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Option-critic learning is a general-purpose reinforcement learning (RL) framework that aims to address the issue of long term credit assignment by leveraging temporal abstractions. However, when dealing with extended timescales, discounting…

Machine Learning · Computer Science 2019-11-21 Akshay Dharmavaram , Matthew Riemer , Shalabh Bhatnagar

Deep Reinforcement Learning has enabled the learning of policies for complex tasks in partially observable environments, without explicitly learning the underlying model of the tasks. While such model-free methods achieve considerable…

Machine Learning · Computer Science 2017-01-11 Tanmay Shankar , Santosha K. Dwivedy , Prithwijit Guha

We propose to optimize neural networks with a uniformly-distributed random learning rate. The associated stochastic gradient descent algorithm can be approximated by continuous stochastic equations and analyzed within the Fokker-Planck…

Machine Learning · Computer Science 2020-10-13 Daniele Musso

The classical Merton investment problem predicts deterministic, state-dependent portfolio rules; however, laboratory and field evidence suggests that individuals often prefer randomized decisions leading to stochastic and noisy choices.…

Mathematical Finance · Quantitative Finance 2026-02-17 Min Dai , Yuchao Dong , Yanwei Jia , Xun Yu Zhou

In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…

Machine Learning · Computer Science 2026-02-13 Mehrdad Moghimi , Hyejin Ku

A fundamental challenge in multiagent reinforcement learning is to learn beneficial behaviors in a shared environment with other simultaneously learning agents. In particular, each agent perceives the environment as effectively…

Personalized recommendation systems (RS) are extensively used in many services. Many of these are based on learning algorithms where the RS uses the recommendation history and the user response to learn an optimal strategy. Further, these…

Information Retrieval · Computer Science 2018-03-26 Rahul Meshram , D. Manjunath , Nikhil Karamchandani

We study stochastic online resource allocation: a decision maker needs to allocate limited resources to stochastically-generated sequentially-arriving requests in order to maximize reward. At each time step, requests are drawn independently…

Data Structures and Algorithms · Computer Science 2023-06-26 Santiago Balseiro , Christian Kroer , Rachitesh Kumar

Offline reinforcement learning (RL) enables policy learning from static data but often suffers from poor coverage of the state-action space and distributional shift problems. This problem can be addressed by allowing limited online…

Machine Learning · Computer Science 2026-02-03 Soumyadeep Roy , Shashwat Kushwaha , Ambedkar Dukkipati

Reinforcement learning (RL), a common tool in decision making, learns control policies from various experiences based on the associated cumulative return/rewards without treating them differently. Humans, on the contrary, often learn to…

Machine Learning · Computer Science 2025-11-25 Mingkang Wu , Devin White , Vernon Lawhern , Nicholas R. Waytowich , Yongcan Cao

Rule-based models, e.g., decision trees, are widely used in scenarios demanding high model interpretability for their transparent inner structures and good model expressivity. However, rule-based models are hard to optimize, especially on…

Machine Learning · Computer Science 2021-10-01 Zhuo Wang , Wei Zhang , Ning Liu , Jianyong Wang

Residual Reinforcement Learning (RL) is a popular approach for adapting pretrained policies by learning a lightweight residual policy that provides corrective actions. While Residual RL is more sample-efficient than finetuning the entire…

Machine Learning · Computer Science 2026-03-16 Lakshita Dodeja , Karl Schmeckpeper , Shivam Vats , Thomas Weng , Mingxi Jia , George Konidaris , Stefanie Tellex

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

Machine Learning · Computer Science 2022-02-08 Jing Dong , Xin T. Tong

Standard reward models typically predict scalar scores that fail to capture the multifaceted nature of response quality in non-verifiable domains, such as creative writing or open-ended instruction following. To address this limitation, we…

Computation and Language · Computer Science 2026-02-13 Ran Xu , Tianci Liu , Zihan Dong , Tony Yu , Ilgee Hong , Carl Yang , Linjun Zhang , Tao Zhao , Haoyu Wang

Imitation learning is well-suited for robotic tasks where it is difficult to directly program the behavior or specify a cost for optimal control. In this work, we propose a method for learning the reward function (and the corresponding…

Machine Learning · Computer Science 2021-01-01 Tianwei Ni , Harshit Sikchi , Yufei Wang , Tejus Gupta , Lisa Lee , Benjamin Eysenbach

Reward models are crucial for aligning large language models (LLMs) with human values and intentions. Existing approaches follow either Generative (GRMs) or Discriminative (DRMs) paradigms, yet both suffer from limitations: GRMs typically…

Computation and Language · Computer Science 2026-03-03 Longze Chen , Lu Wang , Renke Shan , Ze Gong , Run Luo , Jiaming Li , Jing Luo , Qiyao Wang , Min Yang

In many online sequential decision-making scenarios, a learner's choices affect not just their current costs but also the future ones. In this work, we look at one particular case of such a situation where the costs depend on the time…

Machine Learning · Computer Science 2023-12-12 Vijeth Hebbar , Cedric Langbort

Automated planning algorithms require an action model specifying the preconditions and effects of each action, but obtaining such a model is often hard. Learning action models from observations is feasible, but existing algorithms for…

Artificial Intelligence · Computer Science 2026-04-13 Yarin Benyamin , Argaman Mordoch , Shahaf S. Shperberg , Roni Stern

We study a general problem of allocating limited resources to heterogeneous customers over time under model uncertainty. Each type of customer can be serviced using different actions, each of which stochastically consumes some combination…

Artificial Intelligence · Computer Science 2021-08-31 Wang Chi Cheung , Will Ma , David Simchi-Levi , Xinshang Wang

The goal of reinforcement learning algorithms is to estimate and/or optimise the value function. However, unlike supervised learning, no teacher or oracle is available to provide the true value function. Instead, the majority of…

Machine Learning · Computer Science 2018-05-25 Zhongwen Xu , Hado van Hasselt , David Silver