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While many recent advances in deep reinforcement learning (RL) rely on model-free methods, model-based approaches remain an alluring prospect for their potential to exploit unsupervised data to learn environment model. In this work, we…
Monte-Carlo Tree Search (MCTS) is a family of sampling-based search algorithms widely used for online planning in sequential decision-making domains and at the heart of many recent advances in artificial intelligence. Understanding the…
Action-constrained reinforcement learning (ACRL) is a popular approach for solving safety-critical and resource-allocation related decision making problems. A major challenge in ACRL is to ensure agent taking a valid action satisfying…
Policy gradient (PG) methods are the backbone of many reinforcement learning algorithms due to their good performance in policy optimization problems. As a gradient-based approach, PG methods typically rely on knowledge of the system…
In this paper, we propose a Model-Based Reinforcement Learning (MBRL) algorithm for Partially Measurable Systems (PMS), i.e., systems where the state can not be directly measured, but must be estimated through proper state observers. The…
The formulaic alphas are mathematical formulas that transform raw stock data into indicated signals. In the industry, a collection of formulaic alphas is combined to enhance modeling accuracy. Existing alpha mining only employs the neural…
Risk-sensitive reinforcement learning (RL) is crucial for maintaining reliable performance in high-stakes applications. While traditional RL methods aim to learn a point estimate of the random cumulative cost, distributional RL (DRL) seeks…
We introduce a constrained optimization method for policy gradient reinforcement learning, which uses a virtual trust region to regulate each policy update. In addition to using the proximity of one single old policy as the normal trust…
Learning to walk over a graph towards a target node for a given query and a source node is an important problem in applications such as knowledge base completion (KBC). It can be formulated as a reinforcement learning (RL) problem with a…
Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps…
Markov decision processes (MDPs) is viewed as an optimization of an objective function over certain linear operators over general function spaces. A new existence result is established for the existence of optimal policies in general MDPs,…
We derive a policy gradient theorem for Cumulative Prospect Theory (CPT) objectives in finite-horizon Reinforcement Learning (RL), generalizing the standard policy gradient theorem and encompassing distortion-based risk objectives as…
This paper considers the problem of learning safe policies in the context of reinforcement learning (RL). In particular, we consider the notion of probabilistic safety. This is, we aim to design policies that maintain the state of the…
Federated reinforcement learning (RL) enables collaborative decision making of multiple distributed agents without sharing local data trajectories. In this work, we consider a multi-task setting, in which each agent has its own private…
A wide variety of queueing systems can be naturally modeled as infinite-state Markov Decision Processes (MDPs). In the reinforcement learning (RL) context, a variety of algorithms have been developed to learn and optimize these MDPs. At the…
We study policy optimization for Markov decision processes (MDPs) with multiple reward value functions, which are to be jointly optimized according to given criteria such as proportional fairness (smooth concave scalarization), hard…
Competitive program generation aims to automatically produce correct and efficient solutions for programming-contest problems under strict time and memory constraints. Existing LLM-based approaches often fail to perform explicit algorithmic…
Recent advancements in large language models (LLMs) have shown remarkable potential in automating machine learning tasks. However, existing LLM-based agents often struggle with low-diversity and suboptimal code generation. While recent work…
To facilitate efficient learning, policy gradient approaches to deep reinforcement learning (RL) are typically paired with variance reduction measures and strategies for making large but safe policy changes based on a batch of experiences.…
Traditional policy gradient methods are fundamentally flawed. Natural gradients converge quicker and better, forming the foundation of contemporary Reinforcement Learning such as Trust Region Policy Optimization (TRPO) and Proximal Policy…