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We consider the problem of learning a set of probability distributions from the empirical Bellman dynamics in distributional reinforcement learning (RL), a class of state-of-the-art methods that estimate the distribution, as opposed to only…

Machine Learning · Computer Science 2020-12-10 Thanh Tang Nguyen , Sunil Gupta , Svetha Venkatesh

Reinforcement learning (RL) allows an agent interacting sequentially with an environment to maximize its long-term expected return. In the distributional RL (DistrRL) paradigm, the agent goes beyond the limit of the expected value, to…

Machine Learning · Computer Science 2023-05-01 Mastane Achab , Reda Alami , Yasser Abdelaziz Dahou Djilali , Kirill Fedyanin , Eric Moulines

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…

Machine Learning · Computer Science 2026-04-21 Mingxuan Cui , Duo Zhou , Yuxuan Han , Grani A. Hanasusanto , Qiong Wang , Huan Zhang , Zhengyuan Zhou

Scaling reinforcement learning (RL) to recommender systems (RS) is promising since maximizing the expected cumulative rewards for RL agents meets the objective of RS, i.e., improving customers' long-term satisfaction. A key approach to this…

Machine Learning · Computer Science 2022-09-27 Chengqian Gao , Ke Xu , Kuangqi Zhou , Lanqing Li , Xueqian Wang , Bo Yuan , Peilin Zhao

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…

Machine Learning · Computer Science 2023-08-01 Qi Kuang , Zhoufan Zhu , Liwen Zhang , Fan Zhou

We present Distributional Soft Actor-Critic (DSAC), a distributional reinforcement learning (RL) algorithm that combines the strengths of distributional information of accumulated rewards and entropy-driven exploration from Soft…

Machine Learning · Computer Science 2025-07-01 Xiaoteng Ma , Junyao Chen , Li Xia , Jun Yang , Qianchuan Zhao , Zhengyuan Zhou

Most conventional Reinforcement Learning (RL) algorithms aim to optimize decision-making rules in terms of the expected returns. However, especially for risk management purposes, other risk-sensitive criteria such as the value-at-risk or…

Machine Learning · Computer Science 2012-03-19 Tetsuro Morimura , Masashi Sugiyama , Hisashi Kashima , Hirotaka Hachiya , Toshiyuki Tanaka

The empirical success of distributional reinforcement learning (RL) highly relies on the choice of distribution divergence equipped with an appropriate distribution representation. In this paper, we propose \textit{Sinkhorn distributional…

Machine Learning · Computer Science 2024-10-16 Ke Sun , Yingnan Zhao , Wulong Liu , Bei Jiang , Linglong Kong

While many multi-armed bandit algorithms assume that rewards for all arms are constant across rounds, this assumption does not hold in many real-world scenarios. This paper considers the setting of recovering bandits (Pike-Burke &…

Machine Learning · Computer Science 2024-03-19 Yuto Tanimoto , Kenji Fukumizu

When decisions are made at high frequency, traditional reinforcement learning (RL) methods struggle to accurately estimate action values. In turn, their performance is inconsistent and often poor. Whether the performance of distributional…

Machine Learning · Computer Science 2024-10-16 Harley Wiltzer , Marc G. Bellemare , David Meger , Patrick Shafto , Yash Jhaveri

Reinforcement learning (RL) algorithms allow artificial agents to improve their selection of actions to increase rewarding experiences in their environments. Temporal Difference (TD) Learning -- a model-free RL method -- is a leading…

Machine Learning · Computer Science 2019-09-05 Jacob Rafati , David C. Noelle

Reward augmented maximum likelihood (RAML), a simple and effective learning framework to directly optimize towards the reward function in structured prediction tasks, has led to a number of impressive empirical successes. RAML incorporates…

Machine Learning · Computer Science 2017-10-31 Xuezhe Ma , Pengcheng Yin , Jingzhou Liu , Graham Neubig , Eduard Hovy

Conventional off-policy reinforcement learning (RL) focuses on maximizing the expected return of scalar rewards. Distributional RL (DRL), in contrast, studies the distribution of returns with the distributional Bellman operator in a…

Machine Learning · Statistics 2024-08-15 Dong Neuck Lee , Michael R. Kosorok

In constrained reinforcement learning (C-RL), an agent seeks to learn from the environment a policy that maximizes the expected cumulative reward while satisfying minimum requirements in secondary cumulative reward constraints. Several…

Machine Learning · Computer Science 2022-12-06 Tianqi Zheng , Pengcheng You , Enrique Mallada

Evolutionary algorithms have been used to evolve a population of actors to generate diverse experiences for training reinforcement learning agents, which helps to tackle the temporal credit assignment problem and improves the exploration…

Neural and Evolutionary Computing · Computer Science 2023-04-21 Chengpeng Hu , Jiyuan Pei , Jialin Liu , Xin Yao

We propose a new reinforcement learning (RL) formulation for training continuous-time score-based diffusion models for generative AI to generate samples that maximize reward functions while keeping the generated distributions close to the…

Machine Learning · Computer Science 2025-08-12 Xuefeng Gao , Jiale Zha , Xun Yu Zhou

A growing trend for value-based reinforcement learning (RL) algorithms is to capture more information than scalar value functions in the value network. One of the most well-known methods in this branch is distributional RL, which models…

Machine Learning · Computer Science 2021-10-27 Pushi Zhang , Xiaoyu Chen , Li Zhao , Wei Xiong , Tao Qin , Tie-Yan Liu

Aligning generative diffusion models with human preferences via reinforcement learning (RL) is critical yet challenging. Most existing algorithms are often vulnerable to reward hacking, such as quality degradation, over-stylization, or…

Chaotic dynamical systems pose a fundamental challenge for Reinforcement Learning (RL): exponential sensitivity to initial conditions induces high-variance bootstrap targets and poorly conditioned gradient updates. Chaotic dynamics arise…

Machine Learning · Computer Science 2026-05-29 James Rudd-Jones , Mirco Musolesi , María Pérez-Ortiz

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard…

Optimization and Control · Mathematics 2024-03-26 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson