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The empirical success of distributional reinforcement learning (RL) highly relies on the choice of distribution divergence equipped with an appropriate distribution representation. In this paper, we propose \textit{Sinkhorn distributional…

Machine Learning · Computer Science 2024-10-16 Ke Sun , Yingnan Zhao , Wulong Liu , Bei Jiang , Linglong Kong

A Hilbert space embedding of a distribution---in short, a kernel mean embedding---has recently emerged as a powerful tool for machine learning and inference. The basic idea behind this framework is to map distributions into a reproducing…

Machine Learning · Statistics 2020-12-15 Krikamol Muandet , Kenji Fukumizu , Bharath Sriperumbudur , Bernhard Schölkopf

The kernel mean embedding of probability distributions is commonly used in machine learning as an injective mapping from distributions to functions in an infinite dimensional Hilbert space. It allows us, for example, to define a distance…

Quantum Physics · Physics 2019-12-24 Jonas M. Kübler , Krikamol Muandet , Bernhard Schölkopf

We propose a novel algorithmic framework for distributional reinforcement learning, based on learning finite-dimensional mean embeddings of return distributions. We derive several new algorithms for dynamic programming and…

Conventional off-policy reinforcement learning (RL) focuses on maximizing the expected return of scalar rewards. Distributional RL (DRL), in contrast, studies the distribution of returns with the distributional Bellman operator in a…

Machine Learning · Statistics 2024-08-15 Dong Neuck Lee , Michael R. Kosorok

The recently proposed distributional approach to reinforcement learning (DiRL) is centered on learning the distribution of the reward-to-go, often referred to as the value distribution. In this work, we show that the distributional Bellman…

Machine Learning · Computer Science 2018-08-07 Dror Freirich , Ron Meir , Aviv Tamar

A nonparametric approach for policy learning for POMDPs is proposed. The approach represents distributions over the states, observations, and actions as embeddings in feature spaces, which are reproducing kernel Hilbert spaces.…

Machine Learning · Computer Science 2012-10-19 Yu Nishiyama , Abdeslam Boularias , Arthur Gretton , Kenji Fukumizu

Learning a predictive model of the mean return, or value function, plays a critical role in many reinforcement learning algorithms. Distributional reinforcement learning (DRL) has been shown to improve performance by modeling the value…

Machine Learning · Computer Science 2025-07-08 Ju-Seung Byun , Andrew Perrault

The problem of learning functions over spaces of probabilities - or distribution regression - is gaining significant interest in the machine learning community. A key challenge behind this problem is to identify a suitable representation…

Machine Learning · Statistics 2022-06-20 Dimitri Meunier , Massimiliano Pontil , Carlo Ciliberto

We propose a general framework for policy representation for reinforcement learning tasks. This framework involves finding a low-dimensional embedding of the policy on a reproducing kernel Hilbert space (RKHS). The usage of RKHS based…

Machine Learning · Computer Science 2020-10-16 Bogdan Mazoure , Thang Doan , Tianyu Li , Vladimir Makarenkov , Joelle Pineau , Doina Precup , Guillaume Rabusseau

This paper presents a distance-based discriminative framework for learning with probability distributions. Instead of using kernel mean embeddings or generalized radial basis kernels, we introduce embeddings based on dissimilarity of…

Machine Learning · Computer Science 2018-11-16 Alain Rakotomamonjy , Abraham Traoré , Maxime Berar , Rémi Flamary , Nicolas Courty

We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…

Machine Learning · Statistics 2024-07-22 Julian Gerstenberg , Ralph Neininger , Denis Spiegel

We consider the regret minimization problem in reinforcement learning (RL) in the episodic setting. In many real-world RL environments, the state and action spaces are continuous or very large. Existing approaches establish regret…

Machine Learning · Computer Science 2022-06-29 Sayak Ray Chowdhury , Rafael Oliveira

Kernel mean embeddings are a popular tool that consists in representing probability measures by their infinite-dimensional mean embeddings in a reproducing kernel Hilbert space. When the kernel is characteristic, mean embeddings can be used…

Machine Learning · Computer Science 2021-06-29 Boris Muzellec , Francis Bach , Alessandro Rudi

We propose a new, nonparametric approach to estimating the value function in reinforcement learning. This approach makes use of a recently developed representation of conditional distributions as functions in a reproducing kernel Hilbert…

Machine Learning · Computer Science 2012-10-19 Steffen Grünewälder , Luca Baldassarre , Massimiliano Pontil , Arthur Gretton , Guy Lever

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

Kernel mean embeddings have recently attracted the attention of the machine learning community. They map measures $\mu$ from some set $M$ to functions in a reproducing kernel Hilbert space (RKHS) with kernel $k$. The RKHS distance of two…

Machine Learning · Statistics 2019-12-18 Carl-Johann Simon-Gabriel , Bernhard Schölkopf

Embedding probability distributions into reproducing kernel Hilbert spaces (RKHS) has enabled powerful nonparametric methods such as the maximum mean discrepancy (MMD), a statistical distance with strong theoretical and computational…

Machine Learning · Statistics 2025-05-28 Masha Naslidnyk , Siu Lun Chau , François-Xavier Briol , Krikamol Muandet

We present a novel distributionally robust framework for dynamic programming that uses kernel methods to design feedback control policies. Specifically, we leverage kernel mean embedding to map the transition probabilities governing the…

Systems and Control · Electrical Eng. & Systems 2023-12-20 Licio Romao , Ashish R. Hota , Alessandro Abate

We consider the problem of learning a control policy that is robust against the parameter mismatches between the training environment and testing environment. We formulate this as a distributionally robust reinforcement learning (DR-RL)…

Machine Learning · Computer Science 2023-05-23 Zaiyan Xu , Kishan Panaganti , Dileep Kalathil
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