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Related papers: Off-Policy RL Algorithms Can be Sample-Efficient f…

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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,…

Machine Learning · Computer Science 2020-08-20 Aviral Kumar , Aurick Zhou , George Tucker , Sergey Levine

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…

Machine Learning · Computer Science 2024-11-19 Eslam Eldeeb , Houssem Sifaou , Osvaldo Simeone , Mohammad Shehab , Hirley Alves

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…

Trading and Market Microstructure · Quantitative Finance 2024-08-13 Yuheng Zheng , Zihan Ding

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…

Machine Learning · Computer Science 2020-10-23 Ruosong Wang , Dean P. Foster , Sham M. Kakade

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…

Machine Learning · Computer Science 2021-09-24 Aviral Kumar , Anikait Singh , Stephen Tian , Chelsea Finn , Sergey Levine

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…

Machine Learning · Computer Science 2023-12-12 Jaeuk Shin , Giho Kim , Howon Lee , Joonho Han , Insoon Yang

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…

Machine Learning · Computer Science 2022-11-16 Yunfan Zhou , Xijun Li , Qingyu Qu

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…

Artificial Intelligence · Computer Science 2022-01-03 Tong Mu , Georgios Theocharous , David Arbour , Emma Brunskill

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…

Machine Learning · Computer Science 2023-04-19 Aviral Kumar , Rishabh Agarwal , Xinyang Geng , George Tucker , Sergey Levine

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…

Machine Learning · Computer Science 2024-06-19 Menglong Zhang , Fuyuan Qian , Quanying Liu

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…

Machine Learning · Computer Science 2024-06-03 Shangding Gu , Laixi Shi , Yuhao Ding , Alois Knoll , Costas Spanos , Adam Wierman , Ming Jin

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…

Machine Learning · Computer Science 2026-03-10 Xuefeng Liu , Hung T. C. Le , Siyu Chen , Rick Stevens , Zhuoran Yang , Matthew R. Walter , Yuxin Chen

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…

Machine Learning · Computer Science 2023-06-09 Shmuel Bar-David , Itamar Zimerman , Eliya Nachmani , Lior Wolf

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…

Machine Learning · Computer Science 2022-04-01 Morio Matsumoto , Hiroya Matsuba , Toshihiro Kujirai

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…

Machine Learning · Computer Science 2023-08-16 Lucas N. Alegre , Ana L. C. Bazzan , Diederik M. Roijers , Ann Nowé , Bruno C. da Silva

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…

Machine Learning · Computer Science 2016-11-09 Rémi Munos , Tom Stepleton , Anna Harutyunyan , Marc G. Bellemare

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…

Machine Learning · Computer Science 2022-01-26 Yihuan Mao , Chao Wang , Bin Wang , Chongjie Zhang

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…

Machine Learning · Computer Science 2025-05-20 Yi Zhao , Aidan Scannell , Wenshuai Zhao , Yuxin Hou , Tianyu Cui , Le Chen , Dieter Büchler , Arno Solin , Juho Kannala , Joni Pajarinen

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…

Machine Learning · Computer Science 2016-05-27 Nan Jiang , Lihong Li
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