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Inverse reinforcement learning (IRL) aims to recover the reward function of an expert agent from demonstrations of behavior. It is well-known that the IRL problem is fundamentally ill-posed, i.e., many reward functions can explain the…

Machine Learning · Computer Science 2024-06-07 Filippo Lazzati , Mirco Mutti , Alberto Maria Metelli

We consider a challenging theoretical problem in offline reinforcement learning (RL): obtaining sample-efficiency guarantees with a dataset lacking sufficient coverage, under only realizability-type assumptions for the function…

Machine Learning · Computer Science 2022-06-16 Jinglin Chen , Nan Jiang

Reinforcement Learning (RL) enables an intelligent agent to optimise its performance in a task by continuously taking action from an observed state and receiving a feedback from the environment in form of rewards. RL typically uses tables…

Artificial Intelligence · Computer Science 2025-01-28 Alberto Castagna

Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict. Algorithms and theory that provide strong problem-dependent bounds…

Machine Learning · Computer Science 2019-11-05 Andrea Zanette , Emma Brunskill

Reinforcement learning (RL) is a sub-domain of machine learning, mainly concerned with solving sequential decision-making problems by a learning agent that interacts with the decision environment to improve its behavior through the reward…

Machine Learning · Computer Science 2025-09-23 Hossein Hassani , Ehsan Hallaji , Roozbeh Razavi-Far , Mehrdad Saif , Liang Lin

In deep Reinforcement Learning (RL), value functions are typically approximated using deep neural networks and trained via mean squared error regression objectives to fit the true value functions. Recent research has proposed an alternative…

Machine Learning · Computer Science 2024-11-19 Denis Tarasov , Kirill Brilliantov , Dmitrii Kharlapenko

Distributionally robust offline reinforcement learning (RL), which seeks robust policy training against environment perturbation by modeling dynamics uncertainty, calls for function approximations when facing large state-action spaces.…

Machine Learning · Computer Science 2025-11-03 Zhishuai Liu , Pan Xu

This innovative practice category paper presents an innovative framework for teaching Reinforcement Learning (RL) at the undergraduate level. Recognizing the challenges posed by the complex theoretical foundations of the subject and the…

Computers and Society · Computer Science 2025-09-30 Muhammad Ahmed Atif , Mohammad Shahid Shaikh

Reinforcement Learning (RL), recognized as an efficient learning approach, has achieved remarkable success across multiple fields and applications, including gaming, robotics, and autonomous vehicles. Classical single-agent reinforcement…

Machine Learning · Computer Science 2024-05-13 Jingpu Yang , Helin Wang , Qirui Zhao , Zhecheng Shi , Zirui Song , Miao Fang

With the increasing power of computers and the rapid development of self-learning methodologies such as machine learning and artificial intelligence, the problem of constructing an automatic Financial Trading Systems (FTFs) becomes an…

Trading and Market Microstructure · Quantitative Finance 2019-08-29 Haoqian Li , Thomas Lau

We consider the problem of offline reinforcement learning from human feedback (RLHF) with pairwise comparisons proposed by Zhu et al. (2023), where the implicit reward is a linear function of an unknown parameter. Given an offline dataset,…

Machine Learning · Computer Science 2026-01-23 Zhirui Chen , Vincent Y. F. Tan

In many real-world applications, reinforcement learning (RL) agents might have to solve multiple tasks, each one typically modeled via a reward function. If reward functions are expressed linearly, and the agent has previously learned a set…

Machine Learning · Computer Science 2022-06-24 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

We study reinforcement learning (RL) with linear function approximation where the underlying transition probability kernel of the Markov decision process (MDP) is a linear mixture model (Jia et al., 2020; Ayoub et al., 2020; Zhou et al.,…

Machine Learning · Computer Science 2021-01-08 Dongruo Zhou , Quanquan Gu , Csaba Szepesvari

The growing literature of Federated Learning (FL) has recently inspired Federated Reinforcement Learning (FRL) to encourage multiple agents to federatively build a better decision-making policy without sharing raw trajectories. Despite its…

Machine Learning · Computer Science 2022-11-04 Flint Xiaofeng Fan , Yining Ma , Zhongxiang Dai , Wei Jing , Cheston Tan , Bryan Kian Hsiang Low

When function approximation is deployed in reinforcement learning (RL), the same problem may be formulated in different ways, often by treating a pre-processing step as a part of the environment or as part of the agent. As a consequence,…

Machine Learning · Computer Science 2020-06-02 Nan Jiang

We propose novel classical and quantum online algorithms for learning finite-horizon and infinite-horizon average-reward Markov Decision Processes (MDPs). Our algorithms are based on a hybrid exploration-generative reinforcement learning…

Machine Learning · Computer Science 2025-08-12 Andris Ambainis , Joao F. Doriguello , Debbie Lim

The central tenet of reinforcement learning (RL) is that agents seek to maximize the sum of cumulative rewards. In contrast, active inference, an emerging framework within cognitive and computational neuroscience, proposes that agents act…

Machine Learning · Computer Science 2020-03-02 Alexander Tschantz , Beren Millidge , Anil K. Seth , Christopher L. Buckley

Provably sample-efficient Reinforcement Learning (RL) with rich observations and function approximation has witnessed tremendous recent progress, particularly when the underlying function approximators are linear. In this linear regime,…

Machine Learning · Computer Science 2024-08-09 Alekh Agarwal , Tong Zhang

We introduce a new count-based optimistic exploration algorithm for Reinforcement Learning (RL) that is feasible in environments with high-dimensional state-action spaces. The success of RL algorithms in these domains depends crucially on…

Artificial Intelligence · Computer Science 2017-06-27 Jarryd Martin , Suraj Narayanan Sasikumar , Tom Everitt , Marcus Hutter

Balancing exploration and exploitation is crucial in reinforcement learning (RL). In this paper, we study model-based posterior sampling for reinforcement learning (PSRL) in continuous state-action spaces theoretically and empirically.…

Machine Learning · Computer Science 2021-11-18 Ying Fan , Yifei Ming