#01Oct 30, 2026
cs.LG
Towards Understanding the Impact of Plasticity Loss on Reinforcement Learning in Stochastic Environments
Philipp Bordne, André Biedenkapp
Deep reinforcement learning (RL) is a powerful framework for sequential decision-making. Despite many high-profile successes in recent years, deep RL is known to be brittle. An emerging line of research attributes this brittleness to a loss of plasticity in neural networks. However, plasticity loss has so far been understudied in stochastic environments. We study this interplay systematically, training SAC agents on three DeepMind Control tasks augmented with controlled levels of observation and action noise. We find that plasticity-preserving methods increase learning robustness on the two harder tasks, with their advantage growing as observation noise increases, while combining resets with layer normalization underperforms resets alone at every observation noise level tested. Further, stochasticity can accelerate the loss of plasticity in harder environments, whereas in easier settings noise can act as a regularizer that sustains plasticity. Lastly, plasticity loss is most pronounced in the early stages of training. In the most challenging stochastic settings, TD instability rather than gradual plasticity loss becomes the dominant failure mode.
#02Oct 30, 2026
cs.AI
CausalWAM: Learning the Causes of Actions in World Action Models
Juntao Cheng, Jinzhou Tang, Fan Feng and 2 more
World action models (WAMs) learn latent variables from observations and use these to both predict the evolution of the scene and to generate actions. The prediction has to be of the whole scene, whereas only a portion of the scene causes actions. WAMs fitted to demonstrations do not, in general, guarantee that they will generate actions solely from the latent causes of the demonstrated actions (the action-relevant latent variables), as the model could just as well learn to imitate in this way whilst entangling the action-relevant latent variables with the nuisance variables. We therefore separate out what causes action from what prediction depends on. We prove that under a sparsity constraint the latent variables used to generate actions are an invertible function of the action-relevant latent variables alone and the true structure is identified up to a permutation of the latent variables. This requires neither sufficient temporal dependence nor any assumptions on how the unobserved regimes evolve and holds even when the action-relevant latent variables are statistically dependent on the rest. We therefore propose CWAM (Causal WAM), which incorporates the constraint into a pretrained WAM by adding a sparse routing path to its action head, with the world modeling objective remaining unchanged. Experiments on both synthetic data and real-world robots validate the theory as well as showcase the improved efficiency in closed-loop success.
#03Oct 30, 2026
cs.LG
There Is No Free Loop: When Does Looping a Trained Model Pay for Its Inference Compute?
Rhea Sanjay Sukthanker, Pashmina Cameron
Looping re-applies a block of layers so that each token passes through the block more than once. Adding a loop to a trained model is attractive because it leaves the parameter count, and hence the disk size, the memory footprint and the training cost unchanged. Unfortunately, every generated token pays for the loop. Re-applying m of N layers makes each token about (N+m)/N times as expensive. Loops that a model learns during large-scale pretraining justify this price, but whether loops added after pretraining justify this cost remains unclear. We compare a looped model with two simple baselines. We first compare it with the same model trained identically without the loop (equal parameters). Secondly, we compare it with the best unlooped use of the same inference floating-point operations (equal FLOPs). Across Qwen3 and Qwen3.5 models from 0.8B to 9B parameters, only the looped 0.8B model beats both baselines. At 4B and 9B, the looped model does not beat the first baseline, i.e. the same model trained without the loop. This is not because the benchmarks are too easy, since on the same benchmarks the unlooped 9B model still scores up to 13 points higher than the 4B model, showing that there is ample room for improvement. Introducing loops in an already pretrained model therefore only pays for small models with a fixed parameter budget.
#04Oct 30, 2026
cs.LG
Hyperbolic Inverse Reinforcement Learning
Iulia Rusu, Anoop Praturu, Sergei Gepshtein and 1 more
Inverse reinforcement learning (IRL) seeks to infer the reward function underlying observed behavior, but its predictive accuracy and interpretability depend on how that reward is computed from the underlying features. While prior IRL reward functions have been implemented through a variety of techniques including linear weights, neural networks, or other function approximators, none make assumptions about the geometry of the underlying feature space. Inspired by geometric organization observed in neural circuits, we introduce Hyperbolic inverse reinforcement learning (Hyperbolic IRL), which parameterizes reward as a function of Hyperbolic distance between the feature vector and a learned parameter vector, as well as its Euclidean distance variant. We tested our methods against a range of linear and nonlinear IRL baselines under both deterministic and stochastic policies. Our Hyperbolic approach achieved comparable performance to state-of-the-art models on established benchmarks and excelled in the low data limit and across dense environments. Applied to human navigation among multiple exhibits in a museum room, Hyperbolic IRL reveals reward structure that depends not only on individual exhibit-distance features, but also on non-separable conjunctions between them. Together, these results demonstrate that a Hyperbolic reward parameterization can improve both the predictive accuracy and interpretability of IRL, providing a framework for studying how non-separable, conjunctive structure can begin to explain behavior.
#05Oct 30, 2026
cs.LG
Cost-Aware Stopping for Freeze-Thaw Bayesian Optimization: When Does One-Step Lookahead Suffice?
Long Vu, Jongseong Brad Choi, Binoy Ravindran and 1 more
Freeze-thaw Bayesian optimization (BO) evaluates candidates in resumable increments but usually stops at a budget or convergence test. We maximize a budget-free utility, the best observed score minus a cost per increment, with a one-step lookahead: advance the candidate with the largest expected improvement (EI) under a fixed surrogate, and stop once no EI exceeds the cost. This rule, EI stopping, never falls below stopping immediately in expected utility, yet it can stop too early. We construct a certificate, a lower bound on the value of two-step lookahead, that proves such a stop premature, and repeating this correction never lowers expected utility under the surrogate. Under the surrogate, EI stops are premature on average at low costs and lose little at high costs. On three hyperparameter optimization benchmarks, a pre-registered test finds EI stopping noninferior to the correction in most high-cost settings, while the correction gains at low costs on two of the three; more information sharing in the surrogate raises EI stopping's utility. On the surrogates of two published methods, EI stopping trades lower scores for fewer training increments. EI stopping is a simple cost-aware reference whose utility depends on the surrogate.