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The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…

最优化与控制 · 数学 2026-02-09 Nicole Bäuerle , Athanasios Vasileiadis

Policy optimization methods are popular reinforcement learning algorithms, because their incremental and on-policy nature makes them more stable than the value-based counterparts. However, the same properties also make them slow to converge…

机器学习 · 计算机科学 2021-07-01 Andrea Zanette , Ching-An Cheng , Alekh Agarwal

Reinforcement learning algorithms require a large amount of samples; this often limits their real-world applications on even simple tasks. Such a challenge is more outstanding in multi-agent tasks, as each step of operation is more costly…

机器学习 · 计算机科学 2022-09-05 Yali Du , Chengdong Ma , Yuchen Liu , Runji Lin , Hao Dong , Jun Wang , Yaodong Yang

We introduce and study constrained Markov Decision Processes (cMDPs) with anytime constraints. An anytime constraint requires the agent to never violate its budget at any point in time, almost surely. Although Markovian policies are no…

机器学习 · 计算机科学 2024-06-14 Jeremy McMahan , Xiaojin Zhu

Despite the increasing popularity of policy gradient methods, they are yet to be widely utilized in sample-scarce applications, such as robotics. The sample efficiency could be improved by making best usage of available information. As a…

机器学习 · 计算机科学 2023-11-03 Qingfeng Lan , Samuele Tosatto , Homayoon Farrahi , A. Rupam Mahmood

Bayesian optimization is a methodology to optimize black-box functions. Traditionally, it focuses on the setting where you can arbitrarily query the search space. However, many real-life problems do not offer this flexibility; in…

A common setting of reinforcement learning (RL) is a Markov decision process (MDP) in which the environment is a stochastic discrete-time dynamical system. Whereas MDPs are suitable in such applications as video-games or puzzles, physical…

机器人学 · 计算机科学 2022-11-29 Pavel Osinenko , Dmitrii Dobriborsci , Grigory Yaremenko , Georgiy Malaniya

Many reinforcement learning algorithms, particularly those that rely on return estimates for policy improvement, can suffer from poor sample efficiency and training instability due to high-variance return estimates. In this paper we…

机器学习 · 计算机科学 2026-01-06 Alexander W. Goodall , Edwin Hamel-De le Court , Francesco Belardinelli

We study a Markov matching market involving a planner and a set of strategic agents on the two sides of the market. At each step, the agents are presented with a dynamical context, where the contexts determine the utilities. The planner…

机器学习 · 计算机科学 2022-03-09 Yifei Min , Tianhao Wang , Ruitu Xu , Zhaoran Wang , Michael I. Jordan , Zhuoran Yang

Most reinforcement learning practitioners evaluate their policies with online Monte Carlo estimators for either hyperparameter tuning or testing different algorithmic design choices, where the policy is repeatedly executed in the…

机器学习 · 计算机科学 2024-10-03 Shuze Liu , Shangtong Zhang

Warehouse Management Systems have been evolving and improving thanks to new Data Intelligence techniques. However, many current optimizations have been applied to specific cases or are in great need of manual interaction. Here is where…

机器学习 · 计算机科学 2022-07-22 Julen Cestero , Marco Quartulli , Alberto Maria Metelli , Marcello Restelli

A reinforcement learning approach to design optimised graded metamaterials for mechanical energy confinement and amplification is described. Through the proximal policy optimisation algorithm, the reinforcement agent is trained to optimally…

When deploying artificial agents in real-world environments where they interact with humans, it is crucial that their behavior is aligned with the values, social norms or other requirements of that environment. However, many environments…

机器学习 · 计算机科学 2023-05-05 Mattijs Baert , Pietro Mazzaglia , Sam Leroux , Pieter Simoens

Supervised learning algorithms take as input a set of labelled examples and return as output a predictive model. Such models are used to estimate labels for future, previously unseen examples drawn from the same generating distribution. In…

量子物理 · 物理学 2019-01-17 Sally Shrapnel , Fabio Costa , Gerard Milburn

We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…

机器学习 · 统计学 2026-04-21 Kaito Ariu , Po-An Wang , Alexandre Proutiere , Kenshi Abe

Designing effective model-based reinforcement learning algorithms is difficult because the ease of data generation must be weighed against the bias of model-generated data. In this paper, we study the role of model usage in policy…

机器学习 · 计算机科学 2021-11-30 Michael Janner , Justin Fu , Marvin Zhang , Sergey Levine

We study the efficient off-policy evaluation of natural stochastic policies, which are defined in terms of deviations from the behavior policy. This is a departure from the literature on off-policy evaluation where most work consider the…

机器学习 · 计算机科学 2020-11-05 Nathan Kallus , Masatoshi Uehara

Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…

机器学习 · 计算机科学 2020-10-16 Alekh Agarwal , Sham M. Kakade , Jason D. Lee , Gaurav Mahajan

A Markov decision process can be parameterized by a transition kernel and a reward function. Both play essential roles in the study of reinforcement learning as evidenced by their presence in the Bellman equations. In our inquiry of various…

机器学习 · 计算机科学 2023-09-04 Falcon Z. Dai

We introduce a method to verify stochastic reinforcement learning (RL) policies. This approach is compatible with any RL algorithm as long as the algorithm and its corresponding environment collectively adhere to the Markov property. In…

人工智能 · 计算机科学 2024-03-28 Dennis Gross , Helge Spieker