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Estimating optimal dynamic policies from offline data is a fundamental problem in dynamic decision making. In the context of causal inference, the problem is known as estimating the optimal dynamic treatment regime. Even though there exists…

Econometrics · Economics 2023-12-15 Qizhao Chen , Morgane Austern , Vasilis Syrgkanis

Off-policy reinforcement learning algorithms promise to be applicable in settings where only a fixed data-set (batch) of environment interactions is available and no new experience can be acquired. This property makes these algorithms…

We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…

Machine Learning · Statistics 2024-07-22 Julian Gerstenberg , Ralph Neininger , Denis Spiegel

Policy evaluation estimates the performance of a policy by (1) collecting data from the environment and (2) processing raw data into a meaningful estimate. Due to the sequential nature of reinforcement learning, any improper data-collecting…

Machine Learning · Computer Science 2025-03-21 Shuze Daniel Liu , Claire Chen , Shangtong Zhang

While the optimization landscape of policy gradient methods has been recently investigated for partially observed linear systems in terms of both static output feedback and dynamical controllers, they only provide convergence guarantees to…

Optimization and Control · Mathematics 2023-04-25 Feiran Zhao , Xingyun Fu , Keyou You

Policy gradient methods have become a standard for training reinforcement learning agents in a scalable and efficient manner. However, they do not account for transition uncertainty, whereas learning robust policies can be computationally…

Machine Learning · Computer Science 2023-12-12 Navdeep Kumar , Esther Derman , Matthieu Geist , Kfir Levy , Shie Mannor

Policy robustness in Reinforcement Learning may not be desirable at any cost: the alterations caused by robustness requirements from otherwise optimal policies should be explainable, quantifiable and formally verifiable. In this work we…

Machine Learning · Computer Science 2023-12-12 Daniel Jarne Ornia , Licio Romao , Lewis Hammond , Manuel Mazo , Alessandro Abate

Reinforcement Learning (RL) has made significant strides in complex tasks but struggles in multi-task settings with different embodiments. World model methods offer scalability by learning a simulation of the environment but often rely on…

Machine Learning · Computer Science 2025-02-25 Ignat Georgiev , Varun Giridhar , Nicklas Hansen , Animesh Garg

The softmax representation of probabilities for categorical variables plays a prominent role in modern machine learning with numerous applications in areas such as large scale classification, neural language modeling and recommendation…

Machine Learning · Statistics 2016-11-01 Michalis K. Titsias

In this work we introduce reinforcement learning techniques for solving lexicographic multi-objective problems. These are problems that involve multiple reward signals, and where the goal is to learn a policy that maximises the first reward…

Machine Learning · Computer Science 2022-12-29 Joar Skalse , Lewis Hammond , Charlie Griffin , Alessandro Abate

Recently, reinforcement learning (RL) algorithms have demonstrated remarkable success in learning complicated behaviors from minimally processed input. However, most of this success is limited to simulation. While there are promising…

Machine Learning · Computer Science 2019-03-29 Quan Vuong , Sharad Vikram , Hao Su , Sicun Gao , Henrik I. Christensen

Distributionally robust offline reinforcement learning (RL), which seeks robust policy training against environment perturbation by modeling dynamics uncertainty, calls for function approximations when facing large state-action spaces.…

Machine Learning · Computer Science 2025-11-03 Zhishuai Liu , Pan Xu

The goal of reinforcement learning (RL) is to let an agent learn an optimal control policy in an unknown environment so that future expected rewards are maximized. The model-free RL approach directly learns the policy based on data samples.…

Machine Learning · Statistics 2013-07-22 Syogo Mori , Voot Tangkaratt , Tingting Zhao , Jun Morimoto , Masashi Sugiyama

We introduce the technique of adaptive discretization to design an efficient model-based episodic reinforcement learning algorithm in large (potentially continuous) state-action spaces. Our algorithm is based on optimistic one-step value…

Machine Learning · Computer Science 2020-10-26 Sean R. Sinclair , Tianyu Wang , Gauri Jain , Siddhartha Banerjee , Christina Lee Yu

The performance of reinforcement learning depends upon designing an appropriate action space, where the effect of each action is measurable, yet, granular enough to permit flexible behavior. So far, this process involved non-trivial user…

Machine Learning · Computer Science 2021-06-08 Edoardo Cetin , Oya Celiktutan

Reinforcement learning means learning a policy--a mapping of observations into actions--based on feedback from the environment. The learning can be viewed as browsing a set of policies while evaluating them by trial through interaction with…

Machine Learning · Computer Science 2017-05-25 Leonid Peshkin , Virginia Savova

In this theoretical paper we are concerned with the problem of learning a value function by a smooth general function approximator, to solve a deterministic episodic control problem in a large continuous state space. It is shown that…

Machine Learning · Computer Science 2011-01-04 Michael Fairbank , Eduardo Alonso

Reinforcement learning (RL) has achieved remarkable performance in numerous sequential decision making and control tasks. However, a common problem is that learned nearly optimal policy always overfits to the training environment and may…

Machine Learning · Computer Science 2020-10-01 Yangang Ren , Jingliang Duan , Shengbo Eben Li , Yang Guan , Qi Sun

This paper explores human behavior in virtual networked communities, specifically individuals or groups' potential and expressive capacity to respond to internal and external stimuli, with assortative matching as a typical example. A…

Multiagent Systems · Computer Science 2023-09-06 Ou Deng , Qun Jin

Policy gradient methods are extensively used in reinforcement learning as a way to optimize expected return. In this paper, we explore the evolution of the policy parameters, for a special class of exactly solvable POMDPs, as a…

Machine Learning · Computer Science 2020-11-04 Gavin McCracken , Colin Daniels , Rosie Zhao , Anna Brandenberger , Prakash Panangaden , Doina Precup