Related papers: Constrained Policy Optimization with Cantelli-Boun…
In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in costs in addition to minimizing a standard criterion. Conditional value-at-risk (CVaR) is a relatively new risk measure that…
We study risk-sensitive reinforcement learning in finite discounted MDPs, where a generative model of the MDP is assumed to be available. We consider a family or risk measures called the optimized certainty equivalent (OCE), which includes…
We present a novel algorithm that efficiently computes near-optimal deterministic policies for constrained reinforcement learning (CRL) problems. Our approach combines three key ideas: (1) value-demand augmentation, (2) action-space…
This paper presents the concept of an adaptive safe padding that forces Reinforcement Learning (RL) to synthesise optimal control policies while ensuring safety during the learning process. Policies are synthesised to satisfy a goal,…
Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO), as the widely employed policy based reinforcement learning (RL) methods, are prone to converge to a sub-optimal solution as they limit the policy representation…
Policy gradient methods usually rely on entropy regularization to prevent premature convergence. However, maximizing entropy indiscriminately pushes the policy towards a uniform distribution, often overriding the reward signal if not…
Reinforcement learning (RL) has emerged as a powerful tool for fine-tuning large language models (LLMs) to improve complex reasoning abilities. However, state-of-the-art policy optimization methods often suffer from high computational…
In this paper, we study risk-sensitive Reinforcement Learning (RL), focusing on the objective of Conditional Value at Risk (CVaR) with risk tolerance $\tau$. Starting with multi-arm bandits (MABs), we show the minimax CVaR regret rate is…
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.…
We present a proximal policy optimization (PPO) agent trained through curriculum learning (CL) principles and meticulous reward engineering to optimize a real-world high-throughput waste sorting facility. Our work addresses the challenge of…
In a wide variety of sequential decision making problems, it can be important to estimate the impact of rare events in order to minimize risk exposure. A popular risk measure is the conditional value-at-risk (CVaR), which is commonly…
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)…
In high-stakes machine learning applications, it is crucial to not only perform well on average, but also when restricted to difficult examples. To address this, we consider the problem of training models in a risk-averse manner. We propose…
In the classical Reinforcement Learning (RL) setting, one aims to find a policy that maximizes its expected return. This objective may be inappropriate in safety-critical domains such as healthcare or autonomous driving, where intrinsic…
Primal-dual safe RL methods commonly perform iterations between the primal update of the policy and the dual update of the Lagrange Multiplier. Such a training paradigm is highly susceptible to the error in cumulative cost estimation since…
This paper considers the problem of adapting a predesigned policy, represented by a parameterized function class, from a solution that minimizes a given original cost function to a trade-off solution between minimizing the original…
We study a risk-constrained version of the stochastic shortest path (SSP) problem, where the risk measure considered is Conditional Value-at-Risk (CVaR). We propose two algorithms that obtain a locally risk-optimal policy by employing four…
In this paper, we propose cautious policy programming (CPP), a novel value-based reinforcement learning (RL) algorithm that can ensure monotonic policy improvement during learning. Based on the nature of entropy-regularized RL, we derive a…
Model-based algorithms, which learn a dynamics model from logged experience and perform some sort of pessimistic planning under the learned model, have emerged as a promising paradigm for offline reinforcement learning (offline RL).…
In neural combinatorial optimization (CO), reinforcement learning (RL) can turn a deep neural net into a fast, powerful heuristic solver of NP-hard problems. This approach has a great potential in practical applications because it allows…