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In real-world reinforcement learning (RL) systems, various forms of {\it impaired observability} can complicate matters. These situations arise when an agent is unable to observe the most recent state of the system due to latency or lossy…

Machine Learning · Computer Science 2023-10-30 Minshuo Chen , Jie Meng , Yu Bai , Yinyu Ye , H. Vincent Poor , Mengdi Wang

The aim of Inverse Reinforcement Learning (IRL) is to infer a reward function $R$ from a policy $\pi$. To do this, we need a model of how $\pi$ relates to $R$. In the current literature, the most common models are optimality, Boltzmann…

Machine Learning · Computer Science 2023-03-27 Joar Skalse , Alessandro Abate

In robotic systems, the performance of reinforcement learning depends on the rationality of predefined reward functions. However, manually designed reward functions often lead to policy failures due to inaccuracies. Inverse Reinforcement…

Robotics · Computer Science 2025-09-12 Yongkai Tian , Yirong Qi , Xin Yu , Wenjun Wu , Jie Luo

Acquiring complex behaviors is essential for artificially intelligent agents, yet learning these behaviors in high-dimensional settings poses a significant challenge due to the vast search space. Traditional reinforcement learning (RL)…

Machine Learning · Computer Science 2025-04-22 Mert Albaba , Sammy Christen , Thomas Langarek , Christoph Gebhardt , Otmar Hilliges , Michael J. Black

Inverse Reinforcement Learning (IRL) algorithms infer a reward function that explains demonstrations provided by an expert acting in the environment. Maximum Causal Entropy (MCE) IRL is currently the most popular formulation of IRL, with…

Machine Learning · Computer Science 2022-03-23 Adam Gleave , Sam Toyer

Executing workflows on volunteer computing resources where individual tasks may be forced to relinquish their resource for the resource's primary use leads to unpredictability and often significantly increases execution time. Task…

Performance · Computer Science 2022-09-28 Andrew Stephen McGough , Matthew Forshaw

In this paper, we study a novel episodic risk-sensitive Reinforcement Learning (RL) problem, named Iterated CVaR RL, which aims to maximize the tail of the reward-to-go at each step, and focuses on tightly controlling the risk of getting…

Machine Learning · Computer Science 2023-05-12 Yihan Du , Siwei Wang , Longbo Huang

In real world settings, numerous constraints are present which are hard to specify mathematically. However, for the real world deployment of reinforcement learning (RL), it is critical that RL agents are aware of these constraints, so that…

Machine Learning · Computer Science 2021-05-24 Usman Anwar , Shehryar Malik , Alireza Aghasi , Ali Ahmed

Inverse reinforcement learning (IRL) deals with estimating an agent's utility function from its actions. In this paper, we consider how an agent can hide its strategy and mitigate an adversarial IRL attack; we call this inverse IRL (I-IRL).…

Machine Learning · Computer Science 2022-05-24 Kunal Pattanayak , Vikram Krishnamurthy , Christopher Berry

Offline reinforcement learning (RL) is crucial for real-world applications where exploration can be costly or unsafe. However, offline learned policies are often suboptimal, and further online fine-tuning is required. In this paper, we…

Machine Learning · Computer Science 2024-06-03 Hao Hu , Yiqin Yang , Jianing Ye , Chengjie Wu , Ziqing Mai , Yujing Hu , Tangjie Lv , Changjie Fan , Qianchuan Zhao , Chongjie Zhang

A popular framework for enforcing safe actions in Reinforcement Learning (RL) is Constrained RL, where trajectory based constraints on expected cost (or other cost measures) are employed to enforce safety and more importantly these…

Machine Learning · Computer Science 2024-08-09 Huy Hoang , Tien Mai , Pradeep Varakantham

Bayesian methods for machine learning have been widely investigated, yielding principled methods for incorporating prior information into inference algorithms. In this survey, we provide an in-depth review of the role of Bayesian methods…

Artificial Intelligence · Computer Science 2016-09-16 Mohammad Ghavamzadeh , Shie Mannor , Joelle Pineau , Aviv Tamar

Inverse Reinforcement Learning (IRL) aims to reconstruct the reward function from expert demonstrations to facilitate policy learning, and has demonstrated its remarkable success in imitation learning. To promote expert-like behavior,…

Machine Learning · Computer Science 2023-06-16 Shunyu Liu , Yunpeng Qing , Shuqi Xu , Hongyan Wu , Jiangtao Zhang , Jingyuan Cong , Tianhao Chen , Yunfu Liu , Mingli Song

Humans can observe a single, imperfect demonstration and immediately generalize to very different problem settings. Robots, in contrast, often require hundreds of examples and still struggle to generalize beyond the training conditions. We…

Robotics · Computer Science 2025-08-13 Ben Zandonati , Tomás Lozano-Pérez , Leslie Pack Kaelbling

In the Bayesian Reinforcement Learning (BRL) setting, agents try to maximise the collected rewards while interacting with their environment while using some prior knowledge that is accessed beforehand. Many BRL algorithms have already been…

Artificial Intelligence · Computer Science 2016-09-28 Michael Castronovo , Damien Ernst , Adrien Couetoux , Raphael Fonteneau

We present a framework using Relative Entropy Inverse Reinforcement Learning (RE-IRL) to recover investor reward functions from observed investment actions and market conditions. Unlike traditional IRL algorithms, RE-IRL is employed to…

Machine Learning · Computer Science 2026-04-28 Chen Xu

Multi-agent learning is a promising method to simulate aggregate competitive behaviour in finance. Learning expert agents' reward functions through their external demonstrations is hence particularly relevant for subsequent design of…

Machine Learning · Computer Science 2019-06-13 Jacobo Roa-Vicens , Cyrine Chtourou , Angelos Filos , Francisco Rullan , Yarin Gal , Ricardo Silva

Many real-world settings involve costs for performing actions; transaction costs in financial systems and fuel costs being common examples. In these settings, performing actions at each time step quickly accumulates costs leading to vastly…

Machine Learning · Computer Science 2023-06-06 David Mguni , Aivar Sootla , Juliusz Ziomek , Oliver Slumbers , Zipeng Dai , Kun Shao , Jun Wang

We study inverse reinforcement learning (IRL) and imitation learning (IM), the problems of recovering a reward or policy function from expert's demonstrated trajectories. We propose a new way to improve the learning process by adding a…

Machine Learning · Computer Science 2022-08-23 The Viet Bui , Tien Mai , Patrick Jaillet

We model human decision-making behaviors in a risk-taking task using inverse reinforcement learning (IRL) for the purposes of understanding real human decision making under risk. To the best of our knowledge, this is the first work applying…

Machine Learning · Computer Science 2019-06-14 Quanying Liu , Haiyan Wu , Anqi Liu