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Exogenous state variables and rewards can slow reinforcement learning by injecting uncontrolled variation into the reward signal. This paper formalizes exogenous state variables and rewards and shows that if the reward function decomposes…

Machine Learning · Computer Science 2026-01-15 George Trimponias , Thomas G. Dietterich

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).…

Machine Learning · Computer Science 2022-02-01 Jeongyeol Kwon , Yonathan Efroni , Constantine Caramanis , Shie Mannor

We study the problem of infinite-horizon average-reward reinforcement learning with linear Markov decision processes (MDPs). The associated Bellman operator of the problem not being a contraction makes the algorithm design challenging.…

Machine Learning · Statistics 2025-03-12 Kihyuk Hong , Woojin Chae , Yufan Zhang , Dabeen Lee , Ambuj Tewari

Reinforcement learning (RL) typically defines a discount factor as part of the Markov Decision Process. The discount factor values future rewards by an exponential scheme that leads to theoretical convergence guarantees of the Bellman…

Machine Learning · Statistics 2019-03-01 William Fedus , Carles Gelada , Yoshua Bengio , Marc G. Bellemare , Hugo Larochelle

To convey desired behavior to a Reinforcement Learning (RL) agent, a designer must choose a reward function for the environment, arguably the most important knob designers have in interacting with RL agents. Although many reward functions…

Machine Learning · Computer Science 2022-06-01 Henry Sowerby , Zhiyuan Zhou , Michael L. Littman

We study whether the learning rate $\alpha$, the discount factor $\gamma$ and the reward signal $r$ have an influence on the overestimation bias of the Q-Learning algorithm. Our preliminary results in environments which are stochastic and…

Machine Learning · Statistics 2022-10-12 Julius Wagenbach , Matthia Sabatelli

In many finite horizon episodic reinforcement learning (RL) settings, it is desirable to optimize for the undiscounted return - in settings like Atari, for instance, the goal is to collect the most points while staying alive in the long…

Machine Learning · Computer Science 2019-05-28 Joshua Romoff , Peter Henderson , Ahmed Touati , Emma Brunskill , Joelle Pineau , Yann Ollivier

The policy improvement bound on the difference of the discounted returns plays a crucial role in the theoretical justification of the trust-region policy optimization (TRPO) algorithm. The existing bound leads to a degenerate bound when the…

Machine Learning · Computer Science 2021-07-20 J. G. Dai , Mark Gluzman

Distributional reinforcement learning (RL) is a powerful framework increasingly adopted in safety-critical domains for its ability to optimize risk-sensitive objectives. However, the role of the discount factor is often overlooked, as it is…

Machine Learning · Computer Science 2026-02-05 Mehrdad Moghimi , Anthony Coache , Hyejin Ku

Many practical applications of reinforcement learning require agents to learn from sparse and delayed rewards. It challenges the ability of agents to attribute their actions to future outcomes. In this paper, we consider the problem…

Machine Learning · Computer Science 2022-03-18 Zhizhou Ren , Ruihan Guo , Yuan Zhou , Jian Peng

Reinforcement-learning agents seek to maximize a reward signal through environmental interactions. As humans, our job in the learning process is to design reward functions to express desired behavior and enable the agent to learn such…

Machine Learning · Computer Science 2024-08-08 Zhiyuan Zhou , Shreyas Sundara Raman , Henry Sowerby , Michael L. Littman

Reinforcement learning has traditionally been studied with exponential discounting or the average reward setup, mainly due to their mathematical tractability. However, such frameworks fall short of accurately capturing human behavior, which…

Machine Learning · Computer Science 2024-09-18 S. R. Eshwar , Mayank Motwani , Nibedita Roy , Gugan Thoppe

Current reinforcement learning algorithms train an agent using forward-generated trajectories, which provide little guidance so that the agent can explore as much as possible. While realizing the value of reinforcement learning results from…

Artificial Intelligence · Computer Science 2023-09-06 KyungMin Ko

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

In this paper, we present an online reinforcement learning algorithm, called Renewal Monte Carlo (RMC), for infinite horizon Markov decision processes with a designated start state. RMC is a Monte Carlo algorithm and retains the advantages…

Machine Learning · Computer Science 2018-04-05 Jayakumar Subramanian , Aditya Mahajan

Large language models are typically aligned with human preferences by optimizing $\textit{reward models}$ (RMs) fitted to human feedback. However, human preferences are multi-faceted, and it is increasingly common to derive reward from a…

Imitation learning is an effective alternative approach to learn a policy when the reward function is sparse. In this paper, we consider a challenging setting where an agent and an expert use different actions from each other. We assume…

Machine Learning · Computer Science 2019-08-27 Konrad Zolna , Negar Rostamzadeh , Yoshua Bengio , Sungjin Ahn , Pedro O. Pinheiro

There has been significant progress in deep reinforcement learning (RL) in recent years. Nevertheless, finding suitable hyperparameter configurations and reward functions remains challenging even for experts, and performance heavily relies…

Machine Learning · Computer Science 2024-10-10 Julian Dierkes , Emma Cramer , Holger H. Hoos , Sebastian Trimpe

We investigate an infinite-horizon average reward Markov Decision Process (MDP) with delayed, composite, and partially anonymous reward feedback. The delay and compositeness of rewards mean that rewards generated as a result of taking an…

Machine Learning · Computer Science 2023-08-29 Washim Uddin Mondal , Vaneet Aggarwal

Reward functions are central in reinforcement learning (RL), guiding agents towards optimal decision-making. The complexity of RL tasks requires meticulously designed reward functions that effectively drive learning while avoiding…

Machine Learning · Computer Science 2025-03-31 Rati Devidze