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Reinforcement learning lies at the intersection of several challenges. Many applications of interest involve extremely large state spaces, requiring function approximation to enable tractable computation. In addition, the learner has only a…

Machine Learning · Computer Science 2021-05-11 Andrew Jacobsen , Alan Chan

We propose a stochastic approximation (SA) based method with randomization of samples for policy evaluation using the least squares temporal difference (LSTD) algorithm. Our proposed scheme is equivalent to running regular temporal…

Machine Learning · Computer Science 2020-01-27 L. A. Prashanth , Nathaniel Korda , Rémi Munos

Multi-step temporal-difference (TD) learning, where the update targets contain information from multiple time steps ahead, is one of the most popular forms of TD learning for linear function approximation. The reason is that multi-step…

Artificial Intelligence · Computer Science 2016-08-19 Harm van Seijen

We consider emphatic temporal-difference learning algorithms for policy evaluation in discounted Markov decision processes with finite spaces. Such algorithms were recently proposed by Sutton, Mahmood, and White (2015) as an improved…

Machine Learning · Computer Science 2017-12-29 Huizhen Yu

We develop policy gradients methods for stochastic control with exit time in a model-free setting. We propose two types of algorithms for learning either directly the optimal policy or by learning alternately the value function (critic) and…

Computational Finance · Quantitative Finance 2023-02-16 Mohamed Hamdouche , Pierre Henry-Labordere , Huyen Pham

Reasoning models improve their problem-solving ability through inference-time scaling, allocating more compute via longer token budgets. Identifying which reasoning traces are likely to succeed remains a key opportunity: reliably predicting…

Artificial Intelligence · Computer Science 2025-10-14 Martina G. Vilas , Safoora Yousefi , Besmira Nushi , Eric Horvitz , Vidhisha Balachandran

Q-learning is a regression-based approach that is widely used to formalize the development of an optimal dynamic treatment strategy. Finite dimensional working models are typically used to estimate certain nuisance parameters, and…

Methodology · Statistics 2020-03-30 Ashkan Ertefaie , James R. McKay , David Oslin , Robert L. Strawderman

In the landscape of TD algorithms, the Q($\sigma$, $\lambda$) algorithm is an algorithm with the ability to perform a multistep backup in an online manner while also successfully unifying the concepts of sampling with using the expectation…

Machine Learning · Computer Science 2019-12-24 Abhishek Nan

In this paper, we present a Q-learning algorithm to solve the optimal output regulation problem for discrete-time LTI systems. This off-policy algorithm only relies on using persistently exciting input-output data, measured offline. No…

Systems and Control · Electrical Eng. & Systems 2024-08-21 Mohammad Alsalti , Victor G. Lopez , Matthias A. Müller

Most deep reinforcement learning (RL) systems are not able to learn effectively from off-policy data, especially if they cannot explore online in the environment. These are critical shortcomings for applying RL to real-world problems where…

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

Machine Learning · Computer Science 2022-02-08 Jing Dong , Xin T. Tong

Reinforcement learning (RL) has shown significant promise for sequential portfolio optimization tasks, such as stock trading, where the objective is to maximize cumulative returns while minimizing risks using historical data. However,…

Machine Learning · Computer Science 2025-05-20 Haochen Yuan , Minting Pan , Yunbo Wang , Siyu Gao , Philip S. Yu , Xiaokang Yang

State-of-the-art deep Q-learning methods update Q-values using state transition tuples sampled from the experience replay buffer. This strategy often uniformly and randomly samples or prioritizes data sampling based on measures such as the…

Machine Learning · Computer Science 2023-06-28 Zhang-Wei Hong , Tao Chen , Yen-Chen Lin , Joni Pajarinen , Pulkit Agrawal

Offline reinforcement learning (RL) holds promise as a means to learn high-reward policies from a static dataset, without the need for further environment interactions. However, a key challenge in offline RL lies in effectively stitching…

Machine Learning · Computer Science 2023-09-14 Siddarth Venkatraman , Shivesh Khaitan , Ravi Tej Akella , John Dolan , Jeff Schneider , Glen Berseth

In state of the art model-free off-policy deep reinforcement learning, a replay memory is used to store past experience and derive all network updates. Even if both state and action spaces are continuous, the replay memory only holds a…

Machine Learning · Computer Science 2020-07-16 Sabrina Hoppe , Marc Toussaint

Model-free reinforcement learning (RL) is a powerful approach for learning control policies directly from high-dimensional state and observation. However, it tends to be data-inefficient, which is especially costly in robotic learning…

Robotics · Computer Science 2020-10-14 Xubo Lyu , Mo Chen

Our understanding of reinforcement learning (RL) has been shaped by theoretical and empirical results that were obtained decades ago using tabular representations and linear function approximators. These results suggest that RL methods that…

Machine Learning · Computer Science 2018-06-05 Artemij Amiranashvili , Alexey Dosovitskiy , Vladlen Koltun , Thomas Brox

This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

Machine Learning · Computer Science 2018-11-08 Sina Ghiassian , Andrew Patterson , Martha White , Richard S. Sutton , Adam White

In this work we present a preliminary investigation of a novel algorithm called Dyna-T. In reinforcement learning (RL) a planning agent has its own representation of the environment as a model. To discover an optimal policy to interact with…

Machine Learning · Computer Science 2022-01-20 Tarek Faycal , Claudio Zito

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

Machine Learning · Computer Science 2022-03-17 Cong Lu , Philip J. Ball , Jack Parker-Holder , Michael A. Osborne , Stephen J. Roberts