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Efficient exploration remains a challenging research problem in reinforcement learning, especially when an environment contains large state spaces, deceptive local optima, or sparse rewards. To tackle this problem, we present a…

Artificial Intelligence · Computer Science 2018-10-30 Zhang-Wei Hong , Tzu-Yun Shann , Shih-Yang Su , Yi-Hsiang Chang , Chun-Yi Lee

Optimistic initialisation is an effective strategy for efficient exploration in reinforcement learning (RL). In the tabular case, all provably efficient model-free algorithms rely on it. However, model-free deep RL algorithms do not use…

Machine Learning · Computer Science 2020-02-28 Tabish Rashid , Bei Peng , Wendelin Böhmer , Shimon Whiteson

We study the problem of determining an effective exploration strategy in static and non-linear optimization problems, which depend on an unknown scalar parameter to be learned from online collected noisy data. An optimal trade-off between…

Optimization and Control · Mathematics 2024-09-13 Ying Wang , Mirko Pasquini , Kévin Colin , Håkan Hjalmarsson

Actor-critic methods, a type of model-free Reinforcement Learning, have been successfully applied to challenging tasks in continuous control, often achieving state-of-the art performance. However, wide-scale adoption of these methods in…

Machine Learning · Statistics 2019-10-29 Kamil Ciosek , Quan Vuong , Robert Loftin , Katja Hofmann

Reinforcement Learning (RL) has been able to solve hard problems such as playing Atari games or solving the game of Go, with a unified approach. Yet modern deep RL approaches are still not widely used in real-world applications. One reason…

Machine Learning · Computer Science 2021-03-08 Achraf Azize , Othman Gaizi

Model-free deep reinforcement learning (RL) algorithms have achieved tremendous success on a range of challenging tasks. However, safety concerns remain when these methods are deployed on real-world applications, necessitating risk-aware…

Machine Learning · Computer Science 2026-02-10 Alonso Granados , Jason Pacheco

This paper bridges reinforcement learning (RL) and risk-sensitive stochastic control by introducing a tractable exploration mechanism for policy search in risk-sensitive portfolio management, with known and unknown model parameters, that…

Portfolio Management · Quantitative Finance 2026-03-03 Sebastien Lleo , Wolfgang Runggaldier

Exploration is essential for reinforcement learning (RL). To face the challenges of exploration, we consider a reward-free RL framework that completely separates exploration from exploitation and brings new challenges for exploration…

Machine Learning · Computer Science 2020-12-11 Chuheng Zhang , Yuanying Cai , Longbo Huang , Jian Li

State-of-the-art reinforcement learning (RL) algorithms typically use random sampling (e.g., $\epsilon$-greedy) for exploration, but this method fails on hard exploration tasks like Montezuma's Revenge. To address the challenge of…

Machine Learning · Computer Science 2022-11-21 Eric Chen , Zhang-Wei Hong , Joni Pajarinen , Pulkit Agrawal

Although parallelism has been extensively used in reinforcement learning (RL), the quantitative effects of parallel exploration are not well understood theoretically. We study the benefits of simple parallel exploration for reward-free RL…

Machine Learning · Computer Science 2023-03-03 Pedro Cisneros-Velarde , Boxiang Lyu , Sanmi Koyejo , Mladen Kolar

Experience replay enables reinforcement learning agents to memorize and reuse past experiences, just as humans replay memories for the situation at hand. Contemporary off-policy algorithms either replay past experiences uniformly or utilize…

Machine Learning · Computer Science 2019-06-21 Daochen Zha , Kwei-Herng Lai , Kaixiong Zhou , Xia Hu

Unsupervised skill discovery aims to learn diverse and distinguishable behaviors in open-ended reinforcement learning. For existing methods, they focus on improving diversity through pure exploration, mutual information optimization, and…

Machine Learning · Computer Science 2025-06-27 He Zhang , Ming Zhou , Shaopeng Zhai , Ying Sun , Hui Xiong

We present a new model-based algorithm for reinforcement learning (RL) which consists of explicit exploration and exploitation phases, and is applicable in large or infinite state spaces. The algorithm maintains a set of dynamics models…

Machine Learning · Computer Science 2019-12-03 Mikael Henaff

In our quest for a reinforcement learning (RL) algorithm that is both practical and provably optimal, we introduce EQO (Exploration via Quasi-Optimism). Unlike existing minimax optimal approaches, EQO avoids reliance on empirical variances…

Machine Learning · Computer Science 2025-07-29 Harin Lee , Min-hwan Oh

Reinforcement learning (RL) has achieved promising results on most robotic control tasks. Safety of learning-based controllers is an essential notion of ensuring the effectiveness of the controllers. Current methods adopt whole consistency…

Robotics · Computer Science 2023-07-31 Haotian Xu , Shengjie Wang , Zhaolei Wang , Yunzhe Zhang , Qing Zhuo , Yang Gao , Tao Zhang

An effective approach to exploration in reinforcement learning is to rely on an agent's uncertainty over the optimal policy, which can yield near-optimal exploration strategies in tabular settings. However, in non-tabular settings that…

The exploration-exploitation dilemma has been an intriguing and unsolved problem within the framework of reinforcement learning. "Optimism in the face of uncertainty" and model building play central roles in advanced exploration methods.…

Artificial Intelligence · Computer Science 2008-10-21 István Szita , András Lőrincz

Efficient exploration is one of the main challenges in reinforcement learning (RL). Most existing sample-efficient algorithms assume the existence of a single reward function during exploration. In many practical scenarios, however, there…

Machine Learning · Computer Science 2020-06-18 Xuezhou Zhang , Yuzhe ma , Adish Singla

What is a good exploration strategy for an agent that interacts with an environment in the absence of external rewards? Ideally, we would like to get a policy driving towards a uniform state-action visitation (highly exploring) in a minimum…

Machine Learning · Computer Science 2019-12-20 Mirco Mutti , Marcello Restelli

In stochastic games with incomplete information, the uncertainty is evoked by the lack of knowledge about a player's own and the other players' types, i.e. the utility function and the policy space, and also the inherent stochasticity of…

Machine Learning · Computer Science 2022-03-21 Hannes Eriksson , Debabrota Basu , Mina Alibeigi , Christos Dimitrakakis