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In financial applications, reinforcement learning (RL) agents are commonly trained on historical data, where their actions do not influence prices. However, during deployment, these agents trade in live markets where their own transactions…

Machine Learning · Computer Science 2026-01-27 Shaocong Ma , Heng Huang

Learning from Demonstration (LfD) provides an intuitive and fast approach to program robotic manipulators. Task parameterized representations allow easy adaptation to new scenes and online observations. However, this approach has been…

Robotics · Computer Science 2021-09-10 An T. Le , Meng Guo , Niels van Duijkeren , Leonel Rozo , Robert Krug , Andras G. Kupcsik , Mathias Buerger

With growing access to versatile robotics, it is beneficial for end users to be able to teach robots tasks without needing to code a control policy. One possibility is to teach the robot through successful task executions. However,…

Robotics · Computer Science 2021-04-01 Aleksandra Kalinowska , Ahalya Prabhakar , Kathleen Fitzsimons , Todd Murphey

In this paper, we introduce a novel reinforcement learning framework for optimal trade execution in a limit order book. We formulate the trade execution problem as a dynamic allocation task whose objective is the optimal placement of market…

Trading and Market Microstructure · Quantitative Finance 2026-01-28 Patrick Cheridito , Moritz Weiss

Execution algorithms are vital to modern trading, they enable market participants to execute large orders while minimising market impact and transaction costs. As these algorithms grow more sophisticated, optimising them becomes…

Computational Finance · Quantitative Finance 2025-10-28 Ollie Olby , Andreea Bacalum , Rory Baggott , Namid Stillman

Aligning large language models (LLMs) with human preferences is critical to recent advances in generative artificial intelligence. Reinforcement learning from human feedback (RLHF) is widely applied to achieve this objective. A key step in…

Machine Learning · Statistics 2025-01-03 Pangpang Liu , Chengchun Shi , Will Wei Sun

Imitation learning (IL) is a framework that learns to imitate expert behavior from demonstrations. Recently, IL shows promising results on high dimensional and control tasks. However, IL typically suffers from sample inefficiency in terms…

Machine Learning · Computer Science 2021-11-24 Lihua Zhang

We study reinforcement learning under model misspecification, where we do not have access to the true environment but only to a reasonably close approximation to it. We address this problem by extending the framework of robust MDPs to the…

Machine Learning · Computer Science 2017-11-10 Aurko Roy , Huan Xu , Sebastian Pokutta

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

After four decades of research there still exists a Classification accuracy gap of about 20% between our best Unsupervisedly Learned Representations methods and the accuracy rates achieved by intelligent animals. It thus may well be that we…

Machine Learning · Computer Science 2025-05-30 Daniel N. Nissani

The problem of reinforcement learning is considered where the environment or the model undergoes a change. An algorithm is proposed that an agent can apply in such a problem to achieve the optimal long-time discounted reward. The algorithm…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Wuxia Chen , Taposh Banerjee , Jemin George , Carl Busart

Aligning human preference and value is an important requirement for contemporary foundation models. State-of-the-art techniques such as Reinforcement Learning from Human Feedback (RLHF) often consist of two stages: 1) supervised fine-tuning…

Artificial Intelligence · Computer Science 2024-10-29 Jiaxiang Li , Siliang Zeng , Hoi-To Wai , Chenliang Li , Alfredo Garcia , Mingyi Hong

Extensive efforts have been made to improve the generalization ability of Reinforcement Learning (RL) methods via domain randomization and data augmentation. However, as more factors of variation are introduced during training, optimization…

Machine Learning · Computer Science 2021-04-12 Nicklas Hansen , Xiaolong Wang

Finding meaningful and accurate dense rewards is a fundamental task in the field of reinforcement learning (RL) that enables agents to explore environments more efficiently. In traditional RL settings, agents learn optimal policies through…

Artificial Intelligence · Computer Science 2025-12-05 Shuyuan Zhang

Reinforcement Learning (RL) has achieved tremendous development in recent years, but still faces significant obstacles in addressing complex real-life problems due to the issues of poor system generalization, low sample efficiency as well…

Artificial Intelligence · Computer Science 2025-02-25 Chao Yu , Shicheng Ye , Hankz Hankui Zhuo

The prevailing approach to aligning Large Language Models (LLMs) typically relies on human or AI feedback and assumes access to specific types of preference datasets. In our work, we question the efficacy of such datasets and explore…

Machine Learning · Computer Science 2024-03-19 Hao Sun

We consider large-scale Markov decision processes with an unknown cost function and address the problem of learning a policy from a finite set of expert demonstrations. We assume that the learner is not allowed to interact with the expert…

Machine Learning · Computer Science 2021-12-30 Angeliki Kamoutsi , Goran Banjac , John Lygeros

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

In this article, we develop a modular framework for the application of Reinforcement Learning to the problem of Optimal Trade Execution. The framework is designed with flexibility in mind, in order to ease the implementation of different…

Computational Engineering, Finance, and Science · Computer Science 2022-08-15 Fernando de Meer Pardo , Christoph Auth , Florin Dascalu

Vision-language Models (VLMs), despite achieving strong performance on multimodal benchmarks, often misinterpret straightforward visual concepts that humans identify effortlessly, such as counting, spatial reasoning, and viewpoint…

Computer Vision and Pattern Recognition · Computer Science 2026-04-28 Kanishk Jain , Qian Yang , Shravan Nayak , Parisa Kordjamshidi , Nishanth Anand , Aishwarya Agrawal