English
Related papers

Related papers: Fast Rates for Maximum Entropy Exploration

200 papers

We study expected utility maximization problem with constant relative risk aversion utility function in a complete market under the reinforcement learning framework. To induce exploration, we introduce the Tsallis entropy regularizer, which…

Machine Learning · Computer Science 2025-02-04 Chen Ziyi , Gu Jia-wen

How do you incentivize self-interested agents to $\textit{explore}$ when they prefer to $\textit{exploit}$? We consider complex exploration problems, where each agent faces the same (but unknown) MDP. In contrast with traditional…

Machine Learning · Computer Science 2023-02-21 Max Simchowitz , Aleksandrs Slivkins

Unsupervised reinforcement learning (RL) studies how to leverage environment statistics to learn useful behaviors without the cost of reward engineering. However, a central challenge in unsupervised RL is to extract behaviors that…

Maintaining the long-term exploration capability of the agent remains one of the critical challenges in deep reinforcement learning. A representative solution is to leverage reward shaping to provide intrinsic rewards for the agent to…

Machine Learning · Computer Science 2021-09-21 Mingqi Yuan , Mon-on Pun , Dong Wang , Yi Chen , Haojun Li

We study the problem of reinforcement learning in infinite-horizon discounted linear Markov decision processes (MDPs), and propose the first computationally efficient algorithm achieving rate-optimal regret guarantees in this setting. Our…

Machine Learning · Computer Science 2026-03-16 Antoine Moulin , Gergely Neu , Luca Viano

We study reward-free and reward-agnostic exploration in episodic finite-horizon Markov decision processes (MDPs), where an agent explores an unknown environment without observing external rewards. Reward-free exploration aims to enable…

Machine Learning · Computer Science 2026-05-18 Oran Ridel , Alon Cohen

Exploration in multi-task reinforcement learning is critical in training agents to deduce the underlying MDP. Many of the existing exploration frameworks such as $E^3$, $R_{max}$, Thompson sampling assume a single stationary MDP and are not…

Artificial Intelligence · Computer Science 2016-12-04 Sai Praveen Bangaru , JS Suhas , Balaraman Ravindran

The authors of 'Unsupervised Reinforcement Learning in Multiple environments' propose a method, alpha-MEPOL, to tackle unsupervised RL across multiple environments. They pre-train a task-agnostic exploration policy using interactions from…

Machine Learning · Computer Science 2024-01-10 Shaurya Dewan , Anisha Jain , Zoe LaLena , Lifan Yu

Mastering deep reinforcement learning (DRL) proves challenging in tasks featuring scant rewards. These limited rewards merely signify whether the task is partially or entirely accomplished, necessitating various exploration actions before…

Machine Learning · Computer Science 2024-04-11 Guojian Wang , Faguo Wu , Xiao Zhang

We study offline Reinforcement Learning in large infinite-horizon discounted Markov Decision Processes (MDPs) when the reward and transition models are linearly realizable under a known feature map. Starting from the classic linear-program…

Machine Learning · Computer Science 2024-05-24 Gergely Neu , Nneka Okolo

Efficient exploration is one of the key challenges for reinforcement learning (RL) algorithms. Most traditional sample efficiency bounds require strategic exploration. Recently many deep RL algorithms with simple heuristic exploration…

Machine Learning · Computer Science 2019-04-19 Yao Liu , Emma Brunskill

Exploration has been a crucial part of reinforcement learning, yet several important questions concerning exploration efficiency are still not answered satisfactorily by existing analytical frameworks. These questions include exploration…

Machine Learning · Computer Science 2016-12-06 Liangpeng Zhang , Ke Tang , Xin Yao

We study the reward-free reinforcement learning framework, which is particularly suitable for batch reinforcement learning and scenarios where one needs policies for multiple reward functions. This framework has two phases. In the…

Machine Learning · Computer Science 2020-10-26 Zihan Zhang , Simon S. Du , Xiangyang Ji

Training LLM agents in multi-turn environments with sparse rewards, where completing a single task requires 30+ turns of interaction within an episode, presents a fundamental challenge for reinforcement learning. We identify a critical…

Machine Learning · Computer Science 2026-02-11 Wujiang Xu , Wentian Zhao , Zhenting Wang , Yu-Jhe Li , Can Jin , Mingyu Jin , Kai Mei , Kun Wan , Dimitris N. Metaxas

Reinforcement Learning (RL) agents often struggle with inefficient exploration, particularly in environments with sparse rewards. Traditional exploration strategies can lead to slow learning and suboptimal performance because agents fail to…

Machine Learning · Computer Science 2026-03-31 Gaurav Chaudhary , Laxmidhar Behera , Washim Uddin Mondal

Sufficient exploration is paramount for the success of a reinforcement learning agent. Yet, exploration is rarely assessed in an algorithm-independent way. We compare the behavior of three data-based, offline exploration metrics described…

Machine Learning · Computer Science 2020-10-30 Jakob J. Hollenstein , Sayantan Auddy , Matteo Saveriano , Erwan Renaudo , Justus Piater

Recently deep reinforcement learning (DRL) has achieved outstanding success on solving many difficult and large-scale RL problems. However the high sample cost required for effective learning often makes DRL unaffordable in resource-limited…

Machine Learning · Computer Science 2018-09-06 Gang Chen , Yiming Peng , Mengjie Zhang

In this article we explore an alternative approach to address deep exploration and we introduce the ISL algorithm, which is efficient at performing deep exploration. Similarly to maximum entropy RL, we derive the algorithm by augmenting the…

Machine Learning · Computer Science 2020-06-08 Lucas Cassano , Ali H. Sayed

This paper examines the exploration-exploitation trade-off in reinforcement learning with verifiable rewards (RLVR), a framework for improving the reasoning of Large Language Models (LLMs). Recent studies suggest that RLVR can elicit strong…

Machine Learning · Computer Science 2026-01-27 Peter Chen , Xiaopeng Li , Ziniu Li , Wotao Yin , Xi Chen , Tianyi Lin

We study a speculative trading problem within the exploratory reinforcement learning (RL) framework of Wang et al. [2020]. The problem is formulated as a sequential optimal stopping problem over entry and exit times under general utility…

Mathematical Finance · Quantitative Finance 2026-04-03 Yun Zhao , Alex S. L. Tse , Harry Zheng