Related papers: Preserving Expert-Level Privacy in Offline Reinfor…
Deep reinforcement learning (DRL) requires the collection of interventional data, which is sometimes expensive and even unethical in the real world, such as in the autonomous driving and the medical field. Offline reinforcement learning…
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,…
The paradigm of decision-making has been revolutionised by reinforcement learning and deep learning. Although this has led to significant progress in domains such as robotics, healthcare, and finance, the use of RL in practice is…
Optimal execution is a sequential decision-making problem for cost-saving in algorithmic trading. Studies have found that reinforcement learning (RL) can help decide the order-splitting sizes. However, a problem remains unsolved: how to…
Offline reinforcement learning (RL) is a challenging setting where existing off-policy actor-critic methods perform poorly due to the overestimation of out-of-distribution state-action pairs. Thus, various additional augmentations are…
In-context learning (ICL)-the ability of transformer-based models to perform new tasks from examples provided at inference time-has emerged as a hallmark of modern language models. While recent works have investigated the mechanisms…
Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…
Offline reinforcement learning (RL) aims to find performant policies from logged data without further environment interaction. Model-based algorithms, which learn a model of the environment from the dataset and perform conservative policy…
The increased application of machine learning (ML) in sensitive domains requires protecting the training data through privacy frameworks, such as differential privacy (DP). DP requires to specify a uniform privacy level $\varepsilon$ that…
Offline reinforcement learning (RL) holds promise as a means to learn high-reward policies from a static dataset, without the need for further environment interactions. However, a key challenge in offline RL lies in effectively stitching…
This paper introduces two simple techniques to improve off-policy Reinforcement Learning (RL) algorithms. First, we formulate off-policy RL as a stochastic proximal point iteration. The target network plays the role of the variable of…
Train machine learning models on sensitive user data has raised increasing privacy concerns in many areas. Federated learning is a popular approach for privacy protection that collects the local gradient information instead of real data.…
While machine learning has proven to be a powerful data-driven solution to many real-life problems, its use in sensitive domains has been limited due to privacy concerns. A popular approach known as **differential privacy** offers provable…
In recent years, challenging control problems became solvable with deep reinforcement learning (RL). To be able to use RL for large-scale real-world applications, a certain degree of reliability in their performance is necessary. Reported…
Offline reinforcement learning (RL purely from logged data) is an important avenue for deploying RL techniques in real-world scenarios. However, existing hyperparameter selection methods for offline RL break the offline assumption by…
Offline reinforcement learning (RL) algorithms have shown promising results in domains where abundant pre-collected data is available. However, prior methods focus on solving individual problems from scratch with an offline dataset without…
The inverse reinforcement learning approach to imitation learning is a double-edged sword. On the one hand, it can enable learning from a smaller number of expert demonstrations with more robustness to error compounding than behavioral…
Offline reinforcement learning (RL) aims to learn a policy from a static dataset without further interactions with the environment. Collecting sufficiently large datasets for offline RL is exhausting since this data collection requires…
Policy optimization (PO) is a cornerstone of modern reinforcement learning (RL), with diverse applications spanning robotics, healthcare, and large language model training. The increasing deployment of PO in sensitive domains, however,…
Motivated by the wide adoption of reinforcement learning (RL) in real-world personalized services, where users' sensitive and private information needs to be protected, we study regret minimization in finite-horizon Markov decision…