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The goal of reinforcement learning (RL) is to let an agent learn an optimal control policy in an unknown environment so that future expected rewards are maximized. The model-free RL approach directly learns the policy based on data samples.…

机器学习 · 统计学 2013-07-22 Syogo Mori , Voot Tangkaratt , Tingting Zhao , Jun Morimoto , Masashi Sugiyama

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

机器学习 · 统计学 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in rewards in addition to maximizing a standard criterion. Variance related risk measures are among the most common…

机器学习 · 计算机科学 2015-03-19 Prashanth L. A. , Mohammad Ghavamzadeh

Risk-sensitive reinforcement learning (RL) aims to optimize policies that balance the expected reward and risk. In this paper, we present a novel risk-sensitive RL framework that employs an Iterated Conditional Value-at-Risk (CVaR)…

机器学习 · 计算机科学 2023-12-05 Yu Chen , Yihan Du , Pihe Hu , Siwei Wang , Desheng Wu , Longbo Huang

Deep reinforcement learning (RL) algorithms suffer severe performance degradation when the interaction data is scarce, which limits their real-world application. Recently, visual representation learning has been shown to be effective and…

机器学习 · 计算机科学 2022-08-17 Yang Yue , Bingyi Kang , Zhongwen Xu , Gao Huang , Shuicheng Yan

A variety of theoretically-sound policy gradient algorithms exist for the on-policy setting due to the policy gradient theorem, which provides a simplified form for the gradient. The off-policy setting, however, has been less clear due to…

机器学习 · 计算机科学 2023-04-17 Eric Graves , Ehsan Imani , Raksha Kumaraswamy , Martha White

The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy…

机器学习 · 计算机科学 2013-01-18 Tingting Zhao , Hirotaka Hachiya , Voot Tangkaratt , Jun Morimoto , Masashi Sugiyama

This paper deals with distributed policy optimization in reinforcement learning, which involves a central controller and a group of learners. In particular, two typical settings encountered in several applications are considered:…

机器学习 · 计算机科学 2021-04-21 Tianyi Chen , Kaiqing Zhang , Georgios B. Giannakis , Tamer Başar

In the classical Reinforcement Learning (RL) setting, one aims to find a policy that maximizes its expected return. This objective may be inappropriate in safety-critical domains such as healthcare or autonomous driving, where intrinsic…

机器学习 · 计算机科学 2022-05-19 M. Godbout , M. Heuillet , S. Chandra , R. Bhati , A. Durand

Reinforcement learning (RL) with sparse and deceptive rewards is challenging because non-zero rewards are rarely obtained. Hence, the gradient calculated by the agent can be stochastic and without valid information. Recent studies that…

机器学习 · 计算机科学 2024-02-08 Guojian Wang , Faguo Wu , Xiao Zhang , Jianxiang Liu

Learning to evaluate and improve policies is a core problem of Reinforcement Learning (RL). Traditional RL algorithms learn a value function defined for a single policy. A recently explored competitive alternative is to learn a single value…

机器学习 · 计算机科学 2022-07-05 Francesco Faccio , Aditya Ramesh , Vincent Herrmann , Jean Harb , Jürgen Schmidhuber

Policy gradient methods are among the most effective methods for large-scale reinforcement learning, and their empirical success has prompted several works that develop the foundation of their global convergence theory. However, prior works…

机器学习 · 计算机科学 2020-12-25 Junzi Zhang , Jongho Kim , Brendan O'Donoghue , Stephen Boyd

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

Zero-variance control variates (ZV-CV) are a post-processing method to reduce the variance of Monte Carlo estimators of expectations using the derivatives of the log target. Once the derivatives are available, the only additional…

统计计算 · 统计学 2022-08-17 Leah F. South , Chris J. Oates , Antonietta Mira , Christopher Drovandi

Restricting the variance of a policy's return is a popular choice in risk-averse Reinforcement Learning (RL) due to its clear mathematical definition and easy interpretability. Traditional methods directly restrict the total return…

机器学习 · 计算机科学 2023-11-06 Yudong Luo , Guiliang Liu , Pascal Poupart , Yangchen Pan

Evolution Strategies (ES) are a powerful class of blackbox optimization techniques that recently became a competitive alternative to state-of-the-art policy gradient (PG) algorithms for reinforcement learning (RL). We propose a new method…

神经与进化计算 · 计算机科学 2020-03-16 Yunhao Tang , Krzysztof Choromanski , Alp Kucukelbir

Off-policy reinforcement learning (RL) is concerned with learning a rewarding policy by executing another policy that gathers samples of experience. While the former policy (i.e. target policy) is rewarding but in-expressive (in most cases,…

机器学习 · 计算机科学 2020-03-02 Anji Liu , Yitao Liang , Guy Van den Broeck

Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps…

机器学习 · 计算机科学 2023-01-31 Harshat Kumar , Alec Koppel , Alejandro Ribeiro

Online reinforcement learning (RL) with complex function approximations such as transformers and deep neural networks plays a significant role in the modern practice of artificial intelligence. Despite its popularity and importance,…

机器学习 · 计算机科学 2025-06-30 Tong Yang , Bo Dai , Lin Xiao , Yuejie Chi

The actor-critic RL is widely used in various robotic control tasks. By viewing the actor-critic RL from the perspective of variational inference (VI), the policy network is trained to obtain the approximate posterior of actions given the…

机器学习 · 计算机科学 2022-01-04 Duo Xu , Faramarz Fekri