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We introduce a new model of stochastic bandits with adversarial corruptions which aims to capture settings where most of the input follows a stochastic pattern but some fraction of it can be adversarially changed to trick the algorithm,…

机器学习 · 计算机科学 2018-03-28 Thodoris Lykouris , Vahab Mirrokni , Renato Paes Leme

For the problem of task-agnostic reinforcement learning (RL), an agent first collects samples from an unknown environment without the supervision of reward signals, then is revealed with a reward and is asked to compute a corresponding…

机器学习 · 计算机科学 2022-03-16 Jingfeng Wu , Vladimir Braverman , Lin F. Yang

We study optimal stopping for diffusion processes with unknown model primitives within the continuous-time reinforcement learning (RL) framework developed by Wang et al. (2020), and present applications to option pricing and portfolio…

最优化与控制 · 数学 2025-08-12 Min Dai , Yu Sun , Zuo Quan Xu , Xun Yu Zhou

While Bayesian-based exploration often demonstrates superior empirical performance compared to bonus-based methods in model-based reinforcement learning (RL), its theoretical understanding remains limited for model-free settings. Existing…

机器学习 · 计算机科学 2026-02-05 He Wang , Xingyu Xu , Yuejie Chi

In this work, we present a new model-free and off-policy reinforcement learning (RL) algorithm, that is capable of finding a near-optimal policy with state-action observations from arbitrary behavior policies. Our algorithm, called the…

最优化与控制 · 数学 2025-07-21 Narim Jeong , Donghwan Lee , Niao He

Despite impressive results, reinforcement learning (RL) suffers from slow convergence and requires a large variety of tuning strategies. In this paper, we investigate the ability of RL algorithms on simple continuous control tasks. We show…

机器人学 · 计算机科学 2024-02-16 Daniel Layeghi , Steve Tonneau , Michael Mistry

When function approximation is deployed in reinforcement learning (RL), the same problem may be formulated in different ways, often by treating a pre-processing step as a part of the environment or as part of the agent. As a consequence,…

机器学习 · 计算机科学 2020-06-02 Nan Jiang

Neural networks have revolutionized various domains, exhibiting remarkable accuracy in tasks like natural language processing and computer vision. However, their vulnerability to slight alterations in input samples poses challenges,…

计算机视觉与模式识别 · 计算机科学 2023-11-15 Shashank Kotyan , Danilo Vasconcellos Vargas

We study bandit best-arm identification with arbitrary and potentially adversarial rewards. A simple random uniform learner obtains the optimal rate of error in the adversarial scenario. However, this type of strategy is suboptimal when the…

机器学习 · 统计学 2026-04-17 Yasin Abbasi-Yadkori , Peter L. Bartlett , Victor Gabillon , Alan Malek , Michal Valko

The Robbins-Monro stochastic approximation algorithm is a foundation of many algorithmic frameworks for reinforcement learning (RL), and often an efficient approach to solving (or approximating the solution to) complex optimal control…

最优化与控制 · 数学 2019-03-19 Andrey Bernstein , Yue Chen , Marcello Colombino , Emiliano Dall'Anese , Prashant Mehta , Sean Meyn

This paper proposes a reinforcement learning (RL) algorithm for infinite horizon $\rm {H_{2}/H_{\infty}}$ problem in a class of stochastic discrete-time systems, rather than using a set of coupled generalized algebraic Riccati equations…

最优化与控制 · 数学 2023-11-28 Xiushan Jiang , Li Wang , Dongya Zhao , Ling Shi

This paper bridges some of the gap between optimal planning and reinforcement learning (RL), both of which share roots in dynamic programming applied to sequential decision making or optimal control. Whereas planning typically favors…

机器人学 · 计算机科学 2026-03-10 Filip V. Georgiev , Kalle G. Timperi , Başak Sakçak , Steven M. LaValle

This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…

最优化与控制 · 数学 2026-04-23 Simone Baroncini , Bahman Gharesifard , Giuseppe Notarstefano

Dynamic decision-making under distributional shifts is of fundamental interest in theory and applications of reinforcement learning: The distribution of the environment in which the data is collected can differ from that of the environment…

机器学习 · 计算机科学 2024-09-05 Shengbo Wang , Nian Si , Jose Blanchet , Zhengyuan Zhou

We study the robustness of reinforcement learning (RL) with adversarially perturbed state observations, which aligns with the setting of many adversarial attacks to deep reinforcement learning (DRL) and is also important for rolling out…

机器学习 · 计算机科学 2021-01-22 Huan Zhang , Hongge Chen , Duane Boning , Cho-Jui Hsieh

This paper addresses online learning with ``corrupted'' feedback. Our learner is provided with potentially corrupted gradients $\tilde g_t$ instead of the ``true'' gradients $g_t$. We make no assumptions about how the corruptions arise:…

机器学习 · 计算机科学 2025-06-17 Jiujia Zhang , Ashok Cutkosky

This paper studies Learning from Imperfect Human Feedback (LIHF), addressing the potential irrationality or imperfect perception when learning from comparative human feedback. Building on evidences that human's imperfection decays over time…

机器学习 · 计算机科学 2024-10-16 Yuwei Cheng , Fan Yao , Xuefeng Liu , Haifeng Xu

This paper studies reinforcement learning (RL) under malicious falsification on cost signals and introduces a quantitative framework of attack models to understand the vulnerabilities of RL. Focusing on $Q$-learning, we show that…

机器学习 · 计算机科学 2019-08-20 Yunhan Huang , Quanyan Zhu

Ensuring strict safety guarantees is the paramount challenge for emerging 5G/6G wireless systems, particularly as they increasingly govern mission-critical applications ranging from autonomous UAV swarms to industrial automation. While deep…

信号处理 · 电气工程与系统科学 2026-04-21 Haoran Peng , Tong Wu , Hang Liu , Weijia Zheng , Ying-Jun Angela Zhang , Anna Scaglione

Self-paced reinforcement learning (RL) aims to improve the data efficiency of learning by automatically creating sequences, namely curricula, of probability distributions over contexts. However, existing techniques for self-paced RL fail in…

机器学习 · 计算机科学 2023-05-29 Cevahir Koprulu , Ufuk Topcu