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Option-critic learning is a general-purpose reinforcement learning (RL) framework that aims to address the issue of long term credit assignment by leveraging temporal abstractions. However, when dealing with extended timescales, discounting…

Machine Learning · Computer Science 2019-11-21 Akshay Dharmavaram , Matthew Riemer , Shalabh Bhatnagar

How to learn an effective reinforcement learning-based model for control tasks from high-level visual observations is a practical and challenging problem. A key to solving this problem is to learn low-dimensional state representations from…

Machine Learning · Computer Science 2022-12-27 Jianda Chen , Sinno Jialin Pan

We propose a new learning method for heterogeneous domain adaptation (HDA), in which the data from the source domain and the target domain are represented by heterogeneous features with different dimensions. Using two different projection…

Machine Learning · Computer Science 2012-06-22 Lixin Duan , Dong Xu , Ivor Tsang

We study reinforcement learning with linear function approximation and finite-memory approximations for partially observed Markov decision processes (POMDPs). We first present an algorithm for the value evaluation of finite-memory feedback…

Optimization and Control · Mathematics 2025-05-22 Ali Devran Kara

Due to the realization that deep reinforcement learning algorithms trained on high-dimensional tasks can strongly overfit to their training environments, there have been several studies that investigated the generalization performance of…

Machine Learning · Computer Science 2020-07-06 Safa Alver , Doina Precup

Real-world tasks are often highly structured. Hierarchical reinforcement learning (HRL) has attracted research interest as an approach for leveraging the hierarchical structure of a given task in reinforcement learning (RL). However,…

Machine Learning · Computer Science 2019-03-08 Takayuki Osa , Voot Tangkaratt , Masashi Sugiyama

Reinforcement learning is one of the most challenging learning paradigms where efficacy and efficiency gains are extremely valuable. Hierarchical reinforcement learning is a variant that leverages temporal abstraction to structure…

Machine Learning · Computer Science 2026-05-06 Yu-Ting Lee , Samuel Yen-Chi Chen , Fu-Chieh Chang

This paper presents the MAXQ approach to hierarchical reinforcement learning based on decomposing the target Markov decision process (MDP) into a hierarchy of smaller MDPs and decomposing the value function of the target MDP into an…

Machine Learning · Computer Science 2007-05-23 Thomas G. Dietterich

Estimating epistemic uncertainty in value functions is a crucial challenge for many aspects of reinforcement learning (RL), including efficient exploration, safe decision-making, and offline RL. While deep ensembles provide a robust method…

A challenging problem in many modern machine learning tasks is to process weight-space features, i.e., to transform or extract information from the weights and gradients of a neural network. Recent works have developed promising…

Machine Learning · Computer Science 2024-02-09 Allan Zhou , Chelsea Finn , James Harrison

Value function approximation is important in modern reinforcement learning (RL) problems especially when the state space is (infinitely) large. Despite the importance and wide applicability of value function approximation, its theoretical…

Machine Learning · Computer Science 2023-02-24 Hanlin Zhu , Ruosong Wang , Jason D. Lee

Value-function approximation methods that operate in batch mode have foundational importance to reinforcement learning (RL). Finite sample guarantees for these methods often crucially rely on two types of assumptions: (1) mild distribution…

Machine Learning · Computer Science 2019-05-02 Jinglin Chen , Nan Jiang

Reinforcement learning has shown promise in learning policies that can solve complex problems. However, manually specifying a good reward function can be difficult, especially for intricate tasks. Inverse reinforcement learning offers a…

Machine Learning · Computer Science 2017-11-28 Peter Henderson , Wei-Di Chang , Pierre-Luc Bacon , David Meger , Joelle Pineau , Doina Precup

Offline reinforcement learning, which aims at optimizing sequential decision-making strategies with historical data, has been extensively applied in real-life applications. State-Of-The-Art algorithms usually leverage powerful function…

Machine Learning · Computer Science 2022-11-28 Ming Yin , Mengdi Wang , Yu-Xiang Wang

We propose a time value related decision function to treat a classical option pricing problem raised by Hutchinson-Lo-Poggio. In numerical experiments, the new decision function significantly improves the original model of…

Computational Finance · Quantitative Finance 2021-04-21 Yang Qu , Ming-Xi Wang

Transfer in Reinforcement Learning (RL) refers to the idea of applying knowledge gained from previous tasks to solving related tasks. Learning a universal value function (Schaul et al., 2015), which generalizes over goals and states, has…

Machine Learning · Computer Science 2020-01-14 Chen Ma , Dylan R. Ashley , Junfeng Wen , Yoshua Bengio

In this work we present a novel approach to hierarchical reinforcement learning for linearly-solvable Markov decision processes. Our approach assumes that the state space is partitioned, and the subtasks consist in moving between the…

Machine Learning · Computer Science 2024-06-04 Guillermo Infante , Anders Jonsson , Vicenç Gómez

We study the problem of representation learning in goal-conditioned hierarchical reinforcement learning. In such hierarchical structures, a higher-level controller solves tasks by iteratively communicating goals which a lower-level policy…

Artificial Intelligence · Computer Science 2019-01-10 Ofir Nachum , Shixiang Gu , Honglak Lee , Sergey Levine

We introduce a novel approach to hierarchical reinforcement learning for Linearly-solvable Markov Decision Processes (LMDPs) in the infinite-horizon average-reward setting. Unlike previous work, our approach allows learning low-level and…

Machine Learning · Computer Science 2024-07-10 Guillermo Infante , Anders Jonsson , Vicenç Gómez

Estimating value functions is a core component of reinforcement learning algorithms. Temporal difference (TD) learning algorithms use bootstrapping, i.e. they update the value function toward a learning target using value estimates at…

Machine Learning · Computer Science 2022-01-07 Anthony GX-Chen , Veronica Chelu , Blake A. Richards , Joelle Pineau