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Inverse Reinforcement Learning addresses the problem of inferring an expert's reward function from demonstrations. However, in many applications, we not only have access to the expert's near-optimal behavior, but we also observe part of her…

Machine Learning · Computer Science 2021-09-03 Giorgia Ramponi , Gianluca Drappo , Marcello Restelli

Portfolio Selection is an important real-world financial task and has attracted extensive attention in artificial intelligence communities. This task, however, has two main difficulties: (i) the non-stationary price series and complex asset…

Machine Learning · Computer Science 2020-03-09 Yifan Zhang , Peilin Zhao , Qingyao Wu , Bin Li , Junzhou Huang , Mingkui Tan

We consider the problem of performing inverse reinforcement learning when the trajectory of the expert is not perfectly observed by the learner. Instead, a noisy continuous-time observation of the trajectory is provided to the learner. This…

Robotics · Computer Science 2017-10-30 Shervin Shahryari , Prashant Doshi

Data acquisition efficiency is a central challenge in deploying reinforcement learning in business and healthcare operations, where interactions are costly, slow, and often involve humans in the loop. This paper develops a unified large…

Machine Learning · Computer Science 2026-05-28 Mingjie Hu , Jian-Qiang Hu , Enlu Zhou

Imitation learning, followed by reinforcement learning algorithms, is a promising paradigm to solve complex control tasks sample-efficiently. However, learning from demonstrations often suffers from the covariate shift problem, which…

Machine Learning · Computer Science 2019-10-14 Yuping Luo , Huazhe Xu , Tengyu Ma

We consider a problem of learning the reward and policy from expert examples under unknown dynamics. Our proposed method builds on the framework of generative adversarial networks and introduces the empowerment-regularized maximum-entropy…

Machine Learning · Computer Science 2019-02-26 Ahmed H. Qureshi , Byron Boots , Michael C. Yip

A promising way to mitigate the expensive process of obtaining a high-dimensional signal is to acquire a limited number of low-dimensional measurements and solve an under-determined inverse problem by utilizing the structural prior about…

Machine Learning · Computer Science 2024-07-11 Gianluigi Silvestri , Fabio Valerio Massoli , Tribhuvanesh Orekondy , Afshin Abdi , Arash Behboodi

With the decreasing cost of data collection, the space of variables or features that can be used to characterize a particular predictor of interest continues to grow exponentially. Therefore, identifying the most characterizing features…

Machine Learning · Computer Science 2021-01-26 Sali Rasoul , Sodiq Adewole , Alphonse Akakpo

This paper introduces a novel model-free and a partially model-free algorithm for inverse optimal control (IOC), also known as inverse reinforcement learning (IRL), aimed at estimating the cost function of continuous-time nonlinear…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Hamed Jabbari Asl , Eiji Uchibe

We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…

Optimization and Control · Mathematics 2025-01-27 Chen Xu , Yun-Bin Zhao , Zhipeng Lu , Ye Zhang

In minimum-cost inverse optimization problems, we are given a feasible solution to an underlying optimization problem together with a linear cost function, and the goal is to modify the costs by a small deviation vector so that the input…

Optimization and Control · Mathematics 2023-03-01 Kristóf Bérczi , Lydia Mirabel Mendoza-Cadena , Kitti Varga

Task incremental learning aims to enable a system to maintain its performance on previously learned tasks while learning new tasks, solving the problem of catastrophic forgetting. One promising approach is to build an individual network or…

Computer Vision and Pattern Recognition · Computer Science 2022-11-28 Jian Jiang , Oya Celiktutan

Value-based methods for reinforcement learning lack generally applicable ways to derive behavior from a value function. Many approaches involve approximate value iteration (e.g., $Q$-learning), and acting greedily with respect to the…

Machine Learning · Computer Science 2020-08-27 Alan Chan , Kris de Asis , Richard S. Sutton

Iterative algorithms are ubiquitous in the field of data mining. Widely known examples of such algorithms are the least mean square algorithm, backpropagation algorithm of neural networks. Our contribution in this paper is an improvement…

Machine Learning · Computer Science 2013-10-09 Rangeet Mitra , Amit Kumar Mishra

We introduce the use of reinforcement learning for indirect mechanisms, working with the existing class of sequential price mechanisms, which generalizes both serial dictatorship and posted price mechanisms and essentially characterizes all…

Computer Science and Game Theory · Computer Science 2021-05-07 Gianluca Brero , Alon Eden , Matthias Gerstgrasser , David C. Parkes , Duncan Rheingans-Yoo

Reinforcement Learning has been able to solve many complicated robotics tasks without any need for feature engineering in an end-to-end fashion. However, learning the optimal policy directly from the sensory inputs, i.e the observations,…

This paper investigates whether a single, unified cost function can explain and predict human reaching movements, in contrast with existing approaches that rely on subject- or posture-specific optimization criteria. Using the Minimal…

Robotics · Computer Science 2026-03-10 Sarmad Mehrdad , Maxime Sabbah , Vincent Bonnet , Ludovic Righetti

Cost functions have the potential to provide compact and understandable generalizations of motion. The goal of Inverse Optimal Control (IOC) is to analyze an observed behavior which is assumed to be optimal with respect to an unknown cost…

Robotics · Computer Science 2021-04-27 John R. Rebula , Stefan Schaal , James Finley , Ludovic Righetti

We study the design of sample-efficient algorithms for reinforcement learning in the presence of rich, high-dimensional observations, formalized via the Block MDP problem. Existing algorithms suffer from either 1) computational…

Machine Learning · Computer Science 2023-04-13 Zakaria Mhammedi , Dylan J. Foster , Alexander Rakhlin

Inverse reinforcement learning is a paradigm motivated by the goal of learning general reward functions from demonstrated behaviours. Yet the notion of generality for learnt costs is often evaluated in terms of robustness to various spatial…

Robotics · Computer Science 2021-09-15 Todor Davchev , Sarah Bechtle , Subramanian Ramamoorthy , Franziska Meier
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