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This paper investigates the impact of the loss function in value-based methods for reinforcement learning through an analysis of underlying prediction objectives. We theoretically show that mean absolute error is a better prediction…

Machine Learning · Computer Science 2025-11-11 Alex Ayoub , David Szepesvári , Alireza Bakhtiari , Csaba Szepesvári , Dale Schuurmans

During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…

Machine Learning · Computer Science 2022-10-17 Ashish Kumar Jayant , Shalabh Bhatnagar

We present two elegant solutions for modeling continuous-time dynamics, in a novel model-based reinforcement learning (RL) framework for semi-Markov decision processes (SMDPs), using neural ordinary differential equations (ODEs). Our models…

Machine Learning · Computer Science 2020-10-27 Jianzhun Du , Joseph Futoma , Finale Doshi-Velez

As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…

Machine Learning · Statistics 2025-07-22 Yuejie Chi , Yuxin Chen , Yuting Wei

The recent emergence of reinforcement learning has created a demand for robust statistical inference methods for the parameter estimates computed using these algorithms. Existing methods for statistical inference in online learning are…

Machine Learning · Statistics 2022-06-29 Pratik Ramprasad , Yuantong Li , Zhuoran Yang , Zhaoran Wang , Will Wei Sun , Guang Cheng

We propose the Linearly Adaptive Cross Entropy Loss function. This is a novel measure derived from the information theory. In comparison to the standard cross entropy loss function, the proposed one has an additional term that depends on…

Machine Learning · Computer Science 2025-07-16 Jae Wan Shim

We present on-line policy gradient algorithms for computing the locally optimal policy of a constrained, average cost, finite state Markov Decision Process. The stochastic approximation algorithms require estimation of the gradient of the…

Optimization and Control · Mathematics 2018-12-18 Vikram Krishnamurthy , Felisa Vazquez Abad

The sim-to-real gap, where agents trained in a simulator face significant performance degradation during testing, is a fundamental challenge in reinforcement learning. Extansive works adopt the framework of distributionally robust RL, to…

Machine Learning · Statistics 2025-11-12 Zewu Zheng , Yuanyuan Lin

Economic model predictive control (EMPC) is a promising methodology for optimal operation of dynamical processes that has been shown to improve process economics considerably. However, EMPC performance relies heavily on the accuracy of the…

Systems and Control · Electrical Eng. & Systems 2021-05-10 Khalid Alhazmi , Fahad Albalawi , S. Mani Sarathy

Model Predictive Control (MPC) is a powerful control technique that handles constraints, takes the system's dynamics into account, and optimizes for a given cost function. In practice, however, it often requires an expert to craft and tune…

Robotics · Computer Science 2020-04-21 Napat Karnchanachari , Miguel I. Valls , David Hoeller , Marco Hutter

Online (also called "recursive" or "adaptive") estimation of fixed model parameters in hidden Markov models is a topic of much interest in times series modelling. In this work, we propose an online parameter estimation algorithm that…

Computation · Statistics 2011-02-16 Olivier Cappé

This paper presents a general framework for exploiting the representational capacity of neural networks to approximate complex, nonlinear reward functions in the context of solving the inverse reinforcement learning (IRL) problem. We show…

Machine Learning · Computer Science 2016-03-14 Markus Wulfmeier , Peter Ondruska , Ingmar Posner

This paper deals with the estimation of rare event probabilities using importance sampling (IS), where an optimal proposal distribution is computed with the cross-entropy (CE) method. Although, IS optimized with the CE method leads to an…

Computation · Statistics 2020-02-05 Patrick Héas

Offline reinforcement learning (RL) offers a promising direction for learning policies from pre-collected datasets without requiring further interactions with the environment. However, existing methods struggle to handle out-of-distribution…

Machine Learning · Computer Science 2024-03-12 Zhepeng Cen , Zuxin Liu , Zitong Wang , Yihang Yao , Henry Lam , Ding Zhao

We provide a theoretical framework for Reinforcement Learning with Human Feedback (RLHF). Our analysis shows that when the true reward function is linear, the widely used maximum likelihood estimator (MLE) converges under both the…

Machine Learning · Computer Science 2024-02-09 Banghua Zhu , Jiantao Jiao , Michael I. Jordan

In this paper, we show that Simple Preference Optimization (SimPO) can be derived as Maximum Entropy Reinforcement Learning, providing a theoretical foundation for this reference-free method. Motivated by SimPO's strong performance in…

Machine Learning · Computer Science 2026-04-30 Ömer Veysel Çağatan , Barış Akgün

Improving the multi-step reasoning ability of large language models (LLMs) with offline reinforcement learning (RL) is essential for quickly adapting them to complex tasks. While Direct Preference Optimization (DPO) has shown promise in…

Machine Learning · Computer Science 2024-12-30 Huaijie Wang , Shibo Hao , Hanze Dong , Shenao Zhang , Yilin Bao , Ziran Yang , Yi Wu

Inverse reinforcement learning (IRL) addresses the problem of recovering a task description given a demonstration of the optimal policy used to solve such a task. The optimal policy is usually provided by an expert or teacher, making IRL…

Machine Learning · Computer Science 2012-02-09 Héctor Ratia , Luis Montesano , Ruben Martinez-Cantin

Reinforcement learning (RL) has exceeded human performance in many synthetic settings such as video games and Go. However, real-world deployment of end-to-end RL models is less common, as RL models can be very sensitive to slight…

Machine Learning · Computer Science 2022-09-29 Jing Dong , Jingwei Li , Baoxiang Wang , Jingzhao Zhang

In this paper, we propose a novel offloading learning approach to compromise energy consumption and latency in multi-tier network with mobile edge computing. In order to solve this integer programming problem, instead of using conventional…

Information Theory · Computer Science 2019-12-10 Shuhan Zhu , Wei Xu , Lisheng Fan , Kezhi Wang , George K. Karagiannidis
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