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The $Q$-learning algorithm is a simple and widely-used stochastic approximation scheme for reinforcement learning, but the basic protocol can exhibit instability in conjunction with function approximation. Such instability can be observed…

Machine Learning · Computer Science 2022-06-03 Andrea Zanette , Martin J. Wainwright

This paper considers a stochastic linear quadratic problem for discrete-time systems with multiplicative noises over an infinite horizon. To obtain the optimal solution, we propose an online iterative algorithm of reinforcement learning…

Optimization and Control · Mathematics 2023-11-22 Hongdan Li , Lucky Qiaofeng Li , Xun Li , Zhaorong Zhang

Reinforcement learning is a powerful approach for training an optimal policy to solve complex problems in a given system. This project aims to demonstrate the application of reinforcement learning in stochastic process environments with…

Machine Learning · Computer Science 2023-08-08 Kuangheng He

Dynamic decision-making under distributional shifts is of fundamental interest in theory and applications of reinforcement learning: The distribution of the environment in which the data is collected can differ from that of the environment…

Machine Learning · Computer Science 2024-09-05 Shengbo Wang , Nian Si , Jose Blanchet , Zhengyuan Zhou

We study the action generalization ability of deep Q-learning in discrete action spaces. Generalization is crucial for efficient reinforcement learning (RL) because it allows agents to use knowledge learned from past experiences on new…

Artificial Intelligence · Computer Science 2022-05-12 Zhiyuan Zhou , Cameron Allen , Kavosh Asadi , George Konidaris

This paper develops a novel control-theoretic framework to analyze the non-asymptotic convergence of Q-learning. We show that the dynamics of asynchronous Q-learning with a constant step-size can be naturally formulated as a discrete-time…

Optimization and Control · Mathematics 2024-08-23 Donghwan Lee , Jianghai Hu , Niao He

In complex environments with large discrete action spaces, effective decision-making is critical in reinforcement learning (RL). Despite the widespread use of value-based RL approaches like Q-learning, they come with a computational burden,…

Machine Learning · Computer Science 2024-05-17 Fares Fourati , Vaneet Aggarwal , Mohamed-Slim Alouini

Offline reinforcement learning, which aims at optimizing sequential decision-making strategies with historical data, has been extensively applied in real-life applications. State-Of-The-Art algorithms usually leverage powerful function…

Machine Learning · Computer Science 2022-11-28 Ming Yin , Mengdi Wang , Yu-Xiang Wang

Despite remarkable successes, Deep Reinforcement Learning (DRL) is not robust to hyperparameterization, implementation details, or small environment changes (Henderson et al. 2017, Zhang et al. 2018). Overcoming such sensitivity is key to…

Machine Learning · Computer Science 2019-01-30 Corentin Tallec , Léonard Blier , Yann Ollivier

Pre-trained representation is one of the key elements in the success of modern deep learning. However, existing works on continual learning methods have mostly focused on learning models incrementally from scratch. In this paper, we explore…

Machine Learning · Computer Science 2022-08-18 Hyounguk Shon , Janghyeon Lee , Seung Hwan Kim , Junmo Kim

Despite recent advances in improving the sample-efficiency of reinforcement learning (RL) algorithms, designing an RL algorithm that can be practically deployed in real-world environments remains a challenge. In this paper, we present…

Robotics · Computer Science 2024-07-11 Younggyo Seo , Jafar Uruç , Stephen James

Enabling low precision implementations of deep learning models, without considerable performance degradation, is necessary in resource and latency constrained settings. Moreover, exploiting the differences in sensitivity to quantization…

Machine Learning · Computer Science 2022-10-28 Ignacio Hounie , Juan Elenter , Alejandro Ribeiro

Deep reinforcement learning enables algorithms to learn complex behavior, deal with continuous action spaces and find good strategies in environments with high dimensional state spaces. With deep reinforcement learning being an active area…

Machine Learning · Computer Science 2018-10-17 Winfried Lötzsch

In this paper, we propose a novel Reinforcement Learning (RL) framework for problems with continuous action spaces: Action Quantization from Demonstrations (AQuaDem). The proposed approach consists in learning a discretization of continuous…

Machine Learning · Computer Science 2022-06-06 Robert Dadashi , Léonard Hussenot , Damien Vincent , Sertan Girgin , Anton Raichuk , Matthieu Geist , Olivier Pietquin

This paper studies accelerated algorithms for Q-learning. We propose an acceleration scheme by incorporating the historical iterates of the Q-function. The idea is conceptually inspired by the momentum-based acceleration methods in the…

Systems and Control · Electrical Eng. & Systems 2019-10-28 Bowen Weng , Lin Zhao , Huaqing Xiong , Wei Zhang

Q-learning is a popular reinforcement learning algorithm. This algorithm has however been studied and analysed mainly in the infinite horizon setting. There are several important applications which can be modeled in the framework of finite…

Machine Learning · Computer Science 2022-08-09 Vivek VP , Dr. Shalabh Bhatnagar

Using deep neural nets as function approximator for reinforcement learning tasks have recently been shown to be very powerful for solving problems approaching real-world complexity. Using these results as a benchmark, we discuss the role…

Machine Learning · Computer Science 2016-01-21 Vincent François-Lavet , Raphael Fonteneau , Damien Ernst

The development of machine learning algorithms has been gathering relevance to address the increasing modelling complexity of manufacturing decision-making problems. Reinforcement learning is a methodology with great potential due to the…

Machine Learning · Computer Science 2023-04-18 Miguel Neves , Miguel Vieira , Pedro Neto

Feature transformation aims to generate new pattern-discriminative feature space from original features to improve downstream machine learning (ML) task performances. However, the discrete search space for the optimal feature explosively…

Machine Learning · Computer Science 2023-09-26 Dongjie Wang , Meng Xiao , Min Wu , Pengfei Wang , Yuanchun Zhou , Yanjie Fu

We adapt the ideas underlying the success of Deep Q-Learning to the continuous action domain. We present an actor-critic, model-free algorithm based on the deterministic policy gradient that can operate over continuous action spaces. Using…