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Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

Machine Learning · Computer Science 2021-05-21 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

Reinforcement learning in non-stationary environments is challenging due to abrupt and unpredictable changes in dynamics, often causing traditional algorithms to fail to converge. However, in many real-world cases, non-stationarity has some…

Machine Learning · Computer Science 2025-03-25 Mohsen Amiri , Sindri Magnússon

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions are allowed to evolve over time, as long as their respective…

Machine Learning · Computer Science 2020-06-26 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

Within the neurosciences, to observe variability across time in the dynamics of an underlying brain process is neither new nor unexpected. Wavelets are essential in analyzing brain signals because, even within a single trial, brain signals…

Methodology · Statistics 2020-05-20 Jonathan Embleton , Marina I. Knight , Hernando Ombao

We study risk-sensitive reinforcement learning (RL) based on an entropic risk measure in episodic non-stationary Markov decision processes (MDPs). Both the reward functions and the state transition kernels are unknown and allowed to vary…

Machine Learning · Computer Science 2022-11-22 Yuhao Ding , Ming Jin , Javad Lavaei

Recent research has turned to Reinforcement Learning (RL) to solve challenging decision problems, as an alternative to hand-tuned heuristics. RL can learn good policies without the need for modeling the environment's dynamics. Despite this…

Machine Learning · Computer Science 2023-01-30 Pouya Hamadanian , Malte Schwarzkopf , Siddartha Sen , Mohammad Alizadeh

Deep learning utilizing transformers has recently achieved a lot of success in many vital areas such as natural language processing, computer vision, anomaly detection, and recommendation systems, among many others. Among several merits of…

Machine Learning · Computer Science 2023-12-05 Lena Sasal , Tanujit Chakraborty , Abdenour Hadid

This work introduces a wavelet neural network to learn a filter-bank specialized to fit non-stationary signals and improve interpretability and performance for digital signal processing. The network uses a wavelet transform as the first…

Machine Learning · Computer Science 2022-05-09 Jason Stock , Chuck Anderson

Accurate prediction of nonstationary multivariate time series remains a critical challenge in complex industrial systems such as iron ore sintering. In practice, pronounced concept drift compounded by significant label verification latency…

Machine Learning · Computer Science 2026-04-13 Yumeng Zhao , Shengxiang Yang , Xianpeng Wang

We consider reinforcement learning (RL) in episodic MDPs with adversarial full-information reward feedback and unknown fixed transition kernels. We propose two model-free policy optimization algorithms, POWER and POWER++, and establish…

Machine Learning · Computer Science 2020-07-02 Yingjie Fei , Zhuoran Yang , Zhaoran Wang , Qiaomin Xie

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under temporal drifts, ie, both the reward and state transition distributions are allowed to evolve over time, as long as their respective total…

Machine Learning · Computer Science 2020-05-19 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

Dealing with non-stationarity in environments (e.g., in the transition dynamics) and objectives (e.g., in the reward functions) is a challenging problem that is crucial in real-world applications of reinforcement learning (RL). While most…

Machine Learning · Computer Science 2022-10-19 Fan Feng , Biwei Huang , Kun Zhang , Sara Magliacane

Forecasting non-stationary time series is a challenging task because their statistical properties often change over time, making it hard for deep models to generalize well. Instance-level normalization techniques can help address shifts in…

Machine Learning · Computer Science 2025-06-09 Junpeng Lin , Tian Lan , Bo Zhang , Ke Lin , Dandan Miao , Huiru He , Jiantao Ye , Chen Zhang , Yan-fu Li

Non-stationary domains, where unforeseen changes happen, present a challenge for agents to find an optimal policy for a sequential decision making problem. This work investigates a solution to this problem that combines Markov Decision…

Artificial Intelligence · Computer Science 2017-05-04 Leonardo A. Ferreira , Reinaldo A. C. Bianchi , Paulo E. Santos , Ramon Lopez de Mantaras

Enhancing the sustainability and efficiency of wireless sensor networks (WSN) in dynamic and unpredictable environments requires adaptive communication and energy harvesting strategies. We propose a novel adaptive control strategy for WSNs…

Systems and Control · Electrical Eng. & Systems 2026-02-20 Hossein Mohammadi Firouzjaei , Rafaela Scaciota , Sumudu Samarakoon

Visual Model-Based Reinforcement Learning (MBRL) promises to encapsulate agent's knowledge about the underlying dynamics of the environment, enabling learning a world model as a useful planner. However, top MBRL agents such as Dreamer often…

Machine Learning · Computer Science 2024-05-31 Ruixiang Sun , Hongyu Zang , Xin Li , Riashat Islam

Recent years have seen a surge in data-driven surrogates for dynamical systems that can be orders of magnitude faster than numerical solvers. However, many machine learning-based models such as neural operators exhibit spectral bias,…

Machine Learning · Computer Science 2026-05-07 Xuesong Wang , Michael Groom , Rafael Oliveira , He Zhao , Terence O'Kane , Edwin V. Bonilla

Reinforcement learning (RL) methods learn optimal decisions in the presence of a stationary environment. However, the stationary assumption on the environment is very restrictive. In many real world problems like traffic signal control,…

Machine Learning · Computer Science 2020-06-08 Sindhu Padakandla , Prabuchandran K. J , Shalabh Bhatnagar

Learning physical dynamics in a series of non-stationary environments is a challenging but essential task for model-based reinforcement learning (MBRL) with visual inputs. It requires the agent to consistently adapt to novel tasks without…

Machine Learning · Computer Science 2025-07-08 Minting Pan , Wendong Zhang , Geng Chen , Xiangming Zhu , Siyu Gao , Yunbo Wang , Xiaokang Yang

Many real-world domains are subject to a structured non-stationarity which affects the agent's goals and the environmental dynamics. Meta-reinforcement learning (RL) has been shown successful for training agents that quickly adapt to…

Machine Learning · Computer Science 2021-05-20 Riccardo Poiani , Andrea Tirinzoni , Marcello Restelli
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