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A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent…

机器学习 · 计算机科学 2019-08-22 Tiancheng Yu , Suvrit Sra

In this paper, we tackle the challenging problem of delayed rewards in reinforcement learning (RL). While Proximal Policy Optimization (PPO) has emerged as a leading Policy Gradient method, its performance can degrade under delayed rewards.…

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

投资组合管理 · 定量金融 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Very recently proximal policy optimization (PPO) algorithms have been proposed as first-order optimization methods for effective reinforcement learning. While PPO is inspired by the same learning theory that justifies trust region policy…

机器学习 · 计算机科学 2018-04-20 Gang Chen , Yiming Peng , Mengjie Zhang

Reinforcement learning algorithms are fundamental to align large language models with human preferences and to enhance their reasoning capabilities. However, current reinforcement learning algorithms often suffer from training instability…

机器学习 · 计算机科学 2025-06-05 Yaru Hao , Li Dong , Xun Wu , Shaohan Huang , Zewen Chi , Furu Wei

Deep Reinforcement Learning (DRL) has demonstrated great potentials in solving sequential decision making problems in many applications. Despite its promising performance, practical gaps exist when deploying DRL in real-world scenarios. One…

机器学习 · 计算机科学 2021-11-30 Chao-Han Huck Yang , Zhengling Qi , Yifan Cui , Pin-Yu Chen

We propose a new family of policy gradient methods for reinforcement learning, which alternate between sampling data through interaction with the environment, and optimizing a "surrogate" objective function using stochastic gradient ascent.…

机器学习 · 计算机科学 2017-08-29 John Schulman , Filip Wolski , Prafulla Dhariwal , Alec Radford , Oleg Klimov

Proximal Policy Optimization (PPO) is a ubiquitous on-policy reinforcement learning algorithm but is significantly less utilized than off-policy learning algorithms in multi-agent settings. This is often due to the belief that PPO is…

机器学习 · 计算机科学 2022-11-07 Chao Yu , Akash Velu , Eugene Vinitsky , Jiaxuan Gao , Yu Wang , Alexandre Bayen , Yi Wu

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

Recently, robust reinforcement learning (RL) methods against input observation have garnered significant attention and undergone rapid evolution due to RL's potential vulnerability. Although these advanced methods have achieved reasonable…

机器学习 · 计算机科学 2024-09-04 Kosuke Nakanishi , Akihiro Kubo , Yuji Yasui , Shin Ishii

Reinforcement learning (RL) has re-emerged as a natural approach for training interactive LLM agents in real-world environments. However, directly applying the widely used Group Relative Policy Optimization (GRPO) algorithm to multi-turn…

机器学习 · 计算机科学 2026-01-27 Junbo Li , Peng Zhou , Rui Meng , Meet P. Vadera , Lihong Li , Yang Li

Online and offline RLHF methods, such as PPO and DPO, have been highly successful in aligning AI with human preferences. Despite their success, however, these methods suffer from fundamental limitations: (a) Models trained with RLHF can…

机器学习 · 计算机科学 2025-04-15 Eugene Choi , Arash Ahmadian , Matthieu Geist , Oilvier Pietquin , Mohammad Gheshlaghi Azar

Proximal policy optimization (PPO) is one of the most popular state-of-the-art on-policy algorithms that has become a standard baseline in modern reinforcement learning with applications in numerous fields. Though it delivers stable…

机器学习 · 计算机科学 2025-02-25 Qisai Liu , Zhanhong Jiang , Hsin-Jung Yang , Mahsa Khosravi , Joshua R. Waite , Soumik Sarkar

We consider reinforcement learning (RL) methods in offline domains without additional online data collection, such as mobile health applications. Most of existing policy optimization algorithms in the computer science literature are…

机器学习 · 统计学 2022-07-28 Chengchun Shi , Shikai Luo , Yuan Le , Hongtu Zhu , Rui Song

Training practical agents usually involve offline and online reinforcement learning (RL) to balance the policy's performance and interaction costs. In particular, online fine-tuning has become a commonly used method to correct the erroneous…

机器学习 · 计算机科学 2023-06-07 Qisen Yang , Shenzhi Wang , Matthieu Gaetan Lin , Shiji Song , Gao Huang

The goal of robust constrained reinforcement learning (RL) is to optimize an agent's performance under the worst-case model uncertainty while satisfying safety or resource constraints. In this paper, we demonstrate that strong duality does…

机器学习 · 计算机科学 2025-09-23 Shaocong Ma , Ziyi Chen , Yi Zhou , Heng Huang

Deploying reinforcement learning (RL) in robotics, industry, and health care is blocked by two obstacles: the difficulty of specifying accurate rewards and the risk of unsafe, data-hungry exploration. We address this by proposing a…

人工智能 · 计算机科学 2025-10-14 Maël Macuglia , Paul Friedrich , Giorgia Ramponi

Modern language models often rely on Reinforcement Learning from Human Feedback (RLHF) to encourage safe behaviors. However, they remain vulnerable to adversarial attacks due to three key limitations: (1) the inefficiency and high cost of…

Offline reinforcement learning (RL) learns effective policies from a static target dataset. The performance of state-of-the-art offline RL algorithms notwithstanding, it relies on the size of the target dataset, and it degrades if limited…

机器学习 · 计算机科学 2026-02-10 Weiqin Chen , Xinjie Zhang , Sandipan Mishra , Santiago Paternain

Offline reinforcement learning (RL) is a powerful approach for data-driven decision-making and control. Compared to model-free methods, offline model-based reinforcement learning (MBRL) explicitly learns world models from a static dataset…

机器学习 · 计算机科学 2026-01-28 Jiayu Chen , Le Xu , Wentse Chen , Jeff Schneider