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相关论文: ACReL: Adversarial Conditional value-at-risk Reinf…

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Although Reinforcement Learning (RL) is effective for sequential decision-making problems under uncertainty, it still fails to thrive in real-world systems where risk or safety is a binding constraint. In this paper, we formulate the RL…

机器学习 · 计算机科学 2022-07-07 Yannis Flet-Berliac , Debabrota Basu

We study risk-sensitive Reinforcement Learning (RL), where we aim to maximize the Conditional Value at Risk (CVaR) with a fixed risk tolerance $\tau$. Prior theoretical work studying risk-sensitive RL focuses on the tabular Markov Decision…

机器学习 · 计算机科学 2023-11-21 Yulai Zhao , Wenhao Zhan , Xiaoyan Hu , Ho-fung Leung , Farzan Farnia , Wen Sun , Jason D. Lee

This paper considers risk-averse learning in convex games involving multiple agents that aim to minimize their individual risk of incurring significantly high costs. Specifically, the agents adopt the conditional value at risk (CVaR) as a…

最优化与控制 · 数学 2024-03-18 Zifan Wang , Yi Shen , Michael M. Zavlanos , Karl H. Johansson

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…

机器学习 · 计算机科学 2020-11-09 Sebastian Curi , Kfir. Y. Levy , Stefanie Jegelka , Andreas Krause

As safety is of paramount importance in robotics, reinforcement learning that reflects safety, called safe RL, has been studied extensively. In safe RL, we aim to find a policy which maximizes the desired return while satisfying the defined…

机器人学 · 计算机科学 2023-12-04 Dohyeong Kim , Songhwai Oh

Robust reinforcement learning (RL) considers the problem of learning policies that perform well in the worst case among a set of possible environment parameter values. In real-world environments, choosing the set of possible values for…

机器学习 · 计算机科学 2022-10-05 JB Lanier , Stephen McAleer , Pierre Baldi , Roy Fox

Modern reinforcement learning (RL) struggles to capture real-world cause-and-effect dynamics, leading to inefficient exploration due to extensive trial-and-error actions. While recent efforts to improve agent exploration have leveraged…

机器学习 · 计算机科学 2024-07-18 Minh Hoang Nguyen , Hung Le , Svetha Venkatesh

Reinforcement learning (RL) has shown considerable potential in autonomous driving (AD), yet its vulnerability to perturbations remains a critical barrier to real-world deployment. As a primary countermeasure, adversarial training improves…

机器学习 · 计算机科学 2026-01-06 Qi Wei , Junchao Fan , Zhao Yang , Jianhua Wang , Jingkai Mao , Xiaolin Chang

Constrained reinforcement learning has achieved promising progress in safety-critical fields where both rewards and constraints are considered. However, constrained reinforcement learning methods face challenges in striking the right…

机器学习 · 计算机科学 2024-10-29 Jianmina Ma , Jingtian Ji , Yue Gao

Recently equal risk pricing, a framework for fair derivative pricing, was extended to consider dynamic risk measures. However, all current implementations either employ a static risk measure that violates time consistency, or are based on…

证券定价 · 定量金融 2021-09-10 Saeed Marzban , Erick Delage , Jonathan Yumeng Li

Robustness against adversarial attacks and distribution shifts is a long-standing goal of Reinforcement Learning (RL). To this end, Robust Adversarial Reinforcement Learning (RARL) trains a protagonist against destabilizing forces exercised…

机器学习 · 计算机科学 2023-11-06 Aryaman Reddi , Maximilian Tölle , Jan Peters , Georgia Chalvatzaki , Carlo D'Eramo

Safety is a critical concern when deploying reinforcement learning agents for realistic tasks. Recently, safe reinforcement learning algorithms have been developed to optimize the agent's performance while avoiding violations of safety…

机器学习 · 计算机科学 2021-01-05 Baiming Chen , Zuxin Liu , Jiacheng Zhu , Mengdi Xu , Wenhao Ding , Ding Zhao

We propose Adversarially Trained Actor Critic (ATAC), a new model-free algorithm for offline reinforcement learning (RL) under insufficient data coverage, based on the concept of relative pessimism. ATAC is designed as a two-player…

机器学习 · 计算机科学 2022-07-07 Ching-An Cheng , Tengyang Xie , Nan Jiang , Alekh Agarwal

Reinforcement Learning (RL) faces significant challenges in adaptive healthcare interventions, such as dementia care, where data is scarce, decisions require interpretability, and underlying patient-state dynamic are complex and causal in…

机器人学 · 计算机科学 2025-12-02 Wenzheng Zhao , Ran Zhang , Ruth Palan Lopez , Shu-Fen Wung , Fengpei Yuan

Although well-established in general reinforcement learning (RL), value-based methods are rarely explored in constrained RL (CRL) for their incapability of finding policies that can randomize among multiple actions. To apply value-based…

机器学习 · 计算机科学 2022-06-28 Tianchi Cai , Wenpeng Zhang , Lihong Gu , Xiaodong Zeng , Jinjie Gu

Conditional Value at Risk (CVaR) is a prominent risk measure that is being used extensively in various domains. We develop a new formula for the gradient of the CVaR in the form of a conditional expectation. Based on this formula, we…

机器学习 · 统计学 2014-11-25 Aviv Tamar , Yonatan Glassner , Shie Mannor

Safe navigation for mobile robots demands policies that remain reliable under the high-consequence perception uncertainty of cluttered environments. Yet most existing safe reinforcement learning (RL) methods assess safety through average…

机器人学 · 计算机科学 2026-05-15 Qisong He , Xinmiao Huang , Jinwei Hu , Zhuoyun Li , Yi Dong , Changshun Wu , Xiaowei Huang

Autonomous cyber and cyber-physical systems need to perform decision-making, learning, and control in unknown environments. Such decision-making can be sensitive to multiple factors, including modeling errors, changes in costs, and impacts…

人工智能 · 计算机科学 2023-04-05 Abdullah Al Maruf , Luyao Niu , Bhaskar Ramasubramanian , Andrew Clark , Radha Poovendran

Constrained Reinforcement Learning (CRL) is a subset of machine learning that introduces constraints into the traditional reinforcement learning (RL) framework. Unlike conventional RL which aims solely to maximize cumulative rewards, CRL…

人工智能 · 计算机科学 2024-12-02 Xiaoshan Lin , Sadık Bera Yüksel , Yasin Yazıcıoğlu , Derya Aksaray

Reinforcement learning (RL) has achieved remarkable success in fields like robotics and autonomous driving, but adversarial attacks designed to mislead RL systems remain challenging. Existing approaches often rely on modifying the…

机器学习 · 计算机科学 2025-07-25 Junyong Jiang , Buwei Tian , Chenxing Xu , Songze Li , Lu Dong