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We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…

Machine Learning · Computer Science 2016-05-27 Nan Jiang , Lihong Li

In recent years, by leveraging more data, computation, and diverse tasks, learned optimizers have achieved remarkable success in supervised learning, outperforming classical hand-designed optimizers. Reinforcement learning (RL) is…

Machine Learning · Computer Science 2024-06-05 Qingfeng Lan , A. Rupam Mahmood , Shuicheng Yan , Zhongwen Xu

Real-world reinforcement learning (RL) environments, whether in robotics or industrial settings, often involve non-visual observations and require not only efficient but also reliable and thus interpretable and flexible RL approaches. To…

Machine Learning · Computer Science 2024-02-19 Moritz Lange , Noah Krystiniak , Raphael C. Engelhardt , Wolfgang Konen , Laurenz Wiskott

We study the problem of exploration in Reinforcement Learning and present a novel model-free solution. We adopt an information-theoretical viewpoint and start from the instance-specific lower bound of the number of samples that have to be…

Machine Learning · Computer Science 2024-07-02 Alessio Russo , Alexandre Proutiere

In reinforcement learning (RL), agents continually interact with the environment and use the feedback to refine their behavior. To guide policy optimization, reward models are introduced as proxies of the desired objectives, such that when…

Machine Learning · Computer Science 2025-06-19 Rui Yu , Shenghua Wan , Yucen Wang , Chen-Xiao Gao , Le Gan , Zongzhang Zhang , De-Chuan Zhan

This paper studies the constrained/safe reinforcement learning (RL) problem with sparse indicator signals for constraint violations. We propose a model-based approach to enable RL agents to effectively explore the environment with unknown…

Artificial Intelligence · Computer Science 2021-03-09 Zuxin Liu , Hongyi Zhou , Baiming Chen , Sicheng Zhong , Martial Hebert , Ding Zhao

Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…

Machine Learning · Computer Science 2021-10-28 Mete Kemertas , Tristan Aumentado-Armstrong

Optimal order execution is widely studied by industry practitioners and academic researchers because it determines the profitability of investment decisions and high-level trading strategies, particularly those involving large volumes of…

Trading and Market Microstructure · Quantitative Finance 2020-09-15 Michaël Karpe , Jin Fang , Zhongyao Ma , Chen Wang

Finding optimal policies which maximize long term rewards of Markov Decision Processes requires the use of dynamic programming and backward induction to solve the Bellman optimality equation. However, many real-world problems require…

Machine Learning · Computer Science 2023-01-10 Mridul Agarwal , Vaneet Aggarwal

Multimodal Reward Models (MRMs) play a crucial role in enhancing the performance of Multimodal Large Language Models (MLLMs). While recent advancements have primarily focused on improving the model structure and training data of MRMs, there…

Computer Vision and Pattern Recognition · Computer Science 2025-05-12 Yi-Fan Zhang , Xingyu Lu , Xiao Hu , Chaoyou Fu , Bin Wen , Tianke Zhang , Changyi Liu , Kaiyu Jiang , Kaibing Chen , Kaiyu Tang , Haojie Ding , Jiankang Chen , Fan Yang , Zhang Zhang , Tingting Gao , Liang Wang

Reinforcement learning (RL) is gaining attention by more and more researchers in quantitative finance as the agent-environment interaction framework is aligned with decision making process in many business problems. Most of the current…

Mathematical Finance · Quantitative Finance 2022-05-31 Huifang Huang , Ting Gao , Yi Gui , Jin Guo , Peng Zhang

Recently, safe reinforcement learning (RL) with the actor-critic structure for continuous control tasks has received increasing attention. It is still challenging to learn a near-optimal control policy with safety and convergence…

Machine Learning · Computer Science 2024-02-06 Xinglong Zhang , Yaoqian Peng , Biao Luo , Wei Pan , Xin Xu , Haibin Xie

Model-based Reinforcement Learning estimates the true environment through a world model in order to approximate the optimal policy. This family of algorithms usually benefits from better sample efficiency than their model-free counterparts.…

Machine Learning · Computer Science 2021-10-27 Valentin Charvet , Bjørn Sand Jensen , Roderick Murray-Smith

Preference-based reinforcement learning (PbRL) can enable robots to learn to perform tasks based on an individual's preferences without requiring a hand-crafted reward function. However, existing approaches either assume access to a…

Machine Learning · Computer Science 2024-02-13 Yi Liu , Gaurav Datta , Ellen Novoseller , Daniel S. Brown

In recent years, unmanned aerial vehicle (UAV) related technology has expanded knowledge in the area, bringing to light new problems and challenges that require solutions. Furthermore, because the technology allows processes usually carried…

Artificial Intelligence · Computer Science 2022-12-08 Cristian Millán-Arias , Ruben Contreras , Francisco Cruz , Bruno Fernandes

Designing missiles' autopilot controllers has been a complex task, given the extensive flight envelope and the nonlinear flight dynamics. A solution that can excel both in nominal performance and in robustness to uncertainties is still to…

Machine Learning · Computer Science 2021-09-21 Bernardo Cortez

In model-based reinforcement learning (MBRL), most algorithms rely on simulating trajectories from one-step dynamics models learned on data. A critical challenge of this approach is the compounding of one-step prediction errors as length of…

Machine Learning · Computer Science 2023-10-12 Abdelhakim Benechehab , Giuseppe Paolo , Albert Thomas , Maurizio Filippone , Balázs Kégl

Reinforcement learning (RL) is a powerful approach for training agents to perform tasks, but designing an appropriate reward mechanism is critical to its success. However, in many cases, the complexity of the learning objectives goes beyond…

Machine Learning · Computer Science 2023-08-16 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak

Robust reinforcement learning (RL) is to find a policy that optimizes the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on model-free robust RL, where the uncertainty set is defined to be centering at a…

Machine Learning · Computer Science 2021-10-29 Yue Wang , Shaofeng Zou

Offline learning is a key part of making reinforcement learning (RL) useable in real systems. Offline RL looks at scenarios where there is data from a system's operation, but no direct access to the system when learning a policy. Recent…

Machine Learning · Computer Science 2021-03-18 Arthur Argenson , Gabriel Dulac-Arnold
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