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Generalizability of Reinforcement Learning (RL) agents (ability to perform on environments different from the ones they have been trained on) is a key problem as agents have the tendency to overfit to their training environments. In order…

Machine Learning · Computer Science 2025-11-26 Olivier Moulin , Vincent Francois-lavet , Paul Elbers , Mark Hoogendoorn

In the pursuit of finding an optimal policy, reinforcement learning (RL) methods generally ignore the properties of learned policies apart from their expected return. Thus, even when successful, it is difficult to characterize which…

Machine Learning · Computer Science 2025-10-10 Yash Jhaveri , Harley Wiltzer , Patrick Shafto , Marc G. Bellemare , David Meger

Soft Actor-Critic (SAC) is one of the state-of-the-art off-policy reinforcement learning (RL) algorithms that is within the maximum entropy based RL framework. SAC is demonstrated to perform very well in a list of continous control tasks…

Machine Learning · Computer Science 2021-12-22 Zhenyang Shi , Surya P. N. Singh

Experience replay enables off-policy reinforcement learning (RL) agents to utilize past experiences to maximize the cumulative reward. Prioritized experience replay that weighs experiences by the magnitude of their temporal-difference error…

Machine Learning · Computer Science 2021-02-08 Ang A. Li , Zongqing Lu , Chenglin Miao

This paper presents the concept of an adaptive safe padding that forces Reinforcement Learning (RL) to synthesise optimal control policies while ensuring safety during the learning process. Policies are synthesised to satisfy a goal,…

Machine Learning · Computer Science 2020-03-24 Mohammadhosein Hasanbeig , Alessandro Abate , Daniel Kroening

The effective training of Large Language Models (LLMs) for function calling faces a critical challenge: balancing exploration of complex reasoning paths with stable policy optimization. Standard methods like Supervised Fine-Tuning (SFT)…

This work uses the entropy-regularised relaxed stochastic control perspective as a principled framework for designing reinforcement learning (RL) algorithms. Herein agent interacts with the environment by generating noisy controls…

Machine Learning · Computer Science 2023-09-18 Lukasz Szpruch , Tanut Treetanthiploet , Yufei Zhang

Estimating the unknown reward functions driving agents' behaviors is of central interest in inverse reinforcement learning and game theory. To tackle this problem, we develop a unified framework for reward function recovery in two-player…

Machine Learning · Computer Science 2026-05-20 Junyi Liao , Zihan Zhu , Ethan Fang , Zhuoran Yang , Vahid Tarokh

While most approaches to the problem of Inverse Reinforcement Learning (IRL) focus on estimating a reward function that best explains an expert agent's policy or demonstrated behavior on a control task, it is often the case that such…

Machine Learning · Computer Science 2020-05-01 Dexter R. R. Scobee , S. Shankar Sastry

We study a speculative trading problem within the exploratory reinforcement learning (RL) framework of Wang et al. [2020]. The problem is formulated as a sequential optimal stopping problem over entry and exit times under general utility…

Mathematical Finance · Quantitative Finance 2026-04-03 Yun Zhao , Alex S. L. Tse , Harry Zheng

Existing imitation learning methods mainly focus on making an agent effectively mimic a demonstrated behavior, but do not address the potential contradiction between the behavior style and the objective of a task. There is a general lack of…

Machine Learning · Computer Science 2022-09-28 Mingxi Tan , Andong Tian , Ludovic Denoyer

Reinforcement learning with verifiable rewards (RLVR) has emerged as a prominent paradigm for enhancing the reasoning capabilities of large language models (LLMs). However, the entropy of LLMs usually collapses during RLVR training, leading…

Computation and Language · Computer Science 2026-04-21 Renren Jin , Pengzhi Gao , Yuqi Ren , Zhuowen Han , Tongxuan Zhang , Wuwei Huang , Wei Liu , Jian Luan , Deyi Xiong

We consider a problem of learning the reward and policy from expert examples under unknown dynamics. Our proposed method builds on the framework of generative adversarial networks and introduces the empowerment-regularized maximum-entropy…

Machine Learning · Computer Science 2019-02-26 Ahmed H. Qureshi , Byron Boots , Michael C. Yip

We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…

Portfolio Management · Quantitative Finance 2025-01-31 Jinghai He , Cheng Hua , Chunyang Zhou , Zeyu Zheng

An important property for lifelong-learning agents is the ability to combine existing skills to solve unseen tasks. In general, however, it is unclear how to compose skills in a principled way. We provide a "recipe" for optimal value…

Machine Learning · Computer Science 2018-07-13 Benjamin van Niekerk , Steven James , Adam Earle , Benjamin Rosman

Modern Deep Reinforcement Learning (RL) algorithms require estimates of the maximal Q-value, which are difficult to compute in continuous domains with an infinite number of possible actions. In this work, we introduce a new update rule for…

Machine Learning · Computer Science 2023-03-02 Divyansh Garg , Joey Hejna , Matthieu Geist , Stefano Ermon

Reinforcement learning (RL) methods have been shown to be capable of learning intelligent behavior in rich domains. However, this has largely been done in simulated domains without adequate focus on the process of building the simulator. In…

Machine Learning · Computer Science 2019-10-24 Aditya Modi , Nan Jiang , Ambuj Tewari , Satinder Singh

We develop theory and algorithms for average-reward on-policy Reinforcement Learning (RL). We first consider bounding the difference of the long-term average reward for two policies. We show that previous work based on the discounted return…

Machine Learning · Computer Science 2021-06-15 Yiming Zhang , Keith W. Ross

Current deep reinforcement learning (RL) approaches incorporate minimal prior knowledge about the environment, limiting computational and sample efficiency. \textit{Objects} provide a succinct and causal description of the world, and many…

Machine Learning · Computer Science 2021-06-07 William Agnew , Pedro Domingos

Multi-agent reinforcement learning (MARL) has been shown effective for cooperative games in recent years. However, existing state-of-the-art methods face challenges related to sample complexity, training instability, and the risk of…

Multiagent Systems · Computer Science 2025-03-14 Jiarong Liu , Yifan Zhong , Siyi Hu , Haobo Fu , Qiang Fu , Xiaojun Chang , Yaodong Yang
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