Related papers: Predicting Periodicity with Temporal Difference Le…
Emphatic Temporal Difference (TD) methods are a class of off-policy Reinforcement Learning (RL) methods involving the use of followon traces. Despite the theoretical success of emphatic TD methods in addressing the notorious deadly triad of…
We know from reinforcement learning theory that temporal difference learning can fail in certain cases. Sutton and Barto (2018) identify a deadly triad of function approximation, bootstrapping, and off-policy learning. When these three…
Detecting anomalies has become an increasingly critical function in the financial service industry. Anomaly detection is frequently used in key compliance and risk functions such as financial crime detection fraud and cybersecurity. The…
We study a class of reinforcement learning (RL) tasks where the objective of the agent is to accomplish temporally extended goals. In this setting, a common approach is to represent the tasks as deterministic finite automata (DFA) and…
Humans often juggle multiple, sometimes conflicting objectives and shift their priorities as circumstances change, rather than following a fixed objective function. In contrast, most computational decision-making and multi-objective RL…
The aim of inverse reinforcement learning (IRL) is to infer an agent's preferences from observing their behaviour. Usually, preferences are modelled as a reward function, $R$, and behaviour is modelled as a policy, $\pi$. One of the central…
Temporal difference (TD) learning with linear function approximation (linear TD) is a classic and powerful prediction algorithm in reinforcement learning. While it is well-understood that linear TD converges almost surely to a unique point,…
Federated reinforcement learning (FedRL) enables collaborative learning while preserving data privacy by preventing direct data exchange between agents. However, many existing FedRL algorithms assume that all agents operate in identical…
Predictions and predictive knowledge have seen recent success in improving not only robot control but also other applications ranging from industrial process control to rehabilitation. A property that makes these predictive approaches well…
Standard reinforcement learning (RL) optimizes policies for reward but imposes few constraints on how decisions evolve over time. As a result, policies may achieve high performance while exhibiting temporally incoherent behavior such as…
An effective approach to exploration in reinforcement learning is to rely on an agent's uncertainty over the optimal policy, which can yield near-optimal exploration strategies in tabular settings. However, in non-tabular settings that…
This document is a guide to the implementation of true online emphatic TD($\lambda$), a model-free temporal-difference algorithm for learning to make long-term predictions which combines the emphasis idea (Sutton, Mahmood & White 2015) and…
Incrementality, which is used to measure the causal effect of showing an ad to a potential customer (e.g. a user in an internet platform) versus not, is a central object for advertisers in online advertising platforms. This paper…
Offline Reinforcement learning is commonly used for sequential decision-making in domains such as healthcare and education, where the rewards are known and the transition dynamics $T$ must be estimated on the basis of batch data. A key…
In reinforcement learning (RL), the consideration of multivariate reward signals has led to fundamental advancements in multi-objective decision-making, transfer learning, and representation learning. This work introduces the first…
Motivated by pricing in ad exchange markets, we consider the problem of robust learning of reserve prices against strategic buyers in repeated contextual second-price auctions. Buyers' valuations for an item depend on the context that…
In computational reinforcement learning, a growing body of work seeks to express an agent's model of the world through predictions about future sensations. In this manuscript we focus on predictions expressed as General Value Functions:…
Maximizing long-term rewards is the primary goal in sequential decision-making problems. The majority of existing methods assume that side information is freely available, enabling the learning agent to observe all features' states before…
Many aspects of human learning have been proposed as a process of constructing mental programs: from acquiring symbolic number representations to intuitive theories about the world. In parallel, there is a long-tradition of using…
Gradient descent or its variants are popular in training neural networks. However, in deep Q-learning with neural network approximation, a type of reinforcement learning, gradient descent (also known as Residual Gradient (RG)) is barely…