English
Related papers

Related papers: Bellman Gradient Iteration for Inverse Reinforceme…

200 papers

Inverse reinforcement learning (IRL) seeks to learn the reward function from expert trajectories, to understand the task for imitation or collaboration thereby removing the need for manual reward engineering. However, IRL in the context of…

Machine Learning · Computer Science 2023-11-13 Yikang Gui , Prashant Doshi

Inverse reinforcement learning (IRL) aims to infer rewards from observed behavior, but rewards are not identified from the policy alone: many reward--value pairs can rationalize the same actions. Meaningful reward recovery therefore…

Machine Learning · Computer Science 2026-05-11 Lars van der Laan , Nathan Kallus , Aurelien Bibaut

Providing a suitable reward function to reinforcement learning can be difficult in many real world applications. While inverse reinforcement learning (IRL) holds promise for automatically learning reward functions from demonstrations,…

Machine Learning · Computer Science 2019-10-29 Lantao Yu , Tianhe Yu , Chelsea Finn , Stefano Ermon

Value function learning plays a central role in many state-of-the-art reinforcement-learning algorithms. Many popular algorithms like Q-learning do not optimize any objective function, but are fixed-point iterations of some variant of…

Machine Learning · Computer Science 2020-01-10 Yihao Feng , Lihong Li , Qiang Liu

Reinforcement learning (RL) algorithms assume that users specify tasks by manually writing down a reward function. However, this process can be laborious and demands considerable technical expertise. Can we devise RL algorithms that instead…

Machine Learning · Computer Science 2022-01-03 Benjamin Eysenbach , Sergey Levine , Ruslan Salakhutdinov

Inverse reinforcement learning aims to infer the reward function that explains expert behavior observed through trajectories of state--action pairs. A long-standing difficulty in classical IRL is the non-uniqueness of the recovered reward:…

Machine Learning · Statistics 2025-12-09 Denis Belomestny , Alexey Naumov , Sergey Samsonov

We study the transfer of rewards learned using inverse reinforcement learning from expert demonstrations in one environment to reinforcement learning in a new, different environment. This arises naturally when demonstrations are collected…

Machine Learning · Computer Science 2026-05-28 Guang-Yuan Hao , Lars van der Laan , Aurélien Bibaut , Nathan Kallus

We study whether a risk-sensitive objective from asset-pricing theory -- recursive utility -- improves reinforcement learning for portfolio allocation. The Bellman equation under recursive utility involves a certainty equivalent (CE) of…

General Finance · Quantitative Finance 2026-03-25 Minkey Chang

Inverse reinforcement learning (IRL) is the problem of inferring a reward function from expert behavior. There are several approaches to IRL, but most are designed to learn a Markovian reward. However, a reward function might be…

Machine Learning · Computer Science 2024-06-21 Noah Topper , Alvaro Velasquez , George Atia

Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect RL according to how they seek the optimal…

Machine Learning · Computer Science 2021-05-12 Yang Guan , Shengbo Eben Li , Jingliang Duan , Jie Li , Yangang Ren , Qi Sun , Bo Cheng

In reinforcement learning (RL), different reward functions can define the same optimal policy but result in drastically different learning performance. For some, the agent gets stuck with a suboptimal behavior, and for others, it solves the…

Machine Learning · Computer Science 2025-02-25 Grigorii Veviurko , Wendelin Böhmer , Mathijs de Weerdt

We study inverse reinforcement learning (IRL) and imitation learning (IM), the problems of recovering a reward or policy function from expert's demonstrated trajectories. We propose a new way to improve the learning process by adding a…

Machine Learning · Computer Science 2022-08-23 The Viet Bui , Tien Mai , Patrick Jaillet

One of the most natural approaches to reinforcement learning (RL) with function approximation is value iteration, which inductively generates approximations to the optimal value function by solving a sequence of regression problems. To…

Machine Learning · Computer Science 2024-06-19 Noah Golowich , Ankur Moitra

Popular Maximum Entropy Inverse Reinforcement Learning approaches require the computation of expected state visitation frequencies for the optimal policy under an estimate of the reward function. This usually requires intermediate value…

Machine Learning · Computer Science 2020-08-05 Gabriel Kalweit , Maria Huegle , Moritz Werling , Joschka Boedecker

We propose an approach for inverse reinforcement learning from hetero-domain which learns a reward function in the simulator, drawing on the demonstrations from the real world. The intuition behind the method is that the reward function…

Machine Learning · Computer Science 2021-10-25 Yachen Kang , Jinxin Liu , Xin Cao , Donglin Wang

In this paper we argue for the fundamental importance of the value distribution: the distribution of the random return received by a reinforcement learning agent. This is in contrast to the common approach to reinforcement learning which…

Machine Learning · Computer Science 2017-07-24 Marc G. Bellemare , Will Dabney , Rémi Munos

Imitation learning is well-suited for robotic tasks where it is difficult to directly program the behavior or specify a cost for optimal control. In this work, we propose a method for learning the reward function (and the corresponding…

Machine Learning · Computer Science 2021-01-01 Tianwei Ni , Harshit Sikchi , Yufei Wang , Tejus Gupta , Lisa Lee , Benjamin Eysenbach

Inverse Reinforcement Learning (IRL) techniques deal with the problem of deducing a reward function that explains the behavior of an expert agent who is assumed to act optimally in an underlying unknown task. In several problems of…

Machine Learning · Computer Science 2024-01-09 Riccardo Poiani , Gabriele Curti , Alberto Maria Metelli , Marcello Restelli

This article studies inverse reinforcement learning (IRL) for the stochastic linear-quadratic optimal control problem, where two agents are considered. A learner agent does not know the expert agent's performance cost function, but it…

Optimization and Control · Mathematics 2024-05-28 Zhongshi Sun , Guangyan Jia

The objective of a reinforcement learning agent is to discover better actions through exploration. However, typical exploration techniques aim to maximize rewards, often incurring high costs in both exploration and learning processes. We…

Machine Learning · Computer Science 2024-12-24 Akane Tsuboya , Yu Kono , Tatsuji Takahashi