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The goal of an offline reinforcement learning (RL) algorithm is to learn optimal polices using historical (offline) data, without access to the environment for online exploration. One of the main challenges in offline RL is the distribution…

Machine Learning · Computer Science 2023-10-31 Kishan Panaganti , Zaiyan Xu , Dileep Kalathil , Mohammad Ghavamzadeh

Meta learning aims at learning how to solve tasks, and thus it allows to estimate models that can be quickly adapted to new scenarios. This work explores distributionally robust minimization in meta learning for system identification.…

Machine Learning · Computer Science 2025-06-24 Matteo Rufolo , Dario Piga , Marco Forgione

Deep reinforcement learning (RL) has shown remarkable success in specific offline decision-making scenarios, yet its theoretical guarantees are still under development. Existing works on offline RL theory primarily emphasize a few trivial…

Machine Learning · Computer Science 2023-12-20 Di Wu , Yuling Jiao , Li Shen , Haizhao Yang , Xiliang Lu

The exploration-exploitation dilemma has been an intriguing and unsolved problem within the framework of reinforcement learning. "Optimism in the face of uncertainty" and model building play central roles in advanced exploration methods.…

Artificial Intelligence · Computer Science 2008-10-21 István Szita , András Lőrincz

Distributionally robust policy learning aims to find a policy that performs well under the worst-case distributional shift, and yet most existing methods for robust policy learning consider the worst-case joint distribution of the covariate…

Machine Learning · Computer Science 2025-06-03 Jingyuan Wang , Zhimei Ren , Ruohan Zhan , Zhengyuan Zhou

This paper studies directed exploration for reinforcement learning agents by tracking uncertainty about the value of each available action. We identify two sources of uncertainty that are relevant for exploration. The first originates from…

Machine Learning · Computer Science 2017-11-30 Thomas M. Moerland , Joost Broekens , Catholijn M. Jonker

Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…

Machine Learning · Statistics 2017-11-22 Matthew Norton , Akiko Takeda , Alexander Mafusalov

In reinforcement learning, robust policies for high-stakes decision-making problems with limited data are usually computed by optimizing the percentile criterion, which minimizes the probability of a catastrophic failure. Unfortunately,…

Machine Learning · Computer Science 2021-03-01 Elita A. Lobo , Mohammad Ghavamzadeh , Marek Petrik

We investigate two perturbation approaches to overcome conservatism that optimism based algorithms chronically suffer from in practice. The first approach replaces optimism with a simple randomization when using confidence sets. The second…

Machine Learning · Statistics 2021-10-13 Baekjin Kim , Ambuj Tewari

We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…

Machine Learning · Statistics 2024-07-22 Julian Gerstenberg , Ralph Neininger , Denis Spiegel

An integration of distributionally robust risk allocation into sampling-based motion planning algorithms for robots operating in uncertain environments is proposed. We perform non-uniform risk allocation by decomposing the distributionally…

Robotics · Computer Science 2023-05-16 Kajsa Ekenberg , Venkatraman Renganathan , Björn Olofsson

One typical assumption in inverse reinforcement learning (IRL) is that human experts act to optimize the expected utility of a stochastic cost with a fixed distribution. This assumption deviates from actual human behaviors under ambiguity.…

Machine Learning · Computer Science 2019-09-25 Rui Chen , Wenshuo Wang , Zirui Zhao , Ding Zhao

Exploration is a significant challenge in practical reinforcement learning (RL), and uncertainty-aware exploration that incorporates the quantification of epistemic and aleatory uncertainty has been recognized as an effective exploration…

Machine Learning · Computer Science 2024-01-08 Parvin Malekzadeh , Ming Hou , Konstantinos N. Plataniotis

We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with respect to uncertainty in the underlying data distribution. Our formulation builds on…

Optimization and Control · Mathematics 2021-06-09 Mert Gürbüzbalaban , Andrzej Ruszczyński , Landi Zhu

An effective approach to exploration in reinforcement learning is to rely on an agent's uncertainty over the optimal policy, which can yield near-optimal exploration strategies in tabular settings. However, in non-tabular settings that…

In contrast to classical reinforcement learning (RL), distributional RL algorithms aim to learn the distribution of returns rather than their expected value. Since the nature of the return distribution is generally unknown a priori or…

Machine Learning · Computer Science 2025-03-17 Moritz A. Zanger , Wendelin Böhmer , Matthijs T. J. Spaan

In learning-to-learn the goal is to infer a learning algorithm that works well on a class of tasks sampled from an unknown meta distribution. In contrast to previous work on batch learning-to-learn, we consider a scenario where tasks are…

Machine Learning · Statistics 2018-03-23 Giulia Denevi , Carlo Ciliberto , Dimitris Stamos , Massimiliano Pontil

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

Offline reinforcement learning (RL) is suitable for safety-critical domains where online exploration is too costly or dangerous. In such safety-critical settings, decision-making should take into consideration the risk of catastrophic…

Machine Learning · Computer Science 2023-10-31 Marc Rigter , Bruno Lacerda , Nick Hawes

Research in machine learning is making progress in fixing its own reproducibility crisis. Reinforcement learning (RL), in particular, faces its own set of unique challenges. Comparison of point estimates, and plots that show successful…

Machine Learning · Computer Science 2024-02-07 Ted Fujimoto , Joshua Suetterlein , Samrat Chatterjee , Auroop Ganguly
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