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相关论文: Practical Risk Measures in Reinforcement Learning

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Reinforcement learning constantly deals with hard integrals, for example when computing expectations in policy evaluation and policy iteration. These integrals are rarely analytically solvable and typically estimated with the Monte Carlo…

机器学习 · 计算机科学 2022-02-23 Sebastien M. R. Arnold , Pierre L'Ecuyer , Liyu Chen , Yi-fan Chen , Fei Sha

Reinforcement Learning (RL) has shown remarkable success in solving relatively complex tasks, yet the deployment of RL systems in real-world scenarios poses significant challenges related to safety and robustness. This paper aims to…

机器学习 · 计算机科学 2024-04-02 Taku Yamagata , Raul Santos-Rodriguez

Reinforcement learning (RL) offers a compelling data-driven paradigm for synthesizing controllers for complex systems when accurate physical models are unavailable; however, most existing control-oriented RL methods assume stationarity and,…

机器学习 · 计算机科学 2026-04-22 Austin Coursey , Abel Diaz-Gonzalez , Marcos Quinones-Grueiro , Gautam Biswas

Offline reinforcement learning (RL) is suitable for safety-critical domains where online exploration is too costly or dangerous. In such safety-critical settings, decision-making should take into consideration the risk of catastrophic…

机器学习 · 计算机科学 2023-10-31 Marc Rigter , Bruno Lacerda , Nick Hawes

As safety violations can lead to severe consequences in real-world robotic applications, the increasing deployment of Reinforcement Learning (RL) in robotic domains has propelled the study of safe exploration for reinforcement learning…

人工智能 · 计算机科学 2022-09-21 Hanping Zhang , Yuhong Guo

One major obstacle that precludes the success of reinforcement learning in real-world applications is the lack of robustness, either to model uncertainties or external disturbances, of the trained policies. Robustness is critical when the…

机器学习 · 计算机科学 2020-05-05 Rahul Singh , Qinsheng Zhang , Yongxin Chen

Reinforcement learning (RL) has proven its worth in a series of artificial domains, and is beginning to show some successes in real-world scenarios. However, much of the research advances in RL are hard to leverage in real-world systems due…

机器学习 · 计算机科学 2021-03-05 Gabriel Dulac-Arnold , Nir Levine , Daniel J. Mankowitz , Jerry Li , Cosmin Paduraru , Sven Gowal , Todd Hester

Accurate estimates of long-term risk probabilities and their gradients are critical for many stochastic safe control methods. However, computing such risk probabilities in real-time and in unseen or changing environments is challenging.…

系统与控制 · 电气工程与系统科学 2024-08-20 Zhuoyuan Wang , Yorie Nakahira

We develop a framework for interacting with uncertain environments in reinforcement learning (RL) by leveraging preferences in the form of utility functions. We claim that there is value in considering different risk measures during…

机器学习 · 计算机科学 2021-02-23 Hannes Eriksson , Christos Dimitrakakis

Residual reinforcement learning (RL) has been proposed as a way to solve challenging robotic tasks by adapting control actions from a conventional feedback controller to maximize a reward signal. We extend the residual formulation to learn…

机器学习 · 计算机科学 2021-06-16 Minttu Alakuijala , Gabriel Dulac-Arnold , Julien Mairal , Jean Ponce , Cordelia Schmid

Reinforcement learning (RL) solves sequential decision-making problems via a trial-and-error process interacting with the environment. While RL achieves outstanding success in playing complex video games that allow huge trial-and-error,…

机器学习 · 计算机科学 2022-06-22 Fan-Ming Luo , Tian Xu , Hang Lai , Xiong-Hui Chen , Weinan Zhang , Yang Yu

We study risk-sensitive reinforcement learning (RL), a crucial field due to its ability to enhance decision-making in scenarios where it is essential to manage uncertainty and minimize potential adverse outcomes. Particularly, our work…

机器学习 · 计算机科学 2024-07-11 Dake Zhang , Boxiang Lyu , Shuang Qiu , Mladen Kolar , Tong Zhang

Reinforcement learning (RL) combines a control problem with statistical estimation: The system dynamics are not known to the agent, but can be learned through experience. A recent line of research casts `RL as inference' and suggests a…

机器学习 · 计算机科学 2020-11-05 Brendan O'Donoghue , Ian Osband , Catalin Ionescu

Decision making in uncertain and risky environments is a prominent area of research. Standard economic theories fail to fully explain human behaviour, while a potentially promising alternative may lie in the direction of Reinforcement…

计算工程、金融与科学 · 计算机科学 2016-09-21 Alvin Pastore , Umberto Esposito , Eleni Vasilaki

Safe Reinforcement Learning (Safe RL) aims to train an RL agent to maximize its performance in real-world environments while adhering to safety constraints, as exceeding safety violation limits can result in severe consequences. In this…

机器学习 · 计算机科学 2025-04-07 Hanping Zhang , Yuhong Guo

Reinforcement Learning (RL) for control has become increasingly popular due to its ability to learn rich feedback policies that take into account uncertainty and complex representations of the environment. When considering safety…

机器学习 · 计算机科学 2024-05-21 Sean Vaskov , Wilko Schwarting , Chris L. Baker

We consider the problem of learning models for risk-sensitive reinforcement learning. We theoretically demonstrate that proper value equivalence, a method of learning models which can be used to plan optimally in the risk-neutral setting,…

机器学习 · 计算机科学 2023-12-05 Tyler Kastner , Murat A. Erdogdu , Amir-massoud Farahmand

Reinforcement learning (RL) based investment strategies have been widely adopted in portfolio management (PM) in recent years. Nevertheless, most RL-based approaches may often emphasize on pursuing returns while ignoring the risks of the…

投资组合管理 · 定量金融 2023-06-13 Zhenglong Li , Hejun Huang , Vincent Tam

Reinforcement learning (RL) in real-world safety-critical target settings like urban driving is hazardous, imperiling the RL agent, other agents, and the environment. To overcome this difficulty, we propose a "safety-critical adaptation"…

机器学习 · 计算机科学 2021-01-19 Jesse Zhang , Brian Cheung , Chelsea Finn , Sergey Levine , Dinesh Jayaraman

We develop provably safe and convergent reinforcement learning (RL) algorithms for control of nonlinear dynamical systems, bridging the gap between the hard safety guarantees of control theory and the convergence guarantees of RL theory.…