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In distributional reinforcement learning (RL), the estimated distribution of value function models both the parametric and intrinsic uncertainties. We propose a novel and efficient exploration method for deep RL that has two components. The…

Machine Learning · Computer Science 2019-05-16 Borislav Mavrin , Shangtong Zhang , Hengshuai Yao , Linglong Kong , Kaiwen Wu , Yaoliang Yu

Risk-averse total-reward Markov Decision Processes (MDPs) offer a promising framework for modeling and solving undiscounted infinite-horizon objectives. Existing model-based algorithms for risk measures like the entropic risk measure (ERM)…

Machine Learning · Computer Science 2025-10-27 Xihong Su , Jia Lin Hau , Gersi Doko , Kishan Panaganti , Marek Petrik

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

In this paper, we study the finite-sample statistical rates of distributional temporal difference (TD) learning with linear function approximation. The purpose of distributional TD learning is to estimate the return distribution of a…

Machine Learning · Statistics 2025-11-18 Kaicheng Jin , Yang Peng , Jiansheng Yang , Zhihua Zhang

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

We propose a new reinforcement learning (RL) formulation for training continuous-time score-based diffusion models for generative AI to generate samples that maximize reward functions while keeping the generated distributions close to the…

Machine Learning · Computer Science 2025-08-12 Xuefeng Gao , Jiale Zha , Xun Yu Zhou

Multimodal large language models (MLLMs) struggle with numerical regression under long-tailed target distributions. Token-level supervised fine-tuning (SFT) and point-wise regression rewards bias learning toward high-density regions,…

Computation and Language · Computer Science 2026-05-12 Yao Du , Shanshan Song , Xiaomeng Li

Policy gradient based reinforcement learning algorithms coupled with neural networks have shown success in learning complex policies in the model free continuous action space control setting. However, explicitly parameterized policies are…

Machine Learning · Computer Science 2019-09-30 Oliver Richter , Roger Wattenhofer

We consider a problem of learning the reward and policy from expert examples under unknown dynamics. Our proposed method builds on the framework of generative adversarial networks and introduces the empowerment-regularized maximum-entropy…

Machine Learning · Computer Science 2019-02-26 Ahmed H. Qureshi , Byron Boots , Michael C. Yip

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 study computationally and statistically efficient Reinforcement Learning algorithms for the linear Bellman Complete setting. This setting uses linear function approximation to capture value functions and unifies existing models like…

Machine Learning · Computer Science 2025-03-04 Runzhe Wu , Ayush Sekhari , Akshay Krishnamurthy , Wen Sun

The goal of Bayesian inverse reinforcement learning (IRL) is recovering a posterior distribution over reward functions using a set of demonstrations from an expert optimizing for a reward unknown to the learner. The resulting posterior over…

Machine Learning · Computer Science 2024-07-16 Ondrej Bajgar , Alessandro Abate , Konstantinos Gatsis , Michael A. Osborne

We consider the inverse reinforcement learning problem, that is, the problem of learning from, and then predicting or mimicking a controller based on state/action data. We propose a statistical model for such data, derived from the…

Machine Learning · Statistics 2012-11-27 Sumeetpal S. Singh , Nicolas Chopin , Nick Whiteley

While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…

Machine Learning · Computer Science 2022-10-14 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

Deep reinforcement learning can learn effective policies for a wide range of tasks, but is notoriously difficult to use due to instability and sensitivity to hyperparameters. The reasons for this remain unclear. When using standard…

Machine Learning · Computer Science 2020-03-17 Aviral Kumar , Abhishek Gupta , Sergey Levine

Reinforcement learning can learn amortised design policies for designing sequences of experiments. However, current amortised methods rely on estimators of expected information gain (EIG) that require an exponential number of samples on the…

Machine Learning · Computer Science 2024-02-06 Tom Blau , Iadine Chades , Amir Dezfouli , Daniel Steinberg , Edwin V. Bonilla

Reinforcement learning has been proven to be highly effective in handling complex control tasks. Traditional methods typically use unimodal distributions, such as Gaussian distributions, to model the output of value distributions. However,…

Machine Learning · Computer Science 2025-07-14 Tong Liu , Yinuo Wang , Xujie Song , Wenjun Zou , Liangfa Chen , Likun Wang , Bin Shuai , Jingliang Duan , Shengbo Eben Li

Machine learning models provide statistically impressive results which might be individually unreliable. To provide reliability, we propose an Epistemic Classifier (EC) that can provide justification of its belief using support from the…

Machine Learning · Computer Science 2020-10-20 Chitresh Bhushan , Zhaoyuan Yang , Nurali Virani , Naresh Iyer

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

Machine Learning · Computer Science 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

Reinforcement learning (RL) has achieved significant success across a wide range of domains, however, most existing methods are formulated in discrete time. In this work, we introduce a novel RL method for continuous-time control, where…

Machine Learning · Computer Science 2025-10-21 Chengxiu Hua , Jiawen Gu , Yushun Tang