Related papers: SEREN: Knowing When to Explore and When to Exploit
Unsupervised reinforcement learning (RL) studies how to leverage environment statistics to learn useful behaviors without the cost of reward engineering. However, a central challenge in unsupervised RL is to extract behaviors that…
We consider an agent who is involved in a Markov decision process and receives a vector of outcomes every round. Her objective is to maximize a global concave reward function on the average vectorial outcome. The problem models applications…
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…
Offline Reinforcement Learning (ORL) enablesus to separately study the two interlinked processes of reinforcement learning: collecting informative experience and inferring optimal behaviour. The second step has been widely studied in the…
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…
We present a novel multi-agent RL approach, Selective Multi-Agent Prioritized Experience Relay, in which agents share with other agents a limited number of transitions they observe during training. The intuition behind this is that even a…
Conveying complex objectives to reinforcement learning (RL) agents often requires meticulous reward engineering. Preference-based RL methods are able to learn a more flexible reward model based on human preferences by actively incorporating…
Sparse-reward reinforcement learning (RL) can model a wide range of highly complex tasks. Solving sparse-reward tasks is RL's core premise, requiring efficient exploration coupled with long-horizon credit assignment, and overcoming these…
High sample complexity remains a barrier to the application of reinforcement learning (RL), particularly in multi-agent systems. A large body of work has demonstrated that exploration mechanisms based on the principle of optimism under…
Reward-free reinforcement learning (RF-RL), a recently introduced RL paradigm, relies on random action-taking to explore the unknown environment without any reward feedback information. While the primary goal of the exploration phase in…
An agent learning through interactions should balance its action selection process between probing the environment to discover new rewards and using the information acquired in the past to adopt useful behaviour. This trade-off is usually…
Exploration algorithms for reinforcement learning typically replace or augment the reward function with an additional ``intrinsic'' reward that trains the agent to seek previously unseen states of the environment. Here, we consider an…
Unsupervised Reinforcement Learning (RL) aims to discover diverse behaviors that can accelerate the learning of downstream tasks. Previous methods typically focus on entropy-based exploration or empowerment-driven skill learning. However,…
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…
Preference-based reinforcement learning (PbRL) has shown impressive capabilities in training agents without reward engineering. However, a notable limitation of PbRL is its dependency on substantial human feedback. This dependency stems…
Reinforcement learning (RL) commonly relies on scalar rewards with limited ability to express temporal, conditional, or safety-critical goals, and can lead to reward hacking. Temporal logic expressible via the more general class of…
Execution algorithms are vital to modern trading, they enable market participants to execute large orders while minimising market impact and transaction costs. As these algorithms grow more sophisticated, optimising them becomes…
Deep learning has achieved remarkable successes in solving challenging reinforcement learning (RL) problems when dense reward function is provided. However, in sparse reward environment it still often suffers from the need to carefully…
Reinforcement Learning (RL) is known to be often unsuccessful in environments with sparse extrinsic rewards. A possible countermeasure is to endow RL agents with an intrinsic reward function, or 'intrinsic motivation', which rewards the…
We study a speculative trading problem within the exploratory reinforcement learning (RL) framework of Wang et al. [2020]. The problem is formulated as a sequential optimal stopping problem over entry and exit times under general utility…