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In offline reinforcement learning, in-sample learning methods have been widely used to prevent performance degradation caused by evaluating out-of-distribution actions from the dataset. Extreme Q-learning (XQL) employs a loss function based…

Machine Learning · Computer Science 2025-02-12 Motoki Omura , Takayuki Osa , Yusuke Mukuta , Tatsuya Harada

Distributional reinforcement learning (RL) has proven useful in multiple benchmarks as it enables approximating the full distribution of returns and extracts rich feedback from environment samples. The commonly used quantile regression…

Machine Learning · Computer Science 2025-05-27 Sami Jullien , Romain Deffayet , Jean-Michel Renders , Paul Groth , Maarten de Rijke

The Mean Square Error (MSE) is commonly utilized to estimate the solution of the optimal value function in the vast majority of offline reinforcement learning (RL) models and has achieved outstanding performance. However, we find that its…

Machine Learning · Computer Science 2024-06-06 Yu Zhang , Rui Yu , Zhipeng Yao , Wenyuan Zhang , Jun Wang , Liming Zhang

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

Due to the nature of risk management in learning applicable policies, risk-sensitive reinforcement learning (RSRL) has been realized as an important direction. RSRL is usually achieved by learning risk-sensitive objectives characterized by…

Machine Learning · Computer Science 2025-11-04 Ruiwen Zhou , Minghuan Liu , Kan Ren , Xufang Luo , Weinan Zhang , Dongsheng Li

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 deep reinforcement learning, estimating the value function to evaluate the quality of states and actions is essential. The value function is often trained using the least squares method, which implicitly assumes a Gaussian error…

Machine Learning · Computer Science 2024-03-28 Motoki Omura , Takayuki Osa , Yusuke Mukuta , Tatsuya Harada

We propose a new reinforcement learning algorithm derived from a regularized linear-programming formulation of optimal control in MDPs. The method is closely related to the classic Relative Entropy Policy Search (REPS) algorithm of Peters…

Machine Learning · Computer Science 2021-03-01 Joan Bas-Serrano , Sebastian Curi , Andreas Krause , Gergely Neu

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

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

Optimization and Control · Mathematics 2021-09-17 Na Li , Xun Li , Jing Peng , Zuo Quan Xu

Value function learning plays a central role in many state-of-the-art reinforcement-learning algorithms. Many popular algorithms like Q-learning do not optimize any objective function, but are fixed-point iterations of some variant of…

Machine Learning · Computer Science 2020-01-10 Yihao Feng , Lihong Li , Qiang Liu

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

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

Effectively leveraging large, previously collected datasets in reinforcement learning (RL) is a key challenge for large-scale real-world applications. Offline RL algorithms promise to learn effective policies from previously-collected,…

Machine Learning · Computer Science 2020-08-20 Aviral Kumar , Aurick Zhou , George Tucker , Sergey Levine

We propose a novel distributionally robust $Q$-learning algorithm for the non-tabular case accounting for continuous state spaces where the state transition of the underlying Markov decision process is subject to model uncertainty. The…

Machine Learning · Computer Science 2025-05-27 Chung I Lu , Julian Sester , Aijia Zhang

Offline reinforcement learning (RL) has received increasing attention for learning policies from previously collected data without interaction with the real environment, which is particularly important in high-stakes applications. While a…

Machine Learning · Computer Science 2026-04-03 Qing Zhu , Xian Yu

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

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

The fine-tuning of pre-trained large language models (LLMs) using reinforcement learning (RL) is generally formulated as direct policy optimization. This approach was naturally favored as it efficiently improves a pretrained LLM, seen as an…

While most reinforcement learning methods today flatten the distribution of future returns to a single scalar value, distributional RL methods exploit the return distribution to provide stronger learning signals and to enable applications…

Machine Learning · Computer Science 2026-03-05 Perry Dong , Chongyi Zheng , Chelsea Finn , Dorsa Sadigh , Benjamin Eysenbach
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