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The objective in a traditional reinforcement learning (RL) problem is to find a policy that optimizes the expected value of a performance metric such as the infinite-horizon cumulative discounted or long-run average cost/reward. In…

Machine Learning · Computer Science 2022-05-25 Prashanth L. A. , Michael Fu

Reinforcement learning (RL) is a goal-oriented learning solution that has proven to be successful for Neural Architecture Search (NAS) on the CIFAR and ImageNet datasets. However, a limitation of this approach is its high computational…

Neural and Evolutionary Computing · Computer Science 2019-12-04 J. Gomez Robles , J. Vanschoren

In many real-world applications, reinforcement learning (RL) agents might have to solve multiple tasks, each one typically modeled via a reward function. If reward functions are expressed linearly, and the agent has previously learned a set…

Machine Learning · Computer Science 2022-06-24 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

We provide a new perspective to understand why reinforcement learning (RL) struggles with robustness and generalization. We show, by examples, that local optimal policies may contain unstable control for some dynamic parameters and…

Robotics · Computer Science 2023-11-03 Bing Song , Jean-Jacques Slotine , Quang-Cuong Pham

We study a security threat to reinforcement learning where an attacker poisons the learning environment to force the agent into executing a target policy chosen by the attacker. As a victim, we consider RL agents whose objective is to find…

Machine Learning · Computer Science 2020-08-20 Amin Rakhsha , Goran Radanovic , Rati Devidze , Xiaojin Zhu , Adish Singla

Deep reinforcement learning (RL) has achieved great empirical successes in various domains. However, the large search space of neural networks requires a large amount of data, which makes the current RL algorithms not sample efficient.…

Machine Learning · Computer Science 2020-08-18 Qianli Shen , Yan Li , Haoming Jiang , Zhaoran Wang , Tuo Zhao

Reinforcement learning policies based on deep neural networks are vulnerable to imperceptible adversarial perturbations to their inputs, in much the same way as neural network image classifiers. Recent work has proposed several methods to…

Machine Learning · Computer Science 2021-08-31 Ezgi Korkmaz

Research in machine learning is making progress in fixing its own reproducibility crisis. Reinforcement learning (RL), in particular, faces its own set of unique challenges. Comparison of point estimates, and plots that show successful…

Machine Learning · Computer Science 2024-02-07 Ted Fujimoto , Joshua Suetterlein , Samrat Chatterjee , Auroop Ganguly

Neural networks are known to be highly sensitive to adversarial examples. These may arise due to different factors, such as random initialization, or spurious correlations in the learning problem. To better understand these factors, we…

Machine Learning · Statistics 2022-07-05 Elvis Dohmatob , Alberto Bietti

We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…

Portfolio Management · Quantitative Finance 2025-01-31 Jinghai He , Cheng Hua , Chunyang Zhou , Zeyu Zheng

We study robust reinforcement learning (RL) with the goal of determining a well-performing policy that is robust against model mismatch between the training simulator and the testing environment. Previous policy-based robust RL algorithms…

Machine Learning · Computer Science 2023-12-12 Ruida Zhou , Tao Liu , Min Cheng , Dileep Kalathil , P. R. Kumar , Chao Tian

Reinforcement learning (RL) algorithms have been successfully used to develop control policies for dynamical systems. For many such systems, these policies are trained in a simulated environment. Due to discrepancies between the simulated…

Systems and Control · Electrical Eng. & Systems 2020-11-23 Anubhav Guha , Anuradha Annaswamy

To improve policy robustness of deep reinforcement learning agents, a line of recent works focus on producing disturbances of the environment. Existing approaches of the literature to generate meaningful disturbances of the environment are…

Machine Learning · Computer Science 2022-10-04 Lucas Schott , Hatem Hajri , Sylvain Lamprier

Offline reinforcement learning (RL) aims to find optimal policies in dynamic environments in order to maximize the expected total rewards by leveraging pre-collected data. Learning from heterogeneous data is one of the fundamental…

Machine Learning · Statistics 2026-03-10 Rui Miao , Babak Shahbaba , Annie Qu

Although Reinforcement Learning (RL) has shown impressive results in games and simulation, real-world application of RL suffers from its instability under changing environment conditions and hyperparameters. We give a first impression of…

Machine Learning · Computer Science 2022-12-22 Theresa Eimer , Carolin Benjamins , Marius Lindauer

A promising paradigm for offline reinforcement learning (RL) is to constrain the learned policy to stay close to the dataset behaviors, known as policy constraint offline RL. However, existing works heavily rely on the purity of the data,…

Machine Learning · Computer Science 2022-10-20 Chengqian Gao , Ke Xu , Liu Liu , Deheng Ye , Peilin Zhao , Zhiqiang Xu

We develop a framework for interacting with uncertain environments in reinforcement learning (RL) by leveraging preferences in the form of utility functions. We claim that there is value in considering different risk measures during…

Machine Learning · Computer Science 2021-02-23 Hannes Eriksson , Christos Dimitrakakis

We propose a computationally efficient approach to safe reinforcement learning (RL) for frequency regulation in power systems with high levels of variable renewable energy resources. The approach draws on set-theoretic control techniques to…

Systems and Control · Electrical Eng. & Systems 2022-03-24 Daniel Tabas , Baosen Zhang

We propose a new adversarial training approach for injecting robustness when designing controllers for upcoming cyber-physical power systems. Previous approaches relying deeply on simulations are not able to cope with the rising complexity…

Machine Learning · Statistics 2021-04-19 Loïc Omnes , Antoine Marot , Benjamin Donnot

Motivated by the need for a robust policy in the face of environment shifts between training and deployment, we contribute to the theoretical foundation of distributionally robust reinforcement learning (DRRL). This is accomplished through…

Machine Learning · Computer Science 2025-08-26 Shengbo Wang , Nian Si , Jose Blanchet , Zhengyuan Zhou