English
Related papers

Related papers: Extreme Value Policy Optimization for Safe Reinfor…

200 papers

Reinforcement Learning with Verifiable Rewards (RLVR) has become the standard paradigm for LLM mathematical reasoning, where Group Relative Policy Optimization (GRPO) serves as the mainstream algorithm. We point out two understudied…

Artificial Intelligence · Computer Science 2026-05-14 Mingxiong Lin , Zhangquan Gong , Maowen Tang , Qian Li , Chuangchuang Wang , Jian Ma , Sutian Huang , Kai Tang , Haonan Lu

Despite the many recent advances in reinforcement learning (RL), the question of learning policies that robustly satisfy state constraints under unknown disturbances remains open. In this paper, we offer a new perspective on achieving…

Machine Learning · Computer Science 2025-12-23 Pierre-François Massiani , Alexander von Rohr , Lukas Haverbeck , Sebastian Trimpe

Envisioned application areas for reinforcement learning (RL) include autonomous driving, precision agriculture, and finance, which all require RL agents to make decisions in the real world. A significant challenge hindering the adoption of…

Machine Learning · Computer Science 2025-01-20 Dominik Baumann , Erfaun Noorani , James Price , Ole Peters , Colm Connaughton , Thomas B. Schön

Action-constrained reinforcement learning (RL) is a widely-used approach in various real-world applications, such as scheduling in networked systems with resource constraints and control of a robot with kinematic constraints. While the…

Machine Learning · Computer Science 2021-08-03 Jyun-Li Lin , Wei Hung , Shang-Hsuan Yang , Ping-Chun Hsieh , Xi Liu

Reinforcement learning (RL) has become a central component of post-training for large language models (LLMs), particularly for complex reasoning tasks that require stable optimization over long generation horizons. However, achieving…

Machine Learning · Computer Science 2026-02-17 Yuepeng Sheng , Yuwei Huang , Shuman Liu , Anxiang Zeng , Haibo Zhang

We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…

Optimization and Control · Mathematics 2024-01-02 Dongsheng Ding , Zhengyan Huan , Alejandro Ribeiro

Conventional methods for extreme event estimation rely on well-chosen parametric models asymptotically justified from extreme value theory (EVT). These methods, while powerful and theoretically grounded, could however encounter a difficult…

Methodology · Statistics 2023-01-05 Yuanlu Bai , Henry Lam , Xinyu Zhang

Risk-sensitive reinforcement learning (RL) aims to optimize policies that balance the expected reward and risk. In this paper, we present a novel risk-sensitive RL framework that employs an Iterated Conditional Value-at-Risk (CVaR)…

Machine Learning · Computer Science 2023-12-05 Yu Chen , Yihan Du , Pihe Hu , Siwei Wang , Desheng Wu , Longbo Huang

This paper aims to solve a safe reinforcement learning (RL) problem with risk measure-based constraints. As risk measures, such as conditional value at risk (CVaR), focus on the tail distribution of cost signals, constraining risk measures…

Machine Learning · Computer Science 2023-12-04 Dohyeong Kim , Songhwai Oh

The goal of this paper is to develop distributionally robust optimization (DRO) estimators, specifically for multidimensional Extreme Value Theory (EVT) statistics. EVT supports using semi-parametric models called max-stable distributions…

Machine Learning · Statistics 2024-08-02 Patrick Kuiper , Ali Hasan , Wenhao Yang , Yuting Ng , Hoda Bidkhori , Jose Blanchet , Vahid Tarokh

The masses of data now available have opened up the prospect of discovering weak signals using machine-learning algorithms, with a view to predictive or interpretation tasks. As this survey of recent results attempts to show, bringing…

Statistics Theory · Mathematics 2026-05-06 Stephan Clémençon , Anne Sabourin

A key aspect of Safe Reinforcement Learning (Safe RL) involves estimating the constraint condition for the next policy, which is crucial for guiding the optimization of safe policy updates. However, the existing Advantage-based Estimation…

Machine Learning · Computer Science 2024-12-17 Juntao Dai , Yaodong Yang , Qian Zheng , Gang Pan

It is challenging for reinforcement learning (RL) algorithms to succeed in real-world applications like financial trading and logistic system due to the noisy observation and environment shifting between training and evaluation. Thus, it…

Machine Learning · Computer Science 2022-05-20 Zhengyu Yang , Kan Ren , Xufang Luo , Minghuan Liu , Weiqing Liu , Jiang Bian , Weinan Zhang , Dongsheng Li

Constrained optimization provides a common framework for dealing with conflicting objectives in reinforcement learning (RL). In most of these settings, the objectives (and constraints) are expressed though the expected accumulated reward.…

Machine Learning · Computer Science 2025-12-03 Jane H. Lee , Baturay Saglam , Spyridon Pougkakiotis , Amin Karbasi , Dionysis Kalogerias

Evolutionary Reinforcement Learning (EvoRL) has emerged as a promising approach to overcoming the limitations of traditional reinforcement learning (RL) by integrating the Evolutionary Computation (EC) paradigm with RL. However, the…

Neural and Evolutionary Computing · Computer Science 2025-07-22 Bowen Zheng , Ran Cheng , Kay Chen Tan

Several works have addressed the problem of incorporating constraints in the reinforcement learning (RL) framework, however majority of them can only guarantee the satisfaction of soft constraints. In this work, we address the problem of…

Machine Learning · Computer Science 2020-06-16 Kwangyeon Kim , Akshita Gupta , Hong-Cheol Choi , Inseok Hwang

Safe Reinforcement Learning (Safe RL) aims to train an RL agent to maximize its performance in real-world environments while adhering to safety constraints, as exceeding safety violation limits can result in severe consequences. In this…

Machine Learning · Computer Science 2025-04-07 Hanping Zhang , Yuhong Guo

Reinforcement Learning (RL) algorithms have shown tremendous success in simulation environments, but their application to real-world problems faces significant challenges, with safety being a major concern. In particular, enforcing…

Machine Learning · Computer Science 2024-06-19 Weiye Zhao , Rui Chen , Yifan Sun , Tianhao Wei , Changliu Liu

Policy evaluation is a core component of many reinforcement learning (RL) algorithms and a critical tool for ensuring safe deployment of RL policies. However, existing policy evaluation methods often suffer from high variance or bias. To…

Artificial Intelligence · Computer Science 2026-03-23 Shripad Vilasrao Deshmukh , Will Schwarzer , Scott Niekum

In reinforcement learning, classic on-policy evaluation methods often suffer from high variance and require massive online data to attain the desired accuracy. Previous studies attempt to reduce evaluation variance by searching for or…

Machine Learning · Computer Science 2025-03-21 Claire Chen , Shuze Daniel Liu , Shangtong Zhang