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Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting…

Machine Learning · Computer Science 2024-10-04 Zakaria Mhammedi

This paper presents a novel state representation for reward-free Markov decision processes. The idea is to learn, in a self-supervised manner, an embedding space where distances between pairs of embedded states correspond to the minimum…

Machine Learning · Computer Science 2022-05-05 Lorenzo Steccanella , Anders Jonsson

Offline Federated Reinforcement Learning (FRL), a marriage of federated learning and offline reinforcement learning, has attracted increasing interest recently. Albeit with some advancement, we find that the performance of most existing…

Machine Learning · Computer Science 2025-12-03 Nan Qiao , Sheng Yue , Ju Ren , Yaoxue Zhang

This study presents a novel approach to addressing offline reinforcement learning (RL) problems by reframing them as regression tasks that can be effectively solved using Decision Trees. Mainly, we introduce two distinct frameworks:…

Machine Learning · Computer Science 2024-10-16 Prajwal Koirala , Cody Fleming

We consider offline Reinforcement Learning (RL), where the agent does not interact with the environment and must rely on offline data collected using a behavior policy. Previous works provide policy evaluation guarantees when the target…

Machine Learning · Computer Science 2023-05-26 Xumei Xi , Christina Lee Yu , Yudong Chen

We present a new model-based algorithm for reinforcement learning (RL) which consists of explicit exploration and exploitation phases, and is applicable in large or infinite state spaces. The algorithm maintains a set of dynamics models…

Machine Learning · Computer Science 2019-12-03 Mikael Henaff

Offline reinforcement learning (RL) allows for the training of competent agents from offline datasets without any interaction with the environment. Online finetuning of such offline models can further improve performance. But how should we…

Machine Learning · Computer Science 2023-03-31 Yicheng Luo , Jackie Kay , Edward Grefenstette , Marc Peter Deisenroth

Efficient exploration is a crucial challenge in deep reinforcement learning. Several methods, such as behavioral priors, are able to leverage offline data in order to efficiently accelerate reinforcement learning on complex tasks. However,…

Machine Learning · Computer Science 2022-09-01 Marco Bagatella , Sammy Christen , Otmar Hilliges

To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…

Machine Learning · Computer Science 2018-11-29 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

In many practical applications of RL, it is expensive to observe state transitions from the environment. For example, in the problem of plasma control for nuclear fusion, computing the next state for a given state-action pair requires…

Machine Learning · Computer Science 2022-03-16 Viraj Mehta , Biswajit Paria , Jeff Schneider , Stefano Ermon , Willie Neiswanger

Diffusion models have garnered widespread attention in Reinforcement Learning (RL) for their powerful expressiveness and multimodality. It has been verified that utilizing diffusion policies can significantly improve the performance of RL…

Machine Learning · Computer Science 2024-12-17 Shutong Ding , Ke Hu , Zhenhao Zhang , Kan Ren , Weinan Zhang , Jingyi Yu , Jingya Wang , Ye Shi

Zero-shot reinforcement learning is necessary for extracting optimal policies in absence of concrete rewards for fast adaptation to future problem settings. Forward-backward representations (FB) have emerged as a promising method for…

Machine Learning · Computer Science 2025-07-09 Núria Armengol Urpí , Marin Vlastelica , Georg Martius , Stelian Coros

Conventional reinforcement learning (RL) needs an environment to collect fresh data, which is impractical when online interactions are costly. Offline RL provides an alternative solution by directly learning from the previously collected…

Machine Learning · Computer Science 2023-03-15 Han Zheng , Xufang Luo , Pengfei Wei , Xuan Song , Dongsheng Li , Jing Jiang

Reinforcement learning techniques leveraging deep learning have made tremendous progress in recent years. However, the complexity of neural networks prevents practitioners from understanding their behavior. Decision trees have gained…

Machine Learning · Computer Science 2024-08-22 Daniël Vos , Sicco Verwer

Transfer Learning (TL) has shown great potential to accelerate Reinforcement Learning (RL) by leveraging prior knowledge from past learned policies of relevant tasks. Existing transfer approaches either explicitly computes the similarity…

Offline policy evaluation is a fundamental statistical problem in reinforcement learning that involves estimating the value function of some decision-making policy given data collected by a potentially different policy. In order to tackle…

Machine Learning · Computer Science 2022-12-20 Juan C. Perdomo , Akshay Krishnamurthy , Peter Bartlett , Sham Kakade

With the aim of improving performance in Markov Decision Problem in an Off-Policy setting, we suggest taking inspiration from what is done in Offline Reinforcement Learning (RL). In Offline RL, it is a common practice during policy learning…

Artificial Intelligence · Computer Science 2024-10-29 Jérôme Arjonilla , Abdallah Saffidine , Tristan Cazenave

Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…

Machine Learning · Computer Science 2020-04-03 Manuel Schneckenreither

Reinforcement learning (RL) in episodic, factored Markov decision processes (FMDPs) is studied. We propose an algorithm called FMDP-BF, which leverages the factorization structure of FMDP. The regret of FMDP-BF is shown to be exponentially…

Machine Learning · Computer Science 2021-03-11 Xiaoyu Chen , Jiachen Hu , Lihong Li , Liwei Wang