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Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…

Machine Learning · Statistics 2025-10-09 Chiara Mignacco , Matthieu Jonckheere , Gilles Stoltz

This paper presents a new method to learn online policies in continuous state, continuous action, model-free Markov decision processes, with two properties that are crucial for practical applications. First, the policies are implementable…

Artificial Intelligence · Computer Science 2016-12-19 Ludovic Hofer , Hugo Gimbert

Online map matching is a fundamental problem in location-based services, aiming to incrementally match trajectory data step-by-step onto a road network. However, existing methods fail to meet the needs for efficiency, robustness, and…

Machine Learning · Computer Science 2025-03-21 Minxiao Chen , Haitao Yuan , Nan Jiang , Zhihan Zheng , Sai Wu , Ao Zhou , Shangguang Wang

Various methods for solving the inverse reinforcement learning (IRL) problem have been developed independently in machine learning and economics. In particular, the method of Maximum Causal Entropy IRL is based on the perspective of entropy…

Machine Learning · Computer Science 2021-03-05 Navyata Sanghvi , Shinnosuke Usami , Mohit Sharma , Joachim Groeger , Kris Kitani

Model-free Reinforcement Learning (RL) works well when experience can be collected cheaply and model-based RL is effective when system dynamics can be modeled accurately. However, both assumptions can be violated in real world problems such…

Machine Learning · Computer Science 2020-05-07 Mohak Bhardwaj , Ankur Handa , Dieter Fox , Byron Boots

This paper studies the continuous-time reinforcement learning (RL) for optimal switching problems across multiple regimes. We consider a type of exploratory formulation under entropy regularization where the agent randomizes both the timing…

Optimization and Control · Mathematics 2025-12-23 Yijie Huang , Mengge Li , Xiang Yu , Zhou Zhou

Estimating the unknown reward functions driving agents' behaviors is of central interest in inverse reinforcement learning and game theory. To tackle this problem, we develop a unified framework for reward function recovery in two-player…

Machine Learning · Computer Science 2026-05-20 Junyi Liao , Zihan Zhu , Ethan Fang , Zhuoran Yang , Vahid Tarokh

We study the problem of deployment efficient reinforcement learning (RL) with linear function approximation under the \emph{reward-free} exploration setting. This is a well-motivated problem because deploying new policies is costly in…

Machine Learning · Computer Science 2023-02-23 Dan Qiao , Yu-Xiang Wang

Probabilistic learning to rank (LTR) has been the dominating approach for optimizing the ranking metric, but cannot maximize long-term rewards. Reinforcement learning models have been proposed to maximize user long-term rewards by…

Machine Learning · Computer Science 2024-01-18 Teng Xiao , Suhang Wang

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

Reinforcement learning (RL) is a classical tool to solve network control or policy optimization problems in unknown environments. The original Q-learning suffers from performance and complexity challenges across very large networks. Herein,…

Machine Learning · Computer Science 2024-09-02 Talha Bozkus , Urbashi Mitra

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

Post-training large language models with reinforcement learning is bottlenecked by the reward signal. Existing approaches require either ground-truth verifiable rewards, restricting training to domains with automatic correctness checks…

Machine Learning · Computer Science 2026-05-29 Matt Gorbett , Hossein Shirazi

We study reinforcement learning methods with linear function approximation under non-Markov state and cost processes. We first consider the policy evaluation method and show that the algorithm converges under suitable ergodicity conditions…

Machine Learning · Computer Science 2026-01-05 Ali Devran Kara

In this paper, we present a cross-entropy optimization method for hyperparameter optimization in stochastic gradient-based approaches to train deep neural networks. The value of a hyperparameter of a learning algorithm often has great…

Machine Learning · Computer Science 2024-09-17 Kevin Li , Fulu Li

Online reinforcement learning (RL) methods are often data-inefficient or unreliable, making them difficult to train on real robotic hardware, especially quadruped robots. Learning robotic tasks from pre-collected data is a promising…

Robotics · Computer Science 2024-10-28 Hongyin Zhang , Shuyu Yang , Donglin Wang

Studying how to fine-tune offline reinforcement learning (RL) pre-trained policy is profoundly significant for enhancing the sample efficiency of RL algorithms. However, directly fine-tuning pre-trained policies often results in sub-optimal…

Machine Learning · Computer Science 2024-05-29 Ziqi Zhang , Xiao Xiong , Zifeng Zhuang , Jinxin Liu , Donglin Wang

This article presents a short and concise description of stochastic approximation algorithms in reinforcement learning of Markov decision processes. The algorithms can also be used as a suboptimal method for partially observed Markov…

Optimization and Control · Mathematics 2015-12-25 Vikram Krishnamurthy

We provide performance guarantees for a variant of simulation-based policy iteration for controlling Markov decision processes that involves the use of stochastic approximation algorithms along with state-of-the-art techniques that are…

Machine Learning · Computer Science 2022-10-17 Anna Winnicki , R. Srikant

We develop an online learning algorithm that dramatically improves the data efficiency of reinforcement learning from human feedback (RLHF). Our algorithm incrementally updates reward and language models as choice data is received. The…