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Model-based planning is often thought to be necessary for deep, careful reasoning and generalization in artificial agents. While recent successes of model-based reinforcement learning (MBRL) with deep function approximation have…

In this thesis, we develop a comprehensive account of the expressive power, modelling efficiency, and performance advantages of so-called trading agents (i.e., Deep Soft Recurrent Q-Network (DSRQN) and Mixture of Score Machines (MSM)),…

Portfolio Management · Quantitative Finance 2019-09-23 Angelos Filos

We propose a method for learning expressive energy-based policies for continuous states and actions, which has been feasible only in tabular domains before. We apply our method to learning maximum entropy policies, resulting into a new…

Machine Learning · Computer Science 2017-07-25 Tuomas Haarnoja , Haoran Tang , Pieter Abbeel , Sergey Levine

Model-free reinforcement learning (RL) algorithms, such as Q-learning, directly parameterize and update value functions or policies without explicitly modeling the environment. They are typically simpler, more flexible to use, and thus more…

Machine Learning · Computer Science 2018-07-11 Chi Jin , Zeyuan Allen-Zhu , Sebastien Bubeck , Michael I. Jordan

Robust Markov decision processes (r-MDPs) extend MDPs by explicitly modelling epistemic uncertainty about transition dynamics. Learning r-MDPs from interactions with an unknown environment enables the synthesis of robust policies with…

Machine Learning · Computer Science 2025-11-21 Yannik Schnitzer , Alessandro Abate , David Parker

We present two elegant solutions for modeling continuous-time dynamics, in a novel model-based reinforcement learning (RL) framework for semi-Markov decision processes (SMDPs), using neural ordinary differential equations (ODEs). Our models…

Machine Learning · Computer Science 2020-10-27 Jianzhun Du , Joseph Futoma , Finale Doshi-Velez

Reinforcement learning suffers from limitations in real practices primarily due to the number of required interactions with virtual environments. It results in a challenging problem because we are implausible to obtain a local optimal…

Machine Learning · Computer Science 2024-10-28 Qizhen Wu , Kexin Liu , Lei Chen

State-of-the-art model-based reinforcement learning methods train policies on imagined rollouts. These rollouts are trajectories generated by a learned dynamics model and are scored by a learned reward model, but without querying the true…

Machine Learning · Computer Science 2026-05-13 Nadav Timor , Ravid Shwartz-Ziv , Micah Goldblum , Yann LeCun , David Harel

In recent years, model-free methods that use deep learning have achieved great success in many different reinforcement learning environments. Most successful approaches focus on solving a single task, while multi-task reinforcement learning…

Machine Learning · Computer Science 2017-05-25 Asier Mujika

In the predict-then-optimize framework, the objective is to train a predictive model, mapping from environment features to parameters of an optimization problem, which maximizes decision quality when the optimization is subsequently solved.…

Machine Learning · Computer Science 2022-07-19 Kai Wang , Sanket Shah , Haipeng Chen , Andrew Perrault , Finale Doshi-Velez , Milind Tambe

Deep reinforcement learning methods have achieved state-of-the-art results in a variety of challenging, high-dimensional domains ranging from video games to locomotion. The key to success has been the use of deep neural networks used to…

Machine Learning · Computer Science 2020-11-17 Hiteshi Sharma , Rahul Jain

Model-based reinforcement learning (RL) has demonstrated remarkable successes on a range of continuous control tasks due to its high sample efficiency. To save the computation cost of conducting planning online, recent practices tend to…

Artificial Intelligence · Computer Science 2023-07-25 Chuming Li , Ruonan Jia , Jie Liu , Yinmin Zhang , Yazhe Niu , Yaodong Yang , Yu Liu , Wanli Ouyang

The behavior decision-making subsystem is a key component of the autonomous driving system, which reflects the decision-making ability of the vehicle and the driver, and is an important symbol of the high-level intelligence of the vehicle.…

Machine Learning · Computer Science 2024-12-31 Zixiang Wang , Hao Yan , Changsong Wei , Junyu Wang , Minheng Xiao

Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…

Machine Learning · Computer Science 2022-06-20 Tom Blau , Edwin V. Bonilla , Iadine Chades , Amir Dezfouli

In recent years several learning approaches to point goal navigation in previously unseen environments have been proposed. They vary in the representations of the environments, problem decomposition, and experimental evaluation. In this…

Robotics · Computer Science 2022-12-20 Yimeng Li , Arnab Debnath , Gregory J. Stein , Jana Kosecka

Deep Reinforcement Learning has enabled the learning of policies for complex tasks in partially observable environments, without explicitly learning the underlying model of the tasks. While such model-free methods achieve considerable…

Machine Learning · Computer Science 2017-01-11 Tanmay Shankar , Santosha K. Dwivedy , Prithwijit Guha

Estimates of predictive uncertainty are important for accurate model-based planning and reinforcement learning. However, predictive uncertainties---especially ones derived from modern deep learning systems---can be inaccurate and impose a…

Machine Learning · Computer Science 2019-06-21 Ali Malik , Volodymyr Kuleshov , Jiaming Song , Danny Nemer , Harlan Seymour , Stefano Ermon

General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter

Reinforcement learning in non-stationary environments is challenging due to abrupt and unpredictable changes in dynamics, often causing traditional algorithms to fail to converge. However, in many real-world cases, non-stationarity has some…

Machine Learning · Computer Science 2025-03-25 Mohsen Amiri , Sindri Magnússon

This work studies a multi-agent Markov decision process (MDP) that can undergo agent dropout and the computation of policies for the post-dropout system based on control and sampling of the pre-dropout system. The central planner's…

Systems and Control · Electrical Eng. & Systems 2024-09-24 Carmel Fiscko , Soummya Kar , Bruno Sinopoli