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We present a unifying framework for designing and analysing distributional reinforcement learning (DRL) algorithms in terms of recursively estimating statistics of the return distribution. Our key insight is that DRL algorithms can be…

Machine Learning · Statistics 2019-02-22 Mark Rowland , Robert Dadashi , Saurabh Kumar , Rémi Munos , Marc G. Bellemare , Will Dabney

While contemporary reinforcement learning research and applications have embraced policy gradient methods as the panacea of solving learning problems, value-based methods can still be useful in many domains as long as we can wrangle with…

Machine Learning · Computer Science 2024-07-16 Ashwin Ramaswamy , Ransalu Senanayake

Since their introduction a year ago, distributional approaches to reinforcement learning (distributional RL) have produced strong results relative to the standard approach which models expected values (expected RL). However, aside from…

Machine Learning · Computer Science 2019-02-22 Clare Lyle , Pablo Samuel Castro , Marc G. Bellemare

We examine the question of when and how parametric models are most useful in reinforcement learning. In particular, we look at commonalities and differences between parametric models and experience replay. Replay-based learning algorithms…

Machine Learning · Computer Science 2019-09-18 Hado van Hasselt , Matteo Hessel , John Aslanides

In reinforcement learning, the standard criterion to evaluate policies in a state is the expectation of (discounted) sum of rewards. However, this criterion may not always be suitable, we consider an alternative criterion based on the…

Machine Learning · Computer Science 2016-11-04 Hugo Gilbert , Paul Weng

While most reinforcement learning methods today flatten the distribution of future returns to a single scalar value, distributional RL methods exploit the return distribution to provide stronger learning signals and to enable applications…

Machine Learning · Computer Science 2026-03-05 Perry Dong , Chongyi Zheng , Chelsea Finn , Dorsa Sadigh , Benjamin Eysenbach

The reward signal plays a central role in defining the desired behaviors of agents in reinforcement learning (RL). Rewards collected from realistic environments could be perturbed, corrupted, or noisy due to an adversary, sensor error, or…

Machine Learning · Computer Science 2025-03-12 Xi Chen , Zhihui Zhu , Andrew Perrault

We propose a distributional framework for offline Inverse Reinforcement Learning (IRL) that jointly models uncertainty over reward functions and full distributions of returns. Unlike conventional IRL approaches that recover a deterministic…

Machine Learning · Computer Science 2026-05-29 Feiyang Wu , Ye Zhao , Anqi Wu

Deep reinforcement learning (DRL) is a very active research area. However, several technical and scientific issues require to be addressed, amongst which we can mention data inefficiency, exploration-exploitation trade-off, and multi-task…

Machine Learning · Computer Science 2020-11-24 Mohammad Reza Samsami , Hossein Alimadad

To solve complex real-world problems with reinforcement learning, we cannot rely on manually specified reward functions. Instead, we can have humans communicate an objective to the agent directly. In this work, we combine two approaches to…

Machine Learning · Computer Science 2018-11-16 Borja Ibarz , Jan Leike , Tobias Pohlen , Geoffrey Irving , Shane Legg , Dario Amodei

We propose a method for meta-learning reinforcement learning algorithms by searching over the space of computational graphs which compute the loss function for a value-based model-free RL agent to optimize. The learned algorithms are…

Machine Learning · Computer Science 2022-11-11 John D. Co-Reyes , Yingjie Miao , Daiyi Peng , Esteban Real , Sergey Levine , Quoc V. Le , Honglak Lee , Aleksandra Faust

In the last decade, deep learning has achieved great success in machine learning tasks where the input data is represented with different levels of abstractions. Driven by the recent research in reinforcement learning using deep neural…

Machine Learning · Computer Science 2022-05-18 Dejan Markovikj

In this paper we proposed reinforcement learning algorithms with the generalized reward function. In our proposed method we use Q-learning and SARSA algorithms with generalised reward function to train the reinforcement learning agent. We…

Artificial Intelligence · Computer Science 2016-02-17 Harshit Sethy , Amit Patel

Recently, there are many trials to apply reinforcement learning in asset allocation for earning more stable profits. In this paper, we compare performance between several reinforcement learning algorithms - actor-only, actor-critic and PPO…

Computational Finance · Quantitative Finance 2023-01-16 Jiwon Kim , Moon-Ju Kang , KangHun Lee , HyungJun Moon , Bo-Kwan Jeon

Although distributional reinforcement learning (DRL) has been widely examined in the past few years, very few studies investigate the validity of the obtained Q-function estimator in the distributional setting. To fully understand how the…

Machine Learning · Computer Science 2023-08-01 Qi Kuang , Zhoufan Zhu , Liwen Zhang , Fan Zhou

Classical reinforcement learning (RL) techniques are generally concerned with the design of decision-making policies driven by the maximisation of the expected outcome. Nevertheless, this approach does not take into consideration the…

Machine Learning · Computer Science 2023-01-02 Thibaut Théate , Damien Ernst

Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard RL. At the…

Optimization and Control · Mathematics 2023-03-27 Zifan Wang , Yulong Gao , Siyi Wang , Michael M. Zavlanos , Alessandro Abate , Karl H. Johansson

Distributional reinforcement learning (distributional RL) has seen empirical success in complex Markov Decision Processes (MDPs) in the setting of nonlinear function approximation. However, there are many different ways in which one can…

Machine Learning · Statistics 2018-07-24 Thang Doan , Bogdan Mazoure , Clare Lyle

In this paper, a novel training paradigm inspired by quantum computation is proposed for deep reinforcement learning (DRL) with experience replay. In contrast to traditional experience replay mechanism in DRL, the proposed deep…

Machine Learning · Computer Science 2021-01-07 Qing Wei , Hailan Ma , Chunlin Chen , Daoyi Dong

We present the first deep learning model to successfully learn control policies directly from high-dimensional sensory input using reinforcement learning. The model is a convolutional neural network, trained with a variant of Q-learning,…

Machine Learning · Computer Science 2013-12-20 Volodymyr Mnih , Koray Kavukcuoglu , David Silver , Alex Graves , Ioannis Antonoglou , Daan Wierstra , Martin Riedmiller