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Off-policy deep reinforcement learning algorithms commonly compensate for overestimation bias during temporal-difference learning by utilizing pessimistic estimates of the expected target returns. In this work, we propose Generalized…

Machine Learning · Computer Science 2023-03-07 Edoardo Cetin , Oya Celiktutan

Offline or batch reinforcement learning seeks to learn a near-optimal policy using history data without active exploration of the environment. To counter the insufficient coverage and sample scarcity of many offline datasets, the principle…

Machine Learning · Computer Science 2022-06-14 Laixi Shi , Gen Li , Yuting Wei , Yuxin Chen , Yuejie Chi

Majority of off-policy reinforcement learning algorithms use overestimation bias control techniques. Most of these techniques rooted in heuristics, primarily addressing the consequences of overestimation rather than its fundamental origins.…

Machine Learning · Computer Science 2023-09-27 Arsenii Kuznetsov

We evaluate benchmark deep reinforcement learning algorithms on the task of portfolio optimisation using simulated data. The simulator to generate the data is based on correlated geometric Brownian motion with the Bertsimas-Lo market impact…

Computational Engineering, Finance, and Science · Computer Science 2025-08-07 Chung I Lu

In this work, we present a new model-free and off-policy reinforcement learning (RL) algorithm, that is capable of finding a near-optimal policy with state-action observations from arbitrary behavior policies. Our algorithm, called the…

Optimization and Control · Mathematics 2025-07-21 Narim Jeong , Donghwan Lee , Niao He

The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance without considering risk or safety. In contrast, safe reinforcement learning aims to mitigate or avoid unsafe states. This…

Machine Learning · Computer Science 2024-09-13 Zahra Shahrooei , Ali Baheri

Many reinforcement learning algorithms, particularly those that rely on return estimates for policy improvement, can suffer from poor sample efficiency and training instability due to high-variance return estimates. In this paper we…

Machine Learning · Computer Science 2026-01-06 Alexander W. Goodall , Edwin Hamel-De le Court , Francesco Belardinelli

To accumulate knowledge and improve its policy of behaviour, a reinforcement learning agent can learn `off-policy' about policies that differ from the policy used to generate its experience. This is important to learn counterfactuals, or…

Machine Learning · Computer Science 2022-02-03 Simon Schmitt , John Shawe-Taylor , Hado van Hasselt

In this paper we present a new way of predicting the performance of a reinforcement learning policy given historical data that may have been generated by a different policy. The ability to evaluate a policy from historical data is important…

Machine Learning · Computer Science 2016-04-05 Philip S. Thomas , Emma Brunskill

The subject of this paper is reinforcement learning. Policies are considered here that produce actions based on states and random elements autocorrelated in subsequent time instants. Consequently, an agent learns from experiments that are…

Machine Learning · Computer Science 2020-09-11 Marcin Szulc , Jakub Łyskawa , Paweł Wawrzyński

Understanding the simultaneously very diverse and intricately fine-grained set of possible human actions is a critical open problem in computer vision. Manually labeling training videos is feasible for some action classes but doesn't scale…

Computer Vision and Pattern Recognition · Computer Science 2017-06-12 Serena Yeung , Vignesh Ramanathan , Olga Russakovsky , Liyue Shen , Greg Mori , Li Fei-Fei

All reinforcement learning algorithms must handle the trade-off between exploration and exploitation. Many state-of-the-art deep reinforcement learning methods use noise in the action selection, such as Gaussian noise in policy gradient…

Machine Learning · Computer Science 2018-04-05 Trevor Barron , Oliver Obst , Heni Ben Amor

Reinforcement Learning in domains with sparse rewards is a difficult problem, and a large part of the training process is often spent searching the state space in a more or less random fashion for any learning signals. For control problems,…

Machine Learning · Computer Science 2019-11-22 Eivind Bøhn , Signe Moe , Tor Arne Johansen

Robust real-world learning should benefit from both demonstrations and interactions with the environment. Current approaches to learning from demonstration and reward perform supervised learning on expert demonstration data and use…

Artificial Intelligence · Computer Science 2019-05-31 Yang Gao , Huazhe Xu , Ji Lin , Fisher Yu , Sergey Levine , Trevor Darrell

In goal-conditioned reinforcement learning (GCRL), sparse rewards present significant challenges, often obstructing efficient learning. Although multi-step GCRL can boost this efficiency, it can also lead to off-policy biases in target…

Machine Learning · Computer Science 2023-11-30 Lisheng Wu , Ke Chen

We explore the use of policy gradient methods in reinforcement learning for quantum control via energy landscape shaping of XX-Heisenberg spin chains in a model agnostic fashion. Their performance is compared to finding controllers using…

Quantum Physics · Physics 2022-07-19 I. Khalid , C. A. Weidner , E. A. Jonckheere , S. G. Schirmer , F. C. Langbein

Reinforcement Learning (RL) has opened up new opportunities to enhance existing smart systems that generally include a complex decision-making process. However, modern RL algorithms, e.g., Deep Q-Networks (DQN), are based on deep neural…

Machine Learning · Computer Science 2023-06-22 Yang Ni , Danny Abraham , Mariam Issa , Yeseong Kim , Pietro Mercati , Mohsen Imani

Model-free reinforcement learning based methods such as Proximal Policy Optimization, or Q-learning typically require thousands of interactions with the environment to approximate the optimum controller which may not always be feasible in…

Machine Learning · Computer Science 2019-05-16 Narendra Patwardhan , Zequn Wang

Model-free reinforcement learning has been successfully applied to a range of challenging problems, and has recently been extended to handle large neural network policies and value functions. However, the sample complexity of model-free…

Machine Learning · Computer Science 2016-03-03 Shixiang Gu , Timothy Lillicrap , Ilya Sutskever , Sergey Levine

Maximum likelihood estimation (MLE) is the predominant algorithm for training text generation models. This paradigm relies on direct supervision examples, which is not applicable to many emerging applications, such as generating adversarial…

Computation and Language · Computer Science 2022-10-25 Han Guo , Bowen Tan , Zhengzhong Liu , Eric P. Xing , Zhiting Hu