Related papers: Q-Learning with Shift-Aware Upper Confidence Bound…
We present conservative distributed multi-task learning in stochastic linear contextual bandits with heterogeneous agents. This extends conservative linear bandits to a distributed setting where M agents tackle different but related tasks…
Stochastic multi-armed bandits (MABs) provide a fundamental reinforcement learning model to study sequential decision making in uncertain environments. The upper confidence bounds (UCB) algorithm gave birth to the renaissance of bandit…
Unit commitment (UC) optimizes the start-up and shutdown schedules of generating units to meet load demand while minimizing costs. However, the increasing integration of renewable energy introduces uncertainties for real-time scheduling.…
In view of its power in extracting feature representation, contrastive self-supervised learning has been successfully integrated into the practice of (deep) reinforcement learning (RL), leading to efficient policy learning in various…
We present a novel statistical approach to incorporating uncertainty awareness in model-free distributional reinforcement learning involving quantile regression-based deep Q networks. The proposed algorithm, $\textit{Calibrated Evidential…
We study off-dynamics Reinforcement Learning (RL), where the policy is trained on a source domain and deployed to a distinct target domain. We aim to solve this problem via online distributionally robust Markov decision processes (DRMDPs),…
Constrained Markov Decision Processes are a class of stochastic decision problems in which the decision maker must select a policy that satisfies auxiliary cost constraints. This paper extends upper confidence reinforcement learning for…
Consider a decision-maker that can pick one out of $K$ actions to control an unknown system, for $T$ turns. The actions are interpreted as different configurations or policies. Holding the same action fixed, the system asymptotically…
Offline reinforcement learning (RL) presents distinct challenges as it relies solely on observational data. A central concern in this context is ensuring the safety of the learned policy by quantifying uncertainties associated with various…
The Rising Multi-Armed Bandit (RMAB) framework models environments where expected rewards of arms increase with plays, which models practical scenarios where performance of each option improves with the repeated usage, such as in robotics…
Deep reinforcement learning (RL) has achieved remarkable success, yet its deployment in real-world scenarios is often limited by vulnerability to environmental uncertainties. Distributionally robust RL (DR-RL) algorithms have been proposed…
Reinforcement learning (RL) policies deployed in safety-critical systems, such as unmanned aerial vehicle (UAV) navigation in dynamic airspace, are vulnerable to out-ofdistribution (OOD) adversarial attacks in the observation space. These…
Deep reinforcement learning can learn effective policies for a wide range of tasks, but is notoriously difficult to use due to instability and sensitivity to hyperparameters. The reasons for this remain unclear. When using standard…
We give an efficient algorithm for learning a binary function in a given class C of bounded VC dimension, with training data distributed according to P and test data according to Q, where P and Q may be arbitrary distributions over X. This…
Ensuring strict safety guarantees is the paramount challenge for emerging 5G/6G wireless systems, particularly as they increasingly govern mission-critical applications ranging from autonomous UAV swarms to industrial automation. While deep…
We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…
We study the piecewise stationary combinatorial semi-bandit problem with causally related rewards. In our nonstationary environment, variations in the base arms' distributions, causal relationships between rewards, or both, change the…
Recent progress has been made in understanding optimisation dynamics in neural networks trained with full-batch gradient descent with momentum with the uncovering of the edge of stability phenomenon in supervised learning. The edge of…
We investigate statistical uncertainty quantification for reinforcement learning (RL) and its implications in exploration policy. Despite ever-growing literature on RL applications, fundamental questions about inference and error…
Although distributional reinforcement learning (DRL) has been widely examined in the past few years, very few studies investigate the validity of the obtained Q-function estimator in the distributional setting. To fully understand how the…