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Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

We consider the learning dynamics of a single reinforcement learning optimal execution trading agent when it interacts with an event driven agent-based financial market model. Trading takes place asynchronously through a matching engine in…

Trading and Market Microstructure · Quantitative Finance 2023-11-23 Matthew Dicks , Andrew Paskaramoorthy , Tim Gebbie

Reinforcement learning has been shown to be highly successful at many challenging tasks. However, success heavily relies on well-shaped rewards. Intrinsically motivated RL attempts to remove this constraint by defining an intrinsic reward…

Machine Learning · Computer Science 2021-03-16 Rui Zhao , Yang Gao , Pieter Abbeel , Volker Tresp , Wei Xu

We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions. The task for an agent is to attain the best possible asymptotic reward where the…

Machine Learning · Computer Science 2007-05-23 Daniil Ryabko , Marcus Hutter

Assistive agents should make humans' lives easier. Classically, such assistance is studied through the lens of inverse reinforcement learning, where an assistive agent (e.g., a chatbot, a robot) infers a human's intention and then selects…

Artificial Intelligence · Computer Science 2025-01-17 Vivek Myers , Evan Ellis , Sergey Levine , Benjamin Eysenbach , Anca Dragan

We study learning contextual MDPs using a function approximation for both the rewards and the dynamics. We consider both the case that the dynamics dependent or independent of the context. For both models we derive polynomial sample and…

Machine Learning · Computer Science 2022-12-01 Orin Levy , Yishay Mansour

The capability to widely sample the state and action spaces is a key ingredient toward building effective reinforcement learning algorithms. The variational optimization principles exposed in this paper emphasize the importance of an…

Machine Learning · Computer Science 2022-05-25 Emmanuel Daucé

Successful teaching requires an assumption of how the learner learns - how the learner uses experiences from the world to update their internal states. We investigate what expectations people have about a learner when they teach them in an…

Machine Learning · Computer Science 2023-06-30 Yun-Shiuan Chuang , Xuezhou Zhang , Yuzhe Ma , Mark K. Ho , Joseph L. Austerweil , Xiaojin Zhu

We propose a unified mechanism for achieving coordination and communication in Multi-Agent Reinforcement Learning (MARL), through rewarding agents for having causal influence over other agents' actions. Causal influence is assessed using…

Reinforcement learning involves agents interacting with an environment to complete tasks. When rewards provided by the environment are sparse, agents may not receive immediate feedback on the quality of actions that they take, thereby…

Multiagent Systems · Computer Science 2022-02-22 Baicen Xiao , Bhaskar Ramasubramanian , Radha Poovendran

We study the emergence of cooperative behaviors in reinforcement learning agents by introducing a challenging competitive multi-agent soccer environment with continuous simulated physics. We demonstrate that decentralized, population-based…

Artificial Intelligence · Computer Science 2021-05-21 Siqi Liu , Guy Lever , Josh Merel , Saran Tunyasuvunakool , Nicolas Heess , Thore Graepel

Learning effective policies for real-world problems is still an open challenge for the field of reinforcement learning (RL). The main limitation being the amount of data needed and the pace at which that data can be obtained. In this paper,…

Machine Learning · Computer Science 2022-02-04 Miguel Suau , Jinke He , Matthijs T. J. Spaan , Frans A. Oliehoek

Potential-based reward shaping is commonly used to incorporate prior knowledge of how to solve the task into reinforcement learning because it can formally guarantee policy invariance. As such, the optimal policy and the ordering of…

Machine Learning · Computer Science 2025-02-04 Henrik Müller , Daniel Kudenko

We consider the problem of robust multi-agent reinforcement learning (MARL) for cooperative communication and coordination tasks. MARL agents, mainly those trained in a centralized way, can be brittle because they can adopt policies that…

Multiagent Systems · Computer Science 2020-12-16 T. van der Heiden , C. Salge , E. Gavves , H. van Hoof

A practical challenge in reinforcement learning are combinatorial action spaces that make planning computationally demanding. For example, in cooperative multi-agent reinforcement learning, a potentially large number of agents jointly…

When function approximation is deployed in reinforcement learning (RL), the same problem may be formulated in different ways, often by treating a pre-processing step as a part of the environment or as part of the agent. As a consequence,…

Machine Learning · Computer Science 2020-06-02 Nan Jiang

Some researchers speculate that intelligent reinforcement learning (RL) agents would be incentivized to seek resources and power in pursuit of their objectives. Other researchers point out that RL agents need not have human-like…

Artificial Intelligence · Computer Science 2023-01-31 Alexander Matt Turner , Logan Smith , Rohin Shah , Andrew Critch , Prasad Tadepalli

It is challenging for reinforcement learning (RL) algorithms to succeed in real-world applications like financial trading and logistic system due to the noisy observation and environment shifting between training and evaluation. Thus, it…

Machine Learning · Computer Science 2022-05-20 Zhengyu Yang , Kan Ren , Xufang Luo , Minghuan Liu , Weiqing Liu , Jiang Bian , Weinan Zhang , Dongsheng Li

Imitation learning (IL) is a framework that learns to imitate expert behavior from demonstrations. Recently, IL shows promising results on high dimensional and control tasks. However, IL typically suffers from sample inefficiency in terms…

Machine Learning · Computer Science 2021-11-24 Lihua Zhang

A hallmark of life on Earth is the ability of agents to exert causal power and be drivers of subsequent events. This is key to cognition at all scales. Causal emergence, measuring the degree to which an agent exerts unique predictive power…

Neural and Evolutionary Computing · Computer Science 2026-05-11 Federico Pigozzi , Michael Levin