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Accelerating learning processes for complex tasks by leveraging previously learned tasks has been one of the most challenging problems in reinforcement learning, especially when the similarity between source and target tasks is low. This…

Machine Learning · Computer Science 2021-05-27 Yunzhe Tao , Sahika Genc , Jonathan Chung , Tao Sun , Sunil Mallya

The Elo rating system is widely adopted to evaluate the skills of (chess) game and sports players. Recently it has been also integrated into machine learning algorithms in evaluating the performance of computerised AI agents. However, an…

Machine Learning · Computer Science 2022-01-21 Xue Yan , Yali Du , Binxin Ru , Jun Wang , Haifeng Zhang , Xu Chen

We propose a new framework for imitation learning -- treating imitation as a two-player ranking-based game between a policy and a reward. In this game, the reward agent learns to satisfy pairwise performance rankings between behaviors,…

Machine Learning · Computer Science 2023-01-18 Harshit Sikchi , Akanksha Saran , Wonjoon Goo , Scott Niekum

We state the problem of inverse reinforcement learning in terms of preference elicitation, resulting in a principled (Bayesian) statistical formulation. This generalises previous work on Bayesian inverse reinforcement learning and allows us…

Machine Learning · Statistics 2011-06-30 Constantin Rothkopf , Christos Dimitrakakis

Recent developments in sequential experimental design look to construct a policy that can efficiently navigate the design space, in a way that maximises the expected information gain. Whilst there is work on achieving tractable policies for…

Machine Learning · Computer Science 2025-08-20 Yasir Zubayr Barlas , Kizito Salako

Policy learning can be used to extract individualized treatment regimes from observational data in healthcare, civics, e-commerce, and beyond. One big hurdle to policy learning is a commonplace lack of overlap in the data for different…

Machine Learning · Statistics 2020-12-04 Nathan Kallus

We present a representation-driven framework for reinforcement learning. By representing policies as estimates of their expected values, we leverage techniques from contextual bandits to guide exploration and exploitation. Particularly,…

Machine Learning · Computer Science 2026-01-23 Ofir Nabati , Guy Tennenholtz , Shie Mannor

We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…

Machine Learning · Statistics 2016-12-02 Naumaan Nayyar , Dileep Kalathil , Rahul Jain

This study investigates the development of an optimal execution strategy through reinforcement learning, aiming to determine the most effective approach for traders to buy and sell inventory within a finite time horizon. Our proposed model…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Yadh Hafsi , Edoardo Vittori

In machine learning, the notion of multi-armed bandits refers to a class of online learning problems, in which an agent is supposed to simultaneously explore and exploit a given set of choice alternatives in the course of a sequential…

Machine Learning · Computer Science 2021-07-13 Viktor Bengs , Robert Busa-Fekete , Adil El Mesaoudi-Paul , Eyke Hüllermeier

Training agents in multi-agent competitive games presents significant challenges due to their intricate nature. These challenges are exacerbated by dynamics influenced not only by the environment but also by opponents' strategies. Existing…

Machine Learning · Computer Science 2023-08-22 The Viet Bui , Tien Mai , Thanh Hong Nguyen

Fictitious play with reinforcement learning is a general and effective framework for zero-sum games. However, using the current deep neural network models, the implementation of fictitious play faces crucial challenges. Neural network model…

Machine Learning · Computer Science 2019-12-02 Rong-Jun Qin , Jing-Cheng Pang , Yang Yu

We enable reinforcement learning agents to learn successful behavior policies by utilizing relevant pre-existing teacher policies. The teacher policies are introduced as objectives, in addition to the task objective, in a multi-objective…

Machine Learning · Computer Science 2023-08-31 Shruti Mishra , Ankit Anand , Jordan Hoffmann , Nicolas Heess , Martin Riedmiller , Abbas Abdolmaleki , Doina Precup

The goal of agents in multi-agent environments is to maximize total reward against the opposing agents that are encountered. Following a game-theoretic solution concept, such as Nash equilibrium, may obtain a strong performance in some…

Computer Science and Game Theory · Computer Science 2026-01-05 Sam Ganzfried

Cooperation between self-interested individuals is a widespread phenomenon in the natural world, but remains elusive in interactions between artificially intelligent agents. Instead, naive reinforcement learning algorithms typically…

Multiagent Systems · Computer Science 2025-01-16 John L. Zhou , Weizhe Hong , Jonathan C. Kao

Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…

Machine Learning · Computer Science 2012-02-20 Ananda Narayanan B , Balaraman Ravindran

In many reinforcement learning tasks, the goal is to learn a policy to manipulate an agent, whose design is fixed, to maximize some notion of cumulative reward. The design of the agent's physical structure is rarely optimized for the task…

Machine Learning · Computer Science 2019-12-03 David Ha

Decision trees are a popular choice of explainable model, but just like neural networks, they suffer from adversarial examples. Existing algorithms for fitting decision trees robust against adversarial examples are greedy heuristics and…

Machine Learning · Computer Science 2021-09-10 Daniël Vos , Sicco Verwer

For AI systems to be useful to humans, they must understand and act in accordance with our values and preferences. Since specifying preferences is a hard task, inverse reinforcement learning (IRL) aims to develop methods that allow for…

Artificial Intelligence · Computer Science 2026-05-12 Karim Abdel Sadek , Mark Bedaywi , Rhys Gould , Stuart Russell

Online learning algorithms are designed to learn even when their input is generated by an adversary. The widely-accepted formal definition of an online algorithm's ability to learn is the game-theoretic notion of regret. We argue that the…

Machine Learning · Computer Science 2012-07-03 Raman Arora , Ofer Dekel , Ambuj Tewari
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