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Off-dynamics reinforcement learning (RL), where training and deployment transition dynamics are different, can be formulated as learning in a robust Markov decision process (RMDP) where uncertainties in transition dynamics are imposed.…

机器学习 · 计算机科学 2025-11-10 Yiting He , Zhishuai Liu , Weixin Wang , Pan Xu

Interacting with the actual environment to acquire data is often costly and time-consuming in robotic tasks. Model-based offline reinforcement learning (RL) provides a feasible solution. On the one hand, it eliminates the requirements of…

机器学习 · 计算机科学 2023-10-17 Pengqin Wang , Meixin Zhu , Shaojie Shen

The objectives of option hedging/trading extend beyond mere protection against downside risks, with a desire to seek gains also driving agent's strategies. In this study, we showcase the potential of robust risk-aware reinforcement learning…

计算金融 · 定量金融 2023-12-27 David Wu , Sebastian Jaimungal

In risk-averse reinforcement learning (RL), the goal is to optimize some risk measure of the returns. A risk measure often focuses on the worst returns out of the agent's experience. As a result, standard methods for risk-averse RL often…

机器学习 · 计算机科学 2022-10-13 Ido Greenberg , Yinlam Chow , Mohammad Ghavamzadeh , Shie Mannor

Recent advance in deep offline reinforcement learning (RL) has made it possible to train strong robotic agents from offline datasets. However, depending on the quality of the trained agents and the application being considered, it is often…

机器人学 · 计算机科学 2021-11-02 Seunghyun Lee , Younggyo Seo , Kimin Lee , Pieter Abbeel , Jinwoo Shin

Robust reinforcement learning (RL) aims to learn policies that remain effective despite uncertainties in its environment, which frequently arise in real-world applications due to variations in environment dynamics. The robust RL methods…

机器学习 · 计算机科学 2025-05-30 Linh Le Pham Van , Minh Hoang Nguyen , Hung Le , Hung The Tran , Sunil Gupta

Offline reinforcement learning (offline RL) offers a promising framework for developing control strategies in chemical process systems using historical data, without the risks or costs of online experimentation. This work investigates the…

系统与控制 · 电气工程与系统科学 2025-07-31 Alex Durkin , Jasper Stolte , Matthew Jones , Raghuraman Pitchumani , Bei Li , Christian Michler , Mehmet Mercangöz

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

机器学习 · 计算机科学 2024-06-25 Nithia Vijayan , Prashanth L. A

Traditional offline reinforcement learning (RL) methods predominantly operate in a batch-constrained setting. This confines the algorithms to a specific state-action distribution present in the dataset, reducing the effects of…

机器学习 · 统计学 2025-07-16 Charles A. Hepburn , Yue Jin , Giovanni Montana

Identifying uncertainty and taking mitigating actions is crucial for safe and trustworthy reinforcement learning agents, especially when deployed in high-risk environments. In this paper, risk sensitivity is promoted in a model-based…

机器学习 · 计算机科学 2021-11-10 Stefan Radic Webster , Peter Flach

The offline reinforcement learning (RL) problem aims to learn an optimal policy from historical data collected by one or more behavioural policies (experts) by interacting with an environment. However, the individual experts may be…

密码学与安全 · 计算机科学 2025-11-25 Navodita Sharma , Vishnu Vinod , Abhradeep Thakurta , Alekh Agarwal , Borja Balle , Christoph Dann , Aravindan Raghuveer

Offline-to-online reinforcement learning (RL) improves sample efficiency by leveraging pre-collected datasets prior to online interaction. A key challenge, however, is learning an accurate critic in large state--action spaces with limited…

人工智能 · 计算机科学 2026-05-21 Andrew Choi , Wei Xu

Reinforcement learning (RL) -- finding the optimal behaviour (also referred to as policy) maximizing the collected long-term cumulative reward -- is among the most influential approaches in machine learning with a large number of successful…

机器学习 · 统计学 2025-02-28 Tao Ma , Xuzhi Yang , Zoltan Szabo

This article reviews the recent advances on the statistical foundation of reinforcement learning (RL) in the offline and low-adaptive settings. We will start by arguing why offline RL is the appropriate model for almost any real-life ML…

机器学习 · 计算机科学 2025-01-07 Ming Yin , Mengdi Wang , Yu-Xiang Wang

We study the problem of Offline Safe Reinforcement Learning (OSRL), where the goal is to learn a reward-maximizing policy from fixed data under a cumulative cost constraint. We propose a novel OSRL approach that frames the problem as a…

机器学习 · 计算机科学 2025-10-28 Yassine Chemingui , Aryan Deshwal , Alan Fern , Thanh Nguyen-Tang , Janardhan Rao Doppa

Offline (or batch) reinforcement learning (RL) algorithms seek to learn an optimal policy from a fixed dataset without active data collection. Based on the composition of the offline dataset, two main categories of methods are used:…

机器学习 · 计算机科学 2023-07-04 Paria Rashidinejad , Banghua Zhu , Cong Ma , Jiantao Jiao , Stuart Russell

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

机器学习 · 计算机科学 2022-03-17 Cong Lu , Philip J. Ball , Jack Parker-Holder , Michael A. Osborne , Stephen J. Roberts

Offline reinforcement learning (RL) aims to find performant policies from logged data without further environment interaction. Model-based algorithms, which learn a model of the environment from the dataset and perform conservative policy…

机器学习 · 计算机科学 2022-10-12 Marc Rigter , Bruno Lacerda , Nick Hawes

The robustness of legged locomotion is crucial for quadrupedal robots in challenging terrains. Recently, Reinforcement Learning (RL) has shown promising results in legged locomotion and various methods try to integrate privileged…

机器人学 · 计算机科学 2023-09-04 Jiyuan Shi , Chenjia Bai , Haoran He , Lei Han , Dong Wang , Bin Zhao , Mingguo Zhao , Xiu Li , Xuelong Li

Model-based offline Reinforcement Learning (RL) constructs environment models from offline datasets to perform conservative policy optimization. Existing approaches focus on learning state transitions through ensemble models, rollouting…

机器学习 · 计算机科学 2025-03-27 Hongye Cao , Fan Feng , Jing Huo , Shangdong Yang , Meng Fang , Tianpei Yang , Yang Gao