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The design of good heuristics or approximation algorithms for NP-hard combinatorial optimization problems often requires significant specialized knowledge and trial-and-error. Can we automate this challenging, tedious process, and learn the…

Machine Learning · Computer Science 2018-02-23 Hanjun Dai , Elias B. Khalil , Yuyu Zhang , Bistra Dilkina , Le Song

The recent remarkable progress of deep reinforcement learning (DRL) stands on regularization of policy for stable and efficient learning. A popular method, named proximal policy optimization (PPO), has been introduced for this purpose. PPO…

Machine Learning · Computer Science 2023-07-04 Taisuke Kobayashi

Stochastic planning can be reduced to probabilistic inference in large discrete graphical models, but hardness of inference requires approximation schemes to be used. In this paper we argue that such applications can be disentangled along…

Artificial Intelligence · Computer Science 2022-09-05 Zhennan Wu , Roni Khardon

An important research thread in algorithmic game theory studies the design of efficient truthful mechanisms that approximate the optimal social welfare. A fundamental question is whether an \alpha-approximation algorithm translates into an…

Computer Science and Game Theory · Computer Science 2015-05-13 Chandra Chekuri , Iftah Gamzu

We revisit the Reinforce policy gradient algorithm from the literature. Note that this algorithm typically works with cost returns obtained over random length episodes obtained from either termination upon reaching a goal state (as with…

Machine Learning · Computer Science 2023-10-10 Shalabh Bhatnagar

We study a foundational model of dynamic matching market with abandonment. This model has been studied by Collina et al (2020) and Aouad and Saritac (2022), and many other papers have considered special cases. We compare the performance of…

Data Structures and Algorithms · Computer Science 2025-07-09 Nick Arnosti , Felipe Simon

We study the problem of policy evaluation with linear function approximation and present efficient and practical algorithms that come with strong optimality guarantees. We begin by proving lower bounds that establish baselines on both the…

Machine Learning · Statistics 2022-08-16 Tianjiao Li , Guanghui Lan , Ashwin Pananjady

The performance of acquisition functions for Bayesian optimisation to locate the global optimum of continuous functions is investigated in terms of the Pareto front between exploration and exploitation. We show that Expected Improvement…

Machine Learning · Computer Science 2021-04-29 George De Ath , Richard M. Everson , Alma A. M. Rahat , Jonathan E. Fieldsend

The beneficial effects of treatments vary across individuals in most studies. Treatment heterogeneity motivates practitioners to search for the optimal policy based on personal characteristics. A long-standing common practice in policy…

Statistics Theory · Mathematics 2025-01-06 Xuqiao Li , Ying Yan

We observe that several existing policy gradient methods (such as vanilla policy gradient, PPO, A2C) may suffer from overly large gradients when the current policy is close to deterministic (even in some very simple environments), leading…

Machine Learning · Computer Science 2019-11-19 Chuheng Zhang , Yuanqi Li , Jian Li

The reasoning performance of large language models (LLMs) can be substantially improved by training them with reinforcement learning (RL). The RL objective for LLM training involves a regularization term, which is the reverse…

Deep reinforcement learning agents frequently suffer from premature convergence, where early entropy collapse causes the policy to discard exploratory behaviors before discovering globally optimal strategies. We introduce Optimistic Policy…

Machine Learning · Computer Science 2026-03-10 Mai Pham , Vikrant Vaze , Peter Chin

Policy gradient methods have enabled deep reinforcement learning (RL) to approach challenging continuous control problems, even when the underlying systems involve highly nonlinear dynamics that generate complex non-smooth optimization…

Machine Learning · Computer Science 2024-05-29 Tao Wang , Sylvia Herbert , Sicun Gao

Inverse reinforcement learning is the problem of inferring a reward function from an optimal policy or demonstrations by an expert. In this work, it is assumed that the reward is expressed as a reward machine whose transitions depend on…

Machine Learning · Computer Science 2025-10-23 Mohamad Louai Shehab , Antoine Aspeel , Necmiye Ozay

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

We investigate the theoretical aspects of offline reinforcement learning (RL) under general function approximation. While prior works (e.g., Xie et al., 2021) have established the theoretical foundations of learning a good policy from…

Machine Learning · Computer Science 2026-05-11 Xiang Li , Yuheng Zhang , Nan Jiang

Reinforcement Learning, a machine learning framework for training an autonomous agent based on rewards, has shown outstanding results in various domains. However, it is known that learning a good policy is difficult in a domain where…

Machine Learning · Computer Science 2019-06-27 Takahisa Imagawa , Takuya Hiraoka , Yoshimasa Tsuruoka

In inverse reinforcement learning (IRL), a learning agent infers a reward function encoding the underlying task using demonstrations from experts. However, many existing IRL techniques make the often unrealistic assumption that the agent…

Machine Learning · Computer Science 2023-01-04 Franck Djeumou , Christian Ellis , Murat Cubuktepe , Craig Lennon , Ufuk Topcu

Empirical researchers and decision-makers spanning various domains frequently seek profound insights into the long-term impacts of interventions. While the significance of long-term outcomes is undeniable, an overemphasis on them may…

Machine Learning · Computer Science 2024-09-17 Peng Wu , Ziyu Shen , Feng Xie , Zhongyao Wang , Chunchen Liu , Yan Zeng

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots
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