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The optimal policy in various real-world strategic decision-making problems depends both on the environmental configuration and exogenous events. For these settings, we introduce Contextual Bilevel Reinforcement Learning (CB-RL), a…

Optimization and Control · Mathematics 2024-12-10 Vinzenz Thoma , Barna Pasztor , Andreas Krause , Giorgia Ramponi , Yifan Hu

Preference-based reinforcement learning (PBRL) in the offline setting has succeeded greatly in industrial applications such as chatbots. A two-step learning framework where one applies a reinforcement learning step after a reward modeling…

Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…

Machine Learning · Computer Science 2024-10-16 Yuntian Gu , Xuzheng Chen

Bilevel optimization has been widely applied in many important machine learning applications such as hyperparameter optimization and meta-learning. Recently, several momentum-based algorithms have been proposed to solve bilevel optimization…

Machine Learning · Computer Science 2021-12-17 Junjie Yang , Kaiyi Ji , Yingbin Liang

How can a reinforcement learning (RL) agent prepare to solve downstream tasks if those tasks are not known a priori? One approach is unsupervised skill discovery, a class of algorithms that learn a set of policies without access to a reward…

Machine Learning · Computer Science 2021-10-07 Benjamin Eysenbach , Ruslan Salakhutdinov , Sergey Levine

Reinforcement Learning (RL) is a computational approach to reward-driven learning in sequential decision problems. It implements the discovery of optimal actions by learning from an agent interacting with an environment rather than from…

Methodology · Statistics 2022-10-06 Mauricio Tec , Yunshan Duan , Peter Müller

We present a two-step hybrid reinforcement learning (RL) policy that is designed to generate interpretable and robust hierarchical policies on the RL problem with graph-based input. Unlike prior deep reinforcement learning policies…

Machine Learning · Computer Science 2022-10-20 Tongzhou Mu , Kaixiang Lin , Feiyang Niu , Govind Thattai

There is growing interest in reinforcement learning (RL) methods that leverage the simulator's derivatives to improve learning efficiency. While early gradient-based approaches have demonstrated superior performance compared to…

Robotics · Computer Science 2025-09-05 Joseph Amigo , Rooholla Khorrambakht , Elliot Chane-Sane , Nicolas Mansard , Ludovic Righetti

When faced with multiple minima of an "inner-level" convex optimization problem, the convex bilevel optimization problem selects an optimal solution which also minimizes an auxiliary "outer-level" convex objective of interest. Bilevel…

Optimization and Control · Mathematics 2024-10-10 Khanh-Hung Giang-Tran , Nam Ho-Nguyen , Dabeen Lee

We study reinforcement learning by combining recent advances in regularized linear programming formulations with the classical theory of stochastic approximation. Motivated by the challenge of designing algorithms that leverage off-policy…

Optimization and Control · Mathematics 2026-04-15 Axel Friedrich Wolter , Tobias Sutter

In this paper, we explore a broad class of constrained saddle point problems with a bilevel structure, wherein the upper-level objective function is nonconvex-concave and smooth over compact and convex constraint sets, subject to a strongly…

Optimization and Control · Mathematics 2025-03-31 Mohammad Mahdi Ahmadi , Erfan Yazdandoost Hamedani

In recent years, reinforcement learning (RL) has acquired a prominent position in health-related sequential decision-making problems, gaining traction as a valuable tool for delivering adaptive interventions (AIs). However, in part due to a…

Machine Learning · Statistics 2024-07-16 Nina Deliu , Joseph Jay Williams , Bibhas Chakraborty

Reinforcement learning (RL) algorithms are designed to optimize problem-solving by learning actions that maximize rewards, a task that becomes particularly challenging in random and nonstationary environments. Even advanced RL algorithms…

Machine Learning · Computer Science 2025-10-31 Sebastian Zieglmeier , Niklas Erdmann , Narada D. Warakagoda

We study a structured bi-level optimization problem where the upper-level objective is a smooth function and the lower-level problem is policy optimization in a Markov decision process (MDP). The upper-level decision variable parameterizes…

Machine Learning · Computer Science 2026-04-23 Sihan Zeng , Sujay Bhatt , Sumitra Ganesh , Alec Koppel

Large language models are increasingly used for complex reasoning tasks where high-quality offline data such as expert-annotated solutions and distilled reasoning traces are often available. However, in environments with sparse rewards,…

Artificial Intelligence · Computer Science 2025-08-11 Yihao Liu , Shuocheng Li , Lang Cao , Yuhang Xie , Mengyu Zhou , Haoyu Dong , Xiaojun Ma , Shi Han , Dongmei Zhang

This paper examines reinforcement learning (RL) in infinite-horizon decision processes with almost-sure safety constraints, crucial for applications like autonomous systems, finance, and resource management. We propose a doubly-regularized…

Machine Learning · Computer Science 2025-09-17 Pekka Malo , Lauri Viitasaari , Antti Suominen , Eeva Vilkkumaa , Olli Tahvonen

Due to the hierarchical structure of many machine learning problems, bilevel programming is becoming more and more important recently, however, the complicated correlation between the inner and outer problem makes it extremely challenging…

Machine Learning · Computer Science 2020-09-03 Junyi Li , Bin Gu , Heng Huang

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…

Machine Learning · Computer Science 2021-10-28 Mete Kemertas , Tristan Aumentado-Armstrong

The learning inefficiency of reinforcement learning (RL) from scratch hinders its practical application towards continuous robotic tracking control, especially for high-dimensional robots. This work proposes a data-informed residual…

Systems and Control · Electrical Eng. & Systems 2024-06-10 Cong Li , Fangzhou Liu , Yongchao Wang , Martin Buss

Bilevel optimization has been recently used in many machine learning problems such as hyperparameter optimization, policy optimization, and meta learning. Although many bilevel optimization methods have been proposed, they still suffer from…

Optimization and Control · Mathematics 2022-10-27 Feihu Huang , Junyi Li , Shangqian Gao , Heng Huang