English
Related papers

Related papers: Direct Advantage Estimation

200 papers

Many reinforcement learning algorithms use value functions to guide the search for better policies. These methods estimate the value of a single policy while generalizing across many states. The core idea of this paper is to flip this…

Machine Learning · Computer Science 2020-02-28 Jean Harb , Tom Schaul , Doina Precup , Pierre-Luc Bacon

Model identification of battery dynamics is a central problem in energy research; many energy management systems and design processes rely on accurate battery models for efficiency optimization. The standard methodology for battery…

Machine Learning · Computer Science 2023-10-13 Gokhan Budan , Francesca Damiani , Can Kurtulus , N. Kemal Ure

Policy gradient methods are appealing in deep reinforcement learning but suffer from high variance of gradient estimate. To reduce the variance, the state value function is applied commonly. However, the effect of the state value function…

Machine Learning · Computer Science 2021-08-06 Jiaming Guo , Rui Zhang , Xishan Zhang , Shaohui Peng , Qi Yi , Zidong Du , Xing Hu , Qi Guo , Yunji Chen

We study the off-policy evaluation (OPE) problem in reinforcement learning with linear function approximation, which aims to estimate the value function of a target policy based on the offline data collected by a behavior policy. We propose…

Machine Learning · Computer Science 2022-01-05 Yifei Min , Tianhao Wang , Dongruo Zhou , Quanquan Gu

We propose Episodic Backward Update (EBU) - a novel deep reinforcement learning algorithm with a direct value propagation. In contrast to the conventional use of the experience replay with uniform random sampling, our agent samples a whole…

Machine Learning · Computer Science 2019-11-13 Su Young Lee , Sungik Choi , Sae-Young Chung

Modeling distributions of covariates, or density estimation, is a core challenge in unsupervised learning. However, the majority of work only considers the joint distribution, which has limited utility in practical situations. A more…

Machine Learning · Computer Science 2021-10-28 Ryan R. Strauss , Junier B. Oliva

Current reinforcement learning objectives for large-model reasoning primarily focus on maximizing expected rewards. This paradigm can lead to overfitting to dominant reward signals, while neglecting alternative yet valid reasoning…

Machine Learning · Computer Science 2026-02-24 Wendi Li , Sharon Li

Differential-algebraic equations (DAEs) with state-dependent events arise in systems whose continuous dynamics are constrained by algebraic equations and interrupted by mode changes, switching logic, impacts, or state reinitializations.…

Machine Learning · Computer Science 2026-05-08 Ion Matei , Maksym Zhenirovskyy , Anthony Wong

The OECD pointed out that the best way to keep students up to school is to intervene as early as possible [1]. Using education big data and deep learning to predict student's score provides new resources and perspectives for early…

Machine Learning · Computer Science 2019-03-12 Yang Zhang , Mingming Lu

For applications in healthcare, physics, energy, robotics, and many other fields, designing maximally informative experiments is valuable, particularly when experiments are expensive, time-consuming, or pose safety hazards. While existing…

Machine Learning · Computer Science 2022-03-09 Vincent Lim , Ellen Novoseller , Jeffrey Ichnowski , Huang Huang , Ken Goldberg

The quintessential model-based reinforcement-learning agent iteratively refines its estimates or prior beliefs about the true underlying model of the environment. Recent empirical successes in model-based reinforcement learning with…

Machine Learning · Computer Science 2022-11-02 Dilip Arumugam , Benjamin Van Roy

Recently, there are many trials to apply reinforcement learning in asset allocation for earning more stable profits. In this paper, we compare performance between several reinforcement learning algorithms - actor-only, actor-critic and PPO…

Computational Finance · Quantitative Finance 2023-01-16 Jiwon Kim , Moon-Ju Kang , KangHun Lee , HyungJun Moon , Bo-Kwan Jeon

Reinforcement learning (RL) can be formulated as a sequence modeling problem, where models predict future actions based on historical state-action-reward sequences. Current approaches typically require long trajectory sequences to model the…

Machine Learning · Computer Science 2024-12-23 Hemant Kumawat , Saibal Mukhopadhyay

The variational autoencoder (VAE) is a popular model for density estimation and representation learning. Canonically, the variational principle suggests to prefer an expressive inference model so that the variational approximation is…

Machine Learning · Statistics 2019-01-10 Rui Shu , Hung H. Bui , Shengjia Zhao , Mykel J. Kochenderfer , Stefano Ermon

We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…

Machine Learning · Computer Science 2019-12-16 Aurélien F. Bibaut , Ivana Malenica , Nikos Vlassis , Mark J. van der Laan

We introduce a framework for dynamic adversarial discovery of information (DADI), motivated by a scenario where information (a feature set) is used by third parties with unknown objectives. We train a reinforcement learning agent to…

We develop a generic data-driven method for estimator selection in off-policy policy evaluation settings. We establish a strong performance guarantee for the method, showing that it is competitive with the oracle estimator, up to a constant…

Machine Learning · Computer Science 2020-08-25 Yi Su , Pavithra Srinath , Akshay Krishnamurthy

Continuous control Deep Reinforcement Learning (RL) approaches are known to suffer from estimation biases, leading to suboptimal policies. This paper introduces innovative methods in RL, focusing on addressing and exploiting estimation…

Machine Learning · Computer Science 2024-10-14 Niccolò Turcato , Alberto Sinigaglia , Alberto Dalla Libera , Ruggero Carli , Gian Antonio Susto

Information extraction (IE) has been studied extensively. The existing methods always follow a fixed extraction order for complex IE tasks with multiple elements to be extracted in one instance such as event extraction. However, we conduct…

Computation and Language · Computer Science 2024-03-26 Wenhao Huang , Jiaqing Liang , Zhixu Li , Yanghua Xiao , Chuanjun Ji

There is a growing desire in the field of reinforcement learning (and machine learning in general) to move from black-box models toward more "interpretable AI." We improve interpretability of reinforcement learning by increasing the utility…

Machine Learning · Computer Science 2019-07-03 Aaron M. Roth , Nicholay Topin , Pooyan Jamshidi , Manuela Veloso