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We methodologically address the problem of Q-value overestimation in deep reinforcement learning to handle high-dimensional state spaces efficiently. By adapting concepts from information theory, we introduce an intrinsic penalty signal…

Artificial Intelligence · Computer Science 2018-11-21 Felix Leibfried , Jordi Grau-Moya , Haitham Bou-Ammar

Various algorithms in reinforcement learning exhibit dramatic variability in their convergence rates and ultimate accuracy as a function of the problem structure. Such instance-specific behavior is not captured by existing global minimax…

Machine Learning · Statistics 2021-06-29 Koulik Khamaru , Eric Xia , Martin J. Wainwright , Michael I. Jordan

While deep reinforcement learning (RL) agents have showcased strong results across many domains, a major concern is their inherent opaqueness and the safety of such systems in real-world use cases. To overcome these issues, we need agents…

Machine Learning · Computer Science 2022-10-10 Eugene Bykovets , Yannick Metz , Mennatallah El-Assady , Daniel A. Keim , Joachim M. Buhmann

Recent work has shown that offline reinforcement learning (RL) can be formulated as a sequence modeling problem (Chen et al., 2021; Janner et al., 2021) and solved via approaches similar to large-scale language modeling. However, any…

Machine Learning · Computer Science 2022-07-14 Qinqing Zheng , Amy Zhang , Aditya Grover

In many quantum tasks, there is an unknown quantum object that one wishes to learn. An online strategy for this task involves adaptively refining a hypothesis to reproduce such an object or its measurement statistics. A common evaluation…

Quantum Physics · Physics 2025-11-25 Akshay Bansal , Ian George , Soumik Ghosh , Jamie Sikora , Alice Zheng

Sample efficiency remains a major obstacle for real world adoption of reinforcement learning (RL): success has been limited to settings where simulators provide access to essentially unlimited environment interactions, which in reality are…

Machine Learning · Computer Science 2025-06-02 Mattie Fellows , Clarisse Wibault , Uljad Berdica , Johannes Forkel , Michael A. Osborne , Jakob N. Foerster

We propose a reinforcement learning (RL) approach to model optimal exercise strategies for option-type products. We pursue the RL avenue in order to learn the optimal action-value function of the underlying stopping problem. In addition to…

Pricing of Securities · Quantitative Finance 2024-06-27 John Ery , Loris Michel

Reinforcement learning with offline data suffers from Q-value extrapolation errors. To address this issue, we first demonstrate that linear extrapolation of the Q-function beyond the data range is particularly problematic. To mitigate this,…

Machine Learning · Computer Science 2025-08-20 Jeonghye Kim , Yongjae Shin , Whiyoung Jung , Sunghoon Hong , Deunsol Yoon , Youngchul Sung , Kanghoon Lee , Woohyung Lim

Offline reinforcement learning aims to utilize datasets of previously gathered environment-action interaction records to learn a policy without access to the real environment. Recent work has shown that offline reinforcement learning can be…

Machine Learning · Computer Science 2023-08-30 Hanhan Zhou , Tian Lan , Vaneet Aggarwal

Reinforcement learning (RL) post-training is crucial for LLM alignment and reasoning, but existing policy-based methods, such as PPO and DPO, can fall short of fixing shortcuts inherited from pre-training. In this work, we introduce…

Machine Learning · Computer Science 2025-10-21 Jin Peng Zhou , Kaiwen Wang , Jonathan Chang , Zhaolin Gao , Nathan Kallus , Kilian Q. Weinberger , Kianté Brantley , Wen Sun

Reinforcement learning (RL) in the real world necessitates the development of procedures that enable agents to explore without causing harm to themselves or others. The most successful solutions to the problem of safe RL leverage offline…

Machine Learning · Computer Science 2025-01-09 Alexander Quessy , Thomas Richardson , Sebastian East

This paper studies model-based bandit and reinforcement learning (RL) with nonlinear function approximations. We propose to study convergence to approximate local maxima because we show that global convergence is statistically intractable…

Machine Learning · Computer Science 2022-08-04 Kefan Dong , Jiaqi Yang , Tengyu Ma

Distributionally robust reinforcement learning (DRRL) focuses on designing policies that achieve good performance under model uncertainties. The goal is to maximize the worst-case long-term discounted reward, where the data for RL comes…

Machine Learning · Computer Science 2026-03-17 Saptarshi Mandal , Yashaswini Murthy , R. Srikant

Hu and Mehta (2024) posed an open problem: what is the optimal instance-dependent rate for the stochastic decision-theoretic online learning (with $K$ actions and $T$ rounds) under $\varepsilon$-differential privacy? Before, the best known…

Machine Learning · Computer Science 2025-06-19 Ruihan Wu , Yu-Xiang Wang

Deep reinforcement learning (RL) suffers from plasticity loss severely due to the nature of non-stationarity, which impairs the ability to adapt to new data and learn continually. Unfortunately, our understanding of how plasticity loss…

Machine Learning · Computer Science 2026-04-03 Zihao Wu , Hongyao Tang , Yi Ma , Jiashun Liu , Yan Zheng , Jianye Hao

Model-based reinforcement learning (RL), which learns an environment model from the offline dataset and generates more out-of-distribution model data, has become an effective approach to the problem of distribution shift in offline RL. Due…

Network estimation from multi-variate point process or time series data is a problem of fundamental importance. Prior work has focused on parametric approaches that require a known parametric model, which makes estimation procedures less…

Machine Learning · Statistics 2021-06-30 Yue Gao , Garvesh Raskutti

Offline reinforcement learning (RL) provides a promising approach to avoid costly online interaction with the real environment. However, the performance of offline RL highly depends on the quality of the datasets, which may cause…

Robotics · Computer Science 2024-05-08 Yiwen Hou , Haoyuan Sun , Jinming Ma , Feng Wu

Deep reinforcement learning includes a broad family of algorithms that parameterise an internal representation, such as a value function or policy, by a deep neural network. Each algorithm optimises its parameters with respect to an…

Machine Learning · Computer Science 2020-07-17 Zhongwen Xu , Hado van Hasselt , Matteo Hessel , Junhyuk Oh , Satinder Singh , David Silver

Sequential decision-making agents struggle with long horizon tasks, since solving them requires multi-step reasoning. Most reinforcement learning (RL) algorithms address this challenge by improved credit assignment, introducing memory…

Machine Learning · Computer Science 2023-04-04 Bogdan Mazoure , Jake Bruce , Doina Precup , Rob Fergus , Ankit Anand