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Bayesian reinforcement learning (BRL) is a method that merges principles from Bayesian statistics and reinforcement learning to make optimal decisions in uncertain environments. As a model-based RL method, it has two key components: (1)…

Machine Learning · Statistics 2025-06-03 Shreya Sinha Roy , Richard G. Everitt , Christian P. Robert , Ritabrata Dutta

The inherent uncertainty in the environmental transition model of Reinforcement Learning (RL) necessitates a delicate balance between exploration and exploitation. This balance is crucial for optimizing computational resources to accurately…

Machine Learning · Computer Science 2025-05-21 Yongxin Deng , Xihe Qiu , Jue Chen , Xiaoyu Tan

We study algorithms for average-cost reinforcement learning problems with value function approximation. Our starting point is the recently proposed POLITEX algorithm, a version of policy iteration where the policy produced in each iteration…

Machine Learning · Computer Science 2019-08-29 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari , Gellert Weisz

An agent learning through interactions should balance its action selection process between probing the environment to discover new rewards and using the information acquired in the past to adopt useful behaviour. This trade-off is usually…

Machine Learning · Computer Science 2019-07-02 Lucas Beyer , Damien Vincent , Olivier Teboul , Sylvain Gelly , Matthieu Geist , Olivier Pietquin

In reinforcement learning (RL), agents continually interact with the environment and use the feedback to refine their behavior. To guide policy optimization, reward models are introduced as proxies of the desired objectives, such that when…

Machine Learning · Computer Science 2025-06-19 Rui Yu , Shenghua Wan , Yucen Wang , Chen-Xiao Gao , Le Gan , Zongzhang Zhang , De-Chuan Zhan

Exploration is a difficult challenge in reinforcement learning and is of prime importance in sparse reward environments. However, many of the state of the art deep reinforcement learning algorithms, that rely on epsilon-greedy, fail on…

Machine Learning · Computer Science 2018-10-15 Navneet Madhu Kumar

We propose a novel Bayesian framework for efficient exploration in contextual multi-task multi-armed bandit settings, where the context is only observed partially and dependencies between reward distributions are induced by latent context…

Reinforcement learning (RL) has emerged as a powerful method for improving the reasoning abilities of large language models (LLMs). Outcome-based RL, which rewards policies solely for the correctness of the final answer, yields substantial…

Machine Learning · Computer Science 2025-09-09 Yuda Song , Julia Kempe , Remi Munos

Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…

Machine Learning · Computer Science 2022-04-01 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

Reinforcement learning (RL) algorithms aim to balance exploiting the current best strategy with exploring new options that could lead to higher rewards. Most common RL algorithms use undirected exploration, i.e., select random sequences of…

Machine Learning · Computer Science 2025-08-01 Bhavya Sukhija , Stelian Coros , Andreas Krause , Pieter Abbeel , Carmelo Sferrazza

Efficient exploration remains a challenging research problem in reinforcement learning, especially when an environment contains large state spaces, deceptive local optima, or sparse rewards. To tackle this problem, we present a…

Artificial Intelligence · Computer Science 2018-10-30 Zhang-Wei Hong , Tzu-Yun Shann , Shih-Yang Su , Yi-Hsiang Chang , Chun-Yi Lee

While Large Language Models (LLMs) hold promise to become autonomous agents, they often explore suboptimally in sequential decision-making. Recent work has sought to enhance this capability via supervised fine-tuning (SFT) or reinforcement…

Machine Learning · Computer Science 2025-09-30 Sanxing Chen , Xiaoyin Chen , Yukun Huang , Roy Xie , Bhuwan Dhingra

Bayesian priors offer a compact yet general means of incorporating domain knowledge into many learning tasks. The correctness of the Bayesian analysis and inference, however, largely depends on accuracy and correctness of these priors.…

Machine Learning · Computer Science 2012-02-20 Mahdi MIlani Fard , Joelle Pineau , Csaba Szepesvari

Individual decision-makers consume information revealed by the previous decision makers, and produce information that may help in future decisions. This phenomenon is common in a wide range of scenarios in the Internet economy, as well as…

Computer Science and Game Theory · Computer Science 2019-05-06 Yishay Mansour , Aleksandrs Slivkins , Vasilis Syrgkanis

The Markov Decision Process (MDP) is a popular framework for sequential decision-making problems, and uncertainty quantification is an essential component of it to learn optimal decision-making strategies. In particular, a Bayesian…

Machine Learning · Statistics 2025-05-06 Jiaqi Guo , Chon Wai Ho , Sumeetpal S. Singh

In distributional reinforcement learning (RL), the estimated distribution of value function models both the parametric and intrinsic uncertainties. We propose a novel and efficient exploration method for deep RL that has two components. The…

Machine Learning · Computer Science 2019-05-16 Borislav Mavrin , Shangtong Zhang , Hengshuai Yao , Linglong Kong , Kaiwen Wu , Yaoliang Yu

To ensure that large language model (LLM) responses are helpful and non-toxic, a reward model trained on human preference data is usually used. LLM responses with high rewards are then selected through best-of-$n$ (BoN) sampling or the LLM…

Machine Learning · Computer Science 2024-07-04 Adam X. Yang , Maxime Robeyns , Thomas Coste , Zhengyan Shi , Jun Wang , Haitham Bou-Ammar , Laurence Aitchison

Although model-based reinforcement learning (RL) approaches are considered more sample efficient, existing algorithms are usually relying on sophisticated planning algorithm to couple tightly with the model-learning procedure. Hence the…

Machine Learning · Computer Science 2022-03-15 Xiaoyu Chen , Jiachen Hu , Lin F. Yang , Liwei Wang

Recent advances in reinforcement learning (RL) have renewed interest in reward design for shaping agent behavior, but manually crafting reward functions is tedious and error-prone. A principled alternative is to specify behavioral…

Artificial Intelligence · Computer Science 2026-03-23 Milad Kazemi , Mateo Perez , Fabio Somenzi , Sadegh Soudjani , Ashutosh Trivedi , Alvaro Velasquez

Exploration efficiency is a challenging problem in multi-agent reinforcement learning (MARL), as the policy learned by confederate MARL depends on the collaborative approach among multiple agents. Another important problem is the less…

Machine Learning · Computer Science 2019-12-30 Qisheng Wang , Qichao Wang
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