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We present a framework using Relative Entropy Inverse Reinforcement Learning (RE-IRL) to recover investor reward functions from observed investment actions and market conditions. Unlike traditional IRL algorithms, RE-IRL is employed to…

Machine Learning · Computer Science 2026-04-28 Chen Xu

Inverse reinforcement learning (IRL) seeks to learn the reward function from expert trajectories, to understand the task for imitation or collaboration thereby removing the need for manual reward engineering. However, IRL in the context of…

Machine Learning · Computer Science 2023-11-13 Yikang Gui , Prashant Doshi

This paper focuses on reinforcement learning (RL) with limited prior knowledge. In the domain of swarm robotics for instance, the expert can hardly design a reward function or demonstrate the target behavior, forbidding the use of both…

Machine Learning · Computer Science 2012-08-07 Riad Akrour , Marc Schoenauer , Michèle Sebag

Many real-life scenarios require humans to make difficult trade-offs: do we always follow all the traffic rules or do we violate the speed limit in an emergency? These scenarios force us to evaluate the trade-off between collective rules…

Machine Learning · Computer Science 2022-02-22 Arie Glazier , Andrea Loreggia , Nicholas Mattei , Taher Rahgooy , Francesca Rossi , Brent Venable

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

Reinforcement learning in complex environments is a challenging problem. In particular, the success of reinforcement learning algorithms depends on a well-designed reward function. Inverse reinforcement learning (IRL) solves the problem of…

Machine Learning · Computer Science 2021-01-20 Rakhoon Hwang , Hanjin Lee , Hyung Ju Hwang

Acquiring complex behaviors is essential for artificially intelligent agents, yet learning these behaviors in high-dimensional settings poses a significant challenge due to the vast search space. Traditional reinforcement learning (RL)…

Machine Learning · Computer Science 2025-04-22 Mert Albaba , Sammy Christen , Thomas Langarek , Christoph Gebhardt , Otmar Hilliges , Michael J. Black

Autonomous vehicles (AVs) are on the road. To safely and efficiently interact with other road participants, AVs have to accurately predict the behavior of surrounding vehicles and plan accordingly. Such prediction should be probabilistic,…

Machine Learning · Computer Science 2018-09-11 Liting Sun , Wei Zhan , Masayoshi Tomizuka

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

Learning customer preferences from an observed behaviour is an important topic in the marketing literature. Structural models typically model forward-looking customers or firms as utility-maximizing agents whose utility is estimated using…

Computational Finance · Quantitative Finance 2017-12-14 Igor Halperin

Offline reinforcement learning (RL) enables policy learning from static data but often suffers from poor coverage of the state-action space and distributional shift problems. This problem can be addressed by allowing limited online…

Machine Learning · Computer Science 2026-02-03 Soumyadeep Roy , Shashwat Kushwaha , Ambedkar Dukkipati

This work handles the inverse reinforcement learning (IRL) problem where only a small number of demonstrations are available from a demonstrator for each high-dimensional task, insufficient to estimate an accurate reward function. Observing…

Artificial Intelligence · Computer Science 2017-10-16 Kun Li , Joel W. Burdick

While Reinforcement Learning (RL) aims to train an agent from a reward function in a given environment, Inverse Reinforcement Learning (IRL) seeks to recover the reward function from observing an expert's behavior. It is well known that, in…

Machine Learning · Computer Science 2022-10-14 Paul Rolland , Luca Viano , Norman Schuerhoff , Boris Nikolov , Volkan Cevher

Inverse Reinforcement Learning (IRL) seeks to infer reward functions from expert demonstrations. When demonstrations originate from multiple experts with different intentions, the problem is known as Multi-Intention IRL (MI-IRL). Recent…

Machine Learning · Computer Science 2026-02-10 Antonio Mone , Frans A. Oliehoek , Luciano Cavalcante Siebert

Inverse reinforcement learning (IRL) addresses the problem of recovering a task description given a demonstration of the optimal policy used to solve such a task. The optimal policy is usually provided by an expert or teacher, making IRL…

Machine Learning · Computer Science 2012-02-09 Héctor Ratia , Luis Montesano , Ruben Martinez-Cantin

Inverse reinforcement learning (IRL) is computationally challenging, with common approaches requiring the solution of multiple reinforcement learning (RL) sub-problems. This work motivates the use of potential-based reward shaping to reduce…

Machine Learning · Computer Science 2023-12-19 Lauren H. Cooke , Harvey Klyne , Edwin Zhang , Cassidy Laidlaw , Milind Tambe , Finale Doshi-Velez

Anomaly detection plays a critical role in Autonomous Vehicles (AVs) by identifying unusual behaviors through perception systems that could compromise safety and lead to hazardous situations. Current approaches, which often rely on…

Artificial Intelligence · Computer Science 2025-07-08 Ashish Bastola , Mert D. Pesé , Long Cheng , Jonathon Smereka , Abolfazl Razi

Inverse reinforcement learning (IRL) aims to estimate the reward function of optimizing agents by observing their response (estimates or actions). This paper considers IRL when noisy estimates of the gradient of a reward function generated…

Machine Learning · Computer Science 2021-01-19 Vikram Krishnamurthy , George Yin

We address the problem of inverse reinforcement learning in Markov decision processes where the agent is risk-sensitive. In particular, we model risk-sensitivity in a reinforcement learning framework by making use of models of human…

Machine Learning · Computer Science 2017-11-23 Lillian J. Ratliff , Eric Mazumdar

Inverse Reinforcement Learning (IRL) is the task of learning a single reward function given a Markov Decision Process (MDP) without defining the reward function, and a set of demonstrations generated by humans/experts. However, in practice,…

Artificial Intelligence · Computer Science 2017-12-18 Siddharthan Rajasekaran , Jinwei Zhang , Jie Fu
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