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This paper studies a policy optimization problem arising from collaborative multi-agent reinforcement learning in a decentralized setting where agents communicate with their neighbors over an undirected graph to maximize the sum of their…

Optimization and Control · Mathematics 2022-09-07 Jinchi Chen , Jie Feng , Weiguo Gao , Ke Wei

Deep reinforcement learning for multi-agent cooperation and competition has been a hot topic recently. This paper focuses on cooperative multi-agent problem based on actor-critic methods under local observations settings. Multi agent deep…

Artificial Intelligence · Computer Science 2017-10-04 Xiangxiang Chu , Hangjun Ye

We explore Deep Reinforcement Learning in a parameterized action space. Specifically, we investigate how to achieve sample-efficient end-to-end training in these tasks. We propose a new compact architecture for the tasks where the parameter…

Machine Learning · Computer Science 2018-10-24 Ermo Wei , Drew Wicke , Sean Luke

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

Optimization and Control · Mathematics 2024-08-27 Sihan Zeng , Thinh T. Doan , Justin Romberg

Traditional model-based reinforcement learning approaches learn a model of the environment dynamics without explicitly considering how it will be used by the agent. In the presence of misspecified model classes, this can lead to poor…

Machine Learning · Computer Science 2020-10-20 Pierluca D'Oro , Alberto Maria Metelli , Andrea Tirinzoni , Matteo Papini , Marcello Restelli

In this paper, we investigate a new form of automated curriculum learning based on adaptive selection of accuracy requirements, called accuracy-based curriculum learning. Using a reinforcement learning agent based on the Deep Deterministic…

Machine Learning · Computer Science 2018-09-24 Pierre Fournier , Olivier Sigaud , Mohamed Chetouani , Pierre-Yves Oudeyer

Deep Reinforcement Learning (DRL) has been extensively used to address portfolio optimization problems. The DRL agents acquire knowledge and make decisions through unsupervised interactions with their environment without requiring explicit…

Machine Learning · Computer Science 2025-01-14 Ruoyu Sun , Yue Xi , Angelos Stefanidis , Zhengyong Jiang , Jionglong Su

Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and dynamic stock market. In this paper, we propose an ensemble strategy that employs deep reinforcement…

Trading and Market Microstructure · Quantitative Finance 2025-11-18 Hongyang Yang , Xiao-Yang Liu , Shan Zhong , Anwar Walid

With the increasing pace of automation, modern robotic systems need to act in stochastic, non-stationary, partially observable environments. A range of algorithms for finding parameterized policies that optimize for long-term average…

Machine Learning · Computer Science 2019-09-04 David Nass , Boris Belousov , Jan Peters

Deep Deterministic Policy Gradient (DDPG) algorithm is one of the most well-known reinforcement learning methods. However, this method is inefficient and unstable in practical applications. On the other hand, the bias and variance of the Q…

Machine Learning · Computer Science 2020-07-02 Shuai Han , Wenbo Zhou , Shuai Lü , Jiayu Yu

Substantial advancements to model-based reinforcement learning algorithms have been impeded by the model-bias induced by the collected data, which generally hurts performance. Meanwhile, their inherent sample efficiency warrants utility for…

Uncertainty estimation for Reinforcement Learning (RL) is a critical component in control tasks where agents must balance safe exploration and efficient learning. While deep neural networks have enabled breakthroughs in RL, they often lack…

Machine Learning · Computer Science 2025-12-22 Matthijs van der Lende , Juan Cardenas-Cartagena

This paper presents a method for identifying mechanical parameters of robots or objects, such as their mass and friction coefficients. Key features are the use of off-the-shelf physics engines and the adaptation of a Bayesian optimization…

Robotics · Computer Science 2018-06-14 Shaojun Zhu , Andrew Kimmel , Kostas E. Bekris , Abdeslam Boularias

Model-based reinforcement learning algorithms tend to achieve higher sample efficiency than model-free methods. However, due to the inevitable errors of learned models, model-based methods struggle to achieve the same asymptotic performance…

Machine Learning · Computer Science 2019-12-02 Qi Zhou , Houqiang Li , Jie Wang

We focus on the challenge of finding a diverse collection of quality solutions on complex continuous domains. While quality diver-sity (QD) algorithms like Novelty Search with Local Competition (NSLC) and MAP-Elites are designed to generate…

Machine Learning · Computer Science 2020-05-08 Matthew C. Fontaine , Julian Togelius , Stefanos Nikolaidis , Amy K. Hoover

We present a Monte-Carlo simulation algorithm for real-time policy improvement of an adaptive controller. In the Monte-Carlo simulation, the long-term expected reward of each possible action is statistically measured, using the initial…

Machine Learning · Computer Science 2025-04-07 Gerald Tesauro , Gregory R. Galperin

In spoken dialogue systems, we aim to deploy artificial intelligence to build automated dialogue agents that can converse with humans. A part of this effort is the policy optimisation task, which attempts to find a policy describing how to…

Computation and Language · Computer Science 2018-02-13 Gellért Weisz , Paweł Budzianowski , Pei-Hao Su , Milica Gašić

Training generally capable agents that thoroughly explore their environment and learn new and diverse skills is a long-term goal of robot learning. Quality Diversity Reinforcement Learning (QD-RL) is an emerging research area that blends…

Machine Learning · Computer Science 2024-01-31 Sumeet Batra , Bryon Tjanaka , Matthew C. Fontaine , Aleksei Petrenko , Stefanos Nikolaidis , Gaurav Sukhatme

We study the use of policy gradient algorithms to optimize over a class of generalized Thompson sampling policies. Our central insight is to view the posterior parameter sampled by Thompson sampling as a kind of pseudo-action. Policy…

Machine Learning · Computer Science 2020-07-01 Seungki Min , Ciamac C. Moallemi , Daniel J. Russo

In reinforcement learning, reward shaping is an efficient way to guide the learning process of an agent, as the reward can indicate the optimal policy of the task. The potential-based reward shaping framework was proposed to guarantee…

Robotics · Computer Science 2024-02-08 Yifei Chen , Lambert Schomaker , Francisco Cruz