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We address the problem of Bayesian reinforcement learning using efficient model-based online planning. We propose an optimism-free Bayes-adaptive algorithm to induce deeper and sparser exploration with a theoretical bound on its performance…

Machine Learning · Computer Science 2020-06-30 Divya Grover , Debabrota Basu , Christos Dimitrakakis

Previous attempts for data augmentation are designed manually, and the augmentation policies are dataset-specific. Recently, an automatic data augmentation approach, named AutoAugment, is proposed using reinforcement learning. AutoAugment…

Machine Learning · Computer Science 2018-11-13 Mingyang Geng , Kele Xu , Bo Ding , Huaimin Wang , Lei Zhang

Reinforcement learning tasks in real-world scenarios often involve large, high-dimensional action spaces, leading to challenges such as convergence difficulties, instability, and high computational complexity. It is widely acknowledged that…

Machine Learning · Computer Science 2024-12-18 Hai Lin , Cheng Huang , Zhihong Chen

Online planning has proven effective in reinforcement learning (RL) for improving sample efficiency and final performance. However, using planning for environment interaction inevitably introduces a divergence between the collected data and…

Machine Learning · Computer Science 2026-01-16 Guojian Zhan , Likun Wang , Xiangteng Zhang , Jiaxin Gao , Masayoshi Tomizuka , Shengbo Eben Li

When learning policies for real-world domains, two important questions arise: (i) how to efficiently use pre-collected off-policy, non-optimal behavior data; and (ii) how to mediate among different competing objectives and constraints. We…

Machine Learning · Computer Science 2019-03-22 Hoang M. Le , Cameron Voloshin , Yisong Yue

Learning the structure of dependencies among multiple random variables is a problem of considerable theoretical and practical interest. Within the context of Bayesian Networks, a practical and surprisingly successful solution to this…

Machine Learning · Computer Science 2021-01-20 Giulio Caravagna , Daniele Ramazzotti

Data augmentation is a critical contributing factor to the success of deep learning but heavily relies on prior domain knowledge which is not always available. Recent works on automatic data augmentation learn a policy to form a sequence of…

Machine Learning · Computer Science 2022-11-03 Kaiwen Yang , Yanchao Sun , Jiahao Su , Fengxiang He , Xinmei Tian , Furong Huang , Tianyi Zhou , Dacheng Tao

This paper investigates how to incorporate expert observations (without explicit information on expert actions) into a deep reinforcement learning setting to improve sample efficiency. First, we formulate an augmented policy loss combining…

Machine Learning · Computer Science 2025-02-28 Erhan Can Ozcan , Vittorio Giammarino , James Queeney , Ioannis Ch. Paschalidis

Training Large Language Models (LLMs) for reasoning tasks is increasingly driven by Reinforcement Learning with Verifiable Rewards (RLVR), where Proximal Policy Optimization (PPO) provides a principled framework for stable policy updates.…

Machine Learning · Computer Science 2026-01-13 Xue Gong , Qi Yi , Ziyuan Nan , Guanhua Huang , Kejiao Li , Yuhao Jiang , Ruibin Xiong , Zenan Xu , Jiaming Guo , Shaohui Peng , Bo Zhou

We propose a data augmentation method for offline reinforcement learning, motivated by active positioning problems. Particularly, our approach enables the training of off-policy models from a limited number of suboptimal trajectories. We…

Machine Learning · Computer Science 2026-05-14 Tobias Schmähling , Matthias Burkhardt , Tobias Windisch

We present an algorithm for model-based reinforcement learning that combines Bayesian neural networks (BNNs) with random roll-outs and stochastic optimization for policy learning. The BNNs are trained by minimizing $\alpha$-divergences,…

Machine Learning · Statistics 2017-03-09 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

The information bottleneck principle is an elegant and useful approach to representation learning. In this paper, we investigate the problem of representation learning in the context of reinforcement learning using the information…

Machine Learning · Computer Science 2019-11-14 Pei Yingjun , Hou Xinwen

In practice, the parameters of control policies are often tuned manually. This is time-consuming and frustrating. Reinforcement learning is a promising alternative that aims to automate this process, yet often requires too many experiments…

Learning from off-policy data is essential for sample-efficient reinforcement learning. In the present work, we build on the insight that the advantage function can be understood as the causal effect of an action on the return, and show…

Machine Learning · Computer Science 2024-02-21 Hsiao-Ru Pan , Bernhard Schölkopf

In recent years there has been significant progress in algorithms and methods for inducing Bayesian networks from data. However, in complex data analysis problems, we need to go beyond being satisfied with inducing networks with high…

Machine Learning · Computer Science 2013-01-30 Nir Friedman , Moises Goldszmidt , Abraham Wyner

Data augmentation plays a pivotal role in enhancing and diversifying training data. Nonetheless, consistently improving model performance in varied learning scenarios, especially those with inherent data biases, remains challenging. To…

Machine Learning · Computer Science 2024-06-04 Xiaoling Zhou , Wei Ye , Zhemg Lee , Rui Xie , Shikun Zhang

With the increase of machine learning usage by industries and scientific communities in a variety of tasks such as text mining, image recognition and self-driving cars, automatic setting of hyper-parameter in learning algorithms is a key…

Artificial Intelligence · Computer Science 2018-05-15 Juan Cruz Barsce , Jorge A. Palombarini , Ernesto C. Martínez

We consider reinforcement learning (RL) methods in offline domains without additional online data collection, such as mobile health applications. Most of existing policy optimization algorithms in the computer science literature are…

Machine Learning · Statistics 2022-07-28 Chengchun Shi , Shikai Luo , Yuan Le , Hongtu Zhu , Rui Song

This paper introduces a novel agent-based approach for enhancing existing portfolio strategies using Proximal Policy Optimization (PPO). Rather than focusing solely on traditional portfolio construction, our approach aims to improve an…

Portfolio Management · Quantitative Finance 2025-02-06 Daniil Karzanov , Rubén Garzón , Mikhail Terekhov , Caglar Gulcehre , Thomas Raffinot , Marcin Detyniecki

When randomized ensemble methods such as bagging and random forests are implemented, a basic question arises: Is the ensemble large enough? In particular, the practitioner desires a rigorous guarantee that a given ensemble will perform…

Machine Learning · Statistics 2019-08-06 Miles E. Lopes , Suofei Wu , Thomas C. M. Lee