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The aim of multi-task reinforcement learning is two-fold: (1) efficiently learn by training against multiple tasks and (2) quickly adapt, using limited samples, to a variety of new tasks. In this work, the tasks correspond to reward…

Machine Learning · Computer Science 2019-11-05 Nicholas C. Landolfi , Garrett Thomas , Tengyu Ma

Sequential importance sampling algorithms have been defined to estimate likelihoods in models of ancestral population processes. However, these algorithms are based on features of the models with constant population size, and become…

Statistics Theory · Mathematics 2016-03-24 Coralie Merle , Raphaël Leblois , François Rousset , Pierre Pudlo

In this work, we evaluate the effectiveness of representation learning approaches for decision making in visually complex environments. Representation learning is essential for effective reinforcement learning (RL) from high-dimensional…

Machine Learning · Computer Science 2022-04-26 Jun Yamada , Karl Pertsch , Anisha Gunjal , Joseph J. Lim

Efficient exploration remains a major challenge for reinforcement learning. One reason is that the variability of the returns often depends on the current state and action, and is therefore heteroscedastic. Classical exploration strategies…

Machine Learning · Computer Science 2019-03-26 Nikolay Nikolov , Johannes Kirschner , Felix Berkenkamp , Andreas Krause

This paper studies a discrete-time mean-variance model based on reinforcement learning. Compared with its continuous-time counterpart in \cite{zhou2020mv}, the discrete-time model makes more general assumptions about the asset's return…

Mathematical Finance · Quantitative Finance 2023-12-27 Xiangyu Cui , Xun Li , Yun Shi , Si Zhao

Reinforcement learning with verifiable rewards has emerged as a promising paradigm for enhancing the reasoning capabilities of large language models particularly in mathematics. Current approaches in this domain present a clear trade-off:…

Computation and Language · Computer Science 2026-02-03 Batuhan K. Karaman , Aditya Rawal , Suhaila Shakiah , Mohammad Ghavamzadeh , Mingyi Hong , Arijit Biswas , Ruida Zhou

Task robust adaptation is a long-standing pursuit in sequential decision-making. Some risk-averse strategies, e.g., the conditional value-at-risk principle, are incorporated in domain randomization or meta reinforcement learning to…

Machine Learning · Computer Science 2025-05-16 Yun Qu , Qi Cheems Wang , Yixiu Mao , Yiqin Lv , Xiangyang Ji

Recently, deep reinforcement learning (RL) methods have been applied successfully to multi-agent scenarios. Typically, these methods rely on a concatenation of agent states to represent the information content required for decentralized…

Multiagent Systems · Computer Science 2019-06-07 Maximilian Hüttenrauch , Adrian Šošić , Gerhard Neumann

Deep reinforcement learning algorithms have been shown to learn complex tasks using highly general policy classes. However, sparse reward problems remain a significant challenge. Exploration methods based on novelty detection have been…

Machine Learning · Computer Science 2017-05-30 Justin Fu , John D. Co-Reyes , Sergey Levine

We study the problem of selecting a small, representative action subset from an extremely large action space shared across a family of reinforcement learning (RL) environments -- a fundamental challenge in applications like inventory…

Machine Learning · Computer Science 2025-12-01 Quan Zhou , Shie Mannor

Most deep reinforcement learning algorithms are data inefficient in complex and rich environments, limiting their applicability to many scenarios. One direction for improving data efficiency is multitask learning with shared neural network…

In many contemporary applications such as healthcare, finance, robotics, and recommendation systems, continuous deployment of new policies for data collection and online learning is either cost ineffective or impractical. We consider a…

Machine Learning · Computer Science 2021-06-07 DiJia Su , Jason D. Lee , John M. Mulvey , H. Vincent Poor

Image-based Reinforcement Learning is a practical yet challenging task. A major hurdle lies in extracting control-centric representations while disregarding irrelevant information. While approaches that follow the bisimulation principle…

Machine Learning · Computer Science 2023-10-30 Chen Liu , Hongyu Zang , Xin Li , Yong Heng , Yifei Wang , Zhen Fang , Yisen Wang , Mingzhong Wang

In analogy to compressed sensing, which allows sample-efficient signal reconstruction given prior knowledge of its sparsity in frequency domain, we propose to utilize policy simplicity (Occam's Razor) as a prior to enable sample-efficient…

Machine Learning · Computer Science 2020-09-25 Nathan Zhao , Beicheng Lou

Learning in a lifelong setting, where the dynamics continually evolve, is a hard challenge for current reinforcement learning algorithms. Yet this would be a much needed feature for practical applications. In this paper, we propose an…

Machine Learning · Computer Science 2021-12-14 Pierre Liotet , Francesco Vidaich , Alberto Maria Metelli , Marcello Restelli

In this paper, we propose a novel meta-learning method in a reinforcement learning setting, based on evolution strategies (ES), exploration in parameter space and deterministic policy gradients. ES methods are easy to parallelize, which is…

Machine Learning · Computer Science 2019-05-09 Yiming Shen , Kehan Yang , Yufeng Yuan , Simon Cheng Liu

Among Monte Carlo techniques, the importance sampling requires fine tuning of a proposal distribution, which is now fluently resolved through iterative schemes. The Adaptive Multiple Importance Sampling (AMIS) of Cornuet et al. (2012)…

Computation · Statistics 2014-05-27 Jean-Michel Marin , Pierre Pudlo , Mohammed Sedki

Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…

Machine Learning · Computer Science 2026-03-31 Sagalpreet Singh , Rishi Saket , Aravindan Raghuveer

We develop a simple framework to learn bio-inspired foraging policies using human data. We conduct an experiment where humans are virtually immersed in an open field foraging environment and are trained to collect the highest amount of…

Sample inefficiency is a long-lasting problem in reinforcement learning (RL). The state-of-the-art estimates the optimal action values while it usually involves an extensive search over the state-action space and unstable optimization.…

Machine Learning · Computer Science 2019-11-27 Kaixiang Lin , Jiayu Zhou