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We propose a distributional framework for offline Inverse Reinforcement Learning (IRL) that jointly models uncertainty over reward functions and full distributions of returns. Unlike conventional IRL approaches that recover a deterministic…

机器学习 · 计算机科学 2026-05-29 Feiyang Wu , Ye Zhao , Anqi Wu

Reinforcement Learning (RL) is a general framework concerned with an agent that seeks to maximize rewards in an environment. The learning typically happens through trial and error using explorative methods, such as epsilon-greedy. There are…

机器学习 · 计算机科学 2022-10-06 Per-Arne Andersen , Morten Goodwin , Ole-Christoffer Granmo

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 introduce an innovative approach that incorporates a Distributionally Robust Learning (DRL) approach into Cox regression to enhance the robustness and accuracy of survival predictions. By formulating a DRL framework with a Wasserstein…

机器学习 · 计算机科学 2025-06-10 Yeping Jin , Lauren Wise , Ioannis Ch. Paschalidis

Reinforcement Learning with Verifiable Rewards (RLVR) has proven effective for enhancing Large Language Models (LLMs) on complex reasoning tasks. However, existing methods suffer from an exploration dilemma: the sharply peaked initial…

人工智能 · 计算机科学 2025-09-30 Yuhua Jiang , Jiawei Huang , Yufeng Yuan , Xin Mao , Yu Yue , Qianchuan Zhao , Lin Yan

In a reinforcement learning (RL) setting, the agent's optimal strategy heavily depends on her risk preferences and the underlying model dynamics of the training environment. These two aspects influence the agent's ability to make…

机器学习 · 计算机科学 2025-09-23 Anthony Coache , Sebastian Jaimungal

Robust Reinforcement Learning (RRL) is a promising Reinforcement Learning (RL) paradigm aimed at training robust to uncertainty or disturbances models, making them more efficient for real-world applications. Following this paradigm,…

机器学习 · 计算机科学 2024-05-06 Anton Plaksin , Vitaly Kalev

Most conventional Reinforcement Learning (RL) algorithms aim to optimize decision-making rules in terms of the expected returns. However, especially for risk management purposes, other risk-sensitive criteria such as the value-at-risk or…

机器学习 · 计算机科学 2012-03-19 Tetsuro Morimura , Masashi Sugiyama , Hisashi Kashima , Hirotaka Hachiya , Toshiyuki Tanaka

Reinforcement learning (RL) promises a framework for near-universal problem-solving. In practice however, RL algorithms are often tailored to specific benchmarks, relying on carefully tuned hyperparameters and algorithmic choices. Recently,…

机器学习 · 计算机科学 2025-01-28 Scott Fujimoto , Pierluca D'Oro , Amy Zhang , Yuandong Tian , Michael Rabbat

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

机器学习 · 计算机科学 2024-01-01 Laixi Shi , Yuejie Chi

Designing a competent meta-reinforcement learning (meta-RL) algorithm in terms of data usage remains a central challenge to be tackled for its successful real-world applications. In this paper, we propose a sample-efficient meta-RL…

机器学习 · 计算机科学 2023-12-12 Jaeuk Shin , Giho Kim , Howon Lee , Joonho Han , Insoon Yang

We consider the problem of learning models for risk-sensitive reinforcement learning. We theoretically demonstrate that proper value equivalence, a method of learning models which can be used to plan optimally in the risk-neutral setting,…

机器学习 · 计算机科学 2023-12-05 Tyler Kastner , Murat A. Erdogdu , Amir-massoud Farahmand

The objective in a traditional reinforcement learning (RL) problem is to find a policy that optimizes the expected value of a performance metric such as the infinite-horizon cumulative discounted or long-run average cost/reward. In…

机器学习 · 计算机科学 2022-05-25 Prashanth L. A. , Michael Fu

One typical assumption in inverse reinforcement learning (IRL) is that human experts act to optimize the expected utility of a stochastic cost with a fixed distribution. This assumption deviates from actual human behaviors under ambiguity.…

机器学习 · 计算机科学 2019-09-25 Rui Chen , Wenshuo Wang , Zirui Zhao , Ding Zhao

One of the main challenges in reinforcement learning (RL) is that the agent has to make decisions that would influence the future performance without having complete knowledge of the environment. Dynamically adjusting the level of epistemic…

机器学习 · 计算机科学 2026-03-02 Yupeng Wu , Wenyun Li , Wenjie Huang , Chin Pang Ho

Meta-reinforcement learning algorithms provide a data-driven way to acquire policies that quickly adapt to many tasks with varying rewards or dynamics functions. However, learned meta-policies are often effective only on the exact task…

机器学习 · 计算机科学 2023-07-13 Anurag Ajay , Abhishek Gupta , Dibya Ghosh , Sergey Levine , Pulkit Agrawal

Meta reinforcement learning (Meta-RL) methods such as RL$^2$ have emerged as promising approaches for learning data-efficient RL algorithms tailored to a given task distribution. However, they show poor asymptotic performance and struggle…

机器学习 · 计算机科学 2025-07-29 Abhinav Bhatia , Samer B. Nashed , Shlomo Zilberstein

Regularization schemes for regression have been widely studied in learning theory and inverse problems. In this paper, we study distribution regression (DR) which involves two stages of sampling, and aims at regressing from probability…

机器学习 · 计算机科学 2021-10-27 Zhan Yu , Daniel W. C. Ho , Ding-Xuan Zhou

This paper presents a novel approach to reinforcement learning (RL) for control systems that provides probabilistic stability guarantees using finite data. Leveraging Lyapunov's method, we propose a probabilistic stability theorem that…

机器学习 · 计算机科学 2026-03-03 Minghao Han , Lixian Zhang , Chenliang Liu , Zhipeng Zhou , Jun Wang , Wei Pan

Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…

机器学习 · 计算机科学 2021-10-28 Mete Kemertas , Tristan Aumentado-Armstrong