Related papers: Success Conditioning as Policy Improvement: The Op…
Standard reinforcement learning methods aim to master one way of solving a task whereas there may exist multiple near-optimal policies. Being able to identify this collection of near-optimal policies can allow a domain expert to efficiently…
Optimization of complex functions, such as the output of computer simulators, is a difficult task that has received much attention in the literature. A less studied problem is that of optimization under unknown constraints, i.e., when the…
Image-based reinforcement learning (RL) faces significant challenges in generalization when the visual environment undergoes substantial changes between training and deployment. Under such circumstances, learned policies may not perform…
Policy optimization is among the most popular and successful reinforcement learning algorithms, and there is increasing interest in understanding its theoretical guarantees. In this work, we initiate the study of policy optimization for the…
We present an algorithm for local, regularized, policy improvement in reinforcement learning (RL) that allows us to formulate model-based and model-free variants in a single framework. Our algorithm can be interpreted as a natural extension…
This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…
The idea of iterative process optimization based on collected output measurements, or "real-time optimization" (RTO), has gained much prominence in recent decades, with many RTO algorithms being proposed, researched, and developed. While…
A precondition for the deployment of a Reinforcement Learning agent to a real-world system is to provide guarantees on the learning process. While a learning algorithm will eventually converge to a good policy, there are no guarantees on…
We consider a popular family of constrained optimization problems arising in machine learning that involve optimizing a non-decomposable evaluation metric with a certain thresholded form, while constraining another metric of interest.…
In this paper, we study a few challenging theoretical and numerical issues on the well known trust region policy optimization for deep reinforcement learning. The goal is to find a policy that maximizes the total expected reward when the…
We study automated intrusion prevention using reinforcement learning. In a novel approach, we formulate the problem of intrusion prevention as an optimal stopping problem. This formulation allows us insight into the structure of the optimal…
Learning to evaluate and improve policies is a core problem of Reinforcement Learning (RL). Traditional RL algorithms learn a value function defined for a single policy. A recently explored competitive alternative is to learn a single value…
On-policy reinforcement learning methods, like Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO), often demand extensive data per update, leading to sample inefficiency. This paper introduces Reflective Policy…
Predictive models are often deployed through existing decision policies that stakeholders are reluctant to change unless a risk constraint requires intervention. We study risk-controlled post-processing: given a deterministic baseline…
We describe an iterative procedure for optimizing policies, with guaranteed monotonic improvement. By making several approximations to the theoretically-justified procedure, we develop a practical algorithm, called Trust Region Policy…
Science and technology have a growing need for effective mechanisms that ensure reliable, controlled performance from black-box machine learning algorithms. These performance guarantees should ideally hold conditionally on the input-that is…
This paper draws on diverse areas of computer science to develop a unified view of computation: (1) Optimization in operations research, where a numerical objective function is maximized under constraints, is generalized from the numerical…
We study the problem of learning a good search policy for combinatorial search spaces. We propose retrospective imitation learning, which, after initial training by an expert, improves itself by learning from \textit{retrospective…
A fundamental challenge in reinforcement learning is to learn policies that generalize beyond the operating domains experienced during training. In this paper, we approach this challenge through the following invariance principle: an agent…
Practitioners often use data from a randomized controlled trial to learn a treatment assignment policy that can be deployed on a target population. A recurring concern in doing so is that, even if the randomized trial was well-executed…