Related papers: Adaptive Discretization for Episodic Reinforcement…
We introduce the technique of adaptive discretization to design an efficient model-based episodic reinforcement learning algorithm in large (potentially continuous) state-action spaces. Our algorithm is based on optimistic one-step value…
Despite the wealth of research into provably efficient reinforcement learning algorithms, most works focus on tabular representation and thus struggle to handle exponentially or infinitely large state-action spaces. In this paper, we…
We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings that arise naturally in finance, economics, and operations…
Model-free Reinforcement Learning (RL) algorithms such as Q-learning [Watkins, Dayan 92] have been widely used in practice and can achieve human level performance in applications such as video games [Mnih et al. 15]. Recently, equipped with…
Discretization based approaches to solving online reinforcement learning problems have been studied extensively in practice on applications ranging from resource allocation to cache management. Two major questions in designing…
Learning actions that are relevant to decision-making and can be executed effectively is a key problem in autonomous robotics. Current state-of-the-art action representations in robotics lack proper effect-driven learning of the robot's…
A self-learning optimal control algorithm for episodic fixed-horizon manufacturing processes with time-discrete control actions is proposed and evaluated on a simulated deep drawing process. The control model is built during consecutive…
In this article, we sketch an algorithm that extends the Q-learning algorithms to the continuous action space domain. Our method is based on the discretization of the action space. Despite the commonly used discretization methods, our…
Recent reinforcement learning approaches have shown surprisingly strong capabilities of bang-bang policies for solving continuous control benchmarks. The underlying coarse action space discretizations often yield favourable exploration…
Finite element discretizations of problems in computational physics often rely on adaptive mesh refinement (AMR) to preferentially resolve regions containing important features during simulation. However, these spatial refinement strategies…
Empowered by deep neural networks, deep reinforcement learning (DRL) has demonstrated tremendous empirical successes in various domains, including games, health care, and autonomous driving. Despite these advancements, DRL is still…
Applying Q-learning to high-dimensional or continuous action spaces can be difficult due to the required maximization over the set of possible actions. Motivated by techniques from amortized inference, we replace the expensive maximization…
We present a new active learning algorithm that adaptively partitions the input space into a finite number of regions, and subsequently seeks a distinct predictor for each region, both phases actively requesting labels. We prove theoretical…
We present a coarse-to-fine discretisation method that enables the use of discrete reinforcement learning approaches in place of unstable and data-inefficient actor-critic methods in continuous robotics domains. This approach builds on the…
Episodic self-imitation learning, a novel self-imitation algorithm with a trajectory selection module and an adaptive loss function, is proposed to speed up reinforcement learning. Compared to the original self-imitation learning algorithm,…
This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…
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…
We adapt the ideas underlying the success of Deep Q-Learning to the continuous action domain. We present an actor-critic, model-free algorithm based on the deterministic policy gradient that can operate over continuous action spaces. Using…
Learning a near optimal policy in a partially observable system remains an elusive challenge in contemporary reinforcement learning. In this work, we consider episodic reinforcement learning in a reward-mixing Markov decision process (MDP).…
We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…