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Reinforcement Learning (RL) has achieved state-of-the-art results in domains such as robotics and games. We build on this previous work by applying RL algorithms to a selection of canonical online stochastic optimization problems with a…

We study reinforcement learning (RL) problems in which agents observe the reward or transition realizations at their current state before deciding which action to take. Such observations are available in many applications, including…

Machine Learning · Computer Science 2024-10-22 Nadav Merlis

Prior work has proposed a simple strategy for reinforcement learning (RL): label experience with the outcomes achieved in that experience, and then imitate the relabeled experience. These outcome-conditioned imitation learning methods are…

Machine Learning · Computer Science 2023-02-21 Benjamin Eysenbach , Soumith Udatha , Sergey Levine , Ruslan Salakhutdinov

Rewards and punishments in different forms are pervasive and present in a wide variety of decision-making scenarios. By observing the outcome of a sufficient number of repeated trials, one would gradually learn the value and usefulness of a…

Machine Learning · Computer Science 2019-06-25 Nikki Lijing Kuang , Clement H. C. Leung

Reinforcement learning offers the promise of automating the acquisition of complex behavioral skills. However, compared to commonly used and well-understood supervised learning methods, reinforcement learning algorithms can be brittle,…

Machine Learning · Computer Science 2020-01-01 Aviral Kumar , Xue Bin Peng , Sergey Levine

The objective comparison of Reinforcement Learning (RL) algorithms is notoriously complex as outcomes and benchmarking of performances of different RL approaches are critically sensitive to environmental design, reward structures, and…

Machine Learning · Computer Science 2026-03-19 Sinan Ibrahim , Grégoire Ouerdane , Hadi Salloum , Henni Ouerdane , Stefan Streif , Pavel Osinenko

Reinforcement learning~(RL) is a versatile framework for learning to solve complex real-world tasks. However, influences on the learning performance of RL algorithms are often poorly understood in practice. We discuss different analysis…

Machine Learning · Computer Science 2023-09-14 Jan Schneider , Pierre Schumacher , Daniel Häufle , Bernhard Schölkopf , Dieter Büchler

How does the amount of compute available to a reinforcement learning (RL) policy affect its learning? Can policies using a fixed amount of parameters, still benefit from additional compute? The standard RL framework does not provide a…

Machine Learning · Computer Science 2026-02-18 Raj Ghugare , Michał Bortkiewicz , Alicja Ziarko , Benjamin Eysenbach

In recent years, on-policy reinforcement learning (RL) has been successfully applied to many different continuous control tasks. While RL algorithms are often conceptually simple, their state-of-the-art implementations take numerous low-…

Reinforcement learning (RL) has demonstrated its ability to solve high dimensional tasks by leveraging non-linear function approximators. However, these successes are mostly achieved by 'black-box' policies in simulated domains. When…

Machine Learning · Computer Science 2021-11-19 Riad Akrour , Davide Tateo , Jan Peters

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

Batch Reinforcement Learning (RL) algorithms attempt to choose a policy from a designer-provided class of policies given a fixed set of training data. Choosing the policy which maximizes an estimate of return often leads to over-fitting…

Machine Learning · Statistics 2014-05-13 Joshua Joseph , Javier Velez , Nicholas Roy

Reinforcement Learning (RL) has shown remarkable success in solving relatively complex tasks, yet the deployment of RL systems in real-world scenarios poses significant challenges related to safety and robustness. This paper aims to…

Machine Learning · Computer Science 2024-04-02 Taku Yamagata , Raul Santos-Rodriguez

When Reinforcement Learning (RL) agents are deployed in practice, they might impact their environment and change its dynamics. We propose a new framework to model this phenomenon, where the current environment depends on the deployed policy…

Machine Learning · Computer Science 2024-06-03 Ben Rank , Stelios Triantafyllou , Debmalya Mandal , Goran Radanovic

A reinforcement learning (RL) policy trained in a nominal environment could fail in a new/perturbed environment due to the existence of dynamic variations. Existing robust methods try to obtain a fixed policy for all envisioned dynamic…

Machine Learning · Computer Science 2022-03-10 Yikun Cheng , Pan Zhao , Manan Gandhi , Bo Li , Evangelos Theodorou , Naira Hovakimyan

Since their introduction a year ago, distributional approaches to reinforcement learning (distributional RL) have produced strong results relative to the standard approach which models expected values (expected RL). However, aside from…

Machine Learning · Computer Science 2019-02-22 Clare Lyle , Pablo Samuel Castro , Marc G. Bellemare

Most conventional Reinforcement Learning (RL) algorithms aim to optimize decision-making rules in terms of the expected returns. However, especially for risk management purposes, other risk-sensitive criteria such as the value-at-risk or…

Machine Learning · Computer Science 2012-03-19 Tetsuro Morimura , Masashi Sugiyama , Hisashi Kashima , Hirotaka Hachiya , Toshiyuki Tanaka

Executing workflows on volunteer computing resources where individual tasks may be forced to relinquish their resource for the resource's primary use leads to unpredictability and often significantly increases execution time. Task…

Performance · Computer Science 2022-09-28 Andrew Stephen McGough , Matthew Forshaw

In complex tasks where the reward function is not straightforward and consists of a set of objectives, multiple reinforcement learning (RL) policies that perform task adequately, but employ different strategies can be trained by adjusting…

Artificial Intelligence · Computer Science 2021-12-20 Jasmina Gajcin , Rahul Nair , Tejaswini Pedapati , Radu Marinescu , Elizabeth Daly , Ivana Dusparic

Reinforcement learning (RL) based investment strategies have been widely adopted in portfolio management (PM) in recent years. Nevertheless, most RL-based approaches may often emphasize on pursuing returns while ignoring the risks of the…

Portfolio Management · Quantitative Finance 2023-06-13 Zhenglong Li , Hejun Huang , Vincent Tam