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Multi-task reinforcement learning (RL) aims to find a single policy that effectively solves multiple tasks at the same time. This paper presents a constrained formulation for multi-task RL where the goal is to maximize the average…

Optimization and Control · Mathematics 2024-05-07 Sihan Zeng , Thinh T. Doan , Justin Romberg

Safe reinforcement learning tasks are a challenging domain despite being very common in the real world. The widely adopted CMDP model constrains the risks in expectation, which makes room for dangerous behaviors in long-tail states. In…

Machine Learning · Computer Science 2024-08-30 Zihan Zhou , Jonathan Booher , Khashayar Rohanimanesh , Wei Liu , Aleksandr Petiushko , Animesh Garg

Recent studies have shown that episodic reinforcement learning (RL) is not more difficult than contextual bandits, even with a long planning horizon and unknown state transitions. However, these results are limited to either tabular Markov…

Machine Learning · Computer Science 2022-05-24 Dongruo Zhou , Quanquan Gu

Offline (or batch) reinforcement learning (RL) algorithms seek to learn an optimal policy from a fixed dataset without active data collection. Based on the composition of the offline dataset, two main categories of methods are used:…

Machine Learning · Computer Science 2023-07-04 Paria Rashidinejad , Banghua Zhu , Cong Ma , Jiantao Jiao , Stuart Russell

Multitask learning (MTL) can utilize the relatedness between multiple tasks for performance improvement. The advent of multimodal data allows tasks to be referenced by multiple indices. High-order tensors are capable of providing efficient…

Machine Learning · Computer Science 2023-08-23 Jiani Liu , Qinghua Tao , Ce Zhu , Yipeng Liu , Johan A. K. Suykens

An emerging field of sequential decision problems is safe Reinforcement Learning (RL), where the objective is to maximize the reward while obeying safety constraints. Being able to handle constraints is essential for deploying RL agents in…

Robotics · Computer Science 2023-03-08 Nick Bührer , Zhejun Zhang , Alexander Liniger , Fisher Yu , Luc Van Gool

We study dynamic regret minimization in unconstrained adversarial linear bandit problems. In this setting, a learner must minimize the cumulative loss relative to an arbitrary sequence of comparators…

Machine Learning · Computer Science 2026-03-30 Alberto Rumi , Andrew Jacobsen , Nicolò Cesa-Bianchi , Fabio Vitale

Reinforcement learning (RL) has shown significant promise for sequential portfolio optimization tasks, such as stock trading, where the objective is to maximize cumulative returns while minimizing risks using historical data. However,…

Machine Learning · Computer Science 2025-05-20 Haochen Yuan , Minting Pan , Yunbo Wang , Siyu Gao , Philip S. Yu , Xiaokang Yang

The rise of computer vision applications in the real world puts the security of the deep neural networks at risk. Recent works demonstrate that convolutional neural networks are susceptible to adversarial examples - where the input images…

Computer Vision and Pattern Recognition · Computer Science 2024-08-22 Sina Hajer Ahmadi , Hassan Bahrami

In this paper, we study the problem of transferring the available Markov Decision Process (MDP) models to learn and plan efficiently in an unknown but similar MDP. We refer to it as \textit{Model Transfer Reinforcement Learning (MTRL)}…

Machine Learning · Computer Science 2023-02-21 Hannes Eriksson , Debabrota Basu , Tommy Tram , Mina Alibeigi , Christos Dimitrakakis

Multi-task learning is a popular machine learning approach that enables simultaneous learning of multiple related tasks, improving algorithmic efficiency and effectiveness. In the hard parameter sharing approach, an encoder shared through…

Machine Learning · Statistics 2024-09-26 Seokwon Shin , Hyungrok Do , Youngdoo Son

We study the multi-objective linear contextual bandit problem, where multiple possible conflicting objectives must be optimized simultaneously. We propose \texttt{MOL-TS}, the \textit{first} Thompson Sampling algorithm with Pareto regret…

Machine Learning · Statistics 2025-12-02 Somangchan Park , Heesang Ann , Min-hwan Oh

The safe linear bandit problem is a version of the classical stochastic linear bandit problem where the learner's actions must satisfy an uncertain constraint at all rounds. Due its applicability to many real-world settings, this problem…

Machine Learning · Computer Science 2024-03-13 Spencer Hutchinson , Berkay Turan , Mahnoosh Alizadeh

Multi-armed bandits (MAB) are extensively studied in various settings where the objective is to \textit{maximize} the actions' outcomes (i.e., rewards) over time. Since safety is crucial in many real-world problems, safe versions of MAB…

Machine Learning · Computer Science 2021-12-14 Ilker Demirel , Mehmet Ufuk Ozdemir , Cem Tekin

In this work we investigate meta-learning (or learning-to-learn) approaches in multi-task linear stochastic bandit problems that can originate from multiple environments. Inspired by the work of [1] on meta-learning in a sequence of linear…

A large number of online services provide automated recommendations to help users to navigate through a large collection of items. New items (products, videos, songs, advertisements) are suggested on the basis of the user's past history and…

Machine Learning · Computer Science 2013-01-10 Yash Deshpande , Andrea Montanari

Multitask learning (MTL) leverages task-relatedness to enhance performance. With the emergence of multimodal data, tasks can now be referenced by multiple indices. In this paper, we employ high-order tensors, with each mode corresponding to…

Machine Learning · Computer Science 2023-08-31 Jiani Liu , Qinghua Tao , Ce Zhu , Yipeng Liu , Xiaolin Huang , Johan A. K. Suykens

In the field of safe reinforcement learning (RL), finding a balance between satisfying safety constraints and optimizing reward performance presents a significant challenge. A key obstacle in this endeavor is the estimation of safety…

Machine Learning · Computer Science 2024-06-14 Zhepeng Cen , Yihang Yao , Zuxin Liu , Ding Zhao

Multi-Task Learning (MTL) can enhance a classifier's generalization performance by learning multiple related tasks simultaneously. Conventional MTL works under the offline or batch setting, and suffers from expensive training cost and poor…

Machine Learning · Computer Science 2017-06-28 Peng Yang , Peilin Zhao , Xin Gao

In this work, we propose a novel inverse reinforcement learning (IRL) algorithm for constrained Markov decision process (CMDP) problems. In standard IRL problems, the inverse learner or agent seeks to recover the reward function of the MDP,…

Machine Learning · Computer Science 2024-01-08 Nirjhar Das , Arpan Chattopadhyay