A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Revel tackles safe exploration in RL with verified symbolic policies.
problem Computational infeasibility of verifying neural networks in RL learning loops.
method Two policy classes: neurosymbolic with approximate gradients and symbolic policies for efficient verification. Mirror descent over policies to safely update and project policies.
result Revel discovers policies that outperform prior approaches to verified exploration.
We study the problem of safe learning and exploration in sequential control problems. The goal is to safely collect data samples from operating in an environment, in order to learn to achieve a challenging control goal (e.g., an agile maneuver close to a boundary). A central challenge in this setting is how to quantify…
In classical reinforcement learning, when exploring an environment, agents accept arbitrary short term loss for long term gain. This is infeasible for safety critical applications, such as robotics, where even a single unsafe action may cause system failure. In this paper, we address the problem of safely exploring fin…
In Interactive Machine Learning (IML), we iteratively make decisions and obtain noisy observations of an unknown function. While IML methods, e.g., Bayesian optimization and active learning, have been successful in applications, on real-world systems they must provably avoid unsafe decisions. To this end, safe IML algo…
Exploration-exploitation of functions, that is learning and optimizing a mapping between inputs and expected outputs, is ubiquitous to many real world situations. These situations sometimes require us to avoid certain outcomes at all cost, for example because they are poisonous, harmful, or otherwise dangerous. We test…
We show that when a third party, the adversary, steps into the two-party setting (agent and operator) of safely interruptible reinforcement learning, a trade-off has to be made between the probability of following the optimal policy in the limit, and the probability of escaping a dangerous situation created by the adve…
There have been numerous advances in reinforcement learning, but the typically unconstrained exploration of the learning process prevents the adoption of these methods in many safety critical applications. Recent work in safe reinforcement learning uses idealized models to achieve their guarantees, but these models do …
Bandit algorithms have various application in safety-critical systems, where it is important to respect the system constraints that rely on the bandit's unknown parameters at every round. In this paper, we formulate a linear stochastic multi-armed bandit problem with safety constraints that depend (linearly) on an unkn…
New algorithm optimizes reward while ensuring safety in complex decision-making problems.
problem Maximizing reward while adhering to safety constraints in complex decision-making problems.
method Optimistic Primal-Dual Proximal Policy Optimization (OPDOP) algorithm combining least-squares policy evaluation and a bonus term for safe exploration.
result Achieves ildeO(dH2.5T) regret and ildeO(dH2.5T) constraint violation.
Using reinforcement learning to learn control policies is a challenge when the task is complex with potentially long horizons. Ensuring adequate but safe exploration is also crucial for controlling physical systems. In this paper, we use temporal logic to facilitate specification and learning of complex tasks. We combi…
In this paper, we study the problem of safe online learning to re-rank, where user feedback is used to improve the quality of displayed lists. Learning to rank has traditionally been studied in two settings. In the offline setting, rankers are typically learned from relevance labels created by judges. This approach has…
ARTEO algorithm optimizes safety-critical systems with uncertainty.
problem Decision-making under uncertainty with safety constraints in real-time optimization.
method ARTEO algorithm uses multi-armed bandits as a mathematical programming problem subject to safety constraints, learning unknown characteristics through exploration and incorporating uncertainty quantification.
result ARTEO achieves less cumulative regret with accurate and safe decisions.
Machine learning can provide efficient solutions to the complex problems encountered in autonomous driving, but ensuring their safety remains a challenge. A number of authors have attempted to address this issue, but there are few publicly-available tools to adequately explore the trade-offs between functionality, scal…
Reinforcement learning algorithms rely on exploration to discover new behaviors, which is typically achieved by following a stochastic policy. In continuous control tasks, policies with a Gaussian distribution have been widely adopted. Gaussian exploration however does not result in smooth trajectories that generally c…
Reinforcement learning is a powerful paradigm for learning optimal policies from experimental data. However, to find optimal policies, most reinforcement learning algorithms explore all possible actions, which may be harmful for real-world systems. As a consequence, learning algorithms are rarely applied on safety-crit…
In this work we seek for an approach to integrate safety in the learning process that relies on a partly known state-space model of the system and regards the unknown dynamics as an additive bounded disturbance. We introduce a framework for safely learning a control strategy for a given system with an additive disturba…
This paper presents a distributionally robust Q-Learning algorithm (DrQ) which leverages Wasserstein ambiguity sets to provide idealistic probabilistic out-of-sample safety guarantees during online learning. First, we follow past work by separating the constraint functions from the principal objective to create a hiera…
We introduce the safe linear stochastic bandit framework---a generalization of linear stochastic bandits---where, in each stage, the learner is required to select an arm with an expected reward that is no less than a predetermined (safe) threshold with high probability. We assume that the learner initially has knowledg…
Safe active learning for time-series models with Gaussian processes.
problem Learning time-series models while respecting safety constraints.
method Employing Gaussian processes with a nonlinear exogenous input structure, the approach dynamically explores the input space to generate data for model learning.
result The approach effectively learns time-series models under safety constraints, as demonstrated in a technical application.
Reinforcement learning (RL) for robotics is challenging due to the difficulty in hand-engineering a dense cost function, which can lead to unintended behavior, and dynamical uncertainty, which makes exploration and constraint satisfaction challenging. We address these issues with a new model-based reinforcement learnin…
High dimensional regression benefits from sparsity promoting regularizations. Screening rules leverage the known sparsity of the solution by ignoring some variables in the optimization, hence speeding up solvers. When the procedure is proven not to discard features wrongly the rules are said to be \emph{safe}. In this …