K. Atia , Yue Wang

The empirical success of distributional reinforcement learning (RL) highly relies on the choice of distribution divergence equipped with an appropriate distribution representation. In this paper, we propose \textit{Sinkhorn distributional…

Machine Learning · Computer Science 2024-10-16 Ke Sun , Yingnan Zhao , Wulong Liu , Bei Jiang , Linglong Kong

We propose a novel algorithmic framework for distributional reinforcement learning, based on learning finite-dimensional mean embeddings of return distributions. We derive several new algorithms for dynamic programming and…

We present a distributional approach to theoretical analyses of reinforcement learning algorithms for constant step-sizes. We demonstrate its effectiveness by presenting simple and unified proofs of convergence for a variety of…

Machine Learning · Computer Science 2020-03-30 Philip Amortila , Doina Precup , Prakash Panangaden , Marc G. Bellemare

A growing trend for value-based reinforcement learning (RL) algorithms is to capture more information than scalar value functions in the value network. One of the most well-known methods in this branch is distributional RL, which models…

Machine Learning · Computer Science 2021-10-27 Pushi Zhang , Xiaoyu Chen , Li Zhao , Wei Xiong , Tao Qin , Tie-Yan Liu

We propose a distributional framework for offline Inverse Reinforcement Learning (IRL) that jointly models uncertainty over reward functions and full distributions of returns. Unlike conventional IRL approaches that recover a deterministic…

Machine Learning · Computer Science 2026-05-29 Feiyang Wu , Ye Zhao , Anqi Wu

Distributional reinforcement learning improves performance by capturing environmental stochasticity, but a comprehensive theoretical understanding of its effectiveness remains elusive. In addition, the intractable element of the infinite…

Machine Learning · Computer Science 2025-05-14 Taehyun Cho , Seungyub Han , Seokhun Ju , Dohyeong Kim , Kyungjae Lee , Jungwoo Lee

Conventional off-policy reinforcement learning (RL) focuses on maximizing the expected return of scalar rewards. Distributional RL (DRL), in contrast, studies the distribution of returns with the distributional Bellman operator in a…

Machine Learning · Statistics 2024-08-15 Dong Neuck Lee , Michael R. Kosorok

Distributional approaches to value-based reinforcement learning model the entire distribution of returns, rather than just their expected values, and have recently been shown to yield state-of-the-art empirical performance. This was…

Machine Learning · Statistics 2018-02-23 Mark Rowland , Marc G. Bellemare , Will Dabney , Rémi Munos , Yee Whye Teh

In this paper we argue for the fundamental importance of the value distribution: the distribution of the random return received by a reinforcement learning agent. This is in contrast to the common approach to reinforcement learning which…

Machine Learning · Computer Science 2017-07-24 Marc G. Bellemare , Will Dabney , Rémi Munos

We devise a distributional variant of gradient temporal-difference (TD) learning. Distributional reinforcement learning has been demonstrated to outperform the regular one in the recent study \citep{bellemare2017distributional}. In the…

Machine Learning · Computer Science 2019-04-04 Chao Qu , Shie Mannor , Huan Xu

Learning a predictive model of the mean return, or value function, plays a critical role in many reinforcement learning algorithms. Distributional reinforcement learning (DRL) has been shown to improve performance by modeling the value…

Machine Learning · Computer Science 2025-07-08 Ju-Seung Byun , Andrew Perrault

Modern reinforcement learning (RL) can be categorized into online and offline variants. As a pivotal aspect of both online and offline RL, current research on the Bellman equation revolves primarily around optimization techniques and…

Machine Learning · Computer Science 2023-12-14 Outongyi Lv , Bingxin Zhou

Distributional reinforcement learning algorithms have attempted to utilize estimated uncertainty for exploration, such as optimism in the face of uncertainty. However, using the estimated variance for optimistic exploration may cause biased…

Machine Learning · Computer Science 2023-12-06 Taehyun Cho , Seungyub Han , Heesoo Lee , Kyungjae Lee , Jungwoo Lee

Since their introduction a year ago, distributional approaches to reinforcement learning (distributional RL) have produced strong results relative to the standard approach which models expected values (expected RL). However, aside from…

Machine Learning · Computer Science 2019-02-22 Clare Lyle , Pablo Samuel Castro , Marc G. Bellemare

Distributional Reinforcement Learning (RL) maintains the entire probability distribution of the reward-to-go, i.e. the return, providing more learning signals that account for the uncertainty associated with policy performance, which may be…

Machine Learning · Computer Science 2021-03-24 Luchen Li , A. Aldo Faisal
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