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In this paper, we propose a principled deep reinforcement learning (RL) approach that is able to accelerate the convergence rate of general deep neural networks (DNNs). With our approach, a deep RL agent (synonym for optimizer in this work)…

Machine Learning · Computer Science 2017-07-14 Jie Fu

Reinforcement learning (RL) algorithms can find an optimal policy for a single agent to accomplish a particular task. However, many real-world problems require multiple agents to collaborate in order to achieve a common goal. For example, a…

Machine Learning · Computer Science 2025-10-20 Jan Corazza , Hadi Partovi Aria , Hyohun Kim , Daniel Neider , Zhe Xu

Decision-making AI agents are often faced with two important challenges: the depth of the planning horizon, and the branching factor due to having many choices. Hierarchical reinforcement learning methods aim to solve the first problem, by…

Machine Learning · Computer Science 2022-01-25 Andrei Nica , Khimya Khetarpal , Doina Precup

We introduce a novel framework for analyzing reinforcement learning (RL) in continuous state-action spaces, and use it to prove fast rates of convergence in both off-line and on-line settings. Our analysis highlights two key stability…

Machine Learning · Computer Science 2024-01-11 Yaqi Duan , Martin J. Wainwright

We model short-duration (e.g. day) trading in financial markets as a sequential decision-making problem under uncertainty, with the added complication of continual concept-drift. We, therefore, employ meta reinforcement learning via the RL2…

Artificial Intelligence · Computer Science 2023-02-20 S I Harini , Gautam Shroff , Ashwin Srinivasan , Prayushi Faldu , Lovekesh Vig

We consider a general class of non-linear Bellman equations. These open up a design space of algorithms that have interesting properties, which has two potential advantages. First, we can perhaps better model natural phenomena. For…

Machine Learning · Computer Science 2019-07-09 Hado van Hasselt , John Quan , Matteo Hessel , Zhongwen Xu , Diana Borsa , Andre Barreto

Offline reinforcement learning (RL) enables effective learning from previously collected data without exploration, which shows great promise in real-world applications when exploration is expensive or even infeasible. The discount factor,…

Machine Learning · Computer Science 2022-06-16 Hao Hu , Yiqin Yang , Qianchuan Zhao , Chongjie Zhang

The SWIMMER environment is a standard benchmark in reinforcement learning (RL). In particular, it is often used in papers comparing or combining RL methods with direct policy search methods such as genetic algorithms or evolution…

Machine Learning · Computer Science 2022-08-26 Maël Franceschetti , Coline Lacoux , Ryan Ohouens , Antonin Raffin , Olivier Sigaud

Reinforcement learning (RL) is inspired by the way human infants and animals learn from the environment. The setting is somewhat idealized because, in actual tasks, other agents in the environment have their own goals and behave adaptively…

Computer Science and Game Theory · Computer Science 2023-10-31 Yue Lin , Wenhao Li , Hongyuan Zha , Baoxiang Wang

Reinforcement learning has been successful across several applications in which agents have to learn to act in environments with sparse feedback. However, despite this empirical success there is still a lack of theoretical understanding of…

Machine Learning · Statistics 2023-11-08 Blake Bordelon , Paul Masset , Henry Kuo , Cengiz Pehlevan

When tackling complex problems, humans naturally break them down into smaller, manageable subtasks and adjust their initial plans based on observations. For instance, if you want to make coffee at a friend's place, you might initially plan…

Artificial Intelligence · Computer Science 2025-05-20 Zihan Ye , Oleg Arenz , Kristian Kersting

In classical Q-learning, the objective is to maximize the sum of discounted rewards through iteratively using the Bellman equation as an update, in an attempt to estimate the action value function of the optimal policy. Conventionally, the…

Machine Learning · Computer Science 2019-06-25 Hadi S. Jomaa , Josif Grabocka , Lars Schmidt-Thieme

The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for a class of multi-agent Markov decision processes (MDPs). The temporal-difference (TD) learning is a reinforcement…

Optimization and Control · Mathematics 2020-04-29 Donghwan Lee , Jianghai Hu

Reinforcement learning (RL) algorithms assume that users specify tasks by manually writing down a reward function. However, this process can be laborious and demands considerable technical expertise. Can we devise RL algorithms that instead…

Machine Learning · Computer Science 2022-01-03 Benjamin Eysenbach , Sergey Levine , Ruslan Salakhutdinov

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

We study reinforcement learning (RL) in the setting of continuous time and space, for an infinite horizon with a discounted objective and the underlying dynamics driven by a stochastic differential equation. Built upon recent advances in…

Machine Learning · Computer Science 2023-10-19 Hanyang Zhao , Wenpin Tang , David D. Yao

Standard reinforcement learning (RL) aims to find an optimal policy that identifies the best action for each state. However, in healthcare settings, many actions may be near-equivalent with respect to the reward (e.g., survival). We…

Machine Learning · Computer Science 2020-07-27 Shengpu Tang , Aditya Modi , Michael W. Sjoding , Jenna Wiens

Deep Reinforcement Learning (RL) is remarkably effective in addressing sequential resource allocation problems in domains such as healthcare, public policy, and resource management. However, deep RL policies often lack transparency and…

Machine Learning · Computer Science 2025-02-18 Mauricio Tec , Guojun Xiong , Haichuan Wang , Francesca Dominici , Milind Tambe

Recommender system plays a crucial role in modern E-commerce platform. Due to the lack of historical interactions between users and items, cold-start recommendation is a challenging problem. In order to alleviate the cold-start issue, most…

Information Retrieval · Computer Science 2021-08-23 Luo Ji , Qin Qi , Bingqing Han , Hongxia Yang

Reinforcement learning from human feedback (RLHF) has become a key factor in aligning model behavior with users' goals. However, while humans integrate multiple strategies when making decisions, current RLHF approaches often simplify this…

Machine Learning · Computer Science 2025-06-19 Mingkang Wu , Devin White , Evelyn Rose , Vernon Lawhern , Nicholas R Waytowich , Yongcan Cao