Related papers: Variance-Reduced Cascade Q-learning: Algorithms an…
In high-stakes machine learning applications, it is crucial to not only perform well on average, but also when restricted to difficult examples. To address this, we consider the problem of training models in a risk-averse manner. We propose…
In this paper, I present VQ-DRAW, an algorithm for learning compact discrete representations of data. VQ-DRAW leverages a vector quantization effect to adapt the sequential generation scheme of DRAW to discrete latent variables. I show that…
In this paper the method of simulated quantiles (MSQ) of Dominicy and Veredas (2013) and Dominick et al. (2013) is extended to a general multivariate framework (MMSQ) and to provide a sparse estimator of the scale matrix (sparse-MMSQ). The…
The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…
Reinforcement learning with function approximation has recently achieved tremendous results in applications with large state spaces. This empirical success has motivated a growing body of theoretical work proposing necessary and sufficient…
A risk-averse preview-based $Q$-learning planner is presented for navigation of autonomous vehicles. To this end, the multi-lane road ahead of a vehicle is represented by a finite-state non-stationary Markov decision process (MDP). A risk…
We develop a novel and single-loop variance-reduced algorithm to solve a class of stochastic nonconvex-convex minimax problems involving a nonconvex-linear objective function, which has various applications in different fields such as…
We consider model-free reinforcement learning (RL) in non-stationary Markov decision processes. Both the reward functions and the state transition functions are allowed to vary arbitrarily over time as long as their cumulative variations do…
Model-based reinforcement learning uses models to plan, where the predictions and policies of an agent can be improved by using more computation without additional data from the environment, thereby improving sample efficiency. However,…
We study the sample complexity of the plug-in approach for learning $\varepsilon$-optimal policies in average-reward Markov decision processes (MDPs) with a generative model. The plug-in approach constructs a model estimate then computes an…
Dynamic optimization of nonlinear chemical systems -- such as batch reactors -- should be applied online, and the suitable control taken should be according to the current state of the system rather than the current time instant. The recent…
Goal-conditioned reinforcement learning (GCRL) has a wide range of potential real-world applications, including manipulation and navigation problems in robotics. Especially in such robotics tasks, sample efficiency is of the utmost…
We study the design of sample-efficient algorithms for reinforcement learning in the presence of rich, high-dimensional observations, formalized via the Block MDP problem. Existing algorithms suffer from either 1) computational…
We consider the infinite-horizon linear Markov Decision Processes (MDPs), where the transition probabilities of the dynamic model can be linearly parameterized with the help of a predefined low-dimensional feature mapping. While the…
Algorithms developed under stationary Markov Decision Processes (MDPs) often face challenges in non-stationary environments, and infinite-horizon formulations may not directly apply to finite-horizon tasks. To address these limitations, we…
In the optimization of dynamic systems, the variables typically have constraints. Such problems can be modeled as a Constrained Markov Decision Process (CMDP). This paper considers the peak Constrained Markov Decision Process (PCMDP), where…
In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…
We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…
A popular perspective in Reinforcement learning (RL) casts the problem as probabilistic inference on a graphical model of the Markov decision process (MDP). The core object of study is the probability of each state-action pair being visited…
For linearly constrained least-squares problems that depend on a vector of parameters, this paper proposes techniques for reducing the number of involved optimization variables. After first eliminating equality constraints in a numerically…