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Reinforcement learning algorithms are typically designed for discrete-time dynamics, even though the underlying real-world control systems are often continuous in time. In this paper, we study the problem of continuous-time reinforcement…

Machine Learning · Computer Science 2026-03-03 Klemens Iten , Lenart Treven , Bhavya Sukhija , Florian Dörfler , Andreas Krause

Recent works have shown the effectiveness of randomized smoothing as a scalable technique for building neural network-based classifiers that are provably robust to $\ell_2$-norm adversarial perturbations. In this paper, we employ…

Machine Learning · Computer Science 2020-01-13 Hadi Salman , Greg Yang , Jerry Li , Pengchuan Zhang , Huan Zhang , Ilya Razenshteyn , Sebastien Bubeck

Learning complex policies with Reinforcement Learning (RL) is often hindered by instability and slow convergence, a problem exacerbated by the difficulty of reward engineering. Imitation Learning (IL) from expert demonstrations bypasses…

Machine Learning · Computer Science 2026-05-19 Sayambhu Sen , Shalabh Bhatnagar

In the real world, long-tailed data distributions are prevalent, making it challenging for models to effectively learn and classify tail classes. However, we discover that in the field of drug chemistry, certain tail classes exhibit higher…

Machine Learning · Computer Science 2025-04-08 Yujia Su , Xinjie Li , Lionel Z. Wang

Robust Reinforcement Learning tries to make predictions more robust to changes in the dynamics or rewards of the system. This problem is particularly important when the dynamics and rewards of the environment are estimated from the data. In…

Machine Learning · Computer Science 2022-06-15 Pierre Clavier , Stéphanie Allassonière , Erwan Le Pennec

Although stochastic optimization is central to modern machine learning, the precise mechanisms underlying its success, and in particular, the precise role of the stochasticity, still remain unclear. Modelling stochastic optimization…

Machine Learning · Statistics 2020-06-12 Liam Hodgkinson , Michael W. Mahoney

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

Machine Learning · Computer Science 2024-06-28 He Wang , Laixi Shi , Yuejie Chi

Since the objective functions of reinforcement learning problems are typically highly nonconvex, it is desirable that policy gradient, the most popular algorithm, escapes saddle points and arrives at second-order stationary points. Existing…

Machine Learning · Computer Science 2024-05-15 Siqiao Mu , Diego Klabjan

Despite the notable success of deep neural networks (DNNs) in solving complex tasks, the training process still remains considerable challenges. A primary obstacle is the substantial time required for training, particularly as high…

Machine Learning · Computer Science 2025-09-09 Viet Hoang Pham , Hyo-Sung Ahn

This paper studies the exponential stability of random matrix products driven by a general (possibly unbounded) state space Markov chain. It is a cornerstone in the analysis of stochastic algorithms in machine learning (e.g. for parameter…

Machine Learning · Statistics 2021-02-02 Alain Durmus , Eric Moulines , Alexey Naumov , Sergey Samsonov , Hoi-To Wai

In reinforcement learning (RL), temporal difference (TD) error is known to be related to the firing rate of dopamine neurons. It has been observed that each dopamine neuron does not behave uniformly, but each responds to the TD error in an…

Machine Learning · Computer Science 2026-04-09 Taisuke Kobayashi

We consider the problem of high-dimensional heavy-tailed statistical estimation in the streaming setting, which is much harder than the traditional batch setting due to memory constraints. We cast this problem as stochastic convex…

Machine Learning · Statistics 2024-10-29 Aniket Das , Dheeraj Nagaraj , Soumyabrata Pal , Arun Suggala , Prateek Varshney

In this paper, we study the Temporal Difference (TD) learning with linear value function approximation. It is well known that most TD learning algorithms are unstable with linear function approximation and off-policy learning. Recent…

Artificial Intelligence · Computer Science 2016-10-06 Dominik Meyer , Hao Shen , Klaus Diepold

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

Under data distributions which may be heavy-tailed, many stochastic gradient-based learning algorithms are driven by feedback queried at points with almost no performance guarantees on their own. Here we explore a modified "anytime…

Machine Learning · Statistics 2023-12-01 Matthew J. Holland

We consider the task of heavy-tailed statistical estimation given streaming $p$-dimensional samples. This could also be viewed as stochastic optimization under heavy-tailed distributions, with an additional $O(p)$ space complexity…

Machine Learning · Computer Science 2022-02-28 Che-Ping Tsai , Adarsh Prasad , Sivaraman Balakrishnan , Pradeep Ravikumar

Reinforcement learning has been applied to many interesting problems such as the famous TD-gammon and the inverted helicopter flight. However, little effort has been put into developing methods to learn policies for complex persistent tasks…

Artificial Intelligence · Computer Science 2016-06-22 Xiao Li , Calin Belta

Credit assignmen, disentangling each agent's contribution to a shared reward, is a critical challenge in cooperative multi-agent reinforcement learning (MARL). To be effective, credit assignment methods must preserve the environment's…

Multiagent Systems · Computer Science 2025-10-30 Aditya Kapoor , Kale-ab Tessera , Mayank Baranwal , Harshad Khadilkar , Jan Peters , Stefano Albrecht , Mingfei Sun

A central challenge in reinforcement learning is that policies trained in controlled environments often fail under distribution shifts at deployment into real-world environments. Distributionally Robust Reinforcement Learning (DRRL)…

Machine Learning · Computer Science 2026-03-10 Anirudh Satheesh , Keenan Powell , Vaneet Aggarwal

Value-based deep Reinforcement Learning (RL) algorithms suffer from the estimation bias primarily caused by function approximation and temporal difference (TD) learning. This problem induces faulty state-action value estimates and therefore…

Machine Learning · Computer Science 2021-11-15 Dogan C. Cicek , Enes Duran , Baturay Saglam , Kagan Kaya , Furkan B. Mutlu , Suleyman S. Kozat
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