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Human-computer interactive systems that rely on machine learning are becoming paramount to the lives of millions of people who use digital assistants on a daily basis. Yet, further advances are limited by the availability of data and the…

Machine Learning · Computer Science 2020-04-29 Katya Kudashkina , Valliappa Chockalingam , Graham W. Taylor , Michael Bowling

Market makers play an important role in providing liquidity to markets by continuously quoting prices at which they are willing to buy and sell, and managing inventory risk. In this paper, we build a multi-agent simulation of a dealer…

Trading and Market Microstructure · Quantitative Finance 2019-11-15 Sumitra Ganesh , Nelson Vadori , Mengda Xu , Hua Zheng , Prashant Reddy , Manuela Veloso

Reinforcement Learning (RL)-based recommender systems have demonstrated promising performance in meeting user expectations by learning to make accurate next-item recommendations from historical user-item interactions. However, existing…

Information Retrieval · Computer Science 2024-03-26 Jie Wang , Alexandros Karatzoglou , Ioannis Arapakis , Joemon M. Jose

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

Reinforcement learning algorithms, just like any other Machine learning algorithm pose a serious threat from adversaries. The adversaries can manipulate the learning algorithm resulting in non-optimal policies. In this paper, we analyze the…

Machine Learning · Computer Science 2021-03-12 Aqeel Anwar , Arijit Raychowdhury

Reinforcement learning algorithms require a large amount of samples; this often limits their real-world applications on even simple tasks. Such a challenge is more outstanding in multi-agent tasks, as each step of operation is more costly…

Machine Learning · Computer Science 2022-09-05 Yali Du , Chengdong Ma , Yuchen Liu , Runji Lin , Hao Dong , Jun Wang , Yaodong Yang

We study offline-online reinforcement learning in linear mixture Markov decision processes (MDPs) under environment shift. In the offline phase, data are collected by an unknown behavior policy and may come from a mismatched environment,…

Machine Learning · Computer Science 2026-04-15 Zhongjun Zhang , Sean R. Sinclair

Reinforcement Learning (RL) has been witnessed its potential for training a dialogue policy agent towards maximizing the accumulated rewards given from users. However, the reward can be very sparse for it is usually only provided at the end…

Computation and Language · Computer Science 2021-11-03 Hongru Wang , Huimin Wang , Zezhong Wang , Kam-Fai Wong

Offline reinforcement learning aims to train a policy on a pre-recorded and fixed dataset without any additional environment interactions. There are two major challenges in this setting: (1) extrapolation error caused by approximating the…

Machine Learning · Computer Science 2023-01-31 Dmitriy Akimov , Vladislav Kurenkov , Alexander Nikulin , Denis Tarasov , Sergey Kolesnikov

We consider the problem of offline reinforcement learning where only a set of system transitions is made available for policy optimization. Following recent advances in the field, we consider a model-based reinforcement learning algorithm…

Machine Learning · Computer Science 2024-02-06 Abdelhakim Benechehab , Albert Thomas , Balázs Kégl

Nowadays, model-free reinforcement learning algorithms have achieved remarkable performance on many decision making and control tasks, but high sample complexity and low sample efficiency still hinder the wide use of model-free…

Artificial Intelligence · Computer Science 2020-10-27 Jingbin Liu , Xinyang Gu , Shuai Liu

This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving,…

Machine Learning · Computer Science 2018-11-08 Sina Ghiassian , Andrew Patterson , Martha White , Richard S. Sutton , Adam White

Recently, empowered with the powerful capabilities of neural networks, reinforcement learning (RL) has successfully tackled numerous challenging tasks. However, while these models demonstrate enhanced decision-making abilities, they are…

Machine Learning · Computer Science 2025-10-09 Zhengpeng Xie , Yulong Zhang

The high sample complexity of reinforcement learning challenges its use in practice. A promising approach is to quickly adapt pre-trained policies to new environments. Existing methods for this policy adaptation problem typically rely on…

Machine Learning · Computer Science 2020-06-16 Yuda Song , Aditi Mavalankar , Wen Sun , Sicun Gao

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…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

We study the budget allocation problem in online marketing campaigns that utilize previously collected offline data. We first discuss the long-term effect of optimizing marketing budget allocation decisions in the offline setting. To…

Machine Learning · Computer Science 2023-09-07 Tianchi Cai , Jiyan Jiang , Wenpeng Zhang , Shiji Zhou , Xierui Song , Li Yu , Lihong Gu , Xiaodong Zeng , Jinjie Gu , Guannan Zhang

Many payment platforms hold large-scale marketing campaigns, which allocate incentives to encourage users to pay through their applications. To maximize the return on investment, incentive allocations are commonly solved in a two-stage…

Machine Learning · Computer Science 2022-01-03 Xuanying Chen , Zhining Liu , Li Yu , Sen Li , Lihong Gu , Xiaodong Zeng , Yize Tan , Jinjie Gu

In some applications of reinforcement learning, a dataset of pre-collected experience is already available but it is also possible to acquire some additional online data to help improve the quality of the policy. However, it may be…

Machine Learning · Computer Science 2023-07-11 Ruiqi Zhang , Andrea Zanette

Recent research studies revealed that neural networks are vulnerable to adversarial attacks. State-of-the-art defensive techniques add various adversarial examples in training to improve models' adversarial robustness. However, these…

Machine Learning · Computer Science 2019-09-13 Chang Song , Zuoguan Wang , Hai Li

Machine learning researchers have long noticed the phenomenon that the model training process will be more effective and efficient when the training samples are densely sampled around the underlying decision boundary. While this observation…

Machine Learning · Computer Science 2021-09-24 Honggang Yu , Shihfeng Zeng , Teng Zhang , Ing-Chao Lin , Yier Jin