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The sequential nature of decision-making in financial asset trading aligns naturally with the reinforcement learning (RL) framework, making RL a common approach in this domain. However, the low signal-to-noise ratio in financial markets…

Machine Learning · Computer Science 2024-11-14 Sven Goluža , Tomislav Kovačević , Stjepan Begušić , Zvonko Kostanjčar

Reinforcement learning in complex environments is a challenging problem. In particular, the success of reinforcement learning algorithms depends on a well-designed reward function. Inverse reinforcement learning (IRL) solves the problem of…

Machine Learning · Computer Science 2021-01-20 Rakhoon Hwang , Hanjin Lee , Hyung Ju Hwang

Reinforcement learning (RL) presents a promising framework to learn policies through environment interaction, but often requires an infeasible amount of interaction data to solve complex tasks from sparse rewards. One direction includes…

Machine Learning · Computer Science 2024-05-07 Stone Tao , Arth Shukla , Tse-kai Chan , Hao Su

Despite the numerous breakthroughs achieved with Reinforcement Learning (RL), solving environments with sparse rewards remains a challenging task that requires sophisticated exploration. Learning from Demonstrations (LfD) remedies this…

Machine Learning · Computer Science 2022-03-22 Georgiy Pshikhachev , Dmitry Ivanov , Vladimir Egorov , Aleksei Shpilman

We study the use of inverse reinforcement learning (IRL) as a tool for the recognition of agents' behavior on the basis of observation of their sequential decision behavior interacting with the environment. We model the problem faced by the…

Machine Learning · Computer Science 2013-03-22 Qifeng Qiao , Peter A. Beling

Inverse Reinforcement Learning (IRL) aims to reconstruct the reward function from expert demonstrations to facilitate policy learning, and has demonstrated its remarkable success in imitation learning. To promote expert-like behavior,…

Machine Learning · Computer Science 2023-06-16 Shunyu Liu , Yunpeng Qing , Shuqi Xu , Hongyan Wu , Jiangtao Zhang , Jingyuan Cong , Tianhao Chen , Yunfu Liu , Mingli Song

Learning from demonstrations has made great progress over the past few years. However, it is generally data hungry and task specific. In other words, it requires a large amount of data to train a decent model on a particular task, and the…

Machine Learning · Computer Science 2021-03-29 Pin Wang , Hanhan Li , Ching-Yao Chan

While reinforcement learning (RL) has shown promising performance, its sample complexity continues to be a substantial hurdle, restricting its broader application across a variety of domains. Imitation learning (IL) utilizes oracles to…

Machine Learning · Computer Science 2025-08-12 Xuefeng Liu , Takuma Yoneda , Rick L. Stevens , Matthew R. Walter , Yuxin Chen

Compared to traditional imitation learning methods such as DAgger and DART, intervention-based imitation offers a more convenient and sample efficient data collection process to users. In this paper, we introduce Reinforced…

Robotics · Computer Science 2022-03-30 Rom Parnichkun , Matthew N. Dailey , Atsushi Yamashita

Inverse reinforcement learning (IRL) learns a reward function and a corresponding policy that best fit the demonstration data of an expert. However, in the current IRL setting, the learner is isolated from the expert and can only passively…

Machine Learning · Computer Science 2026-05-12 Yue Mao , Shicheng Liu , Siyuan Xu , Minghui Zhu

Inverse reinforcement learning (IRL) is used to infer the reward function from the actions of an expert running a Markov Decision Process (MDP). A novel approach using variational inference for learning the reward function is proposed in…

Machine Learning · Computer Science 2019-10-03 Arpan Kusari

We present an algorithm for Inverse Reinforcement Learning (IRL) from expert state observations only. Our approach decouples reward modelling from policy learning, unlike state-of-the-art adversarial methods which require updating the…

Machine Learning · Computer Science 2022-05-20 Wei-Di Chang , Juan Camilo Gamboa Higuera , Scott Fujimoto , David Meger , Gregory Dudek

Imitation Learning (IL) algorithms offer an efficient way to train an agent by mimicking an expert's behavior without requiring a reward function. IL algorithms often necessitate access to state and action information from expert…

Machine Learning · Computer Science 2025-09-25 Returaj Burnwal , Hriday Mehta , Nirav Pravinbhai Bhatt , Balaraman Ravindran

Teaching large language models (LLMs) to reason during post-training typically relies on reinforcement learning with explicit outcome- or process-based reward functions. However, in many real-world settings, obtaining or defining such…

Artificial Intelligence · Computer Science 2026-05-19 Claudio Fanconi , Nicolás Astorga , Mihaela van der Schaar

We consider a setting for Inverse Reinforcement Learning (IRL) where the learner is extended with the ability to actively select multiple environments, observing an agent's behavior on each environment. We first demonstrate that if the…

Artificial Intelligence · Computer Science 2016-01-26 Kareem Amin , Satinder Singh

Imitation learning is a class of promising policy learning algorithms that is free from many practical issues with reinforcement learning, such as the reward design issue and the exploration hardness. However, the current imitation…

Machine Learning · Computer Science 2022-10-19 Zhao-Heng Yin , Weirui Ye , Qifeng Chen , Yang Gao

The inverse reinforcement learning approach to imitation learning is a double-edged sword. On the one hand, it can enable learning from a smaller number of expert demonstrations with more robustness to error compounding than behavioral…

Machine Learning · Computer Science 2024-06-06 Juntao Ren , Gokul Swamy , Zhiwei Steven Wu , J. Andrew Bagnell , Sanjiban Choudhury

In the past decades, we have witnessed significant progress in the domain of autonomous driving. Advanced techniques based on optimization and reinforcement learning (RL) become increasingly powerful at solving the forward problem: given…

Robotics · Computer Science 2020-06-25 Zheng Wu , Liting Sun , Wei Zhan , Chenyu Yang , Masayoshi Tomizuka

Multi-task Inverse Reinforcement Learning (IRL) is the problem of inferring multiple reward functions from expert demonstrations. Prior work, built on Bayesian IRL, is unable to scale to complex environments due to computational…

Machine Learning · Computer Science 2018-07-17 Adam Gleave , Oliver Habryka

We study reinforcement learning (RL) with no-reward demonstrations, a setting in which an RL agent has access to additional data from the interaction of other agents with the same environment. However, it has no access to the rewards or…

Machine Learning · Computer Science 2021-06-11 Angelos Filos , Clare Lyle , Yarin Gal , Sergey Levine , Natasha Jaques , Gregory Farquhar