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Constrained Reinforcement Learning (CRL) is a subset of machine learning that introduces constraints into the traditional reinforcement learning (RL) framework. Unlike conventional RL which aims solely to maximize cumulative rewards, CRL…
This paper develops an adaptive observation-based efficient reinforcement learning (RL) approach for systems with uncertain drift dynamics. A novel concurrent learning adaptive extended observer (CL-AEO) is first designed to jointly…
We study the problem of safe online convex optimization, where the action at each time step must satisfy a set of linear safety constraints. The goal is to select a sequence of actions to minimize the regret without violating the safety…
The paradigm of decision-making has been revolutionised by reinforcement learning and deep learning. Although this has led to significant progress in domains such as robotics, healthcare, and finance, the use of RL in practice is…
Humans can learn incrementally, whereas neural networks forget previously acquired information catastrophically. Continual Learning (CL) approaches seek to bridge this gap by facilitating the transfer of knowledge to both previous tasks…
In this work, we establish a novel theoretical connection between supervised fine-tuning and offline reinforcement learning under the token-level Markov decision process, revealing that large language models indeed learn an implicit…
Offline-to-online reinforcement learning (RL) improves sample efficiency by leveraging pre-collected datasets prior to online interaction. A key challenge, however, is learning an accurate critic in large state--action spaces with limited…
The increasing prevalence of large language models (LLMs) such as GPT-4 in various applications has led to a surge in the size of prompts required for optimal performance, leading to challenges in computational efficiency. Prompt…
Several AutoML approaches have been proposed to automate the machine learning (ML) process, such as searching for the ML model architectures and hyper-parameters. However, these AutoML pipelines only focus on improving the learning accuracy…
We propose a scalable robust learning algorithm combining kernel smoothing and robust optimization. Our method is motivated by the convex analysis perspective of distributionally robust optimization based on probability metrics, such as the…
We consider online convex optimization (OCO) with multi-slot feedback delay, where an agent makes a sequence of online decisions to minimize the accumulation of time-varying convex loss functions, subject to short-term and long-term…
Contrastive Learning (CL) has been proved to be a powerful self-supervised approach for a wide range of domains, including computer vision and graph representation learning. However, the incremental learning issue of CL has rarely been…
Many advances that have improved the robustness and efficiency of deep reinforcement learning (RL) algorithms can, in one way or another, be understood as introducing additional objectives or constraints in the policy optimization step.…
We present a reinforcement learning (RL)-driven framework for optimizing block-preconditioner sizes in iterative solvers used in portfolio optimization and option pricing. The covariance matrix in portfolio optimization or the…
Legged locomotion in unstructured environments demands not only high-performance control policies but also formal guarantees to ensure robustness under perturbations. Control methods often require carefully designed reference trajectories,…
Security-constrained unit commitment (SCUC) is solved for power system day-ahead generation scheduling, which is a large-scale mixed-integer linear programming problem and is very computationally intensive. Model reduction of SCUC may bring…
Safe reinforcement learning (RL) studies problems where an intelligent agent has to not only maximize reward but also avoid exploring unsafe areas. In this study, we propose CUP, a novel policy optimization method based on Constrained…
Stochastic Optimization (SO) is a classical approach for optimization under uncertainty that typically requires knowledge about the probability distribution of uncertain parameters. As the latter is often unknown, Distributionally Robust…
The goal of reinforcement learning (RL) is to find a policy that maximizes the expected cumulative return. It has been shown that this objective can be represented as an optimization problem of state-action visitation distribution under…
To accommodate real-world dynamics, artificial intelligence systems need to cope with sequentially arriving content in an online manner. Beyond regular Continual Learning (CL) attempting to address catastrophic forgetting with offline…