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We consider the problem of reinforcement learning using function approximation, where the approximating basis can change dynamically while interacting with the environment. A motivation for such an approach is maximizing the value function…

Machine Learning · Computer Science 2010-05-04 Dotan Di Castro , Shie Mannor

Reinforcement learning (RL) algorithms still suffer from high sample complexity despite outstanding recent successes. The need for intensive interactions with the environment is especially observed in many widely popular policy gradient…

Machine Learning · Computer Science 2020-08-04 Samuele Tosatto , Joao Carvalho , Hany Abdulsamad , Jan Peters

In recent years, reinforcement learning (RL) systems with general goals beyond a cumulative sum of rewards have gained traction, such as in constrained problems, exploration, and acting upon prior experiences. In this paper, we consider…

Machine Learning · Computer Science 2020-07-07 Junyu Zhang , Alec Koppel , Amrit Singh Bedi , Csaba Szepesvari , Mengdi Wang

Sequential decision making in the presence of uncertainty and stochastic dynamics gives rise to distributions over state/action trajectories in reinforcement learning (RL) and optimal control problems. This observation has led to a variety…

Machine Learning · Computer Science 2021-09-30 Jad Rahme , Ryan P. Adams

In value-based reinforcement learning (RL), unlike in supervised learning, the agent faces not a single, stationary, approximation problem, but a sequence of value prediction problems. Each time the policy improves, the nature of the…

Machine Learning · Computer Science 2021-01-05 Will Dabney , André Barreto , Mark Rowland , Robert Dadashi , John Quan , Marc G. Bellemare , David Silver

Due to the nature of risk management in learning applicable policies, risk-sensitive reinforcement learning (RSRL) has been realized as an important direction. RSRL is usually achieved by learning risk-sensitive objectives characterized by…

Machine Learning · Computer Science 2025-11-04 Ruiwen Zhou , Minghuan Liu , Kan Ren , Xufang Luo , Weinan Zhang , Dongsheng Li

In reinforcement learning, the objective is almost always defined as a \emph{cumulative} function over the rewards along the process. However, there are many optimal control and reinforcement learning problems in various application fields,…

Machine Learning · Computer Science 2024-04-15 Wei Cui , Wei Yu

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

The problem of solving Markov decision processes under function approximation remains a fundamental challenge, even under linear function approximation settings. A key difficulty arises from a geometric mismatch: while the Bellman…

Machine Learning · Computer Science 2026-04-09 Hyukjun Yang , Han-Dong Lim , Donghwan Lee

A precondition for the deployment of a Reinforcement Learning agent to a real-world system is to provide guarantees on the learning process. While a learning algorithm will eventually converge to a good policy, there are no guarantees on…

Machine Learning · Statistics 2023-12-27 Paul Daoudi , Mathias Formoso , Othman Gaizi , Achraf Azize , Evrard Garcelon

Reinforcement Learning algorithms designed for high-dimensional spaces often enforce the Bellman equation on a sampled subset of states, relying on generalization to propagate knowledge across the state space. In this paper, we identify and…

Machine Learning · Computer Science 2025-02-18 Brieuc Pinon , Raphaël Jungers , Jean-Charles Delvenne

Improving data utilization efficiency is critical for scaling reinforcement learning (RL) for long-horizon tasks where generating trajectories is expensive. However, the dominant RL methods for LLMs are largely on-policy: they update each…

Many recent successful (deep) reinforcement learning algorithms make use of regularization, generally based on entropy or Kullback-Leibler divergence. We propose a general theory of regularized Markov Decision Processes that generalizes…

Machine Learning · Computer Science 2019-06-05 Matthieu Geist , Bruno Scherrer , Olivier Pietquin

Discounted reinforcement learning is fundamentally incompatible with function approximation for control in continuing tasks. It is not an optimization problem in its usual formulation, so when using function approximation there is no…

Artificial Intelligence · Computer Science 2019-11-28 Abhishek Naik , Roshan Shariff , Niko Yasui , Hengshuai Yao , Richard S. Sutton

While reinforcement learning has shown experimental success in a number of applications, it is known to be sensitive to noise and perturbations in the parameters of the system, leading to high variance in the total reward amongst different…

Systems and Control · Electrical Eng. & Systems 2024-12-02 Erfaun Noorani , Christos Mavridis , John Baras

Successor-style representations have many advantages for reinforcement learning: for example, they can help an agent generalize from past experience to new goals, and they have been proposed as explanations of behavioral and neural data…

Machine Learning · Computer Science 2021-03-17 Kianté Brantley , Soroush Mehri , Geoffrey J. Gordon

Most conventional Reinforcement Learning (RL) algorithms aim to optimize decision-making rules in terms of the expected returns. However, especially for risk management purposes, other risk-sensitive criteria such as the value-at-risk or…

Machine Learning · Computer Science 2012-03-19 Tetsuro Morimura , Masashi Sugiyama , Hisashi Kashima , Hirotaka Hachiya , Toshiyuki Tanaka

When faced with a novel scenario, it can be hard to succeed on the first attempt. In these challenging situations, it is important to know how to retry quickly and meaningfully. Retrying behavior can emerge naturally in robots trained on…

Robotics · Computer Science 2024-06-25 Maximilian Du , Alexander Khazatsky , Tobias Gerstenberg , Chelsea Finn

Reinforcement learning (RL) algorithms typically deal with maximizing the expected cumulative return (discounted or undiscounted, finite or infinite horizon). However, several crucial applications in the real world, such as drug discovery,…

Reinforcement learning algorithms can solve dynamic decision-making and optimal control problems. With continuous-valued state and input variables, reinforcement learning algorithms must rely on function approximators to represent the value…

Machine Learning · Computer Science 2021-11-16 Jiří Kubalík , Erik Derner , Jan Žegklitz , Robert Babuška