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Many reinforcement learning (RL) problems in practice are offline, learning purely from observational data. A key challenge is how to ensure the learned policy is safe, which requires quantifying the risk associated with different actions.…

Machine Learning · Computer Science 2021-10-28 Yecheng Jason Ma , Dinesh Jayaraman , Osbert Bastani

Modern deep reinforcement learning (RL) algorithms are motivated by either the generalised policy iteration (GPI) or trust-region learning (TRL) frameworks. However, algorithms that strictly respect these theoretical frameworks have proven…

Machine Learning · Computer Science 2024-11-21 Jakub Grudzien Kuba , Christian Schroeder de Witt , Jakob Foerster

Offline reinforcement learning (RL) is challenged by the distributional shift problem. To address this problem, existing works mainly focus on designing sophisticated policy constraints between the learned policy and the behavior policy.…

Machine Learning · Computer Science 2025-01-09 Yang Yue , Bingyi Kang , Xiao Ma , Qisen Yang , Gao Huang , Shiji Song , Shuicheng Yan

Decision-focused learning (DFL) is an increasingly popular paradigm for training predictive models whose outputs are used in decision-making tasks. Instead of merely optimizing for predictive accuracy, DFL trains models to directly minimize…

Machine Learning · Computer Science 2026-03-10 Aymeric Capitaine , Maxime Haddouche , Eric Moulines , Michael I. Jordan , Etienne Boursier , Alain Durmus

Model-based reinforcement learning algorithms that combine model-based planning and learned value/policy prior have gained significant recognition for their high data efficiency and superior performance in continuous control. However, we…

Machine Learning · Computer Science 2025-02-07 Haotian Lin , Pengcheng Wang , Jeff Schneider , Guanya Shi

Reinforcement learning algorithms are fundamental to align large language models with human preferences and to enhance their reasoning capabilities. However, current reinforcement learning algorithms often suffer from training instability…

Machine Learning · Computer Science 2025-06-05 Yaru Hao , Li Dong , Xun Wu , Shaohan Huang , Zewen Chi , Furu Wei

Deep Reinforcement Learning (DRL) has made considerable advances in simulated and physical robot control tasks, especially when problems admit a fully observed Markov Decision Process (MDP) formulation. When observations only partially…

Robotics · Computer Science 2026-03-24 Lingheng Meng , Rob Gorbet , Michael Burke , Dana Kulić

Reinforcement learning (RL) under changing environment models many real-world applications via nonstationary Markov Decision Processes (MDPs), and hence gains considerable interest. However, theoretical studies on nonstationary MDPs in the…

Machine Learning · Computer Science 2023-08-11 Yuan Cheng , Jing Yang , Yingbin Liang

Reinforcement learning (RL) has achieved strong performance in robotic control; however, state-of-the-art policy learning methods, such as actor-critic methods, still suffer from high sample complexity and often produce physically…

Robotics · Computer Science 2026-03-24 Namai Chandra , Liu Mohan , Zhihao Gu , Lin Wang

Off-policy actor-critic methods in reinforcement learning train a critic with temporal-difference updates and use it as a learning signal for the policy (actor). This design typically achieves higher sample efficiency than purely on-policy…

Machine Learning · Computer Science 2026-01-05 Uğurcan Özalp

The remarkable success of reinforcement learning (RL) heavily relies on observing the reward of every visited state-action pair. In many real world applications, however, an agent can observe only a score that represents the quality of the…

Machine Learning · Computer Science 2023-04-20 Tengyu Xu , Yue Wang , Shaofeng Zou , Yingbin Liang

Sequential multiple assignment randomized trials (SMARTs) are used to construct data-driven optimal intervention strategies for subjects based on their intervention and covariate histories in different branches of health and behavioral…

Methodology · Statistics 2022-04-28 Palash Ghosh , Xiaoxi Yan , Bibhas Chakraborty

Tool-integrated reasoning (TIR) augments large language models (LLMs) with the ability to invoke external tools during long-form reasoning, such as search engines and code interpreters, to solve tasks beyond the capabilities of internal…

Artificial Intelligence · Computer Science 2025-06-03 Hongru Wang , Cheng Qian , Wanjun Zhong , Xiusi Chen , Jiahao Qiu , Shijue Huang , Bowen Jin , Mengdi Wang , Kam-Fai Wong , Heng Ji

Reinforcement learning (RL) in low-data and risk-sensitive domains requires performant and flexible deployment policies that can readily incorporate constraints during deployment. One such class of policies are the semi-parametric H-step…

Machine Learning · Computer Science 2021-10-07 Harshit Sikchi , Wenxuan Zhou , David Held

Model-based offline Reinforcement Learning (RL) constructs environment models from offline datasets to perform conservative policy optimization. Existing approaches focus on learning state transitions through ensemble models, rollouting…

Machine Learning · Computer Science 2025-03-27 Hongye Cao , Fan Feng , Jing Huo , Shangdong Yang , Meng Fang , Tianpei Yang , Yang Gao

Dynamic treatment regimes are treatment allocations tailored to heterogeneous individuals. The optimal dynamic treatment regime is a regime that maximizes counterfactual welfare. We introduce a framework in which we can partially learn the…

Econometrics · Economics 2021-07-14 Sukjin Han

Portfolio allocation is crucial for investment companies. However, getting the best strategy in a complex and dynamic stock market is challenging. In this paper, we propose a novel Adaptive Deep Deterministic Reinforcement Learning scheme…

Statistical Finance · Quantitative Finance 2019-07-03 Xinyi Li , Yinchuan Li , Yuancheng Zhan , Xiao-Yang Liu

In this paper, we propose the first fully push-forward-based distributional reinforcement learning algorithm, named PACER, which consists of a distributional critic, a stochastic actor and a sample-based encourager. Specifically, the…

Machine Learning · Computer Science 2024-10-10 Wensong Bai , Chao Zhang , Yichao Fu , Peilin Zhao , Hui Qian , Bin Dai

Inverse reinforcement learning (IRL) and dynamic discrete choice (DDC) models explain sequential decision-making by recovering reward functions that rationalize observed behavior. Flexible IRL methods typically rely on machine learning but…

Machine Learning · Computer Science 2026-01-01 Lars van der Laan , Aurelien Bibaut , Nathan Kallus

This paper proposes Partially Observable Reference Policy Programming, a novel anytime online approximate POMDP solver which samples meaningful future histories very deeply while simultaneously forcing a gradual policy update. We provide…

Artificial Intelligence · Computer Science 2025-07-17 Edward Kim , Hanna Kurniawati
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