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Value-at-Risk is one of the most popular risk management tools in the financial industry. Over the past 20 years several attempts to include VaR in the portfolio selection process have been proposed. However, using VaR as a risk measure in…
Deep neural networks coupled with fast simulation and improved computation have led to recent successes in the field of reinforcement learning (RL). However, most current RL-based approaches fail to generalize since: (a) the gap between…
In many RL applications, ensuring an agent's actions adhere to constraints is crucial for safety. Most previous methods in Action-Constrained Reinforcement Learning (ACRL) employ a projection layer after the policy network to correct the…
We study risk-sensitive Reinforcement Learning (RL), where we aim to maximize the Conditional Value at Risk (CVaR) with a fixed risk tolerance $\tau$. Prior theoretical work studying risk-sensitive RL focuses on the tabular Markov Decision…
In cooperative Multi-Agent Reinforcement Learning (MARL), it is a common practice to tune hyperparameters in ideal simulated environments to maximize cooperative performance. However, policies tuned for cooperation often fail to maintain…
Learning in models with discrete latent variables is challenging due to high variance gradient estimators. Generally, approaches have relied on control variates to reduce the variance of the REINFORCE estimator. Recent work (Jang et al.…
Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…
Continual reinforcement learning (continual RL) seeks to formalize the notions of lifelong learning and endless adaptation in RL. In particular, the aim of continual RL is to develop RL agents that can maintain a careful balance between…
Reinforcement learning methods for robotics are increasingly successful due to the constant development of better policy gradient techniques. A precise (low variance) and accurate (low bias) gradient estimator is crucial to face…
Reinforcement Learning with Verifiable Rewards has recently advanced the capabilities of Large Language Models in complex reasoning tasks by providing explicit rule-based supervision. Among RLVR methods, GRPO and its variants have achieved…
In this work, we tackle the problem of minimising the Conditional-Value-at-Risk (CVaR) of output quantities of complex differential models with random input data, using gradient-based approaches in combination with the Multi-Level Monte…
Imitation learning algorithms learn viable policies by imitating an expert's behavior when reward signals are not available. Generative Adversarial Imitation Learning (GAIL) is a state-of-the-art algorithm for learning policies when the…
The quality of assessment determines the quality of learning, and is characterized by validity, reliability and difficulty. Mastery of learning is generally represented by the difficulty levels of assessment items. A very large number of…
Deep reinforcement learning (DRL) has emerged as a promising approach for developing more intelligent autonomous vehicles (AVs). A typical DRL application on AVs is to train a neural network-based driving policy. However, the black-box…
Reinforcement learning (RL) has become a central post-training paradigm for large language models (LLMs), but its performance is highly sensitive to the quality of training problems. This sensitivity stems from the non-stationarity of RL:…
Recent progress in deep latent variable models has largely been driven by the development of flexible and scalable variational inference methods. Variational training of this type involves maximizing a lower bound on the log-likelihood,…
Prior work on safe Reinforcement Learning (RL) has studied risk-aversion to randomness in dynamics (aleatory) and to model uncertainty (epistemic) in isolation. We propose and analyze a new framework to jointly model the risk associated…
The recently proposed distributional approach to reinforcement learning (DiRL) is centered on learning the distribution of the reward-to-go, often referred to as the value distribution. In this work, we show that the distributional Bellman…
In safety-critical applications data-driven models must not only be accurate but also provide reliable uncertainty estimates. This property, commonly referred to as calibration, is essential for risk-aware decision-making. In regression a…
In a wide variety of sequential decision making problems, it can be important to estimate the impact of rare events in order to minimize risk exposure. A popular risk measure is the conditional value-at-risk (CVaR), which is commonly…