English
Related papers

Related papers: Provable Risk-Sensitive Distributional Reinforceme…

200 papers

The sim-to-real gap, which represents the disparity between training and testing environments, poses a significant challenge in reinforcement learning (RL). A promising approach to addressing this challenge is distributionally robust RL,…

Machine Learning · Computer Science 2024-11-05 Miao Lu , Han Zhong , Tong Zhang , Jose Blanchet

This thesis rigorously studies fundamental reinforcement learning (RL) methods in modern practical considerations, including robust RL, distributional RL, and offline RL with neural function approximation. The thesis first prepares the…

Machine Learning · Computer Science 2022-03-04 Thanh Nguyen-Tang

Reinforcement learning (RL) allows an agent interacting sequentially with an environment to maximize its long-term expected return. In the distributional RL (DistrRL) paradigm, the agent goes beyond the limit of the expected value, to…

Machine Learning · Computer Science 2023-05-01 Mastane Achab , Reda Alami , Yasser Abdelaziz Dahou Djilali , Kirill Fedyanin , Eric Moulines

Standard regression techniques, while powerful, are often constrained by predefined, differentiable loss functions such as mean squared error. These functions may not fully capture the desired behavior of a system, especially when dealing…

Machine Learning · Computer Science 2025-08-04 Yongchao Huang

The use of Reinforcement Learning (RL) agents in practical applications requires the consideration of suboptimal outcomes, depending on the familiarity of the agent with its environment. This is especially important in safety-critical…

Machine Learning · Computer Science 2021-12-07 Frederik Schubert , Theresa Eimer , Bodo Rosenhahn , Marius Lindauer

Due to the nature of risk management in learning applicable policies, risk-sensitive reinforcement learning (RSRL) has been realized as an important direction. RSRL is usually achieved by learning risk-sensitive objectives characterized by…

Machine Learning · Computer Science 2025-11-04 Ruiwen Zhou , Minghuan Liu , Kan Ren , Xufang Luo , Weinan Zhang , Dongsheng Li

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

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

In multi-agent safety-critical scenarios, traditional autonomous driving frameworks face significant challenges in balancing safety constraints and task performance. These frameworks struggle to quantify dynamic interaction risks in…

Robotics · Computer Science 2025-04-10 Kaifeng Wang , Yinsong Chen , Qi Liu , Xueyuan Li , Xin Gao

The distributional reinforcement learning (RL) approach advocates for representing the complete probability distribution of the random return instead of only modelling its expectation. A distributional RL algorithm may be characterised by…

Machine Learning · Computer Science 2023-03-20 Thibaut Théate , Antoine Wehenkel , Adrien Bolland , Gilles Louppe , Damien Ernst

We consider the problem of learning a control policy that is robust against the parameter mismatches between the training environment and testing environment. We formulate this as a distributionally robust reinforcement learning (DR-RL)…

Machine Learning · Computer Science 2023-05-23 Zaiyan Xu , Kishan Panaganti , Dileep Kalathil

Distributionally robust reinforcement learning (DR-RL) has recently gained significant attention as a principled approach that addresses discrepancies between training and testing environments. To balance robustness, conservatism, and…

Machine Learning · Computer Science 2026-04-29 Zhenghao Li , Shengbo Wang , Nian Si

Multi-task representation learning (MTRL) is an approach that learns shared latent representations across related tasks, facilitating collaborative learning that improves the overall learning efficiency. This paper studies MTRL for…

Machine Learning · Computer Science 2026-04-07 Yaoze Guo , Shana Moothedath

Dynamic Rank Reinforcement Learning (DR-RL) approximations rely on static rank assumptions, limiting their flexibility across diverse linguistic contexts. Our method dynamically modulates ranks based on real-time sequence dynamics,…

Machine Learning · Computer Science 2026-02-10 Caner Erden

This work pioneers regret analysis of risk-sensitive reinforcement learning in partially observable environments with hindsight observation, addressing a gap in theoretical exploration. We introduce a novel formulation that integrates…

Machine Learning · Computer Science 2024-02-29 Tonghe Zhang , Yu Chen , Longbo Huang

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…

Machine Learning · Computer Science 2019-08-09 Chi Jin , Zhuoran Yang , Zhaoran Wang , Michael I. Jordan

We study risk-sensitive reinforcement learning (RL), a crucial field due to its ability to enhance decision-making in scenarios where it is essential to manage uncertainty and minimize potential adverse outcomes. Particularly, our work…

Machine Learning · Computer Science 2024-07-11 Dake Zhang , Boxiang Lyu , Shuang Qiu , Mladen Kolar , Tong Zhang

Deep Reinforcement Learning (DRL) has achieved remarkable advances in sequential decision tasks. However, recent works have revealed that DRL agents are susceptible to slight perturbations in observations. This vulnerability raises concerns…

Machine Learning · Computer Science 2023-12-15 Buqing Nie , Jingtian Ji , Yangqing Fu , Yue Gao

Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…

Machine Learning · Computer Science 2024-12-24 Zhengqi Wu , Renyuan Xu

Distributional reinforcement learning improves performance by capturing environmental stochasticity, but a comprehensive theoretical understanding of its effectiveness remains elusive. In addition, the intractable element of the infinite…

Machine Learning · Computer Science 2025-05-14 Taehyun Cho , Seungyub Han , Seokhun Ju , Dohyeong Kim , Kyungjae Lee , Jungwoo Lee