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In real-world reinforcement learning applications the learner's observation space is ubiquitously high-dimensional with both relevant and irrelevant information about the task at hand. Learning from high-dimensional observations has been…

Machine Learning · Computer Science 2022-06-10 Yonathan Efroni , Dylan J. Foster , Dipendra Misra , Akshay Krishnamurthy , John Langford

Offline reinforcement learning (RL) optimizes the policy on a previously collected dataset without any interactions with the environment, yet usually suffers from the distributional shift problem. To mitigate this issue, a typical solution…

Machine Learning · Computer Science 2023-09-06 Qisen Yang , Shenzhi Wang , Qihang Zhang , Gao Huang , Shiji Song

In many practical applications of RL, it is expensive to observe state transitions from the environment. For example, in the problem of plasma control for nuclear fusion, computing the next state for a given state-action pair requires…

Machine Learning · Computer Science 2022-03-16 Viraj Mehta , Biswajit Paria , Jeff Schneider , Stefano Ermon , Willie Neiswanger

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

A key challenge in model-based reinforcement learning (RL) is to synthesize computationally efficient and accurate environment models. We show that carefully designed generative models that learn and operate on compact state…

Experience replay is one of the most commonly used approaches to improve the sample efficiency of reinforcement learning algorithms. In this work, we propose an approach to select and replay sequences of transitions in order to accelerate…

Artificial Intelligence · Computer Science 2022-09-29 Thommen George Karimpanal , Roland Bouffanais

Reinforcement learning (RL) algorithms hold the promise of enabling autonomous skill acquisition for robotic systems. However, in practice, real-world robotic RL typically requires time consuming data collection and frequent human…

Robotics · Computer Science 2022-07-19 Homer Walke , Jonathan Yang , Albert Yu , Aviral Kumar , Jedrzej Orbik , Avi Singh , Sergey Levine

Offline reinforcement learning aims to learn from pre-collected datasets without active exploration. This problem faces significant challenges, including limited data availability and distributional shifts. Existing approaches adopt a…

Machine Learning · Computer Science 2024-10-01 Yue Wang , Jinjun Xiong , Shaofeng Zou

Robust reinforcement learning (RL) under the average-reward criterion is essential for long-term decision-making, particularly when the environment may differ from its specification. However, a significant gap exists in understanding the…

Machine Learning · Computer Science 2025-09-26 Zachary Roch , Chi Zhang , George Atia , Yue Wang

Deep reinforcement learning (DRL) agents are trained through trial-and-error interactions with the environment. This leads to a long training time for dense neural networks to achieve good performance. Hence, prohibitive computation and…

Machine Learning · Computer Science 2022-05-09 Ghada Sokar , Elena Mocanu , Decebal Constantin Mocanu , Mykola Pechenizkiy , Peter Stone

Model-free Reinforcement Learning (RL) generally suffers from poor sample complexity, mostly due to the need to exhaustively explore the state-action space to find well-performing policies. On the other hand, we postulate that expert…

Machine Learning · Computer Science 2023-09-13 Loris Di Natale , Bratislav Svetozarevic , Philipp Heer , Colin N. Jones

In recommender systems (RecSys) and real-time bidding (RTB) for online advertisements, we often try to optimize sequential decision making using bandit and reinforcement learning (RL) techniques. In these applications, offline reinforcement…

Machine Learning · Computer Science 2021-09-20 Haruka Kiyohara , Kosuke Kawakami , Yuta Saito

Reinforcement learning (RL) is a type of artificial intelligence for making optimal choices. In healthcare, researchers generally use offline RL (ORL), where models are trained and evaluated from retrospective observational data. To…

Machine Learning · Computer Science 2026-04-30 Thomas Frost , Hrisheekesh Vaidya , Steve Harris

Deep reinforcement learning (DRL) algorithms require substantial samples and computational resources to achieve higher performance, which restricts their practical application and poses challenges for further development. Given the…

Machine Learning · Computer Science 2024-03-13 Yanxiao Zhao , Yangge Qian , Tianyi Wang , Jingyang Shan , Xiaolin Qin

Offline reinforcement learning (RL) is challenged by the distributional shift between learning policies and datasets. To address this problem, existing works mainly focus on designing sophisticated algorithms to explicitly or implicitly…

Machine Learning · Computer Science 2022-10-18 Yang Yue , Bingyi Kang , Xiao Ma , Zhongwen Xu , Gao Huang , Shuicheng Yan

Offline reinforcement learning (RL) tries to learn the near-optimal policy with recorded offline experience without online exploration. Current offline RL research includes: 1) generative modeling, i.e., approximating a policy using fixed…

Machine Learning · Computer Science 2021-06-23 Hua Wei , Deheng Ye , Zhao Liu , Hao Wu , Bo Yuan , Qiang Fu , Wei Yang , Zhenhui Li

The recent success of supervised learning methods on ever larger offline datasets has spurred interest in the reinforcement learning (RL) field to investigate whether the same paradigms can be translated to RL algorithms. This research…

Machine Learning · Computer Science 2021-02-12 Mengjiao Yang , Ofir Nachum

Intelligent agents rely heavily on prior experience when learning a new task, yet most modern reinforcement learning (RL) approaches learn every task from scratch. One approach for leveraging prior knowledge is to transfer skills learned on…

Machine Learning · Computer Science 2020-10-23 Karl Pertsch , Youngwoon Lee , Joseph J. Lim

The relationship between a reinforcement learning (RL) agent and an asynchronous environment is often ignored. Frequently used models of the interaction between an agent and its environment, such as Markov Decision Processes (MDP) or…

Artificial Intelligence · Computer Science 2018-06-29 Jaden B. Travnik , Kory W. Mathewson , Richard S. Sutton , Patrick M. Pilarski

We consider the generic approach of using an experience memory to help exploration by adapting a restart distribution. That is, given the capacity to reset the state with those corresponding to the agent's past observations, we help…

Machine Learning · Computer Science 2020-08-19 Arash Tavakoli , Vitaly Levdik , Riashat Islam , Christopher M. Smith , Petar Kormushev