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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 RL. At the…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

We consider distributed multitask learning problems over a network of agents where each agent is interested in estimating its own parameter vector, also called task, and where the tasks at neighboring agents are related according to a set…

Multiagent Systems · Computer Science 2017-10-11 Roula Nassif , Cédric Richard , André Ferrari , Ali H. Sayed

The diffusion bridge, which is a diffusion process conditioned on hitting a specific state within a finite period, has found broad applications in various scientific and engineering fields. However, simulating diffusion bridges for modeling…

Machine Learning · Computer Science 2025-05-02 Gefan Yang , Elizabeth Louise Baker , Michael L. Severinsen , Christy Anna Hipsley , Stefan Sommer

Offline Reinforcement learning is commonly used for sequential decision-making in domains such as healthcare and education, where the rewards are known and the transition dynamics $T$ must be estimated on the basis of batch data. A key…

Machine Learning · Computer Science 2023-08-10 Leo Benac , Sonali Parbhoo , Finale Doshi-Velez

Diffusion models have shown promising generative capabilities across diverse domains, yet aligning their outputs with desired reward functions remains a challenge, particularly in cases where reward functions are non-differentiable. Some…

Machine Learning · Computer Science 2025-06-04 Xiner Li , Masatoshi Uehara , Xingyu Su , Gabriele Scalia , Tommaso Biancalani , Aviv Regev , Sergey Levine , Shuiwang Ji

This paper investigates the problem of distributed stochastic approximation in multi-agent systems. The algorithm under study consists of two steps: a local stochastic approximation step and a diffusion step which drives the network to a…

Multiagent Systems · Computer Science 2014-10-28 Gemma Morral , Pascal Bianchi , Gersende Fort

Diffusion models have attained prominence for their ability to synthesize a probability distribution for a given dataset via a diffusion process, enabling the generation of new data points with high fidelity. However, diffusion processes…

Machine Learning · Computer Science 2024-11-25 Shervin Khalafi , Dongsheng Ding , Alejandro Ribeiro

Learning rewards from expert videos offers an affordable and effective solution to specify the intended behaviors for reinforcement learning (RL) tasks. In this work, we propose Diffusion Reward, a novel framework that learns rewards from…

Machine Learning · Computer Science 2024-08-12 Tao Huang , Guangqi Jiang , Yanjie Ze , Huazhe Xu

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

Diffusion models have demonstrated empirical successes in various applications and can be adapted to task-specific needs via guidance. This paper studies a form of gradient guidance for adapting a pre-trained diffusion model towards…

Machine Learning · Statistics 2024-10-17 Yingqing Guo , Hui Yuan , Yukang Yang , Minshuo Chen , Mengdi Wang

Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…

Machine Learning · Computer Science 2022-02-01 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

Artificial neural networks, especially recent diffusion-based models, have shown remarkable superiority in gaming, control, and QA systems, where the training tasks' datasets are usually static. However, in real-world applications, such as…

Machine Learning · Computer Science 2025-01-16 Jifeng Hu , Li Shen , Sili Huang , Zhejian Yang , Hechang Chen , Lichao Sun , Yi Chang , Dacheng Tao

Discretization based approaches to solving online reinforcement learning problems have been studied extensively in practice on applications ranging from resource allocation to cache management. Two major questions in designing…

Machine Learning · Statistics 2024-09-30 Sean R. Sinclair , Siddhartha Banerjee , Christina Lee Yu

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

Active inference has emerged as an alternative approach to control problems given its intuitive (probabilistic) formalism. However, despite its theoretical utility, computational implementations have largely been restricted to…

Machine Learning · Computer Science 2022-03-01 Aswin Paul , Noor Sajid , Manoj Gopalkrishnan , Adeel Razi

Motivated by the recent applications of game-theoretical learning techniques to the design of distributed control systems, we study a class of control problems that can be formulated as potential games with continuous action sets, and we…

Optimization and Control · Mathematics 2014-12-03 Steven Perkins , Panayotis Mertikopoulos , David S. Leslie

Adversarial Imitation Learning is traditionally framed as a two-player zero-sum game between a learner and an adversarially chosen cost function, and can therefore be thought of as the sequential generalization of a Generative Adversarial…

Machine Learning · Computer Science 2025-03-04 Runzhe Wu , Yiding Chen , Gokul Swamy , Kianté Brantley , Wen Sun

Sparse-reward domains are challenging for reinforcement learning algorithms since significant exploration is needed before encountering reward for the first time. Hierarchical reinforcement learning can facilitate exploration by reducing…

Machine Learning · Computer Science 2020-11-13 Lorenzo Steccanella , Simone Totaro , Damien Allonsius , Anders Jonsson

Diffusion models have risen as a promising approach to data-driven planning, and have demonstrated impressive robotic control, reinforcement learning, and video planning performance. Given an effective planner, an important question to…

Robotics · Computer Science 2023-10-17 Siyuan Zhou , Yilun Du , Shun Zhang , Mengdi Xu , Yikang Shen , Wei Xiao , Dit-Yan Yeung , Chuang Gan

This paper presents a class of Dynamic Multi-Armed Bandit problems where the reward can be modeled as the noisy output of a time varying linear stochastic dynamic system that satisfies some boundedness constraints. The class allows many…

Machine Learning · Computer Science 2017-10-10 T. W. U. Madhushani , D. H. S. Maithripala , N. E. Leonard
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