Related papers: Convergence of Flow-Policy Gradient Learning for L…
We develop methodology for a multistage decision problem with flexible number of stages in which the rewards are survival times that are subject to censoring. We present a novel Q-learning algorithm that is adjusted for censored data and…
This paper examines reinforcement learning (RL) in infinite-horizon decision processes with almost-sure safety constraints, crucial for applications like autonomous systems, finance, and resource management. We propose a doubly-regularized…
In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…
We present a novel definition of the reinforcement learning state, actions and reward function that allows a deep Q-network (DQN) to learn to control an optimization hyperparameter. Using Q-learning with experience replay, we train two DQNs…
In this paper, we leverage the rapid advances in imitation learning, a topic of intense recent focus in the Reinforcement Learning (RL) literature, to develop new sample complexity results and performance guarantees for data-driven Model…
Diffusion policies are expressive yet incur high inference latency. Flow Matching (FM) enables one-step generation, but integrating it into Maximum Entropy Reinforcement Learning (MaxEnt RL) is challenging: the optimal policy is an…
As machine learning has moved towards leveraging large models as priors for downstream tasks, the community has debated the right form of prior for solving reinforcement learning (RL) problems. If one were to try to prefetch as much…
Effectively leveraging large, previously collected datasets in reinforcement learning (RL) is a key challenge for large-scale real-world applications. Offline RL algorithms promise to learn effective policies from previously-collected,…
We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…
Consistency models imitate the multi-step sampling of score-based diffusion in a single forward pass of a neural network. They can be learned in two ways: consistency distillation and consistency training. The former relies on the true…
Consistency models have been proposed for fast generative modeling, achieving results competitive with diffusion and flow models. However, these methods exhibit inherent instability and limited reproducibility when training from scratch,…
Recent advancements in offline reinforcement learning (RL) have underscored the capabilities of Conditional Sequence Modeling (CSM), a paradigm that learns the action distribution based on history trajectory and target returns for each…
In this paper, we study the global convergence of model-based and model-free policy gradient descent and natural policy gradient descent algorithms for linear quadratic deep structured teams. In such systems, agents are partitioned into a…
We present a distributional approach to theoretical analyses of reinforcement learning algorithms for constant step-sizes. We demonstrate its effectiveness by presenting simple and unified proofs of convergence for a variety of…
System stabilization via policy gradient (PG) methods has drawn increasing attention in both control and machine learning communities. In this paper, we study their convergence and sample complexity for stabilizing linear time-invariant…
Deep Reinforcement Learning (RL) has considerably advanced over the past decade. At the same time, state-of-the-art RL algorithms require a large computational budget in terms of training time to converge. Recent work has started to…
In recent years, functional linear models have attracted growing attention in statistics and machine learning, with the aim of recovering the slope function or its functional predictor. This paper considers online regularized learning…
Reinforcement learning (RL) with combinatorial action spaces remains challenging because feasible action sets are exponentially large and governed by complex feasibility constraints, making direct policy parameterization impractical.…
We study behavior-regularized reinforcement learning (RL), where regularization toward a reference distribution (the dataset in offline RL or the base model in LLM RL finetuning) is essential to prevent value over-optimization caused by…
Policy iteration is one of the classical frameworks of reinforcement learning, which requires a known initial stabilizing control. However, finding the initial stabilizing control depends on the known system model. To relax this requirement…