arXiv AI
Sep 1

BCPPO: Bachelier-Inspired Constrained Proximal Policy Optimization for Tail-Risk-Aware Safe Reinforcement Learning

BCPPO is a new variant of Proximal Policy Optimization that uses Bachelier-inspired cost‑prediction networks to generate a smooth penalty based on disagreement among critics. The method keeps temporal‑difference learning unchanged, applies a saturation‑aware controller to manage cost penalties, and deploys only the policy network. Across extensive experiments, BCPPO outperforms comparators in achieving higher mean returns while maintaining lower or comparable CVaR in all tested tasks.

By Dongsheng Hou, Yanqiao Chen, Yuhan Rui
arXiv Machine Learning
Sep 10

Decision-Centered Abstractions via Orthogonal Estimation of Difference-of-Q Functions

The paper introduces state abstractions that preserve the difference of Q‑functions for offline reinforcement learning, aiming to exclude irrelevant dynamics from rich state data. It proposes a dynamic generalization of the R‑learner that uses orthogonal estimation and sparse learning to estimate the Q‑function contrast, achieving faster convergence and consistency under a margin condition. Experiments on simulated and simulator‑augmented real data show variance reductions and demonstrate that the necessary information for sequential decision‑making can be smaller than that required for full state prediction.

By Defu Cao, Angela Zhou