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We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

We study the use of inverse reinforcement learning (IRL) as a tool for the recognition of agents' behavior on the basis of observation of their sequential decision behavior interacting with the environment. We model the problem faced by the…

Machine Learning · Computer Science 2013-03-22 Qifeng Qiao , Peter A. Beling

In this paper, a novel approach to the output-feedback inverse reinforcement learning (IRL) problem is developed by casting the IRL problem, for linear systems with quadratic cost functions, as a state estimation problem. Two observer-based…

Systems and Control · Electrical Eng. & Systems 2023-07-19 Ryan Self , Kevin Coleman , He Bai , Rushikesh Kamalapurkar

Inverse Reinforcement Learning (IRL) learns an optimal policy, given some expert demonstrations, thus avoiding the need for the tedious process of specifying a suitable reward function. However, current methods are constrained by at least…

Machine Learning · Computer Science 2023-11-16 Pierre Le Pelletier de Woillemont , Rémi Labory , Vincent Corruble

A misspecified reward can degrade sample efficiency and induce undesired behaviors in reinforcement learning (RL) problems. We propose symbolic reward machines for incorporating high-level task knowledge when specifying the reward signals.…

Artificial Intelligence · Computer Science 2022-04-22 Weichao Zhou , Wenchao Li

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

Optimization and Control · Mathematics 2021-09-17 Na Li , Xun Li , Jing Peng , Zuo Quan Xu

A differential dynamic programming (DDP)-based framework for inverse reinforcement learning (IRL) is introduced to recover the parameters in the cost function, system dynamics, and constraints from demonstrations. Different from existing…

Robotics · Computer Science 2024-07-30 Kun Cao , Xinhang Xu , Wanxin Jin , Karl H. Johansson , Lihua Xie

The objective of offline RL is to learn optimal policies when a fixed exploratory demonstrations data-set is available and sampling additional observations is impossible (typically if this operation is either costly or rises ethical…

Machine Learning · Computer Science 2021-06-10 Firas Jarboui , Vianney Perchet

Repetitive motion tasks are common in robotics, but performance can degrade over time due to environmental changes and robot wear and tear. Iterative learning control (ILC) improves performance by using information from previous iterations…

Robotics · Computer Science 2026-02-23 Unnati Nigam , Radhendushka Srivastava , Faezeh Marzbanrad , Michael Burke

Inverse reinforcement learning (IRL) aims to estimate the reward function of optimizing agents by observing their response (estimates or actions). This paper considers IRL when noisy estimates of the gradient of a reward function generated…

Machine Learning · Computer Science 2021-01-19 Vikram Krishnamurthy , George Yin

We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…

Machine Learning · Statistics 2011-10-25 Cedric Archambeau , Francis Bach

This paper presents a general framework for exploiting the representational capacity of neural networks to approximate complex, nonlinear reward functions in the context of solving the inverse reinforcement learning (IRL) problem. We show…

Machine Learning · Computer Science 2016-03-14 Markus Wulfmeier , Peter Ondruska , Ingmar Posner

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

Generative adversarial imitation learning (GAIL) demonstrates tremendous success in practice, especially when combined with neural networks. Different from reinforcement learning, GAIL learns both policy and reward function from expert…

Machine Learning · Computer Science 2020-06-26 Yufeng Zhang , Qi Cai , Zhuoran Yang , Zhaoran Wang

This paper proposes a reinforcement learning (RL) algorithm for infinite horizon $\rm {H_{2}/H_{\infty}}$ problem in a class of stochastic discrete-time systems, rather than using a set of coupled generalized algebraic Riccati equations…

Optimization and Control · Mathematics 2023-11-28 Xiushan Jiang , Li Wang , Dongya Zhao , Ling Shi

The endeavor of artificial intelligence (AI) is to design autonomous agents capable of achieving complex tasks. Namely, reinforcement learning (RL) proposes a theoretical background to learn optimal behaviors. In practice, RL algorithms…

Machine Learning · Computer Science 2022-09-27 Firas Jarboui , Ahmed Akakzia

We propose $\textit{iterative inversion}$ -- an algorithm for learning an inverse function without input-output pairs, but only with samples from the desired output distribution and access to the forward function. The key challenge is a…

Machine Learning · Computer Science 2023-05-31 Gal Leibovich , Guy Jacob , Or Avner , Gal Novik , Aviv Tamar

The literature on Inverse Reinforcement Learning (IRL) typically assumes that humans take actions in order to minimize the expected value of a cost function, i.e., that humans are risk neutral. Yet, in practice, humans are often far from…

Artificial Intelligence · Computer Science 2018-03-23 Sumeet Singh , Jonathan Lacotte , Anirudha Majumdar , Marco Pavone

In this paper, we study the problem of obtaining a control policy that can mimic and then outperform expert demonstrations in Markov decision processes where the reward function is unknown to the learning agent. One main relevant approach…

Machine Learning · Computer Science 2020-09-24 Feng Tao , Yongcan Cao