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With the success of offline reinforcement learning (RL), offline trained RL policies have the potential to be further improved when deployed online. A smooth transfer of the policy matters in safe real-world deployment. Besides, fast…
The success of deep reinforcement learning (DRL) lies in its ability to learn a representation that is well-suited for the exploration and exploitation task. To understand how the choice of representation can improve the efficiency of…
Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a…
A promising paradigm for offline reinforcement learning (RL) is to constrain the learned policy to stay close to the dataset behaviors, known as policy constraint offline RL. However, existing works heavily rely on the purity of the data,…
Reliant on too many experiments to learn good actions, current Reinforcement Learning (RL) algorithms have limited applicability in real-world settings, which can be too expensive to allow exploration. We propose an algorithm for batch RL,…
In real-world tasks, reinforcement learning (RL) agents frequently encounter situations that are not present during training time. To ensure reliable performance, the RL agents need to exhibit robustness against worst-case situations. The…
Deep Reinforcement Learning (DRL) has been a promising solution to many complex decision-making problems. Nevertheless, the notorious weakness in generalization among environments prevent widespread application of DRL agents in real-world…
Impressive results in natural language processing (NLP) based on the Transformer neural network architecture have inspired researchers to explore viewing offline reinforcement learning (RL) as a generic sequence modeling problem. Recent…
Generative policies based on diffusion models and flow matching have shown strong promise for offline reinforcement learning (RL), but their applicability remains largely confined to continuous action spaces. To address a broader range of…
We propose a novel model-based offline Reinforcement Learning (RL) framework, called Adversarial Model for Offline Reinforcement Learning (ARMOR), which can robustly learn policies to improve upon an arbitrary reference policy regardless of…
Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the…
Deep neural networks have achieved substantial achievements in several computer vision areas, but have vulnerabilities that are often fooled by adversarial examples that are not recognized by humans. This is an important issue for security…
We study offline meta-reinforcement learning, a practical reinforcement learning paradigm that learns from offline data to adapt to new tasks. The distribution of offline data is determined jointly by the behavior policy and the task.…
Offline reinforcement learning (RL) enables the agent to effectively learn from logged data, which significantly extends the applicability of RL algorithms in real-world scenarios where exploration can be expensive or unsafe. Previous works…
Offline reinforcement learning (RL) aims to find performant policies from logged data without further environment interaction. Model-based algorithms, which learn a model of the environment from the dataset and perform conservative policy…
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.…
Deep reinforcement learning has achieved remarkable performance in various domains by leveraging deep neural networks for approximating value functions and policies. However, using neural networks to approximate value functions or policy…
Recent deep reinforcement learning (DRL) successes rely on end-to-end learning from fixed-size observational inputs (e.g. image, state-variables). However, many challenging and interesting problems in decision making involve observations or…
In the era of deep reinforcement learning, making progress is more complex, as the collected experience must be compressed into a deep model for future exploitation and sampling. Many papers have shown that training a deep learning policy…
We argue that inventory management presents unique opportunities for the reliable application of deep reinforcement learning (DRL). To enable this, we emphasize and test two complementary techniques. The first is Hindsight Differentiable…