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General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter

This paper proposes a unified framework for the investigation of constrained learning theory in reflexive Banach spaces of features via regularized empirical risk minimization. The focus is placed on Tikhonov-like regularization with…

Statistics Theory · Mathematics 2016-10-20 Patrick L. Combettes , Saverio Salzo , Silvia Villa

Projected policy gradient under the simplex parameterization, policy gradient and natural policy gradient under the softmax parameterization, are fundamental algorithms in reinforcement learning. There have been a flurry of recent…

Optimization and Control · Mathematics 2024-04-12 Jiacai Liu , Wenye Li , Ke Wei

Recently, reinforcement learning has been used to address logic synthesis by formulating the operator sequence optimization problem as a Markov decision process. However, through extensive experiments, we find out that the learned policy…

Machine Learning · Computer Science 2022-06-28 Chao Wang , Chen Chen , Dong Li , Bin Wang

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

We propose a novel algorithmic framework for distributional reinforcement learning, based on learning finite-dimensional mean embeddings of return distributions. We derive several new algorithms for dynamic programming and…

We consider the problem of computing optimal policies in average-reward Markov decision processes. This classical problem can be formulated as a linear program directly amenable to saddle-point optimization methods, albeit with a number of…

Optimization and Control · Mathematics 2020-01-13 Joan Bas-Serrano , Gergely Neu

Cumulative entropy regularization introduces a regulatory signal to the reinforcement learning (RL) problem that encourages policies with high-entropy actions, which is equivalent to enforcing small deviations from a uniform reference…

Machine Learning · Computer Science 2019-09-16 Felix Leibfried , Jordi Grau-Moya

Learning complex distributions is a fundamental challenge in contemporary applications. Shen and Meinshausen (2024) introduced engression, a generative approach based on scoring rules that maps noise (and covariates, if available) directly…

Machine Learning · Computer Science 2025-08-19 Xinwei Shen , Nicolai Meinshausen , Tong Zhang

Sequence prediction models can be learned from example sequences with a variety of training algorithms. Maximum likelihood learning is simple and efficient, yet can suffer from compounding error at test time. Reinforcement learning such as…

Machine Learning · Computer Science 2019-07-02 Bowen Tan , Zhiting Hu , Zichao Yang , Ruslan Salakhutdinov , Eric Xing

Humans achieve efficient learning by relying on prior knowledge about the structure of naturally occurring tasks. There is considerable interest in designing reinforcement learning (RL) algorithms with similar properties. This includes…

Machine Learning · Computer Science 2019-10-23 Jan Humplik , Alexandre Galashov , Leonard Hasenclever , Pedro A. Ortega , Yee Whye Teh , Nicolas Heess

Entropy regularization is a popular method in reinforcement learning (RL). Although it has many advantages, it alters the RL objective of the original Markov Decision Process (MDP). Though divergence regularization has been proposed to…

Machine Learning · Computer Science 2022-06-22 Kefan Su , Zongqing Lu

This work proposes an efficient batch algorithm for feature selection in reinforcement learning (RL) with theoretical convergence guarantees. To mitigate the estimation bias inherent in conventional regularization schemes, the first…

Machine Learning · Computer Science 2025-09-22 Kyohei Suzuki , Konstantinos Slavakis

Inverse reinforcement learning methods aim to retrieve the reward function of a Markov decision process based on a dataset of expert demonstrations. The commonplace scarcity and heterogeneous sources of such demonstrations can lead to the…

Machine Learning · Computer Science 2024-09-13 Ivan Ovinnikov , Eugene Bykovets , Joachim M. Buhmann

Large language models (LLMs) have shown promise in performing complex multi-step reasoning, yet they continue to struggle with mathematical reasoning, often making systematic errors. A promising solution is reinforcement learning (RL)…

Machine Learning · Computer Science 2025-09-22 Hanning Zhang , Pengcheng Wang , Shizhe Diao , Yong Lin , Rui Pan , Hanze Dong , Dylan Zhang , Pavlo Molchanov , Tong Zhang

Reinforcement learning (RL) is an important field of research in machine learning that is increasingly being applied to complex optimization problems in physics. In parallel, concepts from physics have contributed to important advances in…

Machine Learning · Computer Science 2023-05-11 Argenis Arriojas , Jacob Adamczyk , Stas Tiomkin , Rahul V. Kulkarni

Standard Markov decision process (MDP) and reinforcement learning algorithms optimize the policy with respect to the expected gain. We propose an algorithm which enables to optimize an alternative objective: the probability that the gain is…

Machine Learning · Computer Science 2023-03-06 Vincent Corlay , Jean-Christophe Sibel

We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…

Optimization and Control · Mathematics 2025-01-27 Chen Xu , Yun-Bin Zhao , Zhipeng Lu , Ye Zhang

Designing efficient learning algorithms with complexity guarantees for Markov decision processes (MDPs) with large or continuous state and action spaces remains a fundamental challenge. We address this challenge for entropy-regularized MDPs…

Machine Learning · Computer Science 2025-06-05 Matthieu Meunier , Christoph Reisinger , Yufei Zhang

Reinforcement learning algorithms solve sequential decision-making problems in probabilistic environments by optimizing for long-term reward. The desire to use reinforcement learning in safety-critical settings inspires a recent line of…

Artificial Intelligence · Computer Science 2020-12-17 Koundinya Vajjha , Avraham Shinnar , Vasily Pestun , Barry Trager , Nathan Fulton