Related papers: Combining Reinforcement Learning and Inverse Reinf…
Reinforcement learning (RL) is a general framework for adaptive control, which has proven to be efficient in many domains, e.g., board games, video games or autonomous vehicles. In such problems, an agent faces a sequential decision-making…
Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…
Ordinal regression and ranking are challenging due to inherent ordinal dependencies that conventional methods struggle to model. We propose Ranking-Aware Reinforcement Learning (RARL), a novel RL framework that explicitly learns these…
Inverse reinforcement learning (IRL) aims to recover the reward function and the associated optimal policy that best fits observed sequences of states and actions implemented by an expert. Many algorithms for IRL have an inherently nested…
For an autonomous system to be helpful to humans and to pose no unwarranted risks, it needs to align its values with those of the humans in its environment in such a way that its actions contribute to the maximization of value for the…
We present a framework using Relative Entropy Inverse Reinforcement Learning (RE-IRL) to recover investor reward functions from observed investment actions and market conditions. Unlike traditional IRL algorithms, RE-IRL is employed to…
Inverse reinforcement learning (IRL) denotes a powerful family of algorithms for recovering a reward function justifying the behavior demonstrated by an expert agent. A well-known limitation of IRL is the ambiguity in the choice of the…
This paper presents a deep Inverse Reinforcement Learning (IRL) framework that can learn an a priori unknown number of nonlinear reward functions from unlabeled experts' demonstrations. For this purpose, we employ the tools from Dirichlet…
Reinforcement Learning from Human Feedback (RLHF) enables powerful LLM alignment but can introduce reward hacking - models exploit spurious correlations in proxy rewards without genuine alignment. Compounding this, the objectives…
This paper develops an online inverse reinforcement learning algorithm aimed at efficiently recovering a reward function from ongoing observations of an agent's actions. To reduce the computation time and storage space in reward estimation,…
Inverse reinforcement learning (IRL) is computationally challenging, with common approaches requiring the solution of multiple reinforcement learning (RL) sub-problems. This work motivates the use of potential-based reward shaping to reduce…
Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the black-box nature of deep neural networks. In this paper, we…
Inverse reinforcement learning (IRL) algorithms often rely on (forward) reinforcement learning or planning, over a given time horizon, to compute an approximately optimal policy for a hypothesized reward function; they then match this…
How can we design good goals for arbitrarily intelligent agents? Reinforcement learning (RL) is a natural approach. Unfortunately, RL does not work well for generally intelligent agents, as RL agents are incentivised to shortcut the reward…
Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…
The process of meta-learning algorithms from data, instead of relying on manual design, is growing in popularity as a paradigm for improving the performance of machine learning systems. Meta-learning shows particular promise for…
From out-competing grandmasters in chess to informing high-stakes healthcare decisions, emerging methods from artificial intelligence are increasingly capable of making complex and strategic decisions in diverse, high-dimensional, and…
In this paper, we formulate inverse reinforcement learning (IRL) as an expert-learner interaction whereby the optimal performance intent of an expert or target agent is unknown to a learner agent. The learner observes the states and…
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…
Predicting cryptocurrency returns is notoriously difficult: price movements are driven by a fast-shifting blend of on-chain activity, news flow, and social sentiment, while labeled training data are scarce and expensive. In this paper, we…