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Value function approximation has demonstrated phenomenal empirical success in reinforcement learning (RL). Nevertheless, despite a handful of recent progress on developing theory for RL with linear function approximation, the understanding…

Machine Learning · Computer Science 2020-06-22 Ruosong Wang , Ruslan Salakhutdinov , Lin F. Yang

We consider a control problem for a finite-state Markov system whose performance is evaluated by a coherent Markov risk measure. For each policy, the risk of a state is approximated by a function of its features, thus leading to a…

Optimization and Control · Mathematics 2023-12-05 Andrzej Ruszczynski , Shangzhe Yang

Sequential decision making in the presence of uncertainty and stochastic dynamics gives rise to distributions over state/action trajectories in reinforcement learning (RL) and optimal control problems. This observation has led to a variety…

Machine Learning · Computer Science 2021-09-30 Jad Rahme , Ryan P. Adams

We study the problem of Reinforcement Learning (RL) with linear function approximation, i.e. assuming the optimal action-value function is linear in a known $d$-dimensional feature mapping. Unfortunately, however, based on only this…

Machine Learning · Computer Science 2022-11-15 Zeyu Jia , Randy Jia , Dhruv Madeka , Dean P. Foster

This paper studies satisfaction of temporal properties on unknown stochastic processes that have continuous state spaces. We show how reinforcement learning (RL) can be applied for computing policies that are finite-memory and deterministic…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Milad Kazemi , Sadegh Soudjani

In this work we present a novel approach to hierarchical reinforcement learning for linearly-solvable Markov decision processes. Our approach assumes that the state space is partitioned, and the subtasks consist in moving between the…

Machine Learning · Computer Science 2024-06-04 Guillermo Infante , Anders Jonsson , Vicenç Gómez

We consider the challenge of AI value alignment with multiple individuals that have different reward functions and optimal policies in an underlying Markov decision process. We formalize this problem as one of policy aggregation, where the…

Artificial Intelligence · Computer Science 2024-11-07 Parand A. Alamdari , Soroush Ebadian , Ariel D. Procaccia

The concept of the value-gradient is introduced and developed in the context of reinforcement learning. It is shown that by learning the value-gradients exploration or stochastic behaviour is no longer needed to find locally optimal…

Neural and Evolutionary Computing · Computer Science 2008-03-26 Michael Fairbank

Though reinforcement learning has greatly benefited from the incorporation of neural networks, the inability to verify the correctness of such systems limits their use. Current work in explainable deep learning focuses on explaining only a…

Machine Learning · Computer Science 2019-05-30 Nicholay Topin , Manuela Veloso

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

Traditional off-policy actor-critic Reinforcement Learning (RL) algorithms learn value functions of a single target policy. However, when value functions are updated to track the learned policy, they forget potentially useful information…

Machine Learning · Computer Science 2021-08-16 Francesco Faccio , Louis Kirsch , Jürgen Schmidhuber

Reinforcement learning means finding the optimal course of action in Markovian environments without knowledge of the environment's dynamics. Stochastic optimization algorithms used in the field rely on estimates of the value of a policy.…

Machine Learning · Computer Science 2017-05-25 Leonid Peshkin , Sayan Mukherjee

Many reinforcement learning algorithms use value functions to guide the search for better policies. These methods estimate the value of a single policy while generalizing across many states. The core idea of this paper is to flip this…

Machine Learning · Computer Science 2020-02-28 Jean Harb , Tom Schaul , Doina Precup , Pierre-Luc Bacon

With the decreasing cost of data collection, the space of variables or features that can be used to characterize a particular predictor of interest continues to grow exponentially. Therefore, identifying the most characterizing features…

Machine Learning · Computer Science 2021-01-26 Sali Rasoul , Sodiq Adewole , Alphonse Akakpo

The goal of this work is to serve as a foundation for deep studies of the topology of state, action, and policy spaces in reinforcement learning. By studying these spaces from a mathematical perspective, we expect to gain more insight into…

Machine Learning · Computer Science 2024-10-08 David Krame Kadurha

Reinforcement learning is a general technique that allows an agent to learn an optimal policy and interact with an environment in sequential decision making problems. The goodness of a policy is measured by its value function starting from…

Machine Learning · Statistics 2025-06-30 C. Shi , S. Zhang , W. Lu , R. Song

An important property for lifelong-learning agents is the ability to combine existing skills to solve unseen tasks. In general, however, it is unclear how to compose skills in a principled way. We provide a "recipe" for optimal value…

Machine Learning · Computer Science 2018-07-13 Benjamin van Niekerk , Steven James , Adam Earle , Benjamin Rosman

Most model-free reinforcement learning methods leverage state representations (embeddings) for generalization, but either ignore structure in the space of actions or assume the structure is provided a priori. We show how a policy can be…

Machine Learning · Computer Science 2019-05-16 Yash Chandak , Georgios Theocharous , James Kostas , Scott Jordan , Philip S. Thomas

A Markov decision process can be parameterized by a transition kernel and a reward function. Both play essential roles in the study of reinforcement learning as evidenced by their presence in the Bellman equations. In our inquiry of various…

Machine Learning · Computer Science 2023-09-04 Falcon Z. Dai

In most practical applications of reinforcement learning, it is untenable to maintain direct estimates for individual states; in continuous-state systems, it is impossible. Instead, researchers often leverage state similarity (whether…

Machine Learning · Computer Science 2021-02-03 Charline Le Lan , Marc G. Bellemare , Pablo Samuel Castro