English
Related papers

Related papers: When Waiting is not an Option : Learning Options w…

200 papers

One of the key challenges in applying reinforcement learning to real-life problems is that the amount of train-and-error required to learn a good policy increases drastically as the task becomes complex. One potential solution to this…

Machine Learning · Computer Science 2018-06-29 Kazeto Yamamoto , Takashi Onishi , Yoshimasa Tsuruoka

Some of the most powerful reinforcement learning frameworks use planning for action selection. Interestingly, their planning horizon is either fixed or determined arbitrarily by the state visitation history. Here, we expand beyond the naive…

Machine Learning · Computer Science 2023-01-19 Aviv Rosenberg , Assaf Hallak , Shie Mannor , Gal Chechik , Gal Dalal

We address online learning in complex auction settings, such as sponsored search auctions, where the value of the bidder is unknown to her, evolving in an arbitrary manner and observed only if the bidder wins an allocation. We leverage the…

Computer Science and Game Theory · Computer Science 2018-06-04 Zhe Feng , Chara Podimata , Vasilis Syrgkanis

Temporal abstractions in the form of options have been shown to help reinforcement learning (RL) agents learn faster. However, despite prior work on this topic, the problem of discovering options through interaction with an environment…

Machine Learning · Computer Science 2021-02-16 Vivek Veeriah , Tom Zahavy , Matteo Hessel , Zhongwen Xu , Junhyuk Oh , Iurii Kemaev , Hado van Hasselt , David Silver , Satinder Singh

We consider the problem of a decision-maker searching for information on multiple alternatives when information is learned on all alternatives simultaneously. The decision-maker has a running cost of searching for information, and has to…

Theoretical Economics · Economics 2020-04-13 T. Tony Ke , Wenpin Tang , J. Miguel Villas-Boas , Yuming Zhang

We propose a new objective for option discovery that emphasizes the computational advantage of using options in planning. In a sequential machine, the speed of planning is proportional to the number of elementary operations used to achieve…

Machine Learning · Computer Science 2022-10-03 Yi Wan , Richard S. Sutton

Argumentation is based on the exchange and valuation of interacting arguments, followed by the selection of the most acceptable of them (for example, in order to take a decision, to make a choice). Starting from the framework proposed by…

Artificial Intelligence · Computer Science 2011-07-04 C. Cayrol , M. C. Lagasquie-Schiex

Hierarchical Reinforcement Learning (HRL) approaches have shown successful results in solving a large variety of complex, structured, long-horizon problems. Nevertheless, a full theoretical understanding of this empirical evidence is…

Machine Learning · Computer Science 2025-02-05 Gianluca Drappo , Alberto Maria Metelli , Marcello Restelli

We introduce a new approach for the numerical pricing of American options. The main idea is to choose a finite number of suitable excessive functions (randomly) and to find the smallest majorant of the gain function in the span of these…

Computational Finance · Quantitative Finance 2013-10-17 Sören Christensen

A new gradient-based optimization approach by automatically scheduling the learning rate has been proposed recently, which is called Binary Forward Exploration (BFE). The Adaptive version of BFE has also been discussed thereafter. In this…

Machine Learning · Computer Science 2022-09-23 Xin Cao

Options represent a framework for reasoning across multiple time scales in reinforcement learning (RL). With the recent active interest in the unsupervised learning paradigm in the RL research community, the option framework was adapted to…

Artificial Intelligence · Computer Science 2022-06-14 Djordje Božić , Predrag Tadić , Mladen Nikolić

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

Robots can learn the right reward function by querying a human expert. Existing approaches attempt to choose questions where the robot is most uncertain about the human's response; however, they do not consider how easy it will be for the…

Robotics · Computer Science 2019-10-11 Erdem Bıyık , Malayandi Palan , Nicholas C. Landolfi , Dylan P. Losey , Dorsa Sadigh

Active learning aims to reduce annotation cost by predicting which samples are useful for a human expert to label. Although this field is quite old, several important challenges to using active learning in real-world settings still remain…

Machine Learning · Computer Science 2021-04-27 Louis Desreumaux , Vincent Lemaire

We focus on the task of object manipulation to an arbitrary goal pose, in which a robot is supposed to pick an assigned object to place at the goal position with a specific orientation. However, limited by the execution space of the…

Robotics · Computer Science 2022-03-01 Kechun Xu , Hongxiang Yu , Renlang Huang , Dashun Guo , Yue Wang , Rong Xiong

We propose a new approach for solving a class of discrete decision making problems under uncertainty with positive cost. This issue concerns multiple and diverse fields such as engineering, economics, artificial intelligence, cognitive…

Artificial Intelligence · Computer Science 2014-01-03 Steve N'Guyen , Clément Moulin-Frier , Jacques Droulez

Multi-objective combinatorial optimization seeks Pareto-optimal solutions over exponentially large discrete spaces, yet existing methods sacrifice generality, scalability, or theoretical guarantees. We reformulate it as an online learning…

Machine Learning · Computer Science 2026-02-13 Esha Singh , Dongxia Wu , Chien-Yi Yang , Tajana Rosing , Rose Yu , Yi-An Ma

This paper starts by defining the criteria where the early-exercise of an American option is never optimal, under positive, or negative rates. It follows with a short analysis of the various shapes of the exercise region under negative…

Pricing of Securities · Quantitative Finance 2021-10-01 Jherek Healy

Test-time compute scaling, the practice of spending extra computation during inference via repeated sampling, search, or extended reasoning, has become a powerful lever for improving large language model performance. Yet deploying these…

Machine Learning · Computer Science 2026-04-17 Zhiyuan Zhai , Bingcong Li , Bingnan Xiao , Ming Li , Xin Wang

Classical learning assumes the learner is given a labeled data sample, from which it learns a model. The field of Active Learning deals with the situation where the learner begins not with a training sample, but instead with resources that…

Machine Learning · Computer Science 2012-07-19 Omid Madani , Daniel J. Lizotte , Russell Greiner