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Reinforcement learning algorithms typically rely on the assumption that the environment dynamics and value function can be expressed in terms of a Markovian state representation. However, when state information is only partially observable,…

In practical applications, we can rarely assume full observability of a system's environment, despite such knowledge being important for determining a reactive control system's precise interaction with its environment. Therefore, we propose…

Machine Learning · Computer Science 2022-06-24 Edi Muskardin , Martin Tappler , Bernhard K. Aichernig , Ingo Pill

Offline reinforcement learning is important in domains such as medicine, economics, and e-commerce where online experimentation is costly, dangerous or unethical, and where the true model is unknown. However, most methods assume all…

Machine Learning · Statistics 2025-10-30 David Bruns-Smith , Angela Zhou

Inverse reinforcement learning (IRL), which infers reward functions from demonstrations, is a valuable tool for modeling and understanding decision-making behavior. Many variants of IRL have been developed to capture complexities of human…

Machine Learning · Computer Science 2026-05-14 Leo Benac , Abhishek Sharma , Alihan Huyuk , Finale Doshi-Velez

When data are incomplete, a random vector Y for the data process together with a binary random vector R for the process that causes missing data, are modelled jointly. We review conditions under which R can be ignored for drawing likelihood…

Methodology · Statistics 2019-04-01 John C Galati

Taking a rigorous formal approach, we consider sequential decision problems involving observable variables, unobservable variables, and action variables. We can typically assume the property of extended stability, which allows…

Statistics Theory · Mathematics 2020-04-28 A. Philip Dawid , Panayiota Constantinou

Reinforcement learning is an essential paradigm for solving sequential decision problems under uncertainty. Despite many remarkable achievements in recent decades, applying reinforcement learning methods in the real world remains…

Machine Learning · Computer Science 2023-11-22 Zhihong Deng , Jing Jiang , Guodong Long , Chengqi Zhang

In real-world scenarios, the observation data for reinforcement learning with continuous control is commonly noisy and part of it may be dynamically missing over time, which violates the assumption of many current methods developed for…

Machine Learning · Computer Science 2019-02-18 Yuhui Wang , Hao He , Xiaoyang Tan

Nearly all real world tasks are inherently partially observable, necessitating the use of memory in Reinforcement Learning (RL). Most model-free approaches summarize the trajectory into a latent Markov state using memory models borrowed…

Machine Learning · Computer Science 2023-10-09 Steven Morad , Ryan Kortvelesy , Stephan Liwicki , Amanda Prorok

Inverse reinforcement learning attempts to reconstruct the reward function in a Markov decision problem, using observations of agent actions. As already observed in Russell [1998] the problem is ill-posed, and the reward function is not…

Machine Learning · Computer Science 2021-11-09 Haoyang Cao , Samuel N. Cohen , Lukasz Szpruch

A fundamental challenge in developing general learning algorithms is their tendency to forget past knowledge when adapting to new data. Addressing this problem requires a principled understanding of forgetting; yet, despite decades of…

Machine Learning · Computer Science 2026-02-03 Ben Sanati , Thomas L. Lee , Trevor McInroe , Aidan Scannell , Nikolay Malkin , David Abel , Amos Storkey

In problems with large amounts of missing data one must model two distinct data generating processes: the outcome process which generates the response and the missing data mechanism which determines the data we observe. Under the…

Methodology · Statistics 2021-11-10 Antonio R. Linero

Reinforcement learning algorithms are commonly analyzed (and designed) under the Markov assumption. This is unrealistic, as most environments encountered in practice are either partially observable, or require function approximation that…

Machine Learning · Computer Science 2026-05-28 Onno Eberhard , Claire Vernade , Michael Muehlebach

Humans achieve efficient learning by relying on prior knowledge about the structure of naturally occurring tasks. There is considerable interest in designing reinforcement learning (RL) algorithms with similar properties. This includes…

Machine Learning · Computer Science 2019-10-23 Jan Humplik , Alexandre Galashov , Leonard Hasenclever , Pedro A. Ortega , Yee Whye Teh , Nicolas Heess

In spite of the large literature on reinforcement learning (RL) algorithms for partially observable Markov decision processes (POMDPs), a complete theoretical understanding is still lacking. In a partially observable setting, the history of…

Machine Learning · Computer Science 2023-06-12 Erfan Seyedsalehi , Nima Akbarzadeh , Amit Sinha , Aditya Mahajan

Order-Agnostic autoregressive models have demonstrated strong performance in deep generative modeling, yet their use in settings with incomplete data remains largely unexplored. In this work, we reinterpret them through the lens of missing…

Machine Learning · Computer Science 2026-05-29 Ignacio Peis , Pablo M. Olmos , Jes Frellsen

Recursion is the fundamental paradigm to finitely describe potentially infinite objects. As state-of-the-art reinforcement learning (RL) algorithms cannot directly reason about recursion, they must rely on the practitioner's ingenuity in…

Machine Learning · Computer Science 2022-06-24 Ernst Moritz Hahn , Mateo Perez , Sven Schewe , Fabio Somenzi , Ashutosh Trivedi , Dominik Wojtczak

In reinforcement learning, we can learn a model of future observations and rewards, and use it to plan the agent's next actions. However, jointly modeling future observations can be computationally expensive or even intractable if the…

In most real-world reinforcement learning applications, state information is only partially observable, which breaks the Markov decision process assumption and leads to inferior performance for algorithms that conflate observations with…

Machine Learning · Computer Science 2024-06-12 Hongming Zhang , Tongzheng Ren , Chenjun Xiao , Dale Schuurmans , Bo Dai

As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…

Machine Learning · Statistics 2025-07-22 Yuejie Chi , Yuxin Chen , Yuting Wei
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