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Deep reinforcement learning (DRL) has recently shown its success in tackling complex combinatorial optimization problems. When these problems are extended to multiobjective ones, it becomes difficult for the existing DRL approaches to…
Bilevel optimization is a central tool in machine learning for high-dimensional hyperparameter tuning. Its applications are vast; for instance, in imaging it can be used for learning data-adaptive regularizers and optimizing forward…
In recent years, Reinforcement Learning (RL) has been applied to real-world problems with increasing success. Such applications often require to put constraints on the agent's behavior. Existing algorithms for constrained RL (CRL) rely on…
In real-world tasks, reinforcement learning (RL) agents frequently encounter situations that are not present during training time. To ensure reliable performance, the RL agents need to exhibit robustness against worst-case situations. The…
We consider problems in sequential decision making with natural multi-level structure, where sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure has remained a…
Stochastic gradient descent (SGD), which updates the model parameters by adding a local gradient times a learning rate at each step, is widely used in model training of machine learning algorithms such as neural networks. It is observed…
We address the problem of learning hierarchical deep neural network policies for reinforcement learning. In contrast to methods that explicitly restrict or cripple lower layers of a hierarchy to force them to use higher-level modulating…
Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…
We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…
We study offline Reinforcement Learning in large infinite-horizon discounted Markov Decision Processes (MDPs) when the reward and transition models are linearly realizable under a known feature map. Starting from the classic linear-program…
We investigate the challenge of parametrizing policies for reinforcement learning (RL) in high-dimensional continuous action spaces. Our objective is to develop a multimodal policy that overcomes limitations inherent in the commonly-used…
Reinforcement learning (RL) is a branch of machine learning which is employed to solve various sequential decision making problems without proper supervision. Due to the recent advancement of deep learning, the newly proposed Deep-RL…
We study the setting of \emph{performative reinforcement learning} where the deployed policy affects both the reward, and the transition of the underlying Markov decision process. Prior work~\parencite{MTR23} has addressed this problem…
Reinforcement learning is an emerging approaches to facilitate multi-stage sequential decision-making problems. This paper studies a real-time multi-stage stochastic power dispatch considering multivariate uncertainties. Current researches…
Making sophisticated, robust, and safe sequential decisions is at the heart of intelligent systems. This is especially critical for planning in complex multi-agent environments, where agents need to anticipate other agents' intentions and…
Controlling a non-statically bipedal robot is challenging due to the complex dynamics and multi-criterion optimization involved. Recent works have demonstrated the effectiveness of deep reinforcement learning (DRL) for simulation and…
In typical reinforcement learning (RL), the environment is assumed given and the goal of the learning is to identify an optimal policy for the agent taking actions through its interactions with the environment. In this paper, we extend this…
Although application examples of multilevel optimization have already been discussed since the 1990s, the development of solution methods was almost limited to bilevel cases due to the difficulty of the problem. In recent years, in machine…
This paper presents a novel reinforcement learning (RL) framework for dynamically optimizing numerical precision in the preconditioned conjugate gradient (CG) method. By modeling precision selection as a Markov Decision Process (MDP), we…
A common setting of reinforcement learning (RL) is a Markov decision process (MDP) in which the environment is a stochastic discrete-time dynamical system. Whereas MDPs are suitable in such applications as video-games or puzzles, physical…