Related papers: Conservative DDPG -- Pessimistic RL without Ensemb…
Offline reinforcement learning (RL) defines the task of learning from a static logged dataset without continually interacting with the environment. The distribution shift between the learned policy and the behavior policy makes it necessary…
Many machine learning classification tasks involve imbalanced datasets, which are often subject to over-sampling techniques aimed at improving model performance. However, these techniques are prone to generating unrealistic or infeasible…
Dynamic real-time optimization (DRTO) is a challenging task due to the fact that optimal operating conditions must be computed in real time. The main bottleneck in the industrial application of DRTO is the presence of uncertainty. Many…
Quantum error correction is indispensable for scalable quantum computation. Although encoding logical qubits substantially enhances noise resilience, achieving logical error rates low enough for practical algorithms remains challenging on…
The subpopulationtion shift, characterized by a disparity in subpopulation distributibetween theween the training and target datasets, can significantly degrade the performance of machine learning models. Current solutions to subpopulation…
We formulate and study a novel multi-armed bandit problem called the qualitative dueling bandit (QDB) problem, where an agent observes not numeric but qualitative feedback by pulling each arm. We employ the same regret as the dueling bandit…
Direct Preference Optimization (DPO) has emerged as a more computationally efficient alternative to Reinforcement Learning from Human Feedback (RLHF) with Proximal Policy Optimization (PPO), eliminating the need for reward models and online…
This paper studies the problem of stochastic continuum-armed bandit with constraints (SCBwC), where we optimize a black-box reward function $f(x)$ subject to a black-box constraint function $g(x)\leq 0$ over a continuous space $\mathcal X$.…
Behavioral cloning (BC) can recover a good policy from abundant expert data, but may fail when expert data is insufficient. This paper considers a situation where, besides the small amount of expert data, a supplementary dataset is…
Ensemble learning serves as a straightforward way to improve the performance of almost any machine learning algorithm. Existing deep ensemble methods usually naively train many different models and then aggregate their predictions. This is…
This paper investigates the combination of model predictive control (MPC) concepts and posterior sampling techniques and proposes a simple constraint tightening technique to introduce cautiousness during explorative learning episodes. The…
We consider the problem of preference based reinforcement learning (PbRL), where, unlike traditional reinforcement learning, an agent receives feedback only in terms of a 1 bit (0/1) preference over a trajectory pair instead of absolute…
Ensemble methods are among the state-of-the-art predictive modeling approaches. Applied to modern big data, these methods often require a large number of sub-learners, where the complexity of each learner typically grows with the size of…
While imitation learning is often used in robotics, the approach frequently suffers from data mismatch and compounding errors. DAgger is an iterative algorithm that addresses these issues by aggregating training data from both the expert…
Reinforcement learning algorithms based on Q-learning are driving Deep Reinforcement Learning (DRL) research towards solving complex problems and achieving super-human performance on many of them. Nevertheless, Q-Learning is known to be…
We find that across a wide range of robot policy learning scenarios, treating supervised policy learning with an implicit model generally performs better, on average, than commonly used explicit models. We present extensive experiments on…
Offline RL algorithms must account for the fact that the dataset they are provided may leave many facets of the environment unknown. The most common way to approach this challenge is to employ pessimistic or conservative methods, which…
Portfolio allocation is crucial for investment companies. However, getting the best strategy in a complex and dynamic stock market is challenging. In this paper, we propose a novel Adaptive Deep Deterministic Reinforcement Learning scheme…
In our quest for a reinforcement learning (RL) algorithm that is both practical and provably optimal, we introduce EQO (Exploration via Quasi-Optimism). Unlike existing minimax optimal approaches, EQO avoids reliance on empirical variances…
With the development of deep learning, Dynamic Portfolio Optimization (DPO) problem has received a lot of attention in recent years, not only in the field of finance but also in the field of deep learning. Some advanced research in recent…