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Group-Relative Policy Optimization (GRPO) has emerged as the standard for training reasoning capabilities in large language models through reinforcement learning. By estimating advantages using group-mean rewards rather than a learned…

Artificial Intelligence · Computer Science 2026-03-06 Anisha Garg , Claire Zhang , Nishit Neema , David Bick , Ganesh Venkatesh , Joel Hestness

Contemporary reinforcement learning with verifiable reward methods post-train language models on multi-step reasoning by assigning a single outcome reward uniformly across all tokens in a trajectory. Such uniform assignment ignores which…

Artificial Intelligence · Computer Science 2026-05-27 Ankur Samanta , Akshayaa Magesh , Ayush Jain , Youliang Yu , Daniel Jiang , Kavosh Asadi , Kaveh Hassani , Paul Sajda , Jalaj Bhandari , Yonathan Efroni

Traditional portfolio management methods can incorporate specific investor preferences but rely on accurate forecasts of asset returns and covariances. Reinforcement learning (RL) methods do not rely on these explicit forecasts and are…

Portfolio Management · Quantitative Finance 2022-03-23 Ruan Pretorius , Terence van Zyl

The past decade has seen the rapid development of Reinforcement Learning, which acquires impressive performance with numerous training resources. However, one of the greatest challenges in RL is generalization efficiency (i.e.,…

Machine Learning · Computer Science 2021-08-18 Qi Yang , Peng Yang , Ke Tang

Classical reinforcement learning (RL) aims to optimize the expected cumulative rewards. In this work, we consider the RL setting where the goal is to optimize the quantile of the cumulative rewards. We parameterize the policy controlling…

Machine Learning · Computer Science 2022-02-17 Jinyang Jiang , Jiaqiao Hu , Yijie Peng

Reinforcement Learning (RL) with PPO-like clip objectives has become the standard choice for reward-based fine-tuning of large language models (LLMs). Although recent work has explored improved estimators of advantages and normalization,…

Machine Learning · Computer Science 2026-02-24 Philipp Becker , Niklas Freymuth , Serge Thilges , Fabian Otto , Gerhard Neumann

Reinforcement learning is commonly concerned with problems of maximizing accumulated rewards in Markov decision processes. Oftentimes, a certain goal state or a subset of the state space attain maximal reward. In such a case, the…

Artificial Intelligence · Computer Science 2024-08-23 Pavel Osinenko , Grigory Yaremenko , Georgiy Malaniya , Anton Bolychev , Alexander Gepperth

Trust region methods, such as TRPO, are often used to stabilize policy optimization algorithms in reinforcement learning (RL). While current trust region strategies are effective for continuous control, they typically require a…

Artificial Intelligence · Computer Science 2018-02-26 Ofir Nachum , Mohammad Norouzi , Kelvin Xu , Dale Schuurmans

Reinforcement learning (RL) is a central problem in artificial intelligence. This problem consists of defining artificial agents that can learn optimal behaviour by interacting with an environment -- where the optimal behaviour is defined…

Large-scale reinforcement learning with verifiable rewards (RLVR) has demonstrated its effectiveness in harnessing the potential of large language models (LLMs) for single-turn reasoning tasks. In realistic reasoning scenarios, LLMs can…

The optimal execution problem has always been a continuously focused research issue, and many reinforcement learning (RL) algorithms have been studied. In this article, we consider the execution problem of targeting the volume weighted…

Optimization and Control · Mathematics 2024-11-12 Xingyu Zhou , Wenbin Chen , Mingyu Xu

Reinforcement learning for embodied agents is a challenging problem. The accumulated reward to be optimized is often a very rugged function, and gradient methods are impaired by many local optimizers. We demonstrate, in an experimental…

Artificial Intelligence · Computer Science 2016-06-01 Guido Montufar , Keyan Ghazi-Zahedi , Nihat Ay

Designing optimal reward functions has been desired but extremely difficult in reinforcement learning (RL). When it comes to modern complex tasks, sophisticated reward functions are widely used to simplify policy learning yet even a tiny…

Machine Learning · Computer Science 2021-09-07 Ning Wei , Jiahua Liang , Di Xie , Shiliang Pu

We introduce Recursive Agent Optimization (RAO), a reinforcement learning approach for training recursive agents: agents that can spawn and delegate sub-tasks to new instantiations of themselves recursively. Recursive agents implement an…

Machine Learning · Computer Science 2026-05-08 Apurva Gandhi , Satyaki Chakraborty , Xiangjun Wang , Aviral Kumar , Graham Neubig

We introduce the Value-at-Risk Constrained Policy Optimization algorithm (VaR-CPO), a sample efficient and conservative method designed to optimize Value-at-Risk (VaR) constrained reinforcement learning (RL) problems. Empirically, we…

Machine Learning · Computer Science 2026-05-01 Rohan Tangri , Jan-Peter Calliess

We propose a general framework for entropy-regularized average-reward reinforcement learning in Markov decision processes (MDPs). Our approach is based on extending the linear-programming formulation of policy optimization in MDPs to…

Machine Learning · Computer Science 2017-05-23 Gergely Neu , Anders Jonsson , Vicenç Gómez

This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…

Machine Learning · Computer Science 2020-08-26 Lingwei Zhu , Takamitsu Matsubara

A fundamental challenge in reinforcement learning is to learn policies that generalize beyond the operating domains experienced during training. In this paper, we approach this challenge through the following invariance principle: an agent…

Machine Learning · Computer Science 2020-11-10 Anoopkumar Sonar , Vincent Pacelli , Anirudha Majumdar

We propose a framework for online meta-optimization of parameters that govern optimization, called Amortized Proximal Optimization (APO). We first interpret various existing neural network optimizers as approximate stochastic proximal point…

Machine Learning · Computer Science 2022-03-02 Juhan Bae , Paul Vicol , Jeff Z. HaoChen , Roger Grosse

Reinforcement Learning (RL) in partially observable environments poses significant challenges due to the complexity of learning under uncertainty. While additional information, such as that available in simulations, can enhance training,…

Machine Learning · Computer Science 2026-03-16 Yueheng Li , Guangming Xie , Zongqing Lu