Related papers: Provable Risk-Sensitive Distributional Reinforceme…
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…
Reinforcement Learning (RL) is a general framework concerned with an agent that seeks to maximize rewards in an environment. The learning typically happens through trial and error using explorative methods, such as epsilon-greedy. There are…
We propose a novel framework to solve risk-sensitive reinforcement learning (RL) problems where the agent optimises time-consistent dynamic spectral risk measures. Based on the notion of conditional elicitability, our methodology constructs…
We introduce an innovative approach that incorporates a Distributionally Robust Learning (DRL) approach into Cox regression to enhance the robustness and accuracy of survival predictions. By formulating a DRL framework with a Wasserstein…
Reinforcement Learning with Verifiable Rewards (RLVR) has proven effective for enhancing Large Language Models (LLMs) on complex reasoning tasks. However, existing methods suffer from an exploration dilemma: the sharply peaked initial…
In a reinforcement learning (RL) setting, the agent's optimal strategy heavily depends on her risk preferences and the underlying model dynamics of the training environment. These two aspects influence the agent's ability to make…
Robust Reinforcement Learning (RRL) is a promising Reinforcement Learning (RL) paradigm aimed at training robust to uncertainty or disturbances models, making them more efficient for real-world applications. Following this paradigm,…
Most conventional Reinforcement Learning (RL) algorithms aim to optimize decision-making rules in terms of the expected returns. However, especially for risk management purposes, other risk-sensitive criteria such as the value-at-risk or…
Reinforcement learning (RL) promises a framework for near-universal problem-solving. In practice however, RL algorithms are often tailored to specific benchmarks, relying on carefully tuned hyperparameters and algorithmic choices. Recently,…
This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…
Designing a competent meta-reinforcement learning (meta-RL) algorithm in terms of data usage remains a central challenge to be tackled for its successful real-world applications. In this paper, we propose a sample-efficient meta-RL…
We consider the problem of learning models for risk-sensitive reinforcement learning. We theoretically demonstrate that proper value equivalence, a method of learning models which can be used to plan optimally in the risk-neutral setting,…
The objective in a traditional reinforcement learning (RL) problem is to find a policy that optimizes the expected value of a performance metric such as the infinite-horizon cumulative discounted or long-run average cost/reward. In…
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.…
One of the main challenges in reinforcement learning (RL) is that the agent has to make decisions that would influence the future performance without having complete knowledge of the environment. Dynamically adjusting the level of epistemic…
Meta-reinforcement learning algorithms provide a data-driven way to acquire policies that quickly adapt to many tasks with varying rewards or dynamics functions. However, learned meta-policies are often effective only on the exact task…
Meta reinforcement learning (Meta-RL) methods such as RL$^2$ have emerged as promising approaches for learning data-efficient RL algorithms tailored to a given task distribution. However, they show poor asymptotic performance and struggle…
Regularization schemes for regression have been widely studied in learning theory and inverse problems. In this paper, we study distribution regression (DR) which involves two stages of sampling, and aims at regressing from probability…
This paper presents a novel approach to reinforcement learning (RL) for control systems that provides probabilistic stability guarantees using finite data. Leveraging Lyapunov's method, we propose a probabilistic stability theorem that…
Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…