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We present a convolutional framework which significantly reduces the complexity and thus, the computational effort for distributed reinforcement learning control of dynamical systems governed by partial differential equations (PDEs).…

Machine Learning · Computer Science 2023-12-27 Sebastian Peitz , Jan Stenner , Vikas Chidananda , Oliver Wallscheid , Steven L. Brunton , Kunihiko Taira

Deep Imitation Learning requires a large number of expert demonstrations, which are not always easy to obtain, especially for complex tasks. A way to overcome this shortage of labels is through data augmentation. However, this cannot be…

Machine Learning · Computer Science 2021-03-29 Dafni Antotsiou , Carlo Ciliberto , Tae-Kyun Kim

A properly designed controller can help improve the quality of experimental measurements or force a dynamical system to follow a completely new time-evolution path. Recent developments in deep reinforcement learning have made steep advances…

Statistical Mechanics · Physics 2025-02-26 Ruslan Mukhamadiarov

Model-Based Reinforcement Learning involves learning a \textit{dynamics model} from data, and then using this model to optimise behaviour, most often with an online \textit{planner}. Much of the recent research along these lines presents a…

We present and establish large deviations principles for general multivariate renewal-reward processes associated with a classical discrete-time renewal process. A renewal-reward process describes a cumulative reward over time, supposing…

Mathematical Physics · Physics 2019-04-11 Marco Zamparo

We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions, i.e. environments more general than (PO)MDPs. The task for an agent is to attain…

Machine Learning · Computer Science 2009-12-30 Daniil Ryabko , Marcus Hutter

Efficient skill acquisition, representation, and on-line adaptation to different scenarios has become of fundamental importance for assistive robotic applications. In the past decade, dynamical systems (DS) have arisen as a flexible and…

Robotics · Computer Science 2020-03-27 Matteo Saveriano , Dongheui Lee

We reinterpret and propose a framework for pricing path-dependent financial derivatives by estimating the full distribution of payoffs using Distributional Reinforcement Learning (DistRL). Unlike traditional methods that focus on expected…

Mathematical Finance · Quantitative Finance 2025-07-18 Ahmet Umur Özsoy

We propose an inverse reinforcement learning (IRL) approach using Deep Q-Networks to extract the rewards in problems with large state spaces. We evaluate the performance of this approach in a simulation-based autonomous driving scenario.…

Artificial Intelligence · Computer Science 2017-09-22 Sahand Sharifzadeh , Ioannis Chiotellis , Rudolph Triebel , Daniel Cremers

In previous research, we developed methods to train decision trees (DT) as agents for reinforcement learning tasks, based on deep reinforcement learning (DRL) networks. The samples from which the DTs are built, use the environment's state…

Machine Learning · Computer Science 2024-12-09 Raphael C. Engelhardt , Marcel J. Meinen , Moritz Lange , Laurenz Wiskott , Wolfgang Konen

We present that, instead of establishing the equations of motion, one can model-freely reveal the dynamical properties of a black-box system using a learning machine. Trained only by a segment of time series of a state variable recorded at…

Machine Learning · Computer Science 2022-04-15 Hong Zhao

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

Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states, and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies,…

Statistical Mechanics · Physics 2018-04-25 Ushnish Ray , Garnet Kin-Lic Chan , David T. Limmer

In this paper, we study an inverse reinforcement learning problem that involves learning the reward function of a learning agent using trajectory data collected while this agent is learning its optimal policy. To address this problem, we…

Machine Learning · Computer Science 2024-10-21 Kavinayan P. Sivakumar , Yi Shen , Zachary Bell , Scott Nivison , Boyuan Chen , Michael M. Zavlanos

Evolutionary agentic systems intensify the trade-off between computational efficiency and reasoning capability by repeatedly invoking large language models (LLMs) during inference. This setting raises a central question: how can an agent…

Computation and Language · Computer Science 2026-04-27 Pretam Ray , Pratik Prabhanjan Brahma , Zicheng Liu , Emad Barsoum

Reinforcement Learning (RL) remains a central optimisation framework in machine learning. Although RL agents can converge to optimal solutions, the definition of ``optimality'' depends on the environment's statistical properties. The…

Machine Learning · Computer Science 2026-01-14 Bert Verbruggen , Arne Vanhoyweghen , Vincent Ginis

A stochastic model for behavioral changes by imitative pair interactions of individuals is developed. `Microscopic' assumptions on the specific form of the imitative processes lead to a stochastic version of the game dynamical equations.…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing

A new approach for efficiently exploring the configuration space and computing the free energy of large atomic and molecular systems is proposed, motivated by an analogy with reinforcement learning. There are two major components in this…

Chemical Physics · Physics 2018-04-18 Linfeng Zhang , Han Wang , Weinan E

In addition to their undisputed success in solving classical optimization problems, neuroevolutionary and population-based algorithms have become an alternative to standard reinforcement learning methods. However, evolutionary methods often…

Neural and Evolutionary Computing · Computer Science 2021-05-18 Jörg Stork , Martin Zaefferer , Nils Eisler , Patrick Tichelmann , Thomas Bartz-Beielstein , A. E. Eiben

Deep Reinforcement learning is a branch of unsupervised learning in which an agent learns to act based on environment state in order to maximize its total reward. Deep reinforcement learning provides good opportunity to model the complexity…

Statistical Finance · Quantitative Finance 2021-08-05 Zhaolu Dong , Shan Huang , Simiao Ma , Yining Qian