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To solve complex real-world problems with reinforcement learning, we cannot rely on manually specified reward functions. Instead, we can have humans communicate an objective to the agent directly. In this work, we combine two approaches to…

Machine Learning · Computer Science 2018-11-16 Borja Ibarz , Jan Leike , Tobias Pohlen , Geoffrey Irving , Shane Legg , Dario Amodei

In this paper we proposed reinforcement learning algorithms with the generalized reward function. In our proposed method we use Q-learning and SARSA algorithms with generalised reward function to train the reinforcement learning agent. We…

Artificial Intelligence · Computer Science 2016-02-17 Harshit Sethy , Amit Patel

Deep reinforcement learning requires a heavy price in terms of sample efficiency and overparameterization in the neural networks used for function approximation. In this work, we use tensor factorization in order to learn more compact…

Machine Learning · Computer Science 2019-11-27 Pierre H. Richemond , Arinbjörn Kolbeinsson , Yike Guo

This work seeks to answer key research questions regarding the viability of reinforcement learning over the S&P 500 index. The on-policy techniques of Value Iteration (VI) and State-action-reward-state-action (SARSA) are implemented along…

Trading and Market Microstructure · Quantitative Finance 2024-02-13 Ishan S. Khare , Tarun K. Martheswaran , Akshana Dassanaike-Perera

This paper introduces an approach to Reinforcement Learning Algorithm by comparing their immediate rewards using a variation of Q-Learning algorithm. Unlike the conventional Q-Learning, the proposed algorithm compares current reward with…

Machine Learning · Computer Science 2010-09-15 Punit Pandey , Deepshikha Pandey , Shishir Kumar

We propose Ephemeral Value Adjusments (EVA): a means of allowing deep reinforcement learning agents to rapidly adapt to experience in their replay buffer. EVA shifts the value predicted by a neural network with an estimate of the value…

Machine Learning · Computer Science 2018-10-19 Steven Hansen , Pablo Sprechmann , Alexander Pritzel , André Barreto , Charles Blundell

Offline reinforcement learning requires reconciling two conflicting aims: learning a policy that improves over the behavior policy that collected the dataset, while at the same time minimizing the deviation from the behavior policy so as to…

Machine Learning · Computer Science 2021-10-13 Ilya Kostrikov , Ashvin Nair , Sergey Levine

In the last decade, deep learning has achieved great success in machine learning tasks where the input data is represented with different levels of abstractions. Driven by the recent research in reinforcement learning using deep neural…

Machine Learning · Computer Science 2022-05-18 Dejan Markovikj

We present state advantage weighting for offline reinforcement learning (RL). In contrast to action advantage $A(s,a)$ that we commonly adopt in QSA learning, we leverage state advantage $A(s,s^\prime)$ and QSS learning for offline RL,…

Machine Learning · Computer Science 2022-11-09 Jiafei Lyu , Aicheng Gong , Le Wan , Zongqing Lu , Xiu Li

The ability to exploit prior experience to solve novel problems rapidly is a hallmark of biological learning systems and of great practical importance for artificial ones. In the meta reinforcement learning literature much recent work has…

Reinforcement Learning (RL) has opened up new opportunities to enhance existing smart systems that generally include a complex decision-making process. However, modern RL algorithms, e.g., Deep Q-Networks (DQN), are based on deep neural…

Machine Learning · Computer Science 2023-06-22 Yang Ni , Danny Abraham , Mariam Issa , Yeseong Kim , Pietro Mercati , Mohsen Imani

Reinforcement learning has shown promise in learning policies that can solve complex problems. However, manually specifying a good reward function can be difficult, especially for intricate tasks. Inverse reinforcement learning offers a…

Machine Learning · Computer Science 2017-11-28 Peter Henderson , Wei-Di Chang , Pierre-Luc Bacon , David Meger , Joelle Pineau , Doina Precup

Modern reinforcement learning algorithms reach super-human performance on many board and video games, but they are sample inefficient, i.e. they typically require significantly more playing experience than humans to reach an equal…

Machine Learning · Computer Science 2018-06-12 Dane Corneil , Wulfram Gerstner , Johanni Brea

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

This paper explores the use of deep reinforcement learning agents to transfer knowledge from one environment to another. More specifically, the method takes advantage of asynchronous advantage actor critic (A3C) architecture to generalize a…

Computer Vision and Pattern Recognition · Computer Science 2018-09-05 Akshita Mittel , Sowmya Munukutla , Himanshi Yadav

Value factorization is a popular and promising approach to scaling up multi-agent reinforcement learning in cooperative settings, which balances the learning scalability and the representational capacity of value functions. However, the…

Machine Learning · Computer Science 2021-11-02 Jianhao Wang , Zhizhou Ren , Beining Han , Jianing Ye , Chongjie Zhang

Reinforcement learning (RL) has drawn increasing interests in recent years due to its tremendous success in various applications. However, standard RL algorithms can only be applied for single reward function, and cannot adapt to an unseen…

Machine Learning · Computer Science 2022-01-04 Ziyang Tang , Yihao Feng , Qiang Liu

When playing video-games we immediately detect which entity we control and we center the attention towards it to focus the learning and reduce its dimensionality. Reinforcement Learning (RL) has been able to deal with big state spaces,…

Machine Learning · Computer Science 2020-01-01 Berkay Demirel , Martí Sánchez-Fibla

Meta-learning empowers artificial intelligence to increase its efficiency by learning how to learn. Unlocking this potential involves overcoming a challenging meta-optimisation problem. We propose an algorithm that tackles this problem by…

Machine Learning · Computer Science 2022-03-17 Sebastian Flennerhag , Yannick Schroecker , Tom Zahavy , Hado van Hasselt , David Silver , Satinder Singh

We introduce a novel Deep Reinforcement Learning (DRL) algorithm called Deep Quality-Value (DQV) Learning. DQV uses temporal-difference learning to train a Value neural network and uses this network for training a second Quality-value…

Machine Learning · Statistics 2018-10-11 Matthia Sabatelli , Gilles Louppe , Pierre Geurts , Marco A. Wiering