Related papers: Near-Optimal Sample Complexities of Divergence-bas…

We seek to understand what facilitates sample-efficient learning from historical datasets for sequential decision-making, a problem that is popularly known as offline reinforcement learning (RL). Further, we are interested in algorithms…

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,…

Limiting failures of machine learning systems is of paramount importance for safety-critical applications. In order to improve the robustness of machine learning systems, Distributionally Robust Optimization (DRO) has been proposed as a…

The goal of an offline reinforcement learning (RL) algorithm is to learn optimal polices using historical (offline) data, without access to the environment for online exploration. One of the main challenges in offline RL is the distribution…

Machine learning algorithms with empirical risk minimization are vulnerable under distributional shifts due to the greedy adoption of all the correlations found in training data. There is an emerging literature on tackling this problem by…

Real-world applications require RL algorithms to act safely. During learning process, it is likely that the agent executes sub-optimal actions that may lead to unsafe/poor states of the system. Exploration is particularly brittle in…

The learning inefficiency of reinforcement learning (RL) from scratch hinders its practical application towards continuous robotic tracking control, especially for high-dimensional robots. This work proposes a data-informed residual…

We develop several provably efficient model-free reinforcement learning (RL) algorithms for infinite-horizon average-reward Markov Decision Processes (MDPs). We consider both online setting and the setting with access to a simulator. In the…

The sim-to-real gap, where agents trained in a simulator face significant performance degradation during testing, is a fundamental challenge in reinforcement learning. Extansive works adopt the framework of distributionally robust RL, to…

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

Learning a predictive model of the mean return, or value function, plays a critical role in many reinforcement learning algorithms. Distributional reinforcement learning (DRL) has been shown to improve performance by modeling the value…

We propose a framework for distributed robust statistical learning on {\em big contaminated data}. The Distributed Robust Learning (DRL) framework can reduce the computational time of traditional robust learning methods by several orders of…

This paper studies reinforcement learning (RL) in doubly inhomogeneous environments under temporal non-stationarity and subject heterogeneity. In a number of applications, it is commonplace to encounter datasets generated by system dynamics…

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

Classical reinforcement learning (RL) techniques are generally concerned with the design of decision-making policies driven by the maximisation of the expected outcome. Nevertheless, this approach does not take into consideration the…

We present a unifying framework for designing and analysing distributional reinforcement learning (DRL) algorithms in terms of recursively estimating statistics of the return distribution. Our key insight is that DRL algorithms can be…

One of the key approaches to save samples in reinforcement learning (RL) is to use knowledge from an approximate model such as its simulator. However, how much does an approximate model help to learn a near-optimal policy of the true…

Respondent-driven sampling (RDS) is widely used to study hidden or hard-to-reach populations by incentivizing study participants to recruit their social connections. The success and efficiency of RDS can depend critically on the nature of…

Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the…

The epidemic failure of replicability across empirical science and machine learning has recently motivated the formal study of replicable learning algorithms [Impagliazzo et al. (2022)]. In batch settings where data comes from a fixed…