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Recent work has demonstrated that problems-- particularly imitation learning and structured prediction-- where a learner's predictions influence the input-distribution it is tested on can be naturally addressed by an interactive approach…
Modern Reinforcement Learning (RL) is commonly applied to practical problems with an enormous number of states, where function approximation must be deployed to approximate either the value function or the policy. The introduction of…
Measurement and estimation of parameters are essential for science and engineering, where one of the main quests is to find systematic schemes that can achieve high precision. While conventional schemes for quantum parameter estimation…
Reinforcement learning (RL) in continuous state-action spaces remains challenging in scientific computing due to poor sample efficiency and lack of pathwise physical consistency. We introduce Differential Reinforcement Learning…
Driven by several successful applications such as in stochastic gradient descent or in Bayesian computation, control variates have become a major tool for Monte Carlo integration. However, standard methods do not allow the distribution of…
This paper presents a new method to learn online policies in continuous state, continuous action, model-free Markov decision processes, with two properties that are crucial for practical applications. First, the policies are implementable…
We study inverse reinforcement learning (IRL) and imitation learning (IM), the problems of recovering a reward or policy function from expert's demonstrated trajectories. We propose a new way to improve the learning process by adding a…
Continuous-time nonlinear optimal control problems hold great promise in real-world applications. After decades of development, reinforcement learning (RL) has achieved some of the greatest successes as a general nonlinear control design…
Reinforcement Learning (RL) bears the promise of being a game-changer in many applications. However, since most of the literature in the field is currently focused on opaque models, the use of RL in high-stakes scenarios, where…
Recent breakthroughs both in reinforcement learning and trajectory optimization have made significant advances towards real world robotic system deployment. Reinforcement learning (RL) can be applied to many problems without needing any…
It is known that reinforcement learning (RL) is data-hungry. To improve sample-efficiency of RL, it has been proposed that the learning algorithm utilize data from 'approximately similar' processes. However, since the process models are…
This study investigates the computational speed and accuracy of two numerical integration methods, cubature and sampling-based, for integrating an integrand over a 2D polygon. Using a group of rovers searching the Martian surface with a…
Existing data-driven and feedback traffic control strategies do not consider the heterogeneity of real-time data measurements. Besides, traditional reinforcement learning (RL) methods for traffic control usually converge slowly for lacking…
A compelling use case of offline reinforcement learning (RL) is to obtain a policy initialization from existing datasets followed by fast online fine-tuning with limited interaction. However, existing offline RL methods tend to behave…
In performative Reinforcement Learning (RL), an agent faces a policy-dependent environment: the reward and transition functions depend on the agent's policy. Prior work on performative RL has studied the convergence of repeated retraining…
Reinforcement learning is a general technique that allows an agent to learn an optimal policy and interact with an environment in sequential decision making problems. The goodness of a policy is measured by its value function starting from…
Reinforcement learning (RL) methods often rely on massive exploration data to search optimal policies, and suffer from poor sampling efficiency. This paper presents a mixed reinforcement learning (mixed RL) algorithm by simultaneously using…
In deep Reinforcement Learning (RL), value functions are typically approximated using deep neural networks and trained via mean squared error regression objectives to fit the true value functions. Recent research has proposed an alternative…
Reinforcement learning (RL)-based quadrotor control policies have achieved impressive performance in tasks such as fast navigation in cluttered environments and drone racing, where the focus is on speed and agility. However, in several…
Despite the considerable potential of reinforcement learning (RL), robotic control tasks predominantly rely on imitation learning (IL) due to its better sample efficiency. However, it is costly to collect comprehensive expert demonstrations…