Related papers: Off-Policy RL Algorithms Can be Sample-Efficient f…
Effectively leveraging large, previously collected datasets in reinforcement learning (RL) is a key challenge for large-scale real-world applications. Offline RL algorithms promise to learn effective policies from previously-collected,…
Reinforcement learning (RL) has been widely adopted for controlling and optimizing complex engineering systems such as next-generation wireless networks. An important challenge in adopting RL is the need for direct access to the physical…
We present an off-policy actor-critic algorithm for Reinforcement Learning (RL) that combines ideas from gradient-free optimization via stochastic search with learned action-value function. The result is a simple procedure consisting of…
This paper establishes a new and comprehensive theoretical analysis for the application of reinforcement learning (RL) in high-frequency market making. We bridge the modern RL theory and the continuous-time statistical models in…
Offline reinforcement learning seeks to utilize offline (observational) data to guide the learning of (causal) sequential decision making strategies. The hope is that offline reinforcement learning coupled with function approximation…
Offline reinforcement learning (RL) enables learning control policies by utilizing only prior experience, without any online interaction. This can allow robots to acquire generalizable skills from large and diverse datasets, without any…
Designing a competent meta-reinforcement learning (meta-RL) algorithm in terms of data usage remains a central challenge to be tackled for its successful real-world applications. In this paper, we propose a sample-efficient meta-RL…
Offline reinforcement learning (RL) defines a sample-efficient learning paradigm, where a policy is learned from static and previously collected datasets without additional interaction with the environment. The major obstacle to offline RL…
Online reinforcement learning (RL) algorithms are often difficult to deploy in complex human-facing applications as they may learn slowly and have poor early performance. To address this, we introduce a practical algorithm for incorporating…
The potential of offline reinforcement learning (RL) is that high-capacity models trained on large, heterogeneous datasets can lead to agents that generalize broadly, analogously to similar advances in vision and NLP. However, recent works…
Fast adaptation to new tasks is extremely important for embodied agents in the real world. Meta-reinforcement learning (meta-RL) has emerged as an effective method to enable fast adaptation in unknown environments. Compared to on-policy…
Safe reinforcement learning (RL) is crucial for deploying RL agents in real-world applications, as it aims to maximize long-term rewards while satisfying safety constraints. However, safe RL often suffers from sample inefficiency, requiring…
Online reinforcement learning (RL) enhances policies through direct interactions with the environment, but faces challenges related to sample efficiency. In contrast, offline RL leverages extensive pre-collected data to learn policies, but…
Recently, sequence learning methods have been applied to the problem of off-policy Reinforcement Learning, including the seminal work on Decision Transformers, which employs transformers for this task. Since transformers are…
Meta-reinforcement learning (meta-RL) acquires meta-policies that show good performance for tasks in a wide task distribution. However, conventional meta-RL, which learns meta-policies by randomly sampling tasks, has been reported to show…
Multi-objective reinforcement learning (MORL) algorithms tackle sequential decision problems where agents may have different preferences over (possibly conflicting) reward functions. Such algorithms often learn a set of policies (each…
In this work, we take a fresh look at some old and new algorithms for off-policy, return-based reinforcement learning. Expressing these in a common form, we derive a novel algorithm, Retrace($\lambda$), with three desired properties: (1) it…
With the success of offline reinforcement learning (RL), offline trained RL policies have the potential to be further improved when deployed online. A smooth transfer of the policy matters in safe real-world deployment. Besides, fast…
Leveraging offline data is a promising way to improve the sample efficiency of online reinforcement learning (RL). This paper expands the pool of usable data for offline-to-online RL by leveraging abundant non-curated data that is…
We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL…