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Batch reinforcement learning enables policy learning without direct interaction with the environment during training, relying exclusively on previously collected sets of interactions. This approach is, therefore, well-suited for high-risk…

Machine Learning · Computer Science 2024-11-18 Amna Najib , Stefan Depeweg , Phillip Swazinna

Offline learning is a key part of making reinforcement learning (RL) useable in real systems. Offline RL looks at scenarios where there is data from a system's operation, but no direct access to the system when learning a policy. Recent…

Machine Learning · Computer Science 2021-03-18 Arthur Argenson , Gabriel Dulac-Arnold

We present an algorithm for local, regularized, policy improvement in reinforcement learning (RL) that allows us to formulate model-based and model-free variants in a single framework. Our algorithm can be interpreted as a natural extension…

This paper proposes a novel deep reinforcement learning architecture that was inspired by previous tree structured architectures which were only useable in discrete action spaces. Policy Prediction Network offers a way to improve sample…

Machine Learning · Computer Science 2019-09-18 Zac Wellmer , James Kwok

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

Although evidence integration to the boundary model has successfully explained a wide range of behavioral and neural data in decision making under uncertainty, how animals learn and optimize the boundary remains unresolved. Here, we propose…

Neural and Evolutionary Computing · Computer Science 2024-08-13 Jamal Esmaily , Rani Moran , Yasser Roudi , Bahador Bahrami

Despite the increasing popularity of policy gradient methods, they are yet to be widely utilized in sample-scarce applications, such as robotics. The sample efficiency could be improved by making best usage of available information. As a…

Machine Learning · Computer Science 2023-11-03 Qingfeng Lan , Samuele Tosatto , Homayoon Farrahi , A. Rupam Mahmood

We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

Model-Based Reinforcement Learning involves learning a \textit{dynamics model} from data, and then using this model to optimise behaviour, most often with an online \textit{planner}. Much of the recent research along these lines presents a…

In offline model-based reinforcement learning (offline MBRL), we learn a dynamic model from historically collected data, and subsequently utilize the learned model and fixed datasets for policy learning, without further interacting with the…

Machine Learning · Computer Science 2022-10-13 Shentao Yang , Shujian Zhang , Yihao Feng , Mingyuan Zhou

In recent years, on-policy reinforcement learning (RL) has been successfully applied to many different continuous control tasks. While RL algorithms are often conceptually simple, their state-of-the-art implementations take numerous low-…

We present Residual Policy Learning (RPL): a simple method for improving nondifferentiable policies using model-free deep reinforcement learning. RPL thrives in complex robotic manipulation tasks where good but imperfect controllers are…

Robotics · Computer Science 2019-01-04 Tom Silver , Kelsey Allen , Josh Tenenbaum , Leslie Kaelbling

Many current behavior generation methods struggle to handle real-world traffic situations as they do not scale well with complexity. However, behaviors can be learned off-line using data-driven approaches. Especially, reinforcement learning…

Machine Learning · Computer Science 2020-06-02 Patrick Hart , Leonard Rychly , Alois Knol

Off-policy model-free deep reinforcement learning methods using previously collected data can improve sample efficiency over on-policy policy gradient techniques. On the other hand, on-policy algorithms are often more stable and easier to…

Machine Learning · Computer Science 2017-06-02 Shixiang Gu , Timothy Lillicrap , Zoubin Ghahramani , Richard E. Turner , Bernhard Schölkopf , Sergey Levine

Nowadays, model-free reinforcement learning algorithms have achieved remarkable performance on many decision making and control tasks, but high sample complexity and low sample efficiency still hinder the wide use of model-free…

Artificial Intelligence · Computer Science 2020-10-27 Jingbin Liu , Xinyang Gu , Shuai Liu

Model-based reinforcement learning promises to learn an optimal policy from fewer interactions with the environment compared to model-free reinforcement learning by learning an intermediate model of the environment in order to predict…

Machine Learning · Computer Science 2022-06-08 Abhinav Bhatia , Philip S. Thomas , Shlomo Zilberstein

Being able to seamlessly generalize across different tasks is fundamental for robots to act in our world. However, learning representations that generalize quickly to new scenarios is still an open research problem in reinforcement…

Machine Learning · Computer Science 2022-04-06 Sarah Bechtle , Ludovic Righetti , Franziska Meier

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

Offline reinforcement learning leverages pre-collected datasets of transitions to train policies. It can serve as effective initialization for online algorithms, enhancing sample efficiency and speeding up convergence. However, when such…

Machine Learning · Computer Science 2023-12-20 Girolamo Macaluso , Alessandro Sestini , Andrew D. Bagdanov