相关论文: Improved Policy Optimization for Online Imitation …

We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control rewards are absent but volatilities of the state processes depend…

Stochastically Extended Adversarial (SEA) model is introduced by Sachs et al. [2022] as an interpolation between stochastic and adversarial online convex optimization. Under the smoothness condition, they demonstrate that the expected…

This paper investigates a hybrid learning framework for reinforcement learning (RL) in which the agent can leverage both an offline dataset and online interactions to learn the optimal policy. We present a unified algorithm and analysis and…

Imitation learning (IL) consists of a set of tools that leverage expert demonstrations to quickly learn policies. However, if the expert is suboptimal, IL can yield policies with inferior performance compared to reinforcement learning (RL).…

Imitation learning enables autonomous agents to learn from human examples, without the need for a reward signal. Still, if the provided dataset does not encapsulate the task correctly, or when the task is too complex to be modeled, such…

Offline reinforcement learning (RL) aims to find optimal policies in dynamic environments in order to maximize the expected total rewards by leveraging pre-collected data. Learning from heterogeneous data is one of the fundamental…

Continual reinforcement learning (CRL) refers to a naturalistic setting where an agent needs to endlessly evolve, by trial and error, to solve multiple tasks that are presented sequentially. One of the largest obstacles to CRL is that the…

Imitation learning is a proven method for creating a policy in the absence of rewards, by leveraging expert demonstrations. In this work, we apply imitation learning to conversation. In doing so, we recover a policy capable of talking to a…

Flow Matching (FM) has shown remarkable ability in modeling complex distributions and achieves strong performance in offline imitation learning for cloning expert behaviors. However, despite its behavioral cloning expressiveness, FM-based…

Adversarial Imitation Learning (AIL) is a class of algorithms in Reinforcement learning (RL), which tries to imitate an expert without taking any reward from the environment and does not provide expert behavior directly to the policy…

We study offline constrained reinforcement learning with general function approximation in discounted constrained Markov decision processes. Prior methods either require full data coverage for evaluating intermediate policies, lack oracle…

In learning theory, the performance of an online policy is commonly measured in terms of the static regret metric, which compares the cumulative loss of an online policy to that of an optimal benchmark in hindsight. In the definition of…

In this paper, we study online convex optimization in dynamic environments, and aim to bound the dynamic regret with respect to any sequence of comparators. Existing work have shown that online gradient descent enjoys an…

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

Imitation learning (IL) is a frequently used approach for data-efficient policy learning. Many IL methods, such as Dataset Aggregation (DAgger), combat challenges like distributional shift by interacting with oracular experts.…

We propose Taylor Series Imitation Learning (TaSIL), a simple augmentation to standard behavior cloning losses in the context of continuous control. TaSIL penalizes deviations in the higher-order Taylor series terms between the learned and…

We study the problems of offline and online contextual optimization with feedback information, where instead of observing the loss, we observe, after-the-fact, the optimal action an oracle with full knowledge of the objective function would…

We study learning optimal policies from a logged dataset, i.e., offline RL, with function approximation. Despite the efforts devoted, existing algorithms with theoretic finite-sample guarantees typically assume exploratory data coverage or…

We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…

Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement…