相关论文: Risk-averse Learning with Non-Stationary Distribut…

While maximizing expected return is the goal in most reinforcement learning approaches, risk-sensitive objectives such as conditional value at risk (CVaR) are more suitable for many high-stakes applications. However, relatively little is…

Safety is a core challenge of autonomous robot motion planning, especially in the presence of dynamic and uncertain obstacles. Many recent results use learning and deep learning-based motion planners and prediction modules to predict…

In this work, we consider a distributed online convex optimization problem, with time-varying (potentially adversarial) constraints. A set of nodes, jointly aim to minimize a global objective function, which is the sum of local convex…

We study online convex optimization in the random order model, recently proposed by \citet{garber2020online}, where the loss functions may be chosen by an adversary, but are then presented to the online algorithm in a uniformly random…

This paper studies the online convex optimization problem by using an Online Continuous-Time Nesterov Accelerated Gradient method (OCT-NAG). We show that the continuous-time dynamics generated by the online version of the Bregman Lagrangian…

Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…

A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…

We propose a hierarchical version of dual averaging for zeroth-order online non-convex optimization - i.e., learning processes where, at each stage, the optimizer is facing an unknown non-convex loss function and only receives the incurred…

Planning through crowded environments under uncertain obstacle motions remains difficult, as stochastic interactions often induce overly conservative behavior or reduced efficiency. To address this challenge, we propose an end-to-end risk…

This paper considers the distributed online bandit optimization problem with nonconvex loss functions over a time-varying digraph. This problem can be viewed as a repeated game between a group of online players and an adversary. At each…

We consider the problem of online learning with non-convex losses. In terms of feedback, we assume that the learner observes - or otherwise constructs - an inexact model for the loss function encountered at each stage, and we propose a…

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.…

In this paper, we consider a distributed online convex optimization problem over a time-varying multi-agent network. The goal of this network is to minimize a global loss function through local computation and communication with neighbors.…

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

In this paper, we consider the problem of distributed online convex optimization, where a network of local agents aim to jointly optimize a convex function over a period of multiple time steps. The agents do not have any information about…

The ability to make optimal decisions under uncertainty remains important across a variety of disciplines from portfolio management to power engineering. This generally implies applying some safety margins on uncertain parameters that may…

In order to model risk aversion in reinforcement learning, an emerging line of research adapts familiar algorithms to optimize coherent risk functionals, a class that includes conditional value-at-risk (CVaR). Because optimizing the…

Stochastic and adversarial data are two widely studied settings in online learning. But many optimization tasks are neither i.i.d. nor fully adversarial, which makes it of fundamental interest to get a better theoretical understanding of…

Most contextual bandit algorithms minimize regret against the best fixed policy, a questionable benchmark for non-stationary environments that are ubiquitous in applications. In this work, we develop several efficient contextual bandit…

Stochastic optimization naturally arises in machine learning. Efficient algorithms with provable guarantees, however, are still largely missing, when the objective function is nonconvex and the data points are dependent. This paper studies…