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In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The…

Machine Learning · Computer Science 2012-06-26 Gergely Neu , Csaba Szepesvari

This paper investigates the so-called reward-balancing methods, a novel class of algorithms for solving discounted-return reinforcement learning (RL) problems. These methods consist of iteratively adjusting the reward function to transform…

Optimization and Control · Mathematics 2026-04-23 Simone Baroncini , Bahman Gharesifard , Giuseppe Notarstefano

Projected policy gradient under the simplex parameterization, policy gradient and natural policy gradient under the softmax parameterization, are fundamental algorithms in reinforcement learning. There have been a flurry of recent…

Optimization and Control · Mathematics 2024-04-12 Jiacai Liu , Wenye Li , Ke Wei

This work exploits action equivariance for representation learning in reinforcement learning. Equivariance under actions states that transitions in the input space are mirrored by equivalent transitions in latent space, while the map and…

Machine Learning · Computer Science 2020-02-28 Elise van der Pol , Thomas Kipf , Frans A. Oliehoek , Max Welling

We study learning contextual MDPs using a function approximation for both the rewards and the dynamics. We consider both the case that the dynamics dependent or independent of the context. For both models we derive polynomial sample and…

Machine Learning · Computer Science 2022-12-01 Orin Levy , Yishay Mansour

While using shaped rewards can be beneficial when solving sparse reward tasks, their successful application often requires careful engineering and is problem specific. For instance, in tasks where the agent must achieve some goal state,…

Artificial Intelligence · Computer Science 2019-11-05 Alexander Trott , Stephan Zheng , Caiming Xiong , Richard Socher

While many real-world problems that might benefit from reinforcement learning, these problems rarely fit into the MDP mold: interacting with the environment is often expensive and specifying reward functions is challenging. Motivated by…

Machine Learning · Computer Science 2023-07-26 Kyle Hatch , Benjamin Eysenbach , Rafael Rafailov , Tianhe Yu , Ruslan Salakhutdinov , Sergey Levine , Chelsea Finn

We consider a problem of learning the reward and policy from expert examples under unknown dynamics. Our proposed method builds on the framework of generative adversarial networks and introduces the empowerment-regularized maximum-entropy…

Machine Learning · Computer Science 2019-02-26 Ahmed H. Qureshi , Byron Boots , Michael C. Yip

The framework of reinforcement learning or optimal control provides a mathematical formalization of intelligent decision making that is powerful and broadly applicable. While the general form of the reinforcement learning problem enables…

Machine Learning · Computer Science 2018-05-22 Sergey Levine

Reinforcement learning algorithms are typically designed for generic Markov Decision Processes (MDPs), where any state-action pair can lead to an arbitrary transition distribution. In many practical systems, however, only a subset of the…

Machine Learning · Computer Science 2026-03-05 Davide Maran , Davide Salaorni , Marcello Restelli

Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems,…

Optimization and Control · Mathematics 2024-05-07 Sara Klein , Simon Weissmann , Leif Döring

An optimal feedback controller for a given Markov decision process (MDP) can in principle be synthesized by value or policy iteration. However, if the system dynamics and the reward function are unknown, a learning agent must discover an…

Machine Learning · Computer Science 2019-07-19 Boris Belousov , Jan Peters

We propose policy gradient algorithms which learn risk-sensitive policies in a reinforcement learning (RL) framework. Our proposed algorithms maximize the distortion risk measure (DRM) of the cumulative reward in an episodic Markov decision…

Machine Learning · Computer Science 2024-02-06 Nithia Vijayan , Prashanth L. A

Probabilistic model checking can provide formal guarantees on the behavior of stochastic models relating to a wide range of quantitative properties, such as runtime, energy consumption or cost. But decision making is typically with respect…

Logic in Computer Science · Computer Science 2024-03-19 Ingy Elsayed-Aly , David Parker , Lu Feng

Standard reinforcement learning methods aim to master one way of solving a task whereas there may exist multiple near-optimal policies. Being able to identify this collection of near-optimal policies can allow a domain expert to efficiently…

Machine Learning · Computer Science 2019-06-04 Muhammad A. Masood , Finale Doshi-Velez

As machine learning models become more capable, they have exhibited increased potential in solving complex tasks. One of the most promising directions uses deep reinforcement learning to train autonomous agents in computer network defense…

Machine Learning · Computer Science 2023-10-23 Elizabeth Bates , Vasilios Mavroudis , Chris Hicks

The online Markov decision process (MDP) is a generalization of the classical Markov decision process that incorporates changing reward functions. In this paper, we propose practical online MDP algorithms with policy iteration and…

Machine Learning · Computer Science 2015-10-16 Yao Ma , Hao Zhang , Masashi Sugiyama

Reward-free reinforcement learning (RL) considers the setting where the agent does not have access to a reward function during exploration, but must propose a near-optimal policy for an arbitrary reward function revealed only after…

Machine Learning · Computer Science 2022-06-22 Andrew Wagenmaker , Yifang Chen , Max Simchowitz , Simon S. Du , Kevin Jamieson

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…

Machine Learning · Computer Science 2022-10-19 Ruida Zhou , Tao Liu , Dileep Kalathil , P. R. Kumar , Chao Tian

Most reinforcement learning methods are based upon the key assumption that the transition dynamics and reward functions are fixed, that is, the underlying Markov decision process is stationary. However, in many real-world applications, this…

Machine Learning · Computer Science 2020-09-23 Yash Chandak , Georgios Theocharous , Shiv Shankar , Martha White , Sridhar Mahadevan , Philip S. Thomas
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