3 accepted papers
In this work, we study the sample complexity problem of risk-sensitive Reinforcement Learning (RL) with a generative model, where we aim to maximize the Conditional Value at Risk (CVaR) with risk tolerance level $\tau$ at each step, named Iterated CVaR. We develop nearly matching upper and lower…
Distributionally robust optimization (DRO) is a powerful technique to train robust machine learning models that perform well under distribution shifts. Compared with empirical risk minimization (ERM), DRO optimizes the expected loss under the worst-case distribution in an uncertainty set of distribu…
Reinforcement learning (RL) has demonstrated remarkable success in solving complex decision-making problems, yet its adoption in critical domains is hindered by the lack of interpretability in its decision-making processes. Existing explainable AI (xAI) approaches often fail to provide meaningful ex