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Standard deep reinforcement learning (DRL) aims to maximize expected reward, considering collected experiences equally in formulating a policy. This differs from human decision-making, where gains and losses are valued differently and…

Machine Learning · Computer Science 2023-11-17 Jared Markowitz , Ryan W. Gardner , Ashley Llorens , Raman Arora , I-Jeng Wang

The Robust Regularized Markov Decision Process (RRMDP) is proposed to learn policies robust to dynamics shifts by adding regularization to the transition dynamics in the value function. Existing methods mostly use unstructured…

Machine Learning · Computer Science 2025-11-03 Cheng Tang , Zhishuai Liu , Pan Xu

Offline reinforcement learning (RL) provides a promising direction to exploit massive amount of offline data for complex decision-making tasks. Due to the distribution shift issue, current offline RL algorithms are generally designed to be…

Machine Learning · Computer Science 2022-10-25 Rui Yang , Chenjia Bai , Xiaoteng Ma , Zhaoran Wang , Chongjie Zhang , Lei Han

We study the problem of safe offline reinforcement learning (RL), the goal is to learn a policy that maximizes long-term reward while satisfying safety constraints given only offline data, without further interaction with the environment.…

Machine Learning · Computer Science 2022-04-11 Haoran Xu , Xianyuan Zhan , Xiangyu Zhu

We study the off-policy evaluation (OPE) problem in reinforcement learning with linear function approximation, which aims to estimate the value function of a target policy based on the offline data collected by a behavior policy. We propose…

Machine Learning · Computer Science 2022-01-05 Yifei Min , Tianhao Wang , Dongruo Zhou , Quanquan Gu

While Bayesian-based exploration often demonstrates superior empirical performance compared to bonus-based methods in model-based reinforcement learning (RL), its theoretical understanding remains limited for model-free settings. Existing…

Machine Learning · Computer Science 2026-02-05 He Wang , Xingyu Xu , Yuejie Chi

Reinforcement learning (RL) has shown significant promise for sequential portfolio optimization tasks, such as stock trading, where the objective is to maximize cumulative returns while minimizing risks using historical data. However,…

Machine Learning · Computer Science 2025-05-20 Haochen Yuan , Minting Pan , Yunbo Wang , Siyu Gao , Philip S. Yu , Xiaokang Yang

In many real-world multi-agent cooperative tasks, due to high cost and risk, agents cannot continuously interact with the environment and collect experiences during learning, but have to learn from offline datasets. However, the transition…

Machine Learning · Computer Science 2023-08-01 Jiechuan Jiang , Zongqing Lu

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

Machine Learning · Computer Science 2022-03-17 Cong Lu , Philip J. Ball , Jack Parker-Holder , Michael A. Osborne , Stephen J. Roberts

Offline reinforcement learning (RL) aims to find optimal policies in dynamic environments in order to maximize the expected total rewards by leveraging pre-collected data. Learning from heterogeneous data is one of the fundamental…

Machine Learning · Statistics 2026-03-10 Rui Miao , Babak Shahbaba , Annie Qu

Offline reinforcement learning (RL) is suitable for safety-critical domains where online exploration is too costly or dangerous. In such safety-critical settings, decision-making should take into consideration the risk of catastrophic…

Machine Learning · Computer Science 2023-10-31 Marc Rigter , Bruno Lacerda , Nick Hawes

Most offline reinforcement learning (RL) methods suffer from the trade-off between improving the policy to surpass the behavior policy and constraining the policy to limit the deviation from the behavior policy as computing $Q$-values using…

Machine Learning · Computer Science 2023-03-29 Haoran Xu , Li Jiang , Jianxiong Li , Zhuoran Yang , Zhaoran Wang , Victor Wai Kin Chan , Xianyuan Zhan

We consider a challenging theoretical problem in offline reinforcement learning (RL): obtaining sample-efficiency guarantees with a dataset lacking sufficient coverage, under only realizability-type assumptions for the function…

Machine Learning · Computer Science 2022-06-16 Jinglin Chen , Nan Jiang

Reinforcement Learning (RL) based solutions are being adopted in a variety of domains including robotics, health care and industrial automation. Most focus is given to when these solutions work well, but they fail when presented with out of…

Machine Learning · Computer Science 2021-12-07 Aaqib Parvez Mohammed , Matias Valdenegro-Toro

While deep reinforcement learning (RL) agents have showcased strong results across many domains, a major concern is their inherent opaqueness and the safety of such systems in real-world use cases. To overcome these issues, we need agents…

Machine Learning · Computer Science 2022-10-10 Eugene Bykovets , Yannick Metz , Mennatallah El-Assady , Daniel A. Keim , Joachim M. Buhmann

We consider the offline reinforcement learning problem, where the aim is to learn a decision making policy from logged data. Offline RL -- particularly when coupled with (value) function approximation to allow for generalization in large or…

Machine Learning · Computer Science 2022-08-31 Dylan J. Foster , Akshay Krishnamurthy , David Simchi-Levi , Yunzong Xu

We study the offline reinforcement learning (RL) in the face of unmeasured confounders. Due to the lack of online interaction with the environment, offline RL is facing the following two significant challenges: (i) the agent may be…

Machine Learning · Computer Science 2022-09-20 Zuyue Fu , Zhengling Qi , Zhaoran Wang , Zhuoran Yang , Yanxun Xu , Michael R. Kosorok

Deep Reinforcement Learning (RL) methods rely on experience replay to approximate the minibatched supervised learning setting; however, unlike supervised learning where access to lots of training data is crucial to generalization,…

Machine Learning · Computer Science 2021-02-24 Brett Daley , Cameron Hickert , Christopher Amato

Reinforcement Learning (RL) has achieved tremendous success in recent years. However, the classical foundations of RL do not account for the risk sensitivity of the objective function, which is critical in various fields, including…

Machine Learning · Computer Science 2025-11-14 Mohammad Alipour-Vaezi , Huaiyang Zhong , Kwok-Leung Tsui , Sajad Khodadadian

Offline reinforcement learning (RL) learns effective policies from pre-collected datasets, offering a practical solution for applications where online interactions are risky or costly. Model-based approaches are particularly advantageous…

Machine Learning · Computer Science 2026-05-14 Xuyang Chen , Keyu Yan , Guojian Wang , Lin Zhao