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Off-policy deep reinforcement learning (RL) algorithms are incapable of learning solely from batch offline data without online interactions with the environment, due to the phenomenon known as \textit{extrapolation error}. This is often due…

Machine Learning · Computer Science 2019-12-03 Riashat Islam , Komal K. Teru , Deepak Sharma , Joelle Pineau

Recently, robust reinforcement learning (RL) methods against input observation have garnered significant attention and undergone rapid evolution due to RL's potential vulnerability. Although these advanced methods have achieved reasonable…

Machine Learning · Computer Science 2024-09-04 Kosuke Nakanishi , Akihiro Kubo , Yuji Yasui , Shin Ishii

Consider the following instance of the Offline Meta Reinforcement Learning (OMRL) problem: given the complete training logs of $N$ conventional RL agents, trained on $N$ different tasks, design a meta-agent that can quickly maximize reward…

Machine Learning · Computer Science 2021-02-15 Ron Dorfman , Idan Shenfeld , Aviv Tamar

Commonly in reinforcement learning (RL), rewards are discounted over time using an exponential function to model time preference, thereby bounding the expected long-term reward. In contrast, in economics and psychology, it has been shown…

Machine Learning · Computer Science 2022-12-08 Matthias Schultheis , Constantin A. Rothkopf , Heinz Koeppl

We develop Upside-Down Reinforcement Learning (UDRL), a method for learning to act using only supervised learning techniques. Unlike traditional algorithms, UDRL does not use reward prediction or search for an optimal policy. Instead, it…

Machine Learning · Computer Science 2021-09-07 Rupesh Kumar Srivastava , Pranav Shyam , Filipe Mutz , Wojciech Jaśkowski , Jürgen Schmidhuber

We consider the problem of learning a set of probability distributions from the empirical Bellman dynamics in distributional reinforcement learning (RL), a class of state-of-the-art methods that estimate the distribution, as opposed to only…

Machine Learning · Computer Science 2020-12-10 Thanh Tang Nguyen , Sunil Gupta , Svetha Venkatesh

Deep reinforcement learning algorithms require large amounts of experience to learn an individual task. While in principle meta-reinforcement learning (meta-RL) algorithms enable agents to learn new skills from small amounts of experience,…

Machine Learning · Computer Science 2019-03-21 Kate Rakelly , Aurick Zhou , Deirdre Quillen , Chelsea Finn , Sergey Levine

This paper studies the optimal dividend problem with a bounded payout rate in a partially observed regime-switching diffusion model, where, in practice, the market regime is unobserved and key model parameters are unknown. To address this…

Optimization and Control · Mathematics 2026-01-29 Zhongqin Gao , Yan Lv , Jingmin He

When performing imitation learning from expert demonstrations, distribution matching is a popular approach, in which one alternates between estimating distribution ratios and then using these ratios as rewards in a standard reinforcement…

Machine Learning · Computer Science 2019-12-12 Ilya Kostrikov , Ofir Nachum , Jonathan Tompson

Reinforcement Learning (RL) is increasingly applied to large-scale decision-making problems like logistics, scheduling, and recommender systems, but existing algorithms struggle with the curse of dimensionality in such large discrete action…

Machine Learning · Computer Science 2026-05-12 Heiko Hoppe , Fabian Akkerman , Wouter van Heeswijk , Maximilian Schiffer

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),…

Machine Learning · Computer Science 2024-02-26 Zhishuai Liu , Pan Xu

Improving data utilization efficiency is critical for scaling reinforcement learning (RL) for long-horizon tasks where generating trajectories is expensive. However, the dominant RL methods for LLMs are largely on-policy: they update each…

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

Optimization and Control · Mathematics 2021-09-17 Na Li , Xun Li , Jing Peng , Zuo Quan Xu

Effectively leveraging large, previously collected datasets in reinforcement learning (RL) is a key challenge for large-scale real-world applications. Offline RL algorithms promise to learn effective policies from previously-collected,…

Machine Learning · Computer Science 2020-08-20 Aviral Kumar , Aurick Zhou , George Tucker , Sergey Levine

Adversarial Imitation Learning (AIL) is a class of algorithms in Reinforcement learning (RL), which tries to imitate an expert without taking any reward from the environment and does not provide expert behavior directly to the policy…

Machine Learning · Computer Science 2020-05-05 Samin Yeasar Arnob

Reinforcement learning (RL) algorithms typically deal with maximizing the expected cumulative return (discounted or undiscounted, finite or infinite horizon). However, several crucial applications in the real world, such as drug discovery,…

The objective of offline RL is to learn optimal policies when a fixed exploratory demonstrations data-set is available and sampling additional observations is impossible (typically if this operation is either costly or rises ethical…

Machine Learning · Computer Science 2021-06-10 Firas Jarboui , Vianney Perchet

Reinforcement learning (RL) has the potential to transform real-world decision-making systems by enabling autonomous agents to learn from experience. Deploying RL in real-world settings, especially in the context of human-robot interaction,…

Machine Learning · Computer Science 2026-02-04 Saurav Singh , Rodney Sanchez , Alexander Ororbia , Jamison Heard

Offline reinforcement learning (RL) refers to the problem of learning policies from a static dataset of environment interactions. Offline RL enables extensive use and re-use of historical datasets, while also alleviating safety concerns…

Machine Learning · Computer Science 2020-12-22 Rafael Rafailov , Tianhe Yu , Aravind Rajeswaran , Chelsea Finn

Offline reinforcement learning (RL), also known as batch RL, offers the prospect of policy optimization from large pre-recorded datasets without online environment interaction. It addresses challenges with regard to the cost of data…