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The discount factor in reinforcement learning controls both the effective planning horizon and the strength of bootstrapping, yet most deep RL methods use a single fixed value across all states. While state-dependent discounting is…

Machine Learning · Computer Science 2026-05-08 Yaomin Wang , Jianting Pan , Ran Tian , Xiaoyang Li , Yu Zhang , Hengle Qin , Tianshu YU

We present a general convergent class of reinforcement learning algorithms that is founded on two distinct principles: (1) mapping value estimates to a different space using arbitrary functions from a broad class, and (2) linearly…

Machine Learning · Computer Science 2022-03-18 Mehdi Fatemi , Arash Tavakoli

This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…

Machine Learning · Computer Science 2020-08-26 Lingwei Zhu , Takamitsu Matsubara

Reinforcement learning (RL) with linear function approximation has received increasing attention recently. However, existing work has focused on obtaining $\sqrt{T}$-type regret bound, where $T$ is the number of interactions with the MDP.…

Machine Learning · Computer Science 2021-02-19 Jiafan He , Dongruo Zhou , Quanquan Gu

In continuing tasks, average-reward reinforcement learning may be a more appropriate problem formulation than the more common discounted reward formulation. As usual, learning an optimal policy in this setting typically requires a large…

Artificial Intelligence · Computer Science 2023-01-18 Yuqian Jiang , Sudarshanan Bharadwaj , Bo Wu , Rishi Shah , Ufuk Topcu , Peter Stone

Reinforcement learning agents must painstakingly learn through trial and error what sets of state-action pairs are value equivalent -- requiring an often prohibitively large amount of environment experience. MDP homomorphisms have been…

Reinforcement learning has traditionally been studied with exponential discounting or the average reward setup, mainly due to their mathematical tractability. However, such frameworks fall short of accurately capturing human behavior, which…

Machine Learning · Computer Science 2024-09-18 S. R. Eshwar , Mayank Motwani , Nibedita Roy , Gugan Thoppe

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

Deep Reinforcement Learning has shown its ability in solving complicated problems directly from high-dimensional observations. However, in end-to-end settings, Reinforcement Learning algorithms are not sample-efficient and requires long…

Machine Learning · Computer Science 2021-07-06 Nicolò Botteghi , Mannes Poel , Beril Sirmacek , Christoph Brune

The difficulty of manually specifying reward functions has led to an interest in using linear temporal logic (LTL) to express objectives for reinforcement learning (RL). However, LTL has the downside that it is sensitive to small…

Logic in Computer Science · Computer Science 2023-05-31 Rajeev Alur , Osbert Bastani , Kishor Jothimurugan , Mateo Perez , Fabio Somenzi , Ashutosh Trivedi

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

Reinforcement learning from human feedback (RLHF) has become a cornerstone for aligning large language models with human preferences. However, the heterogeneity of human feedback, driven by diverse individual contexts and preferences, poses…

Machine Learning · Statistics 2026-03-05 Seong Jin Lee , Will Wei Sun , Yufeng Liu

This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…

Optimization and Control · Mathematics 2026-04-23 Simone Baroncini , Bahman Gharesifard , Giuseppe Notarstefano

Reinforcement learning agents learn from rewards, but humans can uniquely assign value to novel, abstract outcomes in a goal-dependent manner. However, this flexibility is cognitively costly, making learning less efficient. Here, we propose…

Neurons and Cognition · Quantitative Biology 2025-09-11 Gaia Molinaro , Anne G. E. Collins

We propose and study a new model for reinforcement learning with rich observations, generalizing contextual bandits to sequential decision making. These models require an agent to take actions based on observations (features) with the goal…

Machine Learning · Computer Science 2016-10-31 Akshay Krishnamurthy , Alekh Agarwal , John Langford

In agent control issues, the idea of combining reinforcement learning and planning has attracted much attention. Two methods focus on micro and macro action respectively. Their advantages would show together if there is a good cooperation…

Artificial Intelligence · Computer Science 2020-03-20 Xuerun Chen

Value factorization is a popular paradigm for designing scalable multi-agent reinforcement learning algorithms. However, current factorization methods make choices without full justification that may limit their performance. For example,…

Artificial Intelligence · Computer Science 2024-09-11 Enrico Marchesini , Andrea Baisero , Rupali Bhati , Christopher Amato

Reinforcement learning is a general method for learning in sequential settings, but it can often be difficult to specify a good reward function when the task is complex. In these cases, preference feedback or expert demonstrations can be…

Machine Learning · Computer Science 2025-08-20 Jason R Brown , Carl Henrik Ek , Robert D Mullins

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

With the growth of model and data sizes, a broad effort has been made to design pruning techniques that reduce the resource demand of deep learning pipelines, while retaining model performance. In order to reduce both inference and training…

Machine Learning · Computer Science 2026-02-24 Dayana Savostianova , Emanuele Zangrando , Gianluca Ceruti , Francesco Tudisco