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相关论文: Pessimism Meets Risk: Risk-Sensitive Offline Reinf…

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As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…

机器学习 · 统计学 2025-07-22 Yuejie Chi , Yuxin Chen , Yuting Wei

Offline Reinforcement Learning (RL) faces distributional shift and unreliable value estimation, especially for out-of-distribution (OOD) actions. To address this, existing uncertainty-based methods penalize the value function with…

机器学习 · 计算机科学 2024-04-10 Xudong Yu , Chenjia Bai , Hongyi Guo , Changhong Wang , Zhen Wang

We study off-dynamics Reinforcement Learning (RL), where the policy is trained on a source domain and deployed to a distinct target domain. We aim to solve this problem via online distributionally robust Markov decision processes (DRMDPs),…

机器学习 · 计算机科学 2024-02-26 Zhishuai Liu , Pan Xu

We consider a challenging theoretical problem in offline reinforcement learning (RL): obtaining sample-efficiency guarantees with a dataset lacking sufficient coverage, under only realizability-type assumptions for the function…

机器学习 · 计算机科学 2022-06-16 Jinglin Chen , Nan Jiang

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

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

Offline reinforcement learning (RL) is crucial for real-world applications where exploration can be costly or unsafe. However, offline learned policies are often suboptimal, and further online fine-tuning is required. In this paper, we…

机器学习 · 计算机科学 2024-06-03 Hao Hu , Yiqin Yang , Jianing Ye , Chengjie Wu , Ziqing Mai , Yujing Hu , Tangjie Lv , Changjie Fan , Qianchuan Zhao , Chongjie Zhang

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

We investigate reinforcement learning (RL) in the presence of distributional mismatch between training and deployment, where policies trained in simulators often underperform in practice due to mismatches between training and deployment…

机器学习 · 计算机科学 2025-11-12 Debamita Ghosh , George K. Atia , Yue Wang

Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…

机器学习 · 计算机科学 2023-04-04 Marc Rigter

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

数理金融 · 定量金融 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Inverse Reinforcement Learning (IRL) -- the problem of learning reward functions from demonstrations of an \emph{expert policy} -- plays a critical role in developing intelligent systems. While widely used in applications, theoretical…

机器学习 · 统计学 2024-02-13 Lei Zhao , Mengdi Wang , Yu Bai

The development of Distributional Reinforcement Learning (DRL) has introduced a natural way to incorporate risk sensitivity into value-based and actor-critic methods by employing risk measures other than expectation in the value function.…

机器学习 · 计算机科学 2025-07-08 Mehrdad Moghimi , Hyejin Ku

The Robust Regularized Markov Decision Process (RRMDP) is proposed to learn policies robust to dynamics shifts by adding regularization to the transition dynamics in the value function. Existing methods mostly use unstructured…

机器学习 · 计算机科学 2025-11-03 Cheng Tang , Zhishuai Liu , Pan Xu

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…

机器学习 · 统计学 2026-03-10 Rui Miao , Babak Shahbaba , Annie Qu

Offline Reinforcement Learning (RL) is a promising approach for learning optimal policies in environments where direct exploration is expensive or unfeasible. However, the adoption of such policies in practice is often challenging, as they…

机器学习 · 计算机科学 2020-11-03 Aaron Sonabend-W , Junwei Lu , Leo A. Celi , Tianxi Cai , Peter Szolovits

In recent years, deep off-policy actor-critic algorithms have become a dominant approach to reinforcement learning for continuous control. One of the primary drivers of this improved performance is the use of pessimistic value updates to…

机器学习 · 计算机科学 2022-04-07 Ted Moskovitz , Jack Parker-Holder , Aldo Pacchiano , Michael Arbel , Michael I. Jordan

This paper is concerned with offline reinforcement learning (RL), which learns using pre-collected data without further exploration. Effective offline RL would be able to accommodate distribution shift and limited data coverage. However,…

机器学习 · 统计学 2024-03-11 Gen Li , Laixi Shi , Yuxin Chen , Yuejie Chi , Yuting Wei

Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…

机器学习 · 计算机科学 2024-12-24 Zhengqi Wu , Renyuan Xu

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