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In light of the inherently complex and dynamic nature of real-world environments, incorporating risk measures is crucial for the robustness evaluation of deep learning models. In this work, we propose a Risk-Averse Certification framework…

Machine Learning · Computer Science 2024-12-02 Xiyue Zhang , Zifan Wang , Yulong Gao , Licio Romao , Alessandro Abate , Marta Kwiatkowska

We describe a new approach for managing aleatoric uncertainty in the Reinforcement Learning (RL) paradigm. Instead of selecting actions according to a single statistic, we propose a distributional method based on the second-order stochastic…

Machine Learning · Computer Science 2020-10-08 John D. Martin , Michal Lyskawinski , Xiaohu Li , Brendan Englot

The literature on Inverse Reinforcement Learning (IRL) typically assumes that humans take actions in order to minimize the expected value of a cost function, i.e., that humans are risk neutral. Yet, in practice, humans are often far from…

Artificial Intelligence · Computer Science 2018-03-23 Sumeet Singh , Jonathan Lacotte , Anirudha Majumdar , Marco Pavone

Deep learning has enjoyed much recent success, and applying state-of-the-art model learning methods to controls is an exciting prospect. However, there is a strong reluctance to use these methods on safety-critical systems, which have…

Systems and Control · Electrical Eng. & Systems 2021-07-06 David D. Fan , Jennifer Nguyen , Rohan Thakker , Nikhilesh Alatur , Ali-akbar Agha-mohammadi , Evangelos A. Theodorou

Safe reinforcement learning (RL) that solves constraint-satisfactory policies provides a promising way to the broader safety-critical applications of RL in real-world problems such as robotics. Among all safe RL approaches, model-based…

Robotics · Computer Science 2022-10-17 Dongjie Yu , Wenjun Zou , Yujie Yang , Haitong Ma , Shengbo Eben Li , Jingliang Duan , Jianyu Chen

Robust reinforcement learning (RL) is to find a policy that optimizes the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on model-free robust RL, where the uncertainty set is defined to be centering at a…

Machine Learning · Computer Science 2021-10-29 Yue Wang , Shaofeng Zou

In this paper we consider the basic version of Reinforcement Learning (RL) that involves computing optimal data driven (adaptive) policies for Markovian decision process with unknown transition probabilities. We provide a brief survey of…

Machine Learning · Computer Science 2019-09-16 Wesley Cowan , Michael N. Katehakis , Daniel Pirutinsky

Inverse reinforcement learning (IRL) methods infer an agent's reward function using demonstrations of expert behavior. A Bayesian IRL approach models a distribution over candidate reward functions, capturing a degree of uncertainty in the…

Machine Learning · Computer Science 2025-07-04 Aishwarya Mandyam , Didong Li , Jiayu Yao , Diana Cai , Andrew Jones , Barbara E. Engelhardt

In real scenarios, state observations that an agent observes may contain measurement errors or adversarial noises, misleading the agent to take suboptimal actions or even collapse while training. In this paper, we study the training…

Machine Learning · Computer Science 2023-06-23 Ke Sun , Yingnan Zhao , Shangling Jui , Linglong Kong

Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…

Machine Learning · Computer Science 2023-11-21 Ukjo Hwang , Songnam Hong

Robustness is important for sequential decision making in a stochastic dynamic environment with uncertain probabilistic parameters. We address the problem of using robust MDPs (RMDPs) to compute policies with provable worst-case guarantees…

Machine Learning · Computer Science 2018-11-16 Reazul Hasan Russel , Marek Petrik

This paper considers robust Markov decision processes under parametric transition distributions. We assume that the true transition distribution is uniquely specified by some parametric distribution, and explicitly enforce that the…

Optimization and Control · Mathematics 2022-11-24 Ben Black , Trivikram Dokka , Christopher Kirkbride

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

Robust reinforcement learning is essential for deploying reinforcement learning algorithms in real-world scenarios where environmental uncertainty predominates. Traditional robust reinforcement learning often depends on rectangularity…

Machine Learning · Computer Science 2024-06-13 Adil Zouitine , David Bertoin , Pierre Clavier , Matthieu Geist , Emmanuel Rachelson

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Reinforcement Learning (RL) has shown exceptional performance across various applications, enabling autonomous agents to learn optimal policies through interaction with their environments. However, traditional RL frameworks often face…

Machine Learning · Computer Science 2025-09-03 Rui Liu , Anish Gupta , Erfaun Noorani , Pratap Tokekar

Safe Reinforcement Learning (RL) is crucial for achieving high performance while ensuring safety in real-world applications. However, the complex interplay of multiple uncertainty sources in real environments poses significant challenges…

Machine Learning · Computer Science 2026-03-17 Xu Wan , Chao Yang , Cheng Yang , Jie Song , Mingyang Sun

Bayesian policy reuse (BPR) is a general policy transfer framework for selecting a source policy from an offline library by inferring the task belief based on some observation signals and a trained observation model. In this paper, we…

Machine Learning · Computer Science 2023-07-14 Jinmei Liu , Zhi Wang , Chunlin Chen , Daoyi Dong

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

Reinforcement learning (RL) agents need to be robust to variations in safety-critical environments. While system identification methods provide a way to infer the variation from online experience, they can fail in settings where fast…

Machine Learning · Computer Science 2022-03-07 Annie Xie , Shagun Sodhani , Chelsea Finn , Joelle Pineau , Amy Zhang
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