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Multi-agent adversarial inverse reinforcement learning (MA-AIRL) is a recent approach that applies single-agent AIRL to multi-agent problems where we seek to recover both policies for our agents and reward functions that promote expert-like…

Multiagent Systems · Computer Science 2020-02-26 Wonseok Jeon , Paul Barde , Derek Nowrouzezahrai , Joelle Pineau

Offline inverse reinforcement learning (IRL) aims to recover a reward function that explains expert behavior using only fixed demonstration data, without any additional online interaction. We propose BiCQL-ML, a policy-free offline IRL…

Machine Learning · Computer Science 2025-12-01 Junsung Park

The sequential nature of decision-making in financial asset trading aligns naturally with the reinforcement learning (RL) framework, making RL a common approach in this domain. However, the low signal-to-noise ratio in financial markets…

Machine Learning · Computer Science 2024-11-14 Sven Goluža , Tomislav Kovačević , Stjepan Begušić , Zvonko Kostanjčar

Teaching large language models (LLMs) to reason during post-training typically relies on reinforcement learning with explicit outcome- or process-based reward functions. However, in many real-world settings, obtaining or defining such…

Artificial Intelligence · Computer Science 2026-05-19 Claudio Fanconi , Nicolás Astorga , Mihaela van der Schaar

Multi-agent Inverse Reinforcement Learning (MAIRL) aims to recover agent reward functions from expert demonstrations. We characterize the feasible reward set in Markov games, identifying all reward functions that rationalize a given…

Machine Learning · Computer Science 2025-11-26 Till Freihaut , Giorgia Ramponi

The gloabal objective of inverse Reinforcement Learning (IRL) is to estimate the unknown cost function of some MDP base on observed trajectories generated by (approximate) optimal policies. The classical approach consists in tuning this…

Machine Learning · Computer Science 2021-05-26 Firas Jarboui , Vianney Perchet

The inverse reinforcement learning approach to imitation learning is a double-edged sword. On the one hand, it can enable learning from a smaller number of expert demonstrations with more robustness to error compounding than behavioral…

Machine Learning · Computer Science 2024-06-06 Juntao Ren , Gokul Swamy , Zhiwei Steven Wu , J. Andrew Bagnell , Sanjiban Choudhury

Inverse reinforcement learning (IRL) aims to infer an agent's preferences (represented as a reward function $R$) from their behaviour (represented as a policy $\pi$). To do this, we need a behavioural model of how $\pi$ relates to $R$. In…

Machine Learning · Computer Science 2024-03-12 Joar Skalse , Alessandro Abate

Inverse Reinforcement Learning (IRL) has demonstrated effectiveness in a variety of imitation tasks. In this paper, we introduce an IRL framework designed to extract rewarding features from expert trajectories affected by delayed…

Machine Learning · Computer Science 2024-12-05 Simon Sinong Zhan , Qingyuan Wu , Zhian Ruan , Frank Yang , Philip Wang , Yixuan Wang , Ruochen Jiao , Chao Huang , Qi Zhu

Optimal order execution is widely studied by industry practitioners and academic researchers because it determines the profitability of investment decisions and high-level trading strategies, particularly those involving large volumes of…

Trading and Market Microstructure · Quantitative Finance 2020-09-15 Michaël Karpe , Jin Fang , Zhongyao Ma , Chen Wang

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

In Imitation Learning (IL), utilizing suboptimal and heterogeneous demonstrations presents a substantial challenge due to the varied nature of real-world data. However, standard IL algorithms consider these datasets as homogeneous, thereby…

Machine Learning · Computer Science 2024-12-16 Mark Beliaev , Ramtin Pedarsani

The problem of Learning from Demonstration is targeted at learning to perform tasks based on observed examples. One approach to Learning from Demonstration is Inverse Reinforcement Learning, in which actions are observed to infer rewards.…

Neural and Evolutionary Computing · Computer Science 2016-08-11 Karan K. Budhraja , Tim Oates

Inverse reinforcement learning (IRL) has progressed significantly toward accurately learning the underlying rewards in both discrete and continuous domains from behavior data. The next advance is to learn {\em intrinsic} preferences in ways…

Machine Learning · Computer Science 2026-05-28 Yikang Gui , Prashant Doshi

As intelligent trading agents based on reinforcement learning (RL) gain prevalence, it becomes more important to ensure that RL agents obey laws, regulations, and human behavioral expectations. There is substantial literature concerning the…

Machine Learning · Computer Science 2023-06-12 David Byrd

Inverse Reinforcement Learning (IRL) learns a reward function to explain expert demonstrations. Modern IRL methods often use the adversarial (minimax) formulation that alternates between reward and policy optimization, which often lead to…

Machine Learning · Computer Science 2025-10-14 Yang Chen , Menglin Zou , Jiaqi Zhang , Yitan Zhang , Junyi Yang , Gael Gendron , Libo Zhang , Jiamou Liu , Michael J. Witbrock

The Inverse Reinforcement Learning (\textit{IRL}) problem has seen rapid evolution in the past few years, with important applications in domains like robotics, cognition, and health. In this work, we explore the inefficacy of current IRL…

Machine Learning · Computer Science 2022-09-28 Raeid Saqur

Reinforcement learning (RL) offers significant promise for machinery fault detection (MFD). However, most existing RL-based MFD approaches do not fully exploit RL's sequential decision-making strengths, often treating MFD as a simple…

Machine Learning · Computer Science 2026-02-27 Dhiraj Neupane , Richard Dazeley , Mohamed Reda Bouadjenek , Sunil Aryal

We present an algorithm for Inverse Reinforcement Learning (IRL) from expert state observations only. Our approach decouples reward modelling from policy learning, unlike state-of-the-art adversarial methods which require updating the…

Machine Learning · Computer Science 2022-05-20 Wei-Di Chang , Juan Camilo Gamboa Higuera , Scott Fujimoto , David Meger , Gregory Dudek

Inverse Reinforcement Learning (IRL) learns an optimal policy, given some expert demonstrations, thus avoiding the need for the tedious process of specifying a suitable reward function. However, current methods are constrained by at least…

Machine Learning · Computer Science 2023-11-16 Pierre Le Pelletier de Woillemont , Rémi Labory , Vincent Corruble