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Feature selection in reinforcement learning (RL), i.e. choosing basis functions such that useful approximations of the unkown value function can be obtained, is one of the main challenges in scaling RL to real-world applications. Here we…

Artificial Intelligence · Computer Science 2012-02-01 Tobias Jung , Peter Stone

An important property for lifelong-learning agents is the ability to combine existing skills to solve unseen tasks. In general, however, it is unclear how to compose skills in a principled way. We provide a "recipe" for optimal value…

Machine Learning · Computer Science 2018-07-13 Benjamin van Niekerk , Steven James , Adam Earle , Benjamin Rosman

The idea of reusing or transferring information from previously learned tasks (source tasks) for the learning of new tasks (target tasks) has the potential to significantly improve the sample efficiency of a reinforcement learning agent. In…

Artificial Intelligence · Computer Science 2022-09-28 Thommen George Karimpanal , Roland Bouffanais

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

We present a bound for value-prediction error with respect to model misspecification that is tight, including constant factors. This is a direct improvement of the "simulation lemma," a foundational result in reinforcement learning. We…

Machine Learning · Computer Science 2024-10-28 Sam Lobel , Ronald Parr

An open problem in artificial intelligence is how to learn and represent knowledge that is sufficient for a general agent that needs to solve multiple tasks in a given world. In this work we propose world value functions (WVFs), which are a…

Machine Learning · Computer Science 2022-05-19 Geraud Nangue Tasse , Steven James , Benjamin Rosman

Online reinforcement learning (RL) with sparse rewards poses a challenge partly because of the lack of feedback on states leading to the goal. Furthermore, expert offline data with reward signal is rarely available to provide this feedback…

Machine Learning · Computer Science 2025-03-25 Nitish Dashora , Dibya Ghosh , Sergey Levine

Being able to reason in an environment with a large number of discrete actions is essential to bringing reinforcement learning to a larger class of problems. Recommender systems, industrial plants and language models are only some of the…

Double Q-learning is a popular reinforcement learning algorithm in Markov decision process (MDP) problems. Clipped Double Q-learning, as an effective variant of Double Q-learning, employs the clipped double estimator to approximate the…

Machine Learning · Computer Science 2021-05-04 Haobo Jiang , Jin Xie , Jian Yang

Reinforcement learning is a general technique that allows an agent to learn an optimal policy and interact with an environment in sequential decision making problems. The goodness of a policy is measured by its value function starting from…

Machine Learning · Statistics 2025-06-30 C. Shi , S. Zhang , W. Lu , R. Song

In practical reinforcement learning (RL), the discount factor used for estimating value functions often differs from that used for defining the evaluation objective. In this work, we study the effect that this discrepancy of discount…

Machine Learning · Computer Science 2021-06-16 Yunhao Tang , Mark Rowland , Rémi Munos , Michal Valko

We generalise the problem of inverse reinforcement learning to multiple tasks, from multiple demonstrations. Each one may represent one expert trying to solve a different task, or as different experts trying to solve the same task. Our main…

Machine Learning · Statistics 2012-09-04 Christos Dimitrakakis , Constantin Rothkopf

Reinforcement learning has been shown to perform a range of complex tasks through interaction with an environment or collected leveraging experience. However, many of these approaches presume optimal or near optimal experiences or the…

Machine Learning · Computer Science 2021-09-21 Chapman Siu , Jason Traish , Richard Yi Da Xu

The objective of a reinforcement learning agent is to discover better actions through exploration. However, typical exploration techniques aim to maximize rewards, often incurring high costs in both exploration and learning processes. We…

Machine Learning · Computer Science 2024-12-24 Akane Tsuboya , Yu Kono , Tatsuji Takahashi

Value estimation is a critical component of the reinforcement learning (RL) paradigm. The question of how to effectively learn value predictors from data is one of the major problems studied by the RL community, and different approaches…

Machine Learning · Computer Science 2020-10-22 Arthur Guez , Fabio Viola , Théophane Weber , Lars Buesing , Steven Kapturowski , Doina Precup , David Silver , Nicolas Heess

In this paper, we propose a generic framework for devising an adaptive approximation scheme for value function approximation in reinforcement learning, which introduces multiscale approximation. The two basic ingredients are multiresolution…

Machine Learning · Computer Science 2019-08-26 Tao Li , Quanyan Zhu

When deploying autonomous agents in unstructured environments over sustained periods of time, adaptability and robustness oftentimes outweigh optimality as a primary consideration. In other words, safety and survivability constraints play a…

Systems and Control · Electrical Eng. & Systems 2021-04-08 Motoya Ohnishi , Gennaro Notomista , Masashi Sugiyama , Magnus Egerstedt

In this paper, we study the Tiered Reinforcement Learning setting, a parallel transfer learning framework, where the goal is to transfer knowledge from the low-tier (source) task to the high-tier (target) task to reduce the exploration risk…

Machine Learning · Computer Science 2024-06-14 Jiawei Huang , Niao He

Deep reinforcement learning enables algorithms to learn complex behavior, deal with continuous action spaces and find good strategies in environments with high dimensional state spaces. With deep reinforcement learning being an active area…

Machine Learning · Computer Science 2018-10-17 Winfried Lötzsch

We consider the differentiation of the value function for parametric optimization problems. Such problems are ubiquitous in Machine Learning applications such as structured support vector machines, matrix factorization and min-min or…

Optimization and Control · Mathematics 2020-12-29 Sheheryar Mehmood , Peter Ochs