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We study deep reinforcement learning (RL) algorithms with delayed rewards. In many real-world tasks, instant rewards are often not readily accessible or even defined immediately after the agent performs actions. In this work, we first…

Machine Learning · Computer Science 2021-06-23 Beining Han , Zhizhou Ren , Zuofan Wu , Yuan Zhou , Jian Peng

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

In many sequential decision making tasks, it is challenging to design reward functions that help an RL agent efficiently learn behavior that is considered good by the agent designer. A number of different formulations of the reward-design…

Artificial Intelligence · Computer Science 2018-06-25 Zeyu Zheng , Junhyuk Oh , Satinder Singh

Reinforcement learning is a model-free optimal control method that optimizes a control policy through direct interaction with the environment. For reaching tasks that end in regulation, popular discrete-action methods are not well suited…

Robotics · Computer Science 2021-06-23 Wouter Caarls

Designing reward functions for efficiently guiding reinforcement learning (RL) agents toward specific behaviors is a complex task. This is challenging since it requires the identification of reward structures that are not sparse and that…

Machine Learning · Computer Science 2023-11-01 Dhawal Gupta , Yash Chandak , Scott M. Jordan , Philip S. Thomas , Bruno Castro da Silva

In some agent designs like inverse reinforcement learning an agent needs to learn its own reward function. Learning the reward function and optimising for it are typically two different processes, usually performed at different stages. We…

Artificial Intelligence · Computer Science 2020-04-29 Stuart Armstrong , Jan Leike , Laurent Orseau , Shane Legg

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

Explainable reinforcement learning allows artificial agents to explain their behavior in a human-like manner aiming at non-expert end-users. An efficient alternative of creating explanations is to use an introspection-based method that…

Machine Learning · Computer Science 2021-08-23 Angel Ayala , Francisco Cruz , Bruno Fernandes , Richard Dazeley

Improving sample efficiency is central to Reinforcement Learning (RL), especially in environments where the rewards are sparse. Some recent approaches have proposed to specify reward functions as manually designed or learned reward…

Machine Learning · Computer Science 2024-01-26 Shuai Han , Mehdi Dastani , Shihan Wang

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

Reinforcement Learning (RL) algorithms have led to recent successes in solving complex games, such as Atari or Starcraft, and to a huge impact in real-world applications, such as cybersecurity or autonomous driving. In the side of the…

Machine Learning · Computer Science 2021-02-15 Rubén Majadas , Javier García , Fernando Fernández

Experience replay enables reinforcement learning agents to memorize and reuse past experiences, just as humans replay memories for the situation at hand. Contemporary off-policy algorithms either replay past experiences uniformly or utilize…

Machine Learning · Computer Science 2019-06-21 Daochen Zha , Kwei-Herng Lai , Kaixiong Zhou , Xia Hu

Advances in reinforcement learning research have demonstrated the ways in which different agent-based models can learn how to optimally perform a task within a given environment. Reinforcement leaning solves unsupervised problems where…

Machine Learning · Computer Science 2022-11-03 Herkulaas Combrink , Vukosi Marivate , Benjamin Rosman

This paper augments the reward received by a reinforcement learning agent with potential functions in order to help the agent learn (possibly stochastic) optimal policies. We show that a potential-based reward shaping scheme is able to…

Machine Learning · Computer Science 2019-07-23 Baicen Xiao , Bhaskar Ramasubramanian , Andrew Clark , Hannaneh Hajishirzi , Linda Bushnell , Radha Poovendran

Model-free reinforcement learning (RL) requires a large number of trials to learn a good policy, especially in environments with sparse rewards. We explore a method to improve the sample efficiency when we have access to demonstrations. Our…

Machine Learning · Computer Science 2022-04-22 Cinjon Resnick , Roberta Raileanu , Sanyam Kapoor , Alexander Peysakhovich , Kyunghyun Cho , Joan Bruna

Deep reinforcement learning has been shown to be a powerful framework for learning policies from complex high-dimensional sensory inputs to actions in complex tasks, such as the Atari domain. In this paper, we explore output representation…

Machine Learning · Computer Science 2016-06-16 Ishan P. Durugkar , Clemens Rosenbaum , Stefan Dernbach , Sridhar Mahadevan

In value-based deep reinforcement learning methods, approximation of value functions induces overestimation bias and leads to suboptimal policies. We show that in deep actor-critic methods that aim to overcome the overestimation bias, if…

Machine Learning · Computer Science 2021-12-28 Baturay Saglam , Enes Duran , Dogan C. Cicek , Furkan B. Mutlu , Suleyman S. Kozat

Reinforcement learning methods have recently been very successful at performing complex sequential tasks like playing Atari games, Go and Poker. These algorithms have outperformed humans in several tasks by learning from scratch, using only…

Machine Learning · Computer Science 2021-09-28 Ajay Subramanian , Sharad Chitlangia , Veeky Baths

Deep reinforcement learning is a technique for solving problems in a variety of environments, ranging from Atari video games to stock trading. This method leverages deep neural network models to make decisions based on observations of a…

Machine Learning · Computer Science 2022-09-13 Anthony Dowling

While reinforcement learning (RL) has been successful in natural language processing (NLP) domains such as dialogue generation and text-based games, it typically faces the problem of sparse rewards that leads to slow or no convergence.…

Computation and Language · Computer Science 2020-10-07 Ameet Deshpande , Eve Fleisig
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