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We study fair multi-objective reinforcement learning in which an agent must learn a policy that simultaneously achieves high reward on multiple dimensions of a vector-valued reward. Motivated by the fair resource allocation literature, we…

Computer Science and Game Theory · Computer Science 2024-02-09 Zimeng Fan , Nianli Peng , Muhang Tian , Brandon Fain

We work towards a unifying paradigm for accelerating policy optimization methods in reinforcement learning (RL) by integrating foresight in the policy improvement step via optimistic and adaptive updates. Leveraging the connection between…

Machine Learning · Computer Science 2023-09-07 Veronica Chelu , Tom Zahavy , Arthur Guez , Doina Precup , Sebastian Flennerhag

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

Machine Learning · Computer Science 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

Reinforcement learning (RL) has been successfully applied to solve the problem of finding obstacle-free paths for autonomous agents operating in stochastic and uncertain environments. However, when the underlying stochastic dynamics of the…

Machine Learning · Computer Science 2024-10-29 Sheryl Paul , Jyotirmoy V. Deshmukh

We propose a new way of deriving policy gradient updates for reinforcement learning. Our technique, based on Fourier analysis, recasts integrals that arise with expected policy gradients as convolutions and turns them into multiplications.…

Machine Learning · Computer Science 2018-05-31 Matthew Fellows , Kamil Ciosek , Shimon Whiteson

Entropy Regularisation is a widely adopted technique that enhances policy optimisation performance and stability. A notable form of entropy regularisation is augmenting the objective with an entropy term, thereby simultaneously optimising…

Machine Learning · Computer Science 2024-07-26 Jean Seong Bjorn Choe , Jong-Kook Kim

Reinforcement learning methods trained on few environments rarely learn policies that generalize to unseen environments. To improve generalization, we incorporate the inherent sequential structure in reinforcement learning into the…

Machine Learning · Computer Science 2021-03-19 Rishabh Agarwal , Marlos C. Machado , Pablo Samuel Castro , Marc G. Bellemare

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian…

Machine Learning · Statistics 2023-03-28 Pierre Houdouin , Esa Ollila , Frederic Pascal

Among on-policy reinforcement learning algorithms, Proximal Policy Optimization (PPO) demonstrates is widely favored for its simplicity, numerical stability, and strong empirical performance. Standard PPO relies on surrogate objectives…

Machine Learning · Computer Science 2026-02-03 Shunpeng Yang , Ben Liu , Hua Chen

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing maximum likelihood estimate when dealing with Gaussian Mixture Model (GMM). When the sample size is smaller than the data dimension, this could lead…

Machine Learning · Statistics 2023-07-06 Pierre Houdouin , Matthieu Jonkcheere , Frederic Pascal

In this work, we consider policy-based methods for solving the reinforcement learning problem, and establish the sample complexity guarantees. A policy-based algorithm typically consists of an actor and a critic. We consider using various…

Machine Learning · Computer Science 2023-01-16 Zaiwei Chen , Siva Theja Maguluri

In this paper we discuss policy iteration methods for approximate solution of a finite-state discounted Markov decision problem, with a focus on feature-based aggregation methods and their connection with deep reinforcement learning…

Machine Learning · Computer Science 2018-08-23 Dimitri P. Bertsekas

This paper presents PRISM: an instruction-conditioned refinement method for imitation policies in robotic manipulation. This approach bridges Imitation Learning (IL) and Reinforcement Learning (RL) frameworks into a seamless pipeline, such…

Robotics · Computer Science 2026-03-09 Arnau Boix-Granell , Alberto San-Miguel-Tello , Magí Dalmau-Moreno , Néstor García

Medical treatments often involve a sequence of decisions, each informed by previous outcomes. This process closely aligns with reinforcement learning (RL), a framework for optimizing sequential decisions to maximize cumulative rewards under…

Machine Learning · Computer Science 2024-10-15 Ali Shirali , Alexander Schubert , Ahmed Alaa

We study algorithms for average-cost reinforcement learning problems with value function approximation. Our starting point is the recently proposed POLITEX algorithm, a version of policy iteration where the policy produced in each iteration…

Machine Learning · Computer Science 2019-08-29 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari , Gellert Weisz

Estimating conditional average treatment effect from observational data is highly challenging due to the existence of treatment selection bias. Prevalent methods mitigate this issue by aligning distributions of different treatment groups in…

Machine Learning · Computer Science 2025-05-07 Hao Wang , Zhichao Chen , Jiajun Fan , Haoxuan Li , Tianqiao Liu , Weiming Liu , Quanyu Dai , Yichao Wang , Zhenhua Dong , Ruiming Tang

Approaches to policy optimization have been motivated from diverse principles, based on how the parametric model is interpreted (e.g. value versus policy representation) or how the learning objective is formulated, yet they share a common…

Machine Learning · Computer Science 2022-06-20 Ramki Gummadi , Saurabh Kumar , Junfeng Wen , Dale Schuurmans

We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…

Machine Learning · Computer Science 2022-10-17 Anna Winnicki , R. Srikant

As machine learning applications grow increasingly ubiquitous and complex, they face an increasing set of requirements beyond accuracy. The prevalent approach to handle this challenge is to aggregate a weighted combination of requirement…

Machine Learning · Computer Science 2026-01-07 Aneesh Barthakur , Luiz F. O. Chamon

We consider the problem of finding a policy that maximizes an expected reward throughout the trajectory of an agent that interacts with an unknown environment. Frequently denoted Reinforcement Learning, this framework suffers from the need…

Systems and Control · Electrical Eng. & Systems 2020-09-30 Juan Cervino , Harshat Kumar , Alejandro Ribeiro