Related papers: Pessimism Meets Risk: Risk-Sensitive Offline Reinf…
As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…
Offline Reinforcement Learning (RL) faces distributional shift and unreliable value estimation, especially for out-of-distribution (OOD) actions. To address this, existing uncertainty-based methods penalize the value function with…
We study off-dynamics Reinforcement Learning (RL), where the policy is trained on a source domain and deployed to a distinct target domain. We aim to solve this problem via online distributionally robust Markov decision processes (DRMDPs),…
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…
Off-dynamics reinforcement learning (RL), where training and deployment transition dynamics are different, can be formulated as learning in a robust Markov decision process (RMDP) where uncertainties in transition dynamics are imposed.…
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…
Offline reinforcement learning (RL) is crucial for real-world applications where exploration can be costly or unsafe. However, offline learned policies are often suboptimal, and further online fine-tuning is required. In this paper, we…
We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…
We investigate reinforcement learning (RL) in the presence of distributional mismatch between training and deployment, where policies trained in simulators often underperform in practice due to mismatches between training and deployment…
Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…
We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…
Inverse Reinforcement Learning (IRL) -- the problem of learning reward functions from demonstrations of an \emph{expert policy} -- plays a critical role in developing intelligent systems. While widely used in applications, theoretical…
The development of Distributional Reinforcement Learning (DRL) has introduced a natural way to incorporate risk sensitivity into value-based and actor-critic methods by employing risk measures other than expectation in the value function.…
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…
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…
Offline Reinforcement Learning (RL) is a promising approach for learning optimal policies in environments where direct exploration is expensive or unfeasible. However, the adoption of such policies in practice is often challenging, as they…
In recent years, deep off-policy actor-critic algorithms have become a dominant approach to reinforcement learning for continuous control. One of the primary drivers of this improved performance is the use of pessimistic value updates to…
This paper is concerned with offline reinforcement learning (RL), which learns using pre-collected data without further exploration. Effective offline RL would be able to accommodate distribution shift and limited data coverage. However,…
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…
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…