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Despite the empirical success of the deep Q network (DQN) reinforcement learning algorithm and its variants, DQN is still not well understood and it does not guarantee convergence. In this work, we show that DQN can indeed diverge and cease…

Machine Learning · Computer Science 2022-05-04 Zhikang T. Wang , Masahito Ueda

Q-learning, which seeks to learn the optimal Q-function of a Markov decision process (MDP) in a model-free fashion, lies at the heart of reinforcement learning. When it comes to the synchronous setting (such that independent samples for all…

Machine Learning · Statistics 2025-03-18 Gen Li , Changxiao Cai , Yuxin Chen , Yuting Wei , Yuejie Chi

Learning meaningful representations that maintain the content necessary for a particular task while filtering away detrimental variations is a problem of great interest in machine learning. In this paper, we tackle the problem of learning…

Machine Learning · Computer Science 2018-01-30 Qizhe Xie , Zihang Dai , Yulun Du , Eduard Hovy , Graham Neubig

The ensemble method is a promising way to mitigate the overestimation issue in Q-learning, where multiple function approximators are used to estimate the action values. It is known that the estimation bias hinges heavily on the ensemble…

Machine Learning · Computer Science 2023-06-22 Hang Wang , Sen Lin , Junshan Zhang

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

Adversarial imitation learning (AIL) achieves high-quality imitation by mitigating compounding errors in behavioral cloning (BC), but often exhibits training instability due to adversarial optimization. To avoid this issue, a class of…

Machine Learning · Computer Science 2026-03-25 Tian Xu , Chenyang Wang , Xiaochen Zhai , Ziniu Li , Yi-Chen Li , Yang Yu

Popular Maximum Entropy Inverse Reinforcement Learning approaches require the computation of expected state visitation frequencies for the optimal policy under an estimate of the reward function. This usually requires intermediate value…

Machine Learning · Computer Science 2020-08-05 Gabriel Kalweit , Maria Huegle , Moritz Werling , Joschka Boedecker

Adversarial learning is one of the most successful approaches to modelling high-dimensional probability distributions from data. The quantum computing community has recently begun to generalize this idea and to look for potential…

Quantum Physics · Physics 2019-04-17 Marcello Benedetti , Edward Grant , Leonard Wossnig , Simone Severini

We consider two-player zero-sum stochastic games and propose a two-timescale $Q$-learning algorithm with function approximation that is payoff-based, convergent, rational, and symmetric between the two players. In two-timescale…

Machine Learning · Computer Science 2023-12-11 Zaiwei Chen , Kaiqing Zhang , Eric Mazumdar , Asuman Ozdaglar , Adam Wierman

This paper studies accelerations in Q-learning algorithms. We propose an accelerated target update scheme by incorporating the historical iterates of Q functions. The idea is conceptually inspired by the momentum-based accelerated methods…

Machine Learning · Computer Science 2019-05-14 Bowen Weng , Huaqing Xiong , Wei Zhang

Adversarial Training (AT) is one of the most effective methods to enhance the robustness of Deep Neural Networks (DNNs). However, existing AT methods suffer from an inherent accuracy-robustness trade-off. Previous works have studied this…

Machine Learning · Computer Science 2025-05-28 Yanyun Wang , Li Liu , Zi Liang , Yi R. , Fung , Qingqing Ye , Haibo Hu

We propose Deep Q-Networks (DQN) with model-based exploration, an algorithm combining both model-free and model-based approaches that explores better and learns environments with sparse rewards more efficiently. DQN is a general-purpose,…

Machine Learning · Computer Science 2019-03-25 Stephen Zhen Gou , Yuyang Liu

We introduce a new approach for computing optimal equilibria via learning in games. It applies to extensive-form settings with any number of players, including mechanism design, information design, and solution concepts such as correlated,…

In this paper, we address a pursuit-evasion game involving multiple players by utilizing tools and techniques from reinforcement learning and matrix game theory. In particular, we consider the problem of steering an evader to a goal…

Systems and Control · Electrical Eng. & Systems 2020-03-10 Jhanani Selvakumar , Efstathios Bakolas

Many real-world applications involve some agents that fall into two teams, with payoffs that are equal within the same team but of opposite sign across the opponent team. The so-called two-team zero-sum Markov games (2t0sMGs) can be…

Artificial Intelligence · Computer Science 2024-02-02 Guangzheng Hu , Yuanheng Zhu , Haoran Li , Dongbin Zhao

In classical Q-learning, the objective is to maximize the sum of discounted rewards through iteratively using the Bellman equation as an update, in an attempt to estimate the action value function of the optimal policy. Conventionally, the…

Machine Learning · Computer Science 2019-06-25 Hadi S. Jomaa , Josif Grabocka , Lars Schmidt-Thieme

Real-time bidding, as one of the most popular mechanisms for selling online ad slots, facilitates advertisers to reach their potential customers. The goal of bidding optimization is to maximize the advertisers' return on investment (ROI)…

Computer Science and Game Theory · Computer Science 2019-03-01 Manxing Du , Alexander I. Cowen-Rivers , Ying Wen , Phu Sakulwongtana , Jun Wang , Mats Brorsson , Radu State

Adversarial learning can learn fairer and less biased models of language than standard methods. However, current adversarial techniques only partially mitigate model bias, added to which their training procedures are often unstable. In this…

Machine Learning · Computer Science 2021-01-26 Xudong Han , Timothy Baldwin , Trevor Cohn

Existing convergence analyses of Q-learning mostly focus on the vanilla stochastic gradient descent (SGD) type of updates. Despite the Adaptive Moment Estimation (Adam) has been commonly used for practical Q-learning algorithms, there has…

Optimization and Control · Mathematics 2020-07-16 Bowen Weng , Huaqing Xiong , Yingbin Liang , Wei Zhang

Deep neural networks and other modern machine learning models are often susceptible to adversarial attacks. Indeed, an adversary may often be able to change a model's prediction through a small, directed perturbation of the model's input -…

Machine Learning · Computer Science 2025-04-02 Zihan Ding , Kexin Jin , Jonas Latz , Chenguang Liu