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Aligning generative diffusion models with human preferences via reinforcement learning (RL) is critical yet challenging. Most existing algorithms are often vulnerable to reward hacking, such as quality degradation, over-stylization, or…

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the…

Trading and Market Microstructure · Quantitative Finance 2022-09-20 Taylan Kabbani , Ekrem Duman

A popular perspective in Reinforcement learning (RL) casts the problem as probabilistic inference on a graphical model of the Markov decision process (MDP). The core object of study is the probability of each state-action pair being visited…

Machine Learning · Computer Science 2023-11-23 Jean Tarbouriech , Tor Lattimore , Brendan O'Donoghue

Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

Machine Learning · Computer Science 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

While reinforcement learning (RL) provides a framework for learning through trial and error, translating RL algorithms into the real world has remained challenging. A major hurdle to real-world application arises from the development of…

Machine Learning · Computer Science 2022-05-12 Archit Sharma , Rehaan Ahmad , Chelsea Finn

Policy networks are a central feature of deep reinforcement learning (RL) algorithms for continuous control, enabling the estimation and sampling of high-value actions. From the variational inference perspective on RL, policy networks, when…

Machine Learning · Computer Science 2021-10-26 Joseph Marino , Alexandre Piché , Alessandro Davide Ialongo , Yisong Yue

Inverse Reinforcement Learning (IRL) describes the problem of learning an unknown reward function of a Markov Decision Process (MDP) from observed behavior of an agent. Since the agent's behavior originates in its policy and MDP policies…

Artificial Intelligence · Computer Science 2016-04-14 Michael Herman , Tobias Gindele , Jörg Wagner , Felix Schmitt , Wolfram Burgard

The difficulty of manually specifying reward functions has led to an interest in using linear temporal logic (LTL) to express objectives for reinforcement learning (RL). However, LTL has the downside that it is sensitive to small…

Logic in Computer Science · Computer Science 2023-05-31 Rajeev Alur , Osbert Bastani , Kishor Jothimurugan , Mateo Perez , Fabio Somenzi , Ashutosh Trivedi

In order to model risk aversion in reinforcement learning, an emerging line of research adapts familiar algorithms to optimize coherent risk functionals, a class that includes conditional value-at-risk (CVaR). Because optimizing the…

Machine Learning · Computer Science 2021-03-09 Audrey Huang , Liu Leqi , Zachary C. Lipton , Kamyar Azizzadenesheli

Real-world applications require RL algorithms to act safely. During learning process, it is likely that the agent executes sub-optimal actions that may lead to unsafe/poor states of the system. Exploration is particularly brittle in…

Machine Learning · Statistics 2019-06-17 Elena Smirnova , Elvis Dohmatob , Jérémie Mary

Route planning is essential to mobile robot navigation problems. In recent years, deep reinforcement learning (DRL) has been applied to learning optimal planning policies in stochastic environments without prior knowledge. However, existing…

Robotics · Computer Science 2023-04-21 Xi Lin , Paul Szenher , John D. Martin , Brendan Englot

While distributional reinforcement learning (DistRL) has been empirically effective, the question of when and why it is better than vanilla, non-distributional RL has remained unanswered. This paper explains the benefits of DistRL through…

Machine Learning · Computer Science 2023-09-26 Kaiwen Wang , Kevin Zhou , Runzhe Wu , Nathan Kallus , Wen Sun

Multi-task representation learning (MTRL) is an approach that learns shared latent representations across related tasks, facilitating collaborative learning that improves the overall learning efficiency. This paper studies MTRL for…

Machine Learning · Computer Science 2026-04-07 Yaoze Guo , Shana Moothedath

This work studies reinforcement learning (RL) in the context of multi-period supply chains subject to constraints, e.g., on production and inventory. We introduce Distributional Constrained Policy Optimization (DCPO), a novel approach for…

Machine Learning · Computer Science 2023-02-06 Jaime Sabal Bermúdez , Antonio del Rio Chanona , Calvin Tsay

In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in rewards in addition to maximizing a standard criterion. Variance related risk measures are among the most common…

Machine Learning · Computer Science 2015-03-19 Prashanth L. A. , Mohammad Ghavamzadeh

This paper introduces PG-Rainbow, a novel algorithm that incorporates a distributional reinforcement learning framework with a policy gradient algorithm. Existing policy gradient methods are sample inefficient and rely on the mean of…

Machine Learning · Computer Science 2024-07-22 WooJae Jeon , KangJun Lee , Jeewoo Lee

We study offline reinforcement learning problems with a long-run average reward objective. The state-action pairs generated by any fixed behavioral policy thus follow a Markov chain, and the {\em empirical} state-action-next-state…

Optimization and Control · Mathematics 2025-03-18 Mengmeng Li , Daniel Kuhn , Tobias Sutter

The goal of this paper is to study a distributed version of the gradient temporal-difference (GTD) learning algorithm for a class of multi-agent Markov decision processes (MDPs). The temporal-difference (TD) learning is a reinforcement…

Optimization and Control · Mathematics 2020-04-29 Donghwan Lee , Jianghai Hu

We study the problem of efficiently estimating policies that simultaneously optimize multiple objectives in reinforcement learning (RL). Given $n$ objectives (or tasks), we seek the optimal partition of these objectives into $k \ll n$…

Machine Learning · Computer Science 2026-02-24 Zhenshuo Zhang , Minxuan Duan , Youran Ye , Hongyang R. Zhang

Deep reinforcement learning (DRL) has recently emerged as a promising tool for Dynamic Algorithm Configuration (DAC), enabling evolutionary algorithms to adapt their parameters online rather than relying on static tuned configurations.…

Optimization and Control · Mathematics 2026-04-03 Andrea Mencaroni , Robbert Reijnen , Yingqian Zhang , Dieter Claeys