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Related papers: On the Model-Misspecification in Reinforcement Lea…

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Hybrid Reinforcement Learning (RL), where an agent learns from both an offline dataset and online explorations in an unknown environment, has garnered significant recent interest. A crucial question posed by Xie et al. (2022) is whether…

Machine Learning · Statistics 2024-08-09 Kevin Tan , Wei Fan , Yuting Wei

We study online reinforcement learning for finite-horizon deterministic control systems with {\it arbitrary} state and action spaces. Suppose that the transition dynamics and reward function is unknown, but the state and action space is…

Machine Learning · Computer Science 2019-05-07 Lin F. Yang , Chengzhuo Ni , Mengdi Wang

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

Function approximation is a powerful approach for structuring large decision problems that has facilitated great achievements in the areas of reinforcement learning and game playing. Regression counterfactual regret minimization (RCFR) is a…

Artificial Intelligence · Computer Science 2020-05-04 Ryan D'Orazio , Dustin Morrill , James R. Wright , Michael Bowling

Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the…

Machine Learning · Computer Science 2023-01-30 Xiaoteng Ma , Zhipeng Liang , Jose Blanchet , Mingwen Liu , Li Xia , Jiheng Zhang , Qianchuan Zhao , Zhengyuan Zhou

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

Several AutoML approaches have been proposed to automate the machine learning (ML) process, such as searching for the ML model architectures and hyper-parameters. However, these AutoML pipelines only focus on improving the learning accuracy…

Machine Learning · Computer Science 2021-01-18 Xiaoyang Wang , Bo Li , Yibo Zhang , Bhavya Kailkhura , Klara Nahrstedt

In this paper, we study the problem of regret minimization for episodic Reinforcement Learning (RL) both in the model-free and the model-based setting. We focus on learning with general function classes and general model classes, and we…

Machine Learning · Computer Science 2022-03-04 Grigoris Velegkas , Zhuoran Yang , Amin Karbasi

When using reinforcement learning (RL) algorithms it is common, given a large state space, to introduce some form of approximation architecture for the value function (VF). The exact form of this architecture can have a significant effect…

Machine Learning · Computer Science 2019-02-19 Edward Barker , Charl Ras

Multi-fidelity Reinforcement Learning (RL) frameworks efficiently utilize computational resources by integrating analysis models of varying accuracy and costs. The prevailing methodologies, characterized by transfer learning, human-inspired…

Machine Learning · Computer Science 2025-03-25 Akash Agrawal , Christopher McComb

Deep Reinforcement Learning (RL) has been explored and verified to be effective in solving decision-making tasks in various domains, such as robotics, transportation, recommender systems, etc. It learns from the interaction with…

Machine Learning · Computer Science 2025-03-11 Longchao Da , Justin Turnau , Thirulogasankar Pranav Kutralingam , Alvaro Velasquez , Paulo Shakarian , Hua Wei

Computationally efficient contextual bandits are often based on estimating a predictive model of rewards given contexts and arms using past data. However, when the reward model is not well-specified, the bandit algorithm may incur…

Machine Learning · Computer Science 2021-06-14 Sanath Kumar Krishnamurthy , Vitor Hadad , Susan Athey

Designing rewards for Reinforcement Learning (RL) is challenging because it needs to convey the desired task, be efficient to optimize, and be easy to compute. The latter is particularly problematic when applying RL to robotics, where…

Machine Learning · Computer Science 2020-05-28 Yiming Ding , Carlos Florensa , Mariano Phielipp , Pieter Abbeel

Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…

Machine Learning · Computer Science 2021-10-28 Mete Kemertas , Tristan Aumentado-Armstrong

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

We consider model selection for classic Reinforcement Learning (RL) environments -- Multi Armed Bandits (MABs) and Markov Decision Processes (MDPs) -- under general function approximations. In the model selection framework, we do not know…

Machine Learning · Statistics 2022-07-08 Avishek Ghosh , Sayak Ray Chowdhury

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Reinforcement Learning (RL) has emerged as a transformative approach for aligning and enhancing Large Language Models (LLMs), addressing critical challenges in instruction following, ethical alignment, and reasoning capabilities. This…

Artificial Intelligence · Computer Science 2025-07-08 Saksham Sahai Srivastava , Vaneet Aggarwal

We introduce a method to address goal misgeneralization in reinforcement learning (RL), leveraging Large Language Model (LLM) feedback during training. Goal misgeneralization, a type of robustness failure in RL occurs when an agent retains…

Machine Learning · Computer Science 2024-01-17 Houda Nait El Barj , Theophile Sautory

Reinforcement learning (RL) agents need to be robust to variations in safety-critical environments. While system identification methods provide a way to infer the variation from online experience, they can fail in settings where fast…

Machine Learning · Computer Science 2022-03-07 Annie Xie , Shagun Sodhani , Chelsea Finn , Joelle Pineau , Amy Zhang
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