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Reinforcement Learning (RL) has the promise of providing data-driven support for decision-making in a wide range of problems in healthcare, education, business, and other domains. Classical RL methods focus on the mean of the total return…

Machine Learning · Computer Science 2022-02-02 Elynn Y. Chen , Rui Song , Michael I. Jordan

Meta reinforcement learning (Meta-RL) is an approach wherein the experience gained from solving a variety of tasks is distilled into a meta-policy. The meta-policy, when adapted over only a small (or just a single) number of steps, is able…

Machine Learning · Computer Science 2022-09-28 Desik Rengarajan , Sapana Chaudhary , Jaewon Kim , Dileep Kalathil , Srinivas Shakkottai

Reinforcement Learning(RL) with sparse rewards is a major challenge. We propose \emph{Hindsight Trust Region Policy Optimization}(HTRPO), a new RL algorithm that extends the highly successful TRPO algorithm with \emph{hindsight} to tackle…

Machine Learning · Computer Science 2021-05-18 Hanbo Zhang , Site Bai , Xuguang Lan , David Hsu , Nanning Zheng

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

We propose a general and model-free approach for Reinforcement Learning (RL) on real robotics with sparse rewards. We build upon the Deep Deterministic Policy Gradient (DDPG) algorithm to use demonstrations. Both demonstrations and actual…

Equivariant neural networks have shown great success in reinforcement learning, improving sample efficiency and generalization when there is symmetry in the task. However, in many problems, only approximate symmetry is present, which makes…

Machine Learning · Computer Science 2025-04-24 Jung Yeon Park , Sujay Bhatt , Sihan Zeng , Lawson L. S. Wong , Alec Koppel , Sumitra Ganesh , Robin Walters

In the Reinforcement Learning (RL) framework, the learning is guided through a reward signal. This means that in situations of sparse rewards the agent has to focus on exploration, in order to discover which action, or set of actions leads…

Machine Learning · Computer Science 2022-03-03 Giuseppe Paolo

This paper addresses the problem of qubit routing in first-generation and other near-term quantum computers. In particular, it is asserted that the qubit routing problem can be formulated as a reinforcement learning (RL) problem, and that…

Quantum Physics · Physics 2019-01-29 Steven Herbert , Akash Sengupta

Kernel-based reinforcement learning (KBRL) stands out among reinforcement learning algorithms for its strong theoretical guarantees. By casting the learning problem as a local kernel approximation, KBRL provides a way of computing a…

Machine Learning · Computer Science 2014-07-22 André M. S. Barreto , Doina Precup , Joelle Pineau

We study the problem of deployment efficient reinforcement learning (RL) with linear function approximation under the \emph{reward-free} exploration setting. This is a well-motivated problem because deploying new policies is costly in…

Machine Learning · Computer Science 2023-02-23 Dan Qiao , Yu-Xiang Wang

Recent progress in deep reinforcement learning (RL) and computer vision enables artificial agents to solve complex tasks, including locomotion, manipulation and video games from high-dimensional pixel observations. However, domain specific…

Robotics · Computer Science 2023-03-01 Ruihan Zhao , Ufuk Topcu , Sandeep Chinchali , Mariano Phielipp

Reinforcement learning (RL) has demonstrated impressive performance in decision-making tasks like embodied control, autonomous driving and financial trading. In many decision-making tasks, the agents often encounter the problem of executing…

Machine Learning · Computer Science 2024-07-23 Jing-Cheng Pang , Tian Xu , Shengyi Jiang , Yu-Ren Liu , Yang Yu

We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…

Optimization and Control · Mathematics 2025-01-27 Chen Xu , Yun-Bin Zhao , Zhipeng Lu , Ye Zhang

\Episode-based reinforcement learning (ERL) algorithms treat reinforcement learning (RL) as a black-box optimization problem where we learn to select a parameter vector of a controller, often represented as a movement primitive, for a given…

Machine Learning · Computer Science 2022-10-19 Fabian Otto , Onur Celik , Hongyi Zhou , Hanna Ziesche , Ngo Anh Vien , Gerhard Neumann

This paper presents a method for computing eigenvalues and eigenvectors for some types of nonlinear eigenvalue problems. The main idea is to approximate the functions involved in the eigenvalue problem by rational functions and then apply a…

Numerical Analysis · Mathematics 2020-06-11 Yousef Saad , Mohamed El-Guide , Agnieszka Międlar

We study the problem of Reinforcement Learning (RL) with linear function approximation, i.e. assuming the optimal action-value function is linear in a known $d$-dimensional feature mapping. Unfortunately, however, based on only this…

Machine Learning · Computer Science 2022-11-15 Zeyu Jia , Randy Jia , Dhruv Madeka , Dean P. Foster

The exploration-exploitation dilemma in reinforcement learning (RL) is a fundamental challenge to efficient RL algorithms. Existing algorithms for finite state and action discounted RL problems address this by assuming sufficient…

Machine Learning · Computer Science 2025-12-09 Caleb Ju , Guanghui Lan

Successfully navigating a complex environment to obtain a desired outcome is a difficult task, that up to recently was believed to be capable only by humans. This perception has been broken down over time, especially with the introduction…

Machine Learning · Computer Science 2019-11-12 Joshua Hare

This article proposes a sparse computation-based method for optimizing neural networks for reinforcement learning (RL) tasks. This method combines two ideas: neural network pruning and taking into account input data correlations; it makes…

Machine Learning · Computer Science 2022-04-11 Dmitry Ivanov , Mikhail Kiselev , Denis Larionov

Reinforcement learning (RL) algorithms usually require a substantial amount of interaction data and perform well only for specific tasks in a fixed environment. In some scenarios such as healthcare, however, usually only few records are…

Machine Learning · Computer Science 2020-12-17 Chaochao Lu , Biwei Huang , Ke Wang , José Miguel Hernández-Lobato , Kun Zhang , Bernhard Schölkopf