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An agent must try new behaviors to explore and improve. In high-stakes environments, an agent that violates safety constraints may cause harm and must be taken offline, curtailing any future interaction. Imitating old behavior is safe, but…

Artificial Intelligence · Computer Science 2026-04-17 Drew Prinster , Clara Fannjiang , Ji Won Park , Kyunghyun Cho , Anqi Liu , Suchi Saria , Samuel Stanton

Algorithmic recommendations and decisions have become ubiquitous in today's society. Many of these data-driven policies, especially in the realm of public policy, are based on known, deterministic rules to ensure their transparency and…

Machine Learning · Statistics 2025-04-02 Eli Ben-Michael , D. James Greiner , Kosuke Imai , Zhichao Jiang

Why do reinforcement learning (RL) policies fail or succeed? This is a challenging question due to the complex, high-dimensional nature of agent-environment interactions. In this work, we take a causal perspective on explaining the behavior…

Machine Learning · Statistics 2025-07-22 Armin Kekić , Jan Schneider , Dieter Büchler , Bernhard Schölkopf , Michel Besserve

In this paper, we consider the problem of learning safe policies for probabilistic-constrained reinforcement learning (RL). Specifically, a safe policy or controller is one that, with high probability, maintains the trajectory of the agent…

Machine Learning · Computer Science 2024-03-14 Weiqin Chen , Dharmashankar Subramanian , Santiago Paternain

In the era of deep reinforcement learning, making progress is more complex, as the collected experience must be compressed into a deep model for future exploitation and sampling. Many papers have shown that training a deep learning policy…

Machine Learning · Computer Science 2025-08-05 Glen Berseth

The objective in a traditional reinforcement learning (RL) problem is to find a policy that optimizes the expected value of a performance metric such as the infinite-horizon cumulative discounted or long-run average cost/reward. In…

Machine Learning · Computer Science 2022-05-25 Prashanth L. A. , Michael Fu

There has been a surge of recent interest in automatically learning policies to target treatment decisions based on rich individual covariates. In addition, practitioners want confidence that the learned policy has better performance than…

Machine Learning · Statistics 2026-02-10 Hamsa Bastani , Osbert Bastani , Bryce McLaughlin

Our goal is to compute a policy that guarantees improved return over a baseline policy even when the available MDP model is inaccurate. The inaccurate model may be constructed, for example, by system identification techniques when the true…

Optimization and Control · Mathematics 2015-06-17 Yinlam Chow , Marek Petrik , Mohammad Ghavamzadeh

In Reinforcement Learning (abbreviated as RL), an agent interacts with the environment via a set of possible actions, and a reward is generated from some unknown distribution. The task here is to find an optimal set of actions such that the…

Machine Learning · Computer Science 2025-07-21 Aditi Anand , Suman Banerjee , Dildar Ali

We develop a neural-network framework for multi-period risk--reward stochastic control problems with constrained two-step feedback policies that may be discontinuous in the state. We allow a broad class of objectives built on a…

Computational Finance · Quantitative Finance 2026-03-09 Chang Chen , Duy-Minh Dang

We study the problem of Safe Policy Improvement (SPI) under constraints in the offline Reinforcement Learning (RL) setting. We consider the scenario where: (i) we have a dataset collected under a known baseline policy, (ii) multiple reward…

Machine Learning · Computer Science 2021-11-01 Harsh Satija , Philip S. Thomas , Joelle Pineau , Romain Laroche

We study reinforcement learning (RL) in the setting of continuous time and space, for an infinite horizon with a discounted objective and the underlying dynamics driven by a stochastic differential equation. Built upon recent advances in…

Machine Learning · Computer Science 2023-10-19 Hanyang Zhao , Wenpin Tang , David D. Yao

Inference-time computation offers a powerful axis for scaling the performance of language models. However, naively increasing computation in techniques like Best-of-N sampling can lead to performance degradation due to reward hacking.…

Artificial Intelligence · Computer Science 2025-04-09 Audrey Huang , Adam Block , Qinghua Liu , Nan Jiang , Akshay Krishnamurthy , Dylan J. Foster

This paper studies chance-constrained stochastic optimization problems with finite support. It presents an iterative method that solves reduced-size chance-constrained models obtained by partitioning the scenario set. Each reduced problem…

Optimization and Control · Mathematics 2024-11-26 Marius Roland , Alexandre Forel , Thibaut Vidal

The problem of constrained reinforcement learning (CRL) holds significant importance as it provides a framework for addressing critical safety satisfaction concerns in the field of reinforcement learning (RL). However, with the introduction…

Machine Learning · Computer Science 2023-05-24 Chengbin Xuan , Feng Zhang , Faliang Yin , Hak-Keung Lam

Direct optimization is an appealing framework that replaces integration with optimization of a random objective for approximating gradients in models with discrete random variables. A$^\star$ sampling is a framework for optimizing such…

Machine Learning · Computer Science 2020-10-26 Guy Lorberbom , Chris J. Maddison , Nicolas Heess , Tamir Hazan , Daniel Tarlow

Policy evaluation estimates the performance of a policy by (1) collecting data from the environment and (2) processing raw data into a meaningful estimate. Due to the sequential nature of reinforcement learning, any improper data-collecting…

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

Reinforcement Learning, particularly through policy gradient methods, has played a central role in enabling reasoning capabilities of Large Language Models. However, the optimization stability of policy gradients in this setting remains…

Machine Learning · Computer Science 2026-03-03 Luckeciano C. Melo , Alessandro Abate , Yarin Gal

Safety is the priority concern when applying reinforcement learning (RL) algorithms to real-world control problems. While policy iteration provides a fundamental algorithm for standard RL, an analogous theoretical algorithm for safe RL…

Machine Learning · Computer Science 2025-03-14 Yujie Yang , Zhilong Zheng , Shengbo Eben Li , Wei Xu , Jingjing Liu , Xianyuan Zhan , Ya-Qin Zhang

We present a new method for generating confidence sets within the split conformal prediction framework. Our method performs a trainable transformation of any given conformity score to improve conditional coverage while ensuring exact…