Related papers: Combining Reinforcement Learning and Inverse Reinf…
Reinforcement learning (RL) based investment strategies have been widely adopted in portfolio management (PM) in recent years. Nevertheless, most RL-based approaches may often emphasize on pursuing returns while ignoring the risks of the…
Inverse reinforcement learning (IRL) aims to recover the reward function of an expert agent from demonstrations of behavior. It is well-known that the IRL problem is fundamentally ill-posed, i.e., many reward functions can explain the…
Inverse reinforcement learning (IRL), which infers reward functions from demonstrations, is a valuable tool for modeling and understanding decision-making behavior. Many variants of IRL have been developed to capture complexities of human…
Reinforcement learning provides a powerful and general framework for decision making and control, but its application in practice is often hindered by the need for extensive feature and reward engineering. Deep reinforcement learning…
Explicit engineering of reward functions for given environments has been a major hindrance to reinforcement learning methods. While Inverse Reinforcement Learning (IRL) is a solution to recover reward functions from demonstrations only,…
Inferring a person's goal from their behavior is an important problem in applications of AI (e.g. automated assistants, recommender systems). The workhorse model for this task is the rational actor model - this amounts to assuming that…
Portfolio management is the art and science in fiance that concerns continuous reallocation of funds and assets across financial instruments to meet the desired returns to risk profile. Deep reinforcement learning (RL) has gained increasing…
Inverse reinforcement learning (IRL) is the problem of inferring a reward function from expert behavior. There are several approaches to IRL, but most are designed to learn a Markovian reward. However, a reward function might be…
Multi-agent learning is a promising method to simulate aggregate competitive behaviour in finance. Learning expert agents' reward functions through their external demonstrations is hence particularly relevant for subsequent design of…
The aim of Inverse Reinforcement Learning (IRL) is to infer a reward function $R$ from a policy $\pi$. To do this, we need a model of how $\pi$ relates to $R$. In the current literature, the most common models are optimality, Boltzmann…
In coming up with solutions to real-world problems, humans implicitly adhere to constraints that are too numerous and complex to be specified completely. However, reinforcement learning (RL) agents need these constraints to learn the…
Inverse reinforcement learning (IRL) is typically formulated as maximizing entropy subject to matching the distribution of expert trajectories. Classical (dual-ascent) IRL guarantees monotonic performance improvement but requires fully…
The goal of the Inverse reinforcement learning (IRL) task is to identify the underlying reward function and the corresponding optimal policy from a set of expert demonstrations. While most IRL algorithms' theoretical guarantees rely on a…
Inverse Reinforcement Learning (IRL) aims to facilitate a learner's ability to imitate expert behavior by acquiring reward functions that explain the expert's decisions. Regularized IRL applies strongly convex regularizers to the learner's…
Inverse Reinforcement Learning (IRL) is a powerful framework for learning complex behaviors from expert demonstrations. However, it traditionally requires repeatedly solving a computationally expensive reinforcement learning (RL) problem in…
Inverse reinforcement learning (IRL) seeks to learn the reward function from expert trajectories, to understand the task for imitation or collaboration thereby removing the need for manual reward engineering. However, IRL in the context of…
Inverse reinforcement learning (IRL) aims to explain observed strategic behavior by fitting reinforcement learning models to behavioral data. However, traditional IRL methods are only applicable when the observations are in the form of…
Reinforcement Learning (RL), a subfield of Artificial Intelligence (AI), focuses on training agents to make decisions by interacting with their environment to maximize cumulative rewards. This paper provides an overview of RL, covering its…
In adversarial environments, one side could gain an advantage by identifying the opponent's strategy. For example, in combat games, if an opponents strategy is identified as overly aggressive, one could lay a trap that exploits the…
Inverse Reinforcement Learning (IRL) is the problem of finding a reward function which describes observed/known expert behavior. The IRL setting is remarkably useful for automated control, in situations where the reward function is…