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Related papers: An Information-Theoretic Perspective on Credit Ass…

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Algorithmic Information Theory has inspired intractable constructions of general intelligence (AGI), and undiscovered tractable approximations are likely feasible. Reinforcement Learning (RL), the dominant paradigm by which an agent might…

Artificial Intelligence · Computer Science 2021-05-14 Michael K. Cohen , Badri Vellambi , Marcus Hutter

All biological and artificial agents must learn and make decisions given limits on their ability to process information. As such, a general theory of adaptive behavior should be able to account for the complex interactions between an…

Machine Learning · Computer Science 2023-05-08 Dilip Arumugam , Mark K. Ho , Noah D. Goodman , Benjamin Van Roy

We introduce the framework of performative reinforcement learning where the policy chosen by the learner affects the underlying reward and transition dynamics of the environment. Following the recent literature on performative…

Machine Learning · Computer Science 2023-06-08 Debmalya Mandal , Stelios Triantafyllou , Goran Radanovic

A reinforcement learning agent that needs to pursue different goals across episodes requires a goal-conditional policy. In addition to their potential to generalize desirable behavior to unseen goals, such policies may also enable…

Machine Learning · Computer Science 2019-02-21 Paulo Rauber , Avinash Ummadisingu , Filipe Mutz , Juergen Schmidhuber

We integrate information-theoretic concepts into the design and analysis of optimistic algorithms and Thompson sampling. By making a connection between information-theoretic quantities and confidence bounds, we obtain results that relate…

Machine Learning · Statistics 2019-11-25 Xiuyuan Lu , Benjamin Van Roy

The correct specification of reward models is a well-known challenge in reinforcement learning. Hand-crafted reward functions often lead to inefficient or suboptimal policies and may not be aligned with user values. Reinforcement learning…

Artificial Intelligence · Computer Science 2024-10-24 Muhan Lin , Shuyang Shi , Yue Guo , Behdad Chalaki , Vaishnav Tadiparthi , Ehsan Moradi Pari , Simon Stepputtis , Joseph Campbell , Katia Sycara

In inverse problems, one attempts to infer spatially variable functions from indirect measurements of a system. To practitioners of inverse problems, the concept of "information" is familiar when discussing key questions such as which parts…

Numerical Analysis · Mathematics 2025-02-12 Wolfgang Bangerth , Chris R. Johnson , Dennis K. Njeru , Bart van Bloemen Waanders

Imitation learning is an effective alternative approach to learn a policy when the reward function is sparse. In this paper, we consider a challenging setting where an agent and an expert use different actions from each other. We assume…

Machine Learning · Computer Science 2019-08-27 Konrad Zolna , Negar Rostamzadeh , Yoshua Bengio , Sungjin Ahn , Pedro O. Pinheiro

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

Current Reinforcement Learning (RL) methods often suffer from sample-inefficiency, resulting from blind exploration strategies that neglect causal relationships among states, actions, and rewards. Although recent causal approaches aim to…

Artificial Intelligence · Computer Science 2025-02-17 Hongye Cao , Fan Feng , Tianpei Yang , Jing Huo , Yang Gao

This paper discusses a system that accelerates reinforcement learning by using transfer from related tasks. Without such transfer, even if two tasks are very similar at some abstract level, an extensive re-learning effort is required. The…

Artificial Intelligence · Computer Science 2011-06-10 C. Drummond

Sparse reward environments are known to be challenging for reinforcement learning agents. In such environments, efficient and scalable exploration is crucial. Exploration is a means by which an agent gains information about the environment.…

Machine Learning · Computer Science 2023-10-11 Jacob Chmura , Hasham Burhani , Xiao Qi Shi

Reinforcement learning can greatly benefit from the use of options as a way of encoding recurring behaviours and to foster exploration. An important open problem is how can an agent autonomously learn useful options when solving particular…

Machine Learning · Computer Science 2020-01-07 Manuel Del Verme , Bruno Castro da Silva , Gianluca Baldassarre

For many reinforcement learning (RL) applications, specifying a reward is difficult. This paper considers an RL setting where the agent obtains information about the reward only by querying an expert that can, for example, evaluate…

Machine Learning · Computer Science 2022-02-01 David Lindner , Matteo Turchetta , Sebastian Tschiatschek , Kamil Ciosek , Andreas Krause

We consider the problem of reinforcement learning under safety requirements, in which an agent is trained to complete a given task, typically formalized as the maximization of a reward signal over time, while concurrently avoiding…

Machine Learning · Computer Science 2018-09-25 Tu-Hoa Pham , Giovanni De Magistris , Don Joven Agravante , Subhajit Chaudhury , Asim Munawar , Ryuki Tachibana

In Artificial Intelligence, interpreting the results of a Machine Learning technique often termed as a black box is a difficult task. A counterfactual explanation of a particular "black box" attempts to find the smallest change to the input…

Risk Management · Quantitative Finance 2021-07-23 Dan Wang , Zhi Chen , Ionut Florescu

Avoiding overfitting is a central challenge in machine learning, yet many large neural networks readily achieve zero training loss. This puzzling contradiction necessitates new approaches to the study of overfitting. Here we quantify…

Information Theory · Computer Science 2022-10-13 Vudtiwat Ngampruetikorn , David J. Schwab

Conventional reinforcement learning methods for Markov decision processes rely on weakly-guided, stochastic searches to drive the learning process. It can therefore be difficult to predict what agent behaviors might emerge. In this paper,…

Machine Learning · Computer Science 2018-02-20 Isaac J. Sledge , Jose C. Principe

Policy learning utilizing observational data is pivotal across various domains, with the objective of learning the optimal treatment assignment policy while adhering to specific constraints such as fairness, budget, and simplicity. This…

Methodology · Statistics 2023-10-12 Pan Zhao , Antoine Chambaz , Julie Josse , Shu Yang

Policy advice is a transfer learning method where a student agent is able to learn faster via advice from a teacher. However, both this and other reinforcement learning transfer methods have little theoretical analysis. This paper formally…

Machine Learning · Computer Science 2016-04-15 Yusen Zhan , Haitham Bou Ammar , Matthew E. taylor
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