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We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Mathematical Finance · Quantitative Finance 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

In recent years, robots and autonomous systems have become increasingly integral to our daily lives, offering solutions to complex problems across various domains. Their application in search and rescue (SAR) operations, however, presents…

Robotics · Computer Science 2024-09-23 Dimitrios Panagopoulos , Adolfo Perrusquia , Weisi Guo

Learning to rank (LTR) plays a crucial role in various Information Retrieval (IR) tasks. Although supervised LTR methods based on fine-grained relevance labels (e.g., document-level annotations) have achieved significant success, their…

Information Retrieval · Computer Science 2025-08-21 Yiteng Tu , Zhichao Xu , Tao Yang , Weihang Su , Yujia Zhou , Yiqun Liu , Fen Lin , Qin Liu , Qingyao Ai

Recently deep reinforcement learning (DRL) has achieved outstanding success on solving many difficult and large-scale RL problems. However the high sample cost required for effective learning often makes DRL unaffordable in resource-limited…

Machine Learning · Computer Science 2018-09-06 Gang Chen , Yiming Peng , Mengjie Zhang

Contextual bandits serve as a fundamental model for many sequential decision making tasks. The most popular theoretically justified approaches are based on the optimism principle. While these algorithms can be practical, they are known to…

Machine Learning · Computer Science 2020-03-17 Botao Hao , Tor Lattimore , Csaba Szepesvari

Branch-and-bound is a systematic enumerative method for combinatorial optimization, where the performance highly relies on the variable selection strategy. State-of-the-art handcrafted heuristic strategies suffer from relatively slow…

Machine Learning · Computer Science 2022-06-15 Tianyu Zhang , Amin Banitalebi-Dehkordi , Yong Zhang

Reinforcement learning (RL) is a goal-oriented learning solution that has proven to be successful for Neural Architecture Search (NAS) on the CIFAR and ImageNet datasets. However, a limitation of this approach is its high computational…

Neural and Evolutionary Computing · Computer Science 2019-12-04 J. Gomez Robles , J. Vanschoren

Reinforcement learning (RL) has emerged as a promising paradigm for training reasoning-oriented models by leveraging rule-based reward signals. However, RL training typically tends to improve single-sample success rates (i.e., Pass@1) while…

Computation and Language · Computer Science 2026-04-21 Yifu Huo , Chenglong Wang , Ziming Zhu , Shunjie Xing , Peinan Feng , Tongran Liu , Qiaozhi He , Tianhua Zhou , Xiaojia Chang , Jingbo Zhu , Zhengtao Yu , Tong Xiao

High-dimensional observations and complex real-world dynamics present major challenges in reinforcement learning for both function approximation and exploration. We address both of these challenges with two complementary techniques: First,…

Artificial Intelligence · Computer Science 2016-03-15 David Abel , Alekh Agarwal , Fernando Diaz , Akshay Krishnamurthy , Robert E. Schapire

Contextual bandit learning is an increasingly popular approach to optimizing recommender systems via user feedback, but can be slow to converge in practice due to the need for exploring a large feature space. In this paper, we propose a…

Machine Learning · Computer Science 2012-07-03 Yisong Yue , Sue Ann Hong , Carlos Guestrin

Exploration in environments with sparse rewards remains a fundamental challenge in reinforcement learning (RL). Existing approaches such as curriculum learning and Go-Explore often rely on hand-crafted heuristics, while curiosity-driven…

Machine Learning · Computer Science 2026-02-03 Georgios Sotirchos , Zlatan Ajanović , Jens Kober

We study the problem of representation learning in stochastic contextual linear bandits. While the primary concern in this domain is usually to find realizable representations (i.e., those that allow predicting the reward function at any…

Machine Learning · Computer Science 2022-10-25 Andrea Tirinzoni , Matteo Papini , Ahmed Touati , Alessandro Lazaric , Matteo Pirotta

The problem of how to take the right actions to make profits in sequential process continues to be difficult due to the quick dynamics and a significant amount of uncertainty in many application scenarios. In such complicated environments,…

Machine Learning · Computer Science 2023-10-03 Zhendong Shi , Xiaoli Wei , Ercan E. Kuruoglu

Not having access to compact and meaningful representations is known to significantly increase the complexity of reinforcement learning (RL). For this reason, it can be useful to perform state representation learning (SRL) before tackling…

Machine Learning · Computer Science 2022-02-16 Astrid Merckling , Nicolas Perrin-Gilbert , Alex Coninx , Stéphane Doncieux

Despite their success in many domains, large language models (LLMs) remain under-studied in scenarios requiring optimal decision-making under uncertainty. This is crucial as many real-world applications, ranging from personalized…

Machine Learning · Computer Science 2025-07-15 Allen Nie , Yi Su , Bo Chang , Jonathan N. Lee , Ed H. Chi , Quoc V. Le , Minmin Chen

Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or…

Machine Learning · Computer Science 2022-10-11 Viraj Mehta , Ian Char , Joseph Abbate , Rory Conlin , Mark D. Boyer , Stefano Ermon , Jeff Schneider , Willie Neiswanger

Reinforcement Learning (RL) has made significant strides in enabling artificial agents to learn diverse behaviors. However, learning an effective policy often requires a large number of environment interactions. To mitigate sample…

Artificial Intelligence · Computer Science 2024-04-04 Yash Shukla , Tanushree Burman , Abhishek Kulkarni , Robert Wright , Alvaro Velasquez , Jivko Sinapov

Deep Reinforcement Learning (DRL) and Deep Multi-agent Reinforcement Learning (MARL) have achieved significant successes across a wide range of domains, including game AI, autonomous vehicles, robotics, and so on. However, DRL and deep MARL…

Artificial Intelligence · Computer Science 2023-02-03 Jianye Hao , Tianpei Yang , Hongyao Tang , Chenjia Bai , Jinyi Liu , Zhaopeng Meng , Peng Liu , Zhen Wang

Exploration is critical to a reinforcement learning agent's performance in its given environment. Prior exploration methods are often based on using heuristic auxiliary predictions to guide policy behavior, lacking a mathematically-grounded…

Machine Learning · Computer Science 2020-03-02 Lisa Lee , Benjamin Eysenbach , Emilio Parisotto , Eric Xing , Sergey Levine , Ruslan Salakhutdinov

Reinforcement learning (RL) with sparse and deceptive rewards is challenging because non-zero rewards are rarely obtained. Hence, the gradient calculated by the agent can be stochastic and without valid information. Recent studies that…

Machine Learning · Computer Science 2024-02-08 Guojian Wang , Faguo Wu , Xiao Zhang , Jianxiang Liu