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We propose a novel framework to solve risk-sensitive reinforcement learning (RL) problems where the agent optimises time-consistent dynamic spectral risk measures. Based on the notion of conditional elicitability, our methodology constructs…

机器学习 · 计算机科学 2023-05-02 Anthony Coache , Sebastian Jaimungal , Álvaro Cartea

We propose a framework for distributed robust statistical learning on {\em big contaminated data}. The Distributed Robust Learning (DRL) framework can reduce the computational time of traditional robust learning methods by several orders of…

机器学习 · 统计学 2015-02-10 Jiashi Feng , Huan Xu , Shie Mannor

Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…

机器学习 · 计算机科学 2025-01-07 Ruiquan Huang , Yingbin Liang , Jing Yang

We consider the problem of learning a set of probability distributions from the empirical Bellman dynamics in distributional reinforcement learning (RL), a class of state-of-the-art methods that estimate the distribution, as opposed to only…

机器学习 · 计算机科学 2020-12-10 Thanh Tang Nguyen , Sunil Gupta , Svetha Venkatesh

Recently, deep reinforcement learning (RL) methods have been applied successfully to multi-agent scenarios. Typically, these methods rely on a concatenation of agent states to represent the information content required for decentralized…

多智能体系统 · 计算机科学 2019-06-07 Maximilian Hüttenrauch , Adrian Šošić , Gerhard Neumann

Safety in reinforcement learning (RL) is a key property in both training and execution in many domains such as autonomous driving or finance. In this paper, we formalize it with a constrained RL formulation in the distributional RL setting.…

机器学习 · 计算机科学 2021-03-01 Jianyi Zhang , Paul Weng

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…

机器人学 · 计算机科学 2022-11-29 Pavel Osinenko , Dmitrii Dobriborsci , Grigory Yaremenko , Georgiy Malaniya

Deep reinforcement learning (DRL) has emerged as a powerful paradigm for solving complex decision-making problems. However, DRL-based systems still face significant dependability challenges particularly in real-time environments due to the…

软件工程 · 计算机科学 2026-03-25 Guoxin Su , Thomas Robinson , Hoa Khanh Dam , Li Liu , David S. Rosenblum

In traditional reinforcement learning, an agent maximizes the reward collected during its interaction with the environment by approximating the optimal policy through the estimation of value functions. Typically, given a state s and action…

机器学习 · 计算机科学 2018-06-20 Shangda Li , Selina Bing , Steven Yang

Reinforcement Learning (RL) is a learning paradigm concerned with learning to control a system so as to maximize an objective over the long term. This approach to learning has received immense interest in recent times and success manifests…

人工智能 · 计算机科学 2018-07-26 Sanyam Kapoor

Deep reinforcement learning (DRL) has been increasingly employed to handle the dynamic and complex resource management in network slicing. The deployment of DRL policies in real networks, however, is complicated by heterogeneous cell…

网络与互联网体系结构 · 计算机科学 2023-06-26 Tianlun Hu , Qi Liao , Qiang Liu , Georg Carle

Despite its notable success in adversarial learning approaches to multi-domain task-oriented dialog system, training the dialog policy via adversarial inverse reinforcement learning often fails to balance the performance of the policy…

人工智能 · 计算机科学 2020-06-02 Jeiyoon Park , Chanhee Lee , Kuekyeng Kim , Heuiseok Lim

Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…

人工智能 · 计算机科学 2022-08-15 Pegah Rokhforoz , Olga Fink

In the domain of continuous control, deep reinforcement learning (DRL) demonstrates promising results. However, the dependence of DRL on deep neural networks (DNNs) results in the demand for extensive data and increased computational cost.…

机器学习 · 计算机科学 2025-04-15 Shiron Thalagala , Pak Kin Wong , Xiaozheng Wang , Tianang Sun

Deep reinforcement learning (RL) algorithms can use high-capacity deep networks to learn directly from image observations. However, these high-dimensional observation spaces present a number of challenges in practice, since the policy must…

机器学习 · 计算机科学 2020-10-27 Alex X. Lee , Anusha Nagabandi , Pieter Abbeel , Sergey Levine

Diffusion models have emerged as powerful generative tools across various domains, yet tailoring pre-trained models to exhibit specific desirable properties remains challenging. While reinforcement learning (RL) offers a promising…

计算机视觉与模式识别 · 计算机科学 2025-06-03 Fengyuan Dai , Zifeng Zhuang , Yufei Huang , Siteng Huang , Bangyan Liao , Donglin Wang , Fajie Yuan

Quantifying uncertainty about a policy's long-term performance is important to solve sequential decision-making tasks. We study the problem from a model-based Bayesian reinforcement learning perspective, where the goal is to learn the…

机器学习 · 计算机科学 2024-09-04 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

In recent years, a variety of tasks have been accomplished by deep reinforcement learning (DRL). However, when applying DRL to tasks in a real-world environment, designing an appropriate reward is difficult. Rewards obtained via actual…

机器学习 · 计算机科学 2023-10-04 Kanata Suzuki , Tetsuya Ogata

We present a distributional approach to theoretical analyses of reinforcement learning algorithms for constant step-sizes. We demonstrate its effectiveness by presenting simple and unified proofs of convergence for a variety of…

机器学习 · 计算机科学 2020-03-30 Philip Amortila , Doina Precup , Prakash Panangaden , Marc G. Bellemare

Deep reinforcement learning (DRL) has found application in numerous use-cases pertaining to flow control. Multi-agent RL (MARL), a variant of DRL, has shown to be more effective than single-agent RL in controlling flows exhibiting locality…