Related papers: Multi-agent Reinforcement Learning Accelerated MCM…
In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of…
We consider an improper reinforcement learning setting where a learner is given $M$ base controllers for an unknown Markov decision process, and wishes to combine them optimally to produce a potentially new controller that can outperform…
Large Language Models (LLMs) have demonstrated potential in automating scientific ideation, yet current approaches relying on iterative prompting or complex multi-agent architectures often suffer from hallucination or computational…
We propose a new class of interacting Markov chain Monte Carlo (MCMC) algorithms designed for increasing the efficiency of a modified multiple-try Metropolis (MTM) algorithm. The extension with respect to the existing MCMC literature is…
Model-based reinforcement learning (MBRL) and model-free reinforcement learning (MFRL) evolve along distinct paths but converge in the design of Dyna-Q [1]. However, modern RL methods still struggle with effective transferability across…
Entropy regularization is a popular method in reinforcement learning (RL). Although it has many advantages, it alters the RL objective of the original Markov Decision Process (MDP). Though divergence regularization has been proposed to…
Many sequential decision-making problems need optimization of different objectives which possibly conflict with each other. The conventional way to deal with a multi-task problem is to establish a scalar objective function based on a linear…
We study building multi-task agents in open-world environments. Without human demonstrations, learning to accomplish long-horizon tasks in a large open-world environment with reinforcement learning (RL) is extremely inefficient. To tackle…
Column generation (CG) is one of the most successful approaches for solving large-scale linear programming (LP) problems. Given an LP with a prohibitively large number of variables (i.e., columns), the idea of CG is to explicitly consider…
Multi-agent robust reinforcement learning, also known as multi-player robust Markov games (RMGs), is a crucial framework for modeling competitive interactions under environmental uncertainties, with wide applications in multi-agent systems.…
The recent mean field game (MFG) formalism has enabled the application of inverse reinforcement learning (IRL) methods in large-scale multi-agent systems, with the goal of inferring reward signals that can explain demonstrated behaviours of…
We present the first finite-sample analysis of policy evaluation in robust average-reward Markov Decision Processes (MDPs). Prior work in this setting have established only asymptotic convergence guarantees, leaving open the question of…
Inverse uncertainty quantification (UQ) tasks such as parameter estimation are computationally demanding whenever dealing with physics-based models, and typically require repeated evaluations of complex numerical solvers. When partial…
Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…
In the context of a short video & live stream mixed recommendation scenario, the live stream recommendation system (RS) decides whether to allocate at most one live stream into the video feed for each user request. To maximize long-term…
This paper focuses on reinforcement learning (RL) with limited prior knowledge. In the domain of swarm robotics for instance, the expert can hardly design a reward function or demonstrate the target behavior, forbidding the use of both…
Achieving safe and coordinated behavior in dynamic, constraint-rich environments remains a major challenge for learning-based control. Pure end-to-end learning often suffers from poor sample efficiency and limited reliability, while…
Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…
We consider the problem of \emph{fully decentralized} multi-agent reinforcement learning (MARL), where the agents are located at the nodes of a time-varying communication network. Specifically, we assume that the reward functions of the…
In this paper, we study the continuous-time multi-asset mean-variance (MV) portfolio selection using a reinforcement learning (RL) algorithm, specifically the soft actor-critic (SAC) algorithm, in the time-varying financial market. A family…