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Quantifying uncertainty about a policy's long-term performance is important to solve sequential decision-making tasks. We study the problem from a model-based Bayesian reinforcement learning perspective, where the goal is to learn the…

Machine Learning · Computer Science 2024-09-04 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

Federated reinforcement learning typically aggregates value functions or policies by parameter averaging, which emphasizes expected return and can obscure statistical multimodality and tail behavior that matter in safety-critical settings.…

Machine Learning · Computer Science 2026-03-19 David Millard , Cecilia Alm , Rashid Ali , Pengcheng Shi , Ali Baheri

We present a distributional approach to theoretical analyses of reinforcement learning algorithms for constant step-sizes. We demonstrate its effectiveness by presenting simple and unified proofs of convergence for a variety of…

Machine Learning · Computer Science 2020-03-30 Philip Amortila , Doina Precup , Prakash Panangaden , Marc G. Bellemare

This paper is concerned with functional learning by utilizing two-stage sampled distribution regression. We study a multi-penalty regularization algorithm for distribution regression under the framework of learning theory. The algorithm…

Machine Learning · Computer Science 2023-11-30 Zhan Yu , Daniel W. C. Ho

Kernel mean embeddings, a widely used technique in machine learning, map probability distributions to elements of a reproducing kernel Hilbert space (RKHS). For supervised learning problems, where input-output pairs are observed, the…

Machine Learning · Statistics 2024-10-24 Ambrus Tamás , Balázs Csanád Csáji

Distributional reinforcement learning (RL) has proven useful in multiple benchmarks as it enables approximating the full distribution of returns and extracts rich feedback from environment samples. The commonly used quantile regression…

Machine Learning · Computer Science 2025-05-27 Sami Jullien , Romain Deffayet , Jean-Michel Renders , Paul Groth , Maarten de Rijke

This paper introduces novel Bellman mappings (B-Maps) for value iteration (VI) in distributed reinforcement learning (DRL), where agents are deployed over an undirected, connected graph/network with arbitrary topology -- but without a…

Machine Learning · Computer Science 2025-10-09 Yuki Akiyama , Konstantinos Slavakis

In many real-world settings, reinforcement learning systems suffer performance degradation when the environment encountered at deployment differs from that observed during training. Distributionally robust reinforcement learning (DR-RL)…

Machine Learning · Computer Science 2026-03-05 Debamita Ghosh , George K. Atia , Yue Wang

Learning with an objective to minimize the mismatch with a reference distribution has been shown to be useful for generative modeling and imitation learning. In this paper, we investigate whether one such objective, the Wasserstein-1…

Machine Learning · Computer Science 2021-10-29 Ishan Durugkar , Mauricio Tec , Scott Niekum , Peter Stone

Distributional reinforcement learning (DRL) studies the evolution of full return distributions under Bellman updates rather than focusing on expected values. A classical result is that the distributional Bellman operator is contractive…

Machine Learning · Computer Science 2026-03-16 Keru Wang , Yixin Deng , Yao Lyu , Stephen Redmond , Shengbo Eben Li

Reinforcement learning (RL) struggles to scale to large, combinatorial action spaces common in many real-world problems. This paper introduces a novel framework for training discrete diffusion models as highly effective policies in these…

Machine Learning · Computer Science 2026-05-21 Haitong Ma , Ofir Nabati , Aviv Rosenberg , Bo Dai , Oran Lang , Craig Boutilier , Na Li , Shie Mannor , Lior Shani , Guy Tenneholtz

This study addresses the problem of selecting dynamically, at each time instance, the ``optimal'' p-norm to combat outliers in linear adaptive filtering without any knowledge on the potentially time-varying probability distribution function…

Signal Processing · Electrical Eng. & Systems 2022-10-24 Minh Vu , Yuki Akiyama , Konstantinos Slavakis

Reinforcement learning (RL) is a framework to optimize a control policy using rewards that are revealed by the system as a response to a control action. In its standard form, RL involves a single agent that uses its policy to accomplish a…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Juan Cervino , Juan Andres Bazerque , Miguel Calvo-Fullana , Alejandro Ribeiro

Kernel mean embedding (KME) is a powerful tool to analyze probability measures for data, where the measures are conventionally embedded into a reproducing kernel Hilbert space (RKHS). In this paper, we generalize KME to that of von…

Machine Learning · Statistics 2020-07-30 Yuka Hashimoto , Isao Ishikawa , Masahiro Ikeda , Fuyuta Komura , Yoshinobu Kawahara

Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…

Machine Learning · Computer Science 2021-10-28 Mete Kemertas , Tristan Aumentado-Armstrong

The distributional reinforcement learning (RL) approach advocates for representing the complete probability distribution of the random return instead of only modelling its expectation. A distributional RL algorithm may be characterised by…

Machine Learning · Computer Science 2023-03-20 Thibaut Théate , Antoine Wehenkel , Adrien Bolland , Gilles Louppe , Damien Ernst

In this paper, we focus on the problem of inferring the underlying reward function of an expert given demonstrations, which is often referred to as inverse reinforcement learning (IRL). In particular, we propose a model-free density-based…

Robotics · Computer Science 2016-10-03 Sungjoon Choi , Kyungjae Lee , Andy Park , Songhwai Oh

This paper introduces a solution to the problem of selecting dynamically (online) the ``optimal'' p-norm to combat outliers in linear adaptive filtering without any knowledge on the probability density function of the outliers. The proposed…

Machine Learning · Computer Science 2022-10-24 Yuki Akiyama , Minh Vu , Konstantinos Slavakis

This paper presents a kernel-based discriminative learning framework on probability measures. Rather than relying on large collections of vectorial training examples, our framework learns using a collection of probability distributions that…

Machine Learning · Statistics 2013-01-15 Krikamol Muandet , Kenji Fukumizu , Francesco Dinuzzo , Bernhard Schölkopf

The distribution regression problem encompasses many important statistics and machine learning tasks, and arises in a large range of applications. Among various existing approaches to tackle this problem, kernel methods have become a method…

Statistics Theory · Mathematics 2025-09-22 François Bachoc , Louis Béthune , Alberto González-Sanz , Jean-Michel Loubes