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In reinforcement learning and imitation learning, an object of central importance is the state distribution induced by the policy. It plays a crucial role in the policy gradient theorem, and references to it--along with the related…

Machine Learning · Computer Science 2023-05-02 Gideon Freund , Elad Sarafian , Sarit Kraus

In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…

Machine Learning · Computer Science 2026-02-13 Mehrdad Moghimi , Hyejin Ku

This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…

Optimization and Control · Mathematics 2026-04-23 Simone Baroncini , Bahman Gharesifard , Giuseppe Notarstefano

We present a unifying framework for designing and analysing distributional reinforcement learning (DRL) algorithms in terms of recursively estimating statistics of the return distribution. Our key insight is that DRL algorithms can be…

Machine Learning · Statistics 2019-02-22 Mark Rowland , Robert Dadashi , Saurabh Kumar , Rémi Munos , Marc G. Bellemare , Will Dabney

The success of Reinforcement Learning (RL) heavily relies on the ability to learn robust representations from the observations of the environment. In most cases, the representations learned purely by the reinforcement learning loss can…

Machine Learning · Computer Science 2024-02-12 Somjit Nath , Rushiv Arora , Samira Ebrahimi Kahou

We consider the problem of learning a control policy that is robust against the parameter mismatches between the training environment and testing environment. We formulate this as a distributionally robust reinforcement learning (DR-RL)…

Machine Learning · Computer Science 2023-05-23 Zaiyan Xu , Kishan Panaganti , Dileep Kalathil

Reinforcement learning (RL) shows great potential for optimizing multi-vehicle cooperative driving strategies through the state-action-reward feedback loop, but it still faces challenges such as low sample efficiency. This paper proposes a…

Artificial Intelligence · Computer Science 2025-08-12 Ye Han , Lijun Zhang , Dejian Meng , Zhuang Zhang

Large language models can predict real-valued quantities from heterogeneous inputs such as text, code, and molecular strings, but most training objectives score each decoded floating-point number independently, improving point estimates…

Machine Learning · Computer Science 2026-05-21 Jungsoo Park , Hyungjoo Chae , Ethan Mendes , Jay DeYoung , Varsha Kishore , Wei Xu , Alan Ritter

Offline Reinforcement Learning (RL) has shown promising results in learning a task-specific policy from a fixed dataset. However, successful offline RL often relies heavily on the coverage and quality of the given dataset. In scenarios…

Machine Learning · Computer Science 2024-05-01 Chenjia Bai , Lingxiao Wang , Jianye Hao , Zhuoran Yang , Bin Zhao , Zhen Wang , Xuelong Li

While research of reinforcement learning applied to financial markets predominantly concentrates on finding optimal behaviours, it is worth to realize that the reinforcement learning returns $G_t$ and state value functions themselves are of…

Statistical Finance · Quantitative Finance 2024-05-21 Colin D. Grab

Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…

Machine Learning · Computer Science 2025-01-07 Ruiquan Huang , Yingbin Liang , Jing Yang

Multi-dimensional data streams, prevalent in applications like IoT, financial markets, and real-time analytics, pose significant challenges due to their high velocity, unbounded nature, and complex inter-dimensional dependencies. Sliding…

Machine Learning · Computer Science 2025-07-10 Abolfazl Zarghani , Sadegh Abedi

Offline Reinforcement Learning (RL) methods leverage previous experiences to learn better policies than the behavior policy used for data collection. However, they face challenges handling distribution shifts due to the lack of online…

Machine Learning · Computer Science 2025-06-09 Suzan Ece Ada , Erhan Oztop , Emre Ugur

Off-policy Reinforcement Learning (RL) holds the promise of better data efficiency as it allows sample reuse and potentially enables safe interaction with the environment. Current off-policy policy gradient methods either suffer from high…

Machine Learning · Computer Science 2021-06-09 Samuele Tosatto , João Carvalho , Jan Peters

Dams impact downstream river dynamics through flow regulation and disruption of upstream-downstream linkages. However, current dam operation is far from satisfactory due to the inability to respond the complicated and uncertain dynamics of…

We consider the problem of quantifying uncertainty over expected cumulative rewards in model-based reinforcement learning. In particular, we focus on characterizing the variance over values induced by a distribution over MDPs. Previous work…

Machine Learning · Computer Science 2023-03-08 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

Reinforcement Learning (RL) is a general framework concerned with an agent that seeks to maximize rewards in an environment. The learning typically happens through trial and error using explorative methods, such as epsilon-greedy. There are…

Machine Learning · Computer Science 2022-10-06 Per-Arne Andersen , Morten Goodwin , Ole-Christoffer Granmo

In reinforcement learning (RL), the consideration of multivariate reward signals has led to fundamental advancements in multi-objective decision-making, transfer learning, and representation learning. This work introduces the first…

Machine Learning · Computer Science 2024-09-05 Harley Wiltzer , Jesse Farebrother , Arthur Gretton , Mark Rowland

Diffusion models achieve state-of-the-art generative performance but are fundamentally bottlenecked by their slow, iterative sampling process. While diffusion distillation techniques enable high-fidelity, few-step generation, traditional…

Computer Vision and Pattern Recognition · Computer Science 2026-04-01 Linqian Fan , Peiqin Sun , Tiancheng Wen , Shun Lu , Chengru Song

Reinforcement learning (RL) algorithms still suffer from high sample complexity despite outstanding recent successes. The need for intensive interactions with the environment is especially observed in many widely popular policy gradient…

Machine Learning · Computer Science 2020-08-04 Samuele Tosatto , Joao Carvalho , Hany Abdulsamad , Jan Peters