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Recent work in unsupervised representation learning has focused on learning deep directed latent-variable models. Fitting these models by maximizing the marginal likelihood or evidence is typically intractable, thus a common approximation…

Machine Learning · Computer Science 2018-02-15 Alexander A. Alemi , Ben Poole , Ian Fischer , Joshua V. Dillon , Rif A. Saurous , Kevin Murphy

We study the problem of exploration in Reinforcement Learning and present a novel model-free solution. We adopt an information-theoretical viewpoint and start from the instance-specific lower bound of the number of samples that have to be…

Machine Learning · Computer Science 2024-07-02 Alessio Russo , Alexandre Proutiere

Ou et al. (2022) introduce the problem of learning set functions from data generated by a so-called optimal subset oracle. Their approach approximates the underlying utility function with an energy-based model, whose parameters are…

Machine Learning · Computer Science 2024-12-18 Gözde Özcan , Chengzhi Shi , Stratis Ioannidis

Implicit probabilistic models are models defined naturally in terms of a sampling procedure and often induces a likelihood function that cannot be expressed explicitly. We develop a simple method for estimating parameters in implicit models…

Machine Learning · Computer Science 2018-10-23 Ke Li , Jitendra Malik

Counterfactual instances are a powerful tool to obtain valuable insights into automated decision processes, describing the necessary minimal changes in the input space to alter the prediction towards a desired target. Most previous…

Machine Learning · Computer Science 2021-06-07 Robert-Florian Samoilescu , Arnaud Van Looveren , Janis Klaise

Commonly in reinforcement learning (RL), rewards are discounted over time using an exponential function to model time preference, thereby bounding the expected long-term reward. In contrast, in economics and psychology, it has been shown…

Machine Learning · Computer Science 2022-12-08 Matthias Schultheis , Constantin A. Rothkopf , Heinz Koeppl

The objective of a reinforcement learning agent is to discover better actions through exploration. However, typical exploration techniques aim to maximize rewards, often incurring high costs in both exploration and learning processes. We…

Machine Learning · Computer Science 2024-12-24 Akane Tsuboya , Yu Kono , Tatsuji Takahashi

In this paper we argue for the fundamental importance of the value distribution: the distribution of the random return received by a reinforcement learning agent. This is in contrast to the common approach to reinforcement learning which…

Machine Learning · Computer Science 2017-07-24 Marc G. Bellemare , Will Dabney , Rémi Munos

Despite its experimental success, Model-based Reinforcement Learning still lacks a complete theoretical understanding. To this end, we analyze the error in the cumulative reward using a contraction approach. We consider both stochastic and…

Machine Learning · Computer Science 2021-02-26 Ting-Han Fan , Peter J. Ramadge

Humans are masters at quickly learning many complex tasks, relying on an approximate understanding of the dynamics of their environments. In much the same way, we would like our learning agents to quickly adapt to new tasks. In this paper,…

When an agent cannot represent a perfectly accurate model of its environment's dynamics, model-based reinforcement learning (MBRL) can fail catastrophically. Planning involves composing the predictions of the model; when flawed predictions…

Machine Learning · Computer Science 2017-07-28 Erik Talvitie

Creating reinforcement learning (RL) agents that are capable of accepting and leveraging task-specific knowledge from humans has been long identified as a possible strategy for developing scalable approaches for solving long-horizon…

Artificial Intelligence · Computer Science 2022-06-22 Lin Guan , Sarath Sreedharan , Subbarao Kambhampati

In reinforcement learning (RL), an autonomous agent learns to perform complex tasks by maximizing an exogenous reward signal while interacting with its environment. In real-world applications, test conditions may differ substantially from…

Robotics · Computer Science 2019-10-30 Matteo Turchetta , Andreas Krause , Sebastian Trimpe

As a data-driven paradigm, offline reinforcement learning (RL) has been formulated as sequence modeling that conditions on the hindsight information including returns, goal or future trajectory. Although promising, this supervised paradigm…

Machine Learning · Computer Science 2024-06-04 Zifeng Zhuang , Dengyun Peng , Jinxin Liu , Ziqi Zhang , Donglin Wang

Inverse reinforcement learning aims to infer the reward function that explains expert behavior observed through trajectories of state--action pairs. A long-standing difficulty in classical IRL is the non-uniqueness of the recovered reward:…

Machine Learning · Statistics 2025-12-09 Denis Belomestny , Alexey Naumov , Sergey Samsonov

We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

This paper develops an online inverse reinforcement learning algorithm aimed at efficiently recovering a reward function from ongoing observations of an agent's actions. To reduce the computation time and storage space in reward estimation,…

Robotics · Computer Science 2017-08-01 Kun Li , Joel W. Burdick

Model-based reinforcement learning (RL) algorithms designed for handling complex visual observations typically learn some sort of latent state representation, either explicitly or implicitly. Standard methods of this sort do not distinguish…

Robotics · Computer Science 2022-04-20 Homanga Bharadhwaj , Mohammad Babaeizadeh , Dumitru Erhan , Sergey Levine

We prove a fundamental limitation on the efficiency of a wide class of Reinforcement Learning (RL) algorithms. This limitation applies to model-free RL methods as well as a broad range of model-based methods, such as planning with tree…

Machine Learning · Computer Science 2023-09-29 Brieuc Pinon , Raphaël Jungers , Jean-Charles Delvenne

The performance of reinforcement learning (RL) algorithms is sensitive to the choice of hyperparameters, with the learning rate being particularly influential. RL algorithms fail to reach convergence or demand an extensive number of samples…

Machine Learning · Computer Science 2024-08-09 Aida Afshar , Aldo Pacchiano