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Estimating causal effects from observational data is inherently challenging due to the lack of observable counterfactual outcomes and even the presence of unmeasured confounding. Traditional methods often rely on restrictive, untestable…

Methodology · Statistics 2025-04-07 Li Chen , Xiaotong Shen , Wei Pan

Deep reinforcement learning agents have recently been successful across a variety of discrete and continuous control tasks; however, they can be slow to train and require a large number of interactions with the environment to learn a…

Machine Learning · Computer Science 2018-12-19 Thomas Carr , Maria Chli , George Vogiatzis

Causal inference methods are widely applied in various decision-making domains such as precision medicine, optimal policy and economics. Central to causal inference is the treatment effect estimation of intervention strategies, such as…

Artificial Intelligence · Computer Science 2021-05-31 Tri Dung Duong , Qian Li , Guandong Xu

We study the policy evaluation problem in multi-agent reinforcement learning. In this problem, a group of agents works cooperatively to evaluate the value function for the global discounted accumulative reward problem, which is composed of…

Optimization and Control · Mathematics 2019-06-04 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

Hindsight Credit Assignment (HCA) refers to a recently proposed family of methods for producing more efficient credit assignment in reinforcement learning. These methods work by explicitly estimating the probability that certain actions…

Machine Learning · Computer Science 2020-09-29 Kenny Young

A reinforcement learning agent that needs to pursue different goals across episodes requires a goal-conditional policy. In addition to their potential to generalize desirable behavior to unseen goals, such policies may also enable…

Machine Learning · Computer Science 2019-02-21 Paulo Rauber , Avinash Ummadisingu , Filipe Mutz , Juergen Schmidhuber

For many tasks, the reward function is inaccessible to introspection or too complex to be specified procedurally, and must instead be learned from user data. Prior work has evaluated learned reward functions by evaluating policies optimized…

Machine Learning · Computer Science 2021-03-19 Adam Gleave , Michael Dennis , Shane Legg , Stuart Russell , Jan Leike

In recent years, the successor representation (SR) has attracted increasing attention in reinforcement learning (RL), and it has been used to address some of its key challenges, such as exploration, credit assignment, and generalization.…

Machine Learning · Computer Science 2026-02-03 Hon Tik Tse , Siddarth Chandrasekar , Marlos C. Machado

We show that discounted methods for solving continuing reinforcement learning problems can perform significantly better if they center their rewards by subtracting out the rewards' empirical average. The improvement is substantial at…

Machine Learning · Computer Science 2024-10-31 Abhishek Naik , Yi Wan , Manan Tomar , Richard S. Sutton

Reinforcement learning is a powerful learning paradigm in which agents can learn to maximize sparse and delayed reward signals. Although RL has had many impressive successes in complex domains, learning can take hours, days, or even years…

Machine Learning · Computer Science 2020-11-04 Paniz Behboudian , Yash Satsangi , Matthew E. Taylor , Anna Harutyunyan , Michael Bowling

The high sample complexity of reinforcement learning challenges its use in practice. A promising approach is to quickly adapt pre-trained policies to new environments. Existing methods for this policy adaptation problem typically rely on…

Machine Learning · Computer Science 2020-06-16 Yuda Song , Aditi Mavalankar , Wen Sun , Sicun Gao

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

Machine Learning · Computer Science 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

In recent years, the dynamic factor model has emerged as a dominant tool in economics and finance, particularly for investment strategies. This model offers improved handling of complex, nonlinear, and noisy market conditions compared to…

Portfolio Management · Quantitative Finance 2024-03-06 Yilun Wang , Shengjie Guo

Feature attribution is a fundamental task in both machine learning and data analysis, which involves determining the contribution of individual features or variables to a model's output. This process helps identify the most important…

Machine Learning · Computer Science 2023-10-26 Jinfeng Zhong , Elsa Negre

We propose a method for learning expressive energy-based policies for continuous states and actions, which has been feasible only in tabular domains before. We apply our method to learning maximum entropy policies, resulting into a new…

Machine Learning · Computer Science 2017-07-25 Tuomas Haarnoja , Haoran Tang , Pieter Abbeel , Sergey Levine

Reinforcement learning methods require careful design involving a reward function to obtain the desired action policy for a given task. In the absence of hand-crafted reward functions, prior work on the topic has proposed several methods…

Machine Learning · Computer Science 2018-10-16 Daiki Kimura , Subhajit Chaudhury , Ryuki Tachibana , Sakyasingha Dasgupta

Data assimilation (DA) in the geophysical sciences remains the cornerstone of robust forecasts from numerical models. Indeed, DA plays a crucial role in the quality of numerical weather prediction, and is a crucial building block that has…

Evolutionary Reinforcement Learning (ERL) that applying Evolutionary Algorithms (EAs) to optimize the weight parameters of Deep Neural Network (DNN) based policies has been widely regarded as an alternative to traditional reinforcement…

Neural and Evolutionary Computing · Computer Science 2023-02-01 Lan Tang , Xiaxi Li , Jinyuan Zhang , Guiying Li , Peng Yang , Ke Tang

Reinforcement learning (RL) suffers from severe sample inefficiency, especially during early training, requiring extensive environmental interactions to perform competently. Existing methods tend to solve this by incorporating prior…

Machine Learning · Computer Science 2025-04-29 Wenjun Cao

Reinforcement learning has traditionally been studied with exponential discounting or the average reward setup, mainly due to their mathematical tractability. However, such frameworks fall short of accurately capturing human behavior, which…

Machine Learning · Computer Science 2024-09-18 S. R. Eshwar , Mayank Motwani , Nibedita Roy , Gugan Thoppe