中文
相关论文

相关论文: On the function approximation error for risk-sensi…

200 篇论文

A common technique in reinforcement learning is to evaluate the value function from Monte Carlo simulations of a given policy, and use the estimated value function to obtain a new policy which is greedy with respect to the estimated value…

机器学习 · 计算机科学 2023-03-01 Anna Winnicki , R. Srikant

When deploying artificial agents in real-world environments where they interact with humans, it is crucial that their behavior is aligned with the values, social norms or other requirements of that environment. However, many environments…

机器学习 · 计算机科学 2023-05-05 Mattijs Baert , Pietro Mazzaglia , Sam Leroux , Pieter Simoens

We consider the problem of reinforcement learning when provided with (1) a baseline control policy and (2) a set of constraints that the learner must satisfy. The baseline policy can arise from demonstration data or a teacher agent and may…

机器学习 · 计算机科学 2021-07-13 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

Risk-bounded motion planning is an important yet difficult problem for safety-critical tasks. While existing mathematical programming methods offer theoretical guarantees in the context of constrained Markov decision processes, they either…

机器学习 · 计算机科学 2021-08-05 Xin Huang , Meng Feng , Ashkan Jasour , Guy Rosman , Brian Williams

We study offline reinforcement learning problems with a long-run average reward objective. The state-action pairs generated by any fixed behavioral policy thus follow a Markov chain, and the {\em empirical} state-action-next-state…

最优化与控制 · 数学 2025-03-18 Mengmeng Li , Daniel Kuhn , Tobias Sutter

Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

机器学习 · 计算机科学 2020-10-16 Alekh Agarwal , Sham M. Kakade , Jason D. Lee , Gaurav Mahajan

We establish empirical risk minimization principles for active learning by deriving a family of upper bounds on the generalization error. Aligning with empirical observations, the bounds suggest that superior query algorithms can be…

机器学习 · 统计学 2024-09-17 Vincent Menden , Yahya Saleh , Armin Iske

Due to their importance in both data analysis and numerical algorithms, low rank approximations have recently been widely studied. They enable the handling of very large matrices. Tight error bounds for the computationally efficient…

数值分析 · 数学 2023-04-06 Frank de Hoog , Markus Hegland

We derive bounds for a notion of adversarial risk, designed to characterize the robustness of linear and neural network classifiers to adversarial perturbations. Specifically, we introduce a new class of function transformations with the…

机器学习 · 统计学 2019-01-03 Justin Khim , Po-Ling Loh

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set $\mathcal{G}$ up to the smallest possible additive term, called the convergence rate. When the…

统计理论 · 数学 2009-09-09 Jean-Yves Audibert

We investigate the rational approximation of fractional powers of unbounded positive operators attainable with a specific integral representation of the operator function. We provide accurate error bounds by exploiting classical results in…

数值分析 · 数学 2024-03-19 Lidia Aceto , Paolo Novati

Experience replay is a core ingredient of modern deep reinforcement learning, yet its benefits in policy optimization are poorly understood beyond empirical heuristics. This paper develops a novel theoretical framework for experience replay…

机器学习 · 计算机科学 2026-02-04 Hua Zheng , Wei Xie , M. Ben Feng

We consider the problem of designing a control policy for an infinite-horizon discounted cost Markov decision process $\mathcal{M}$ when we only have access to an approximate model $\hat{\mathcal{M}}$. How well does an optimal policy…

最优化与控制 · 数学 2024-02-15 Berk Bozkurt , Aditya Mahajan , Ashutosh Nayyar , Yi Ouyang

We study reinforcement learning with linear function approximation where the transition probability and reward functions are linear with respect to a feature mapping $\boldsymbol{\phi}(s,a)$. Specifically, we consider the episodic…

机器学习 · 计算机科学 2023-01-31 Pihe Hu , Yu Chen , Longbo Huang

In reinforcement learning (RL) , one of the key components is policy evaluation, which aims to estimate the value function (i.e., expected long-term accumulated reward) of a policy. With a good policy evaluation method, the RL algorithms…

机器学习 · 计算机科学 2018-09-25 Yue Wang , Wei Chen , Yuting Liu , Zhi-Ming Ma , Tie-Yan Liu

Reinforcement learning algorithms are commonly analyzed (and designed) under the Markov assumption. This is unrealistic, as most environments encountered in practice are either partially observable, or require function approximation that…

机器学习 · 计算机科学 2026-05-28 Onno Eberhard , Claire Vernade , Michael Muehlebach

This paper studies systematic exploration for reinforcement learning with rich observations and function approximation. We introduce a new model called contextual decision processes, that unifies and generalizes most prior settings. Our…

机器学习 · 计算机科学 2016-12-02 Nan Jiang , Akshay Krishnamurthy , Alekh Agarwal , John Langford , Robert E. Schapire

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set G up to the smallest possible additive term, called the convergence rate. When the reference set…

统计理论 · 数学 2008-03-04 Jean-Yves Audibert

Optimal probabilistic approach in reinforcement learning is computationally infeasible. Its simplification consisting in neglecting difference between true environment and its model estimated using limited number of observations causes…

人工智能 · 计算机科学 2013-06-26 Sergey Rodionov , Alexey Potapov , Yurii Vinogradov

Function approximation is a powerful approach for structuring large decision problems that has facilitated great achievements in the areas of reinforcement learning and game playing. Regression counterfactual regret minimization (RCFR) is a…

人工智能 · 计算机科学 2020-05-04 Ryan D'Orazio , Dustin Morrill , James R. Wright , Michael Bowling