中文
相关论文

相关论文: Bootstrapping Expectiles in Reinforcement Learning

200 篇论文

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under temporal drifts, ie, both the reward and state transition distributions are allowed to evolve over time, as long as their respective total…

机器学习 · 计算机科学 2020-05-19 Wang Chi Cheung , David Simchi-Levi , Ruihao Zhu

The classical theory of reinforcement learning (RL) has focused on tabular and linear representations of value functions. Further progress hinges on combining RL with modern function approximators such as kernel functions and deep neural…

机器学习 · 计算机科学 2021-01-01 Zhuoran Yang , Chi Jin , Zhaoran Wang , Mengdi Wang , Michael I. Jordan

Reinforcement learning utilizing kernel ridge regression to predict the expected value function represents a powerful method with great representational capacity. This setting is a highly versatile framework amenable to analytical results.…

机器学习 · 计算机科学 2024-11-01 Sattar Vakili , Julia Olkhovskaya

Learning-based approaches, particularly reinforcement learning (RL), have become widely used for developing control policies for autonomous agents, such as locomotion policies for legged robots. RL training typically maximizes a predefined…

机器人学 · 计算机科学 2025-04-23 Dylan Khor , Bowen Weng

Reinforcement learning (RL) commonly relies on scalar rewards with limited ability to express temporal, conditional, or safety-critical goals, and can lead to reward hacking. Temporal logic expressible via the more general class of…

人工智能 · 计算机科学 2025-11-26 Dominik Wagner , Leon Witzman , Luke Ong

We study offline reinforcement learning (RL), which aims to learn an optimal policy based on a dataset collected a priori. Due to the lack of further interactions with the environment, offline RL suffers from the insufficient coverage of…

机器学习 · 计算机科学 2022-05-06 Ying Jin , Zhuoran Yang , Zhaoran Wang

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

计算金融 · 定量金融 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Chaotic dynamical systems pose a fundamental challenge for Reinforcement Learning (RL): exponential sensitivity to initial conditions induces high-variance bootstrap targets and poorly conditioned gradient updates. Chaotic dynamics arise…

机器学习 · 计算机科学 2026-05-29 James Rudd-Jones , Mirco Musolesi , María Pérez-Ortiz

Meta-reinforcement learning (RL) addresses the problem of sample inefficiency in deep RL by using experience obtained in past tasks for a new task to be solved. However, most meta-RL methods require partially or fully on-policy data, i.e.,…

人工智能 · 计算机科学 2021-01-07 Takahisa Imagawa , Takuya Hiraoka , Yoshimasa Tsuruoka

Performance modeling typically relies on two antithetic methodologies: white box models, which exploit knowledge on system's internals and capture its dynamics using analytical approaches, and black box techniques, which infer relations…

性能 · 计算机科学 2014-10-21 Diego Didona , Paolo Romano

Having access to a forward model enables the use of planning algorithms such as Monte Carlo Tree Search and Rolling Horizon Evolution. Where a model is unavailable, a natural aim is to learn a model that reflects accurately the dynamics of…

机器学习 · 计算机科学 2020-04-16 Alvaro Ovalle , Simon M. Lucas

We consider a new family of operators for reinforcement learning with the goal of alleviating the negative effects and becoming more robust to approximation or estimation errors. Various theoretical results are established, which include…

机器学习 · 统计学 2019-05-29 Yingdong Lu , Mark S. Squillante , Chai Wah Wu

Randomized experiments (a.k.a. A/B tests) are a powerful tool for estimating treatment effects, to inform decisions making in business, healthcare and other applications. In many problems, the treatment has a lasting effect that evolves…

机器学习 · 计算机科学 2022-10-17 Ziyang Tang , Yiheng Duan , Stephanie Zhang , Lihong Li

Safe reinforcement learning (RL) is a standard paradigm for safety-critical decision making. However, real-world safety constraints can be complex, subjective, and even hard to explicitly specify. Existing works on constraint inference rely…

机器学习 · 计算机科学 2026-05-25 Chenglin Li , Grant Ruan , Hua Geng

As safety violations can lead to severe consequences in real-world robotic applications, the increasing deployment of Reinforcement Learning (RL) in robotic domains has propelled the study of safe exploration for reinforcement learning…

人工智能 · 计算机科学 2022-09-21 Hanping Zhang , Yuhong Guo

We present a reduction from reinforcement learning (RL) to no-regret online learning based on the saddle-point formulation of RL, by which "any" online algorithm with sublinear regret can generate policies with provable performance…

机器学习 · 计算机科学 2020-01-03 Ching-An Cheng , Remi Tachet des Combes , Byron Boots , Geoff Gordon

Large language models excel at short-horizon reasoning tasks, but performance drops as reasoning horizon lengths increase. Existing approaches to combat this rely on inference-time scaffolding or costly step-level supervision, neither of…

Batch reinforcement learning (RL) aims at leveraging pre-collected data to find an optimal policy that maximizes the expected total rewards in a dynamic environment. The existing methods require absolutely continuous assumption (e.g., there…

机器学习 · 统计学 2024-06-27 Xiaohong Chen , Zhengling Qi , Runzhe Wan

In many recommendation applications such as news recommendation, the items that can be rec- ommended come and go at a very fast pace. This is a challenge for recommender systems (RS) to face this setting. Online learning algorithms seem to…

机器学习 · 统计学 2014-05-15 Olivier Nicol , Jérémie Mary , Philippe Preux

We propose a novel framework for risk-sensitive reinforcement learning (RSRL) that incorporates robustness against transition uncertainty. We define two distinct yet coupled risk measures: an inner risk measure addressing state and cost…

风险管理 · 定量金融 2026-01-01 Shanyu Han , Yangbo He , Yang Liu