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Q-learning is a stochastic approximation version of the classic value iteration. The literature has established that Q-learning suffers from both maximization bias and slower convergence. Recently, multi-step algorithms have shown practical…

Machine Learning · Computer Science 2024-07-03 Antony Vijesh , Shreyas S R

Q-learning is a popular Reinforcement Learning (RL) algorithm which is widely used in practice with function approximation (Mnih et al., 2015). In contrast, existing theoretical results are pessimistic about Q-learning. For example, (Baird,…

Machine Learning · Computer Science 2021-10-20 Naman Agarwal , Syomantak Chaudhuri , Prateek Jain , Dheeraj Nagaraj , Praneeth Netrapalli

We study deep reinforcement learning (RL) algorithms with delayed rewards. In many real-world tasks, instant rewards are often not readily accessible or even defined immediately after the agent performs actions. In this work, we first…

Machine Learning · Computer Science 2021-06-23 Beining Han , Zhizhou Ren , Zuofan Wu , Yuan Zhou , Jian Peng

The increasing adoption of Reinforcement Learning in safety-critical systems domains such as autonomous vehicles, health, and aviation raises the need for ensuring their safety. Existing safety mechanisms such as adversarial training,…

Machine Learning · Computer Science 2021-11-11 Paulina Stevia Nouwou Mindom , Amin Nikanjam , Foutse Khomh , John Mullins

Artificial neural networks are promising for general function approximation but challenging to train on non-independent or non-identically distributed data due to catastrophic forgetting. The experience replay buffer, a standard component…

Machine Learning · Computer Science 2023-04-12 Qingfeng Lan , Yangchen Pan , Jun Luo , A. Rupam Mahmood

Recently, there are many trials to apply reinforcement learning in asset allocation for earning more stable profits. In this paper, we compare performance between several reinforcement learning algorithms - actor-only, actor-critic and PPO…

Computational Finance · Quantitative Finance 2023-01-16 Jiwon Kim , Moon-Ju Kang , KangHun Lee , HyungJun Moon , Bo-Kwan Jeon

Preference-based Reinforcement Learning (PbRL) provides a way to learn high-performance policies in environments where the reward signal is hard to specify, avoiding heuristic and time-consuming reward design. However, PbRL can suffer from…

Machine Learning · Computer Science 2025-07-02 Chenyang Cao , Miguel Rogel-García , Mohamed Nabail , Xueqian Wang , Nicholas Rhinehart

Machine learning algorithms learn to solve a task, but are unable to improve their ability to learn. Meta-learning methods learn about machine learning algorithms and improve them so that they learn more quickly. However, existing…

Machine Learning · Computer Science 2025-01-28 Calarina Muslimani , Alex Lewandowski , Dale Schuurmans , Matthew E. Taylor , Jun Luo

A basic assumption of traditional reinforcement learning is that the value of a reward does not change once it is received by an agent. The present work forgoes this assumption and considers the situation where the value of a reward decays…

Artificial Intelligence · Computer Science 2023-03-01 Taylor Dohmen , Ashutosh Trivedi

In this paper, we confront the problem of applying reinforcement learning to agents that perceive the environment through many sensors and that can perform parallel actions using many actuators as is the case in complex autonomous robots.…

Artificial Intelligence · Computer Science 2011-07-04 E. Celaya , J. M. Porta

Reinforcement Learning (RL) in various decision-making tasks of machine learning provides effective results with an agent learning from a stand-alone reward function. However, it presents unique challenges with large amounts of environment…

Machine Learning · Computer Science 2020-03-10 Neda Navidi

Deep reinforcement learning has enabled robots to learn motor skills from environmental interactions with minimal to no prior knowledge. However, existing reinforcement learning algorithms assume an episodic setting, in which the agent…

Machine Learning · Computer Science 2022-05-27 Jigang Kim , J. hyeon Park , Daesol Cho , H. Jin Kim

Standard reinforcement learning (RL) aims to find an optimal policy that identifies the best action for each state. However, in healthcare settings, many actions may be near-equivalent with respect to the reward (e.g., survival). We…

Machine Learning · Computer Science 2020-07-27 Shengpu Tang , Aditya Modi , Michael W. Sjoding , Jenna Wiens

Reinforcement learning (RL) is a powerful approach for training agents to perform tasks, but designing an appropriate reward mechanism is critical to its success. However, in many cases, the complexity of the learning objectives goes beyond…

Machine Learning · Computer Science 2023-08-16 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak

We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

In this work, we propose a novel cross Q-learning algorithm, aim at alleviating the well-known overestimation problem in value-based reinforcement learning methods, particularly in the deep Q-networks where the overestimation is exaggerated…

Artificial Intelligence · Computer Science 2020-09-30 Xing Wang , Alexander Vinel

Learning near-optimal behaviour from an expert's demonstrations typically relies on the assumption that the learner knows the features that the true reward function depends on. In this paper, we study the problem of learning from…

Machine Learning · Computer Science 2019-03-28 Luis Haug , Sebastian Tschiatschek , Adish Singla

Reinforcement Learning (RL) agents often struggle in real-world applications where environmental conditions are non-stationary, particularly when reward functions shift or the available action space expands. This paper introduces MORPHIN, a…

Machine Learning · Computer Science 2026-01-29 Raul de la Rosa , Ivana Dusparic , Nicolas Cardozo

Interactive reinforcement learning has allowed speeding up the learning process in autonomous agents by including a human trainer providing extra information to the agent in real-time. Current interactive reinforcement learning research has…

Artificial Intelligence · Computer Science 2021-09-06 Adam Bignold , Francisco Cruz , Richard Dazeley , Peter Vamplew , Cameron Foale

Goals for reinforcement learning problems are typically defined through hand-specified rewards. To design such problems, developers of learning algorithms must inherently be aware of what the task goals are, yet we often require agents to…

Machine Learning · Computer Science 2018-03-29 Ashley D. Edwards , Laura Downs , James C. Davidson
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