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Related papers: Learning Policies through Quantile Regression

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A policy in deep reinforcement learning (RL), either deterministic or stochastic, is commonly parameterized as a Gaussian distribution alone, limiting the learned behavior to be unimodal. However, the nature of many practical…

Machine Learning · Computer Science 2025-08-20 SM Mazharul Islam , Manfred Huber

We propose a metalearning approach for learning gradient-based reinforcement learning (RL) algorithms. The idea is to evolve a differentiable loss function, such that an agent, which optimizes its policy to minimize this loss, will achieve…

Machine Learning · Computer Science 2018-05-01 Rein Houthooft , Richard Y. Chen , Phillip Isola , Bradly C. Stadie , Filip Wolski , Jonathan Ho , Pieter Abbeel

Model-free and model-based reinforcement learning are two ends of a spectrum. Learning a good policy without a dynamic model can be prohibitively expensive. Learning the dynamic model of a system can reduce the cost of learning the policy,…

Robotics · Computer Science 2022-01-19 Arash Mehrjou , Ashkan Soleymani , Stefan Bauer , Bernhard Schölkopf

Reinforcement learning is a promising approach to learning robotics controllers. It has recently been shown that algorithms based on finite-difference estimates of the policy gradient are competitive with algorithms based on the policy…

Machine Learning · Computer Science 2021-10-12 Osbert Bastani

We propose a new family of policy gradient methods for reinforcement learning, which alternate between sampling data through interaction with the environment, and optimizing a "surrogate" objective function using stochastic gradient ascent.…

Machine Learning · Computer Science 2017-08-29 John Schulman , Filip Wolski , Prafulla Dhariwal , Alec Radford , Oleg Klimov

We introduce a methodology for efficiently computing a lower bound to empowerment, allowing it to be used as an unsupervised cost function for policy learning in real-time control. Empowerment, being the channel capacity between actions and…

In offline reinforcement learning, a policy needs to be learned from a single pre-collected dataset. Typically, policies are thus regularized during training to behave similarly to the data generating policy, by adding a penalty based on a…

Machine Learning · Computer Science 2021-07-13 Phillip Swazinna , Steffen Udluft , Daniel Hein , Thomas Runkler

In the Markov decision process model, policies are usually evaluated by expected cumulative rewards. As this decision criterion is not always suitable, we propose in this paper an algorithm for computing a policy optimal for the quantile…

Artificial Intelligence · Computer Science 2016-12-02 Hugo Gilbert , Paul Weng , Yan Xu

Offline reinforcement learning (RL) aims to infer sequential decision policies using only offline datasets. This is a particularly difficult setup, especially when learning to achieve multiple different goals or outcomes under a given…

Machine Learning · Computer Science 2024-05-17 Mianchu Wang , Yue Jin , Giovanni Montana

Designing efficient algorithms for multi-agent reinforcement learning (MARL) is fundamentally challenging because the size of the joint state and action spaces grows exponentially in the number of agents. These difficulties are exacerbated…

Machine Learning · Computer Science 2025-10-27 Emile Anand , Ishani Karmarkar , Guannan Qu

It is well known that quantile regression model minimizes the portfolio extreme risk, whenever the attention is placed on the estimation of the response variable left quantiles. We show that, by considering the entire conditional…

Portfolio Management · Quantitative Finance 2015-07-02 Giovanni Bonaccolto , Massimiliano Caporin , Sandra Paterlini

Advances in reinforcement learning (RL) often rely on massive compute resources and remain notoriously sample inefficient. In contrast, the human brain is able to efficiently learn effective control strategies using limited resources. This…

Machine Learning · Computer Science 2024-01-30 Burcu Küçükoğlu , Walraaf Borkent , Bodo Rueckauer , Nasir Ahmad , Umut Güçlü , Marcel van Gerven

In this work we introduce the application of black-box quantum control as an interesting rein- forcement learning problem to the machine learning community. We analyze the structure of the reinforcement learning problems arising in quantum…

Machine Learning · Computer Science 2018-04-16 Moritz August , José Miguel Hernández-Lobato

Traditional model-based reinforcement learning approaches learn a model of the environment dynamics without explicitly considering how it will be used by the agent. In the presence of misspecified model classes, this can lead to poor…

Machine Learning · Computer Science 2020-10-20 Pierluca D'Oro , Alberto Maria Metelli , Andrea Tirinzoni , Matteo Papini , Marcello Restelli

Model-based Reinforcement Learning approaches have the promise of being sample efficient. Much of the progress in learning dynamics models in RL has been made by learning models via supervised learning. But traditional model-based…

Machine Learning · Computer Science 2019-06-12 Shagun Sodhani , Anirudh Goyal , Tristan Deleu , Yoshua Bengio , Sergey Levine , Jian Tang

The application of learning-based control methods in robotics presents significant challenges. One is that model-free reinforcement learning algorithms use observation data with low sample efficiency. To address this challenge, a prevalent…

Machine Learning · Computer Science 2024-07-19 Andrey Gorodetskiy , Konstantin Mironov , Aleksandr Panov

The quantum approximate optimization algorithm (QAOA), as a hybrid quantum/classical algorithm, has received much interest recently. QAOA can also be viewed as a variational ansatz for quantum control. However, its direct application to…

Quantum Physics · Physics 2020-05-19 Jiahao Yao , Marin Bukov , Lin Lin

Measurement and estimation of parameters are essential for science and engineering, where one of the main quests is to find systematic schemes that can achieve high precision. While conventional schemes for quantum parameter estimation…

Quantum Physics · Physics 2021-04-29 Han Xu , Junning Li , Liqiang Liu , Yu Wang , Haidong Yuan , Xin Wang

Transfer learning of prediction models has been extensively studied, while the corresponding policy learning approaches are rarely discussed. In this paper, we propose principled approaches for learning the optimal policy in the target…

Machine Learning · Computer Science 2025-05-20 Xueqing Liu , Qinwei Yang , Zhaoqing Tian , Ruocheng Guo , Peng Wu

We introduce a new algorithm for multi-objective reinforcement learning (MORL) with linear preferences, with the goal of enabling few-shot adaptation to new tasks. In MORL, the aim is to learn policies over multiple competing objectives…

Machine Learning · Computer Science 2019-11-07 Runzhe Yang , Xingyuan Sun , Karthik Narasimhan