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We develop theory and algorithms for average-reward on-policy Reinforcement Learning (RL). We first consider bounding the difference of the long-term average reward for two policies. We show that previous work based on the discounted return…

Machine Learning · Computer Science 2021-06-15 Yiming Zhang , Keith W. Ross

Deep reinforcement learning (DRL) requires the collection of interventional data, which is sometimes expensive and even unethical in the real world, such as in the autonomous driving and the medical field. Offline reinforcement learning…

Machine Learning · Computer Science 2023-06-12 Wenxuan Zhu , Chao Yu , Qiang Zhang

Off-policy reinforcement learning (RL) using a fixed offline dataset of logged interactions is an important consideration in real world applications. This paper studies offline RL using the DQN replay dataset comprising the entire replay…

Machine Learning · Computer Science 2020-11-25 Rishabh Agarwal , Dale Schuurmans , Mohammad Norouzi

During recent years, deep reinforcement learning (DRL) has made successful incursions into complex decision-making applications such as robotics, autonomous driving or video games. Off-policy algorithms tend to be more sample-efficient than…

Machine Learning · Computer Science 2021-12-06 Jesus Bujalance Martin , Raphael Chekroun , Fabien Moutarde

The success of deep reinforcement learning (DRL) hinges on the availability of training data, which is typically obtained via a large number of environment interactions. In many real-world scenarios, costs and risks are associated with…

Machine Learning · Computer Science 2022-05-20 Amir Abolfazli , Gregory Palmer , Daniel Kudenko

Training agents via off-policy deep reinforcement learning (RL) requires a large memory, named replay memory, that stores past experiences used for learning. These experiences are sampled, uniformly or non-uniformly, to create the batches…

Machine Learning · Computer Science 2022-12-27 Bumgeun Park , Taeyoung Kim , Woohyeon Moon , Luiz Felipe Vecchietti , Dongsoo Har

Resource allocation plays a critical role in minimizing cycle time and improving the efficiency of business processes. Recently, Deep Reinforcement Learning (DRL) has emerged as a powerful technique to optimize resource allocation policies…

Machine Learning · Computer Science 2025-09-03 Jeroen Middelhuis , Zaharah Bukhsh , Ivo Adan , Remco Dijkman

Deep Reinforcement Learning (RL) methods rely on experience replay to approximate the minibatched supervised learning setting; however, unlike supervised learning where access to lots of training data is crucial to generalization,…

Machine Learning · Computer Science 2021-02-24 Brett Daley , Cameron Hickert , Christopher Amato

Recent advances in Reinforcement Learning (RL) largely benefit from the inclusion of Deep Neural Networks, boosting the number of novel approaches proposed in the field of Deep Reinforcement Learning (DRL). These techniques demonstrate the…

Machine Learning · Computer Science 2025-07-30 Giovanni Dispoto , Paolo Bonetti , Marcello Restelli

In this paper, a novel training paradigm inspired by quantum computation is proposed for deep reinforcement learning (DRL) with experience replay. In contrast to traditional experience replay mechanism in DRL, the proposed deep…

Machine Learning · Computer Science 2021-01-07 Qing Wei , Hailan Ma , Chunlin Chen , Daoyi Dong

Conventional off-policy reinforcement learning (RL) focuses on maximizing the expected return of scalar rewards. Distributional RL (DRL), in contrast, studies the distribution of returns with the distributional Bellman operator in a…

Machine Learning · Statistics 2024-08-15 Dong Neuck Lee , Michael R. Kosorok

Reinforcement Learning (RL) enables an intelligent agent to optimise its performance in a task by continuously taking action from an observed state and receiving a feedback from the environment in form of rewards. RL typically uses tables…

Artificial Intelligence · Computer Science 2025-01-28 Alberto Castagna

Offline reinforcement learning (RL) is challenged by the distributional shift between learning policies and datasets. To address this problem, existing works mainly focus on designing sophisticated algorithms to explicitly or implicitly…

Machine Learning · Computer Science 2022-10-18 Yang Yue , Bingyi Kang , Xiao Ma , Zhongwen Xu , Gao Huang , Shuicheng Yan

Causal inference explores the causation between actions and the consequent rewards on a covariate set. Recently deep learning has achieved a remarkable performance in causal inference, but existing statistical theories cannot well explain…

Machine Learning · Computer Science 2020-11-04 Minshuo Chen , Hao Liu , Wenjing Liao , Tuo Zhao

Empowered by deep neural networks, deep reinforcement learning (DRL) has demonstrated tremendous empirical successes in various domains, including games, health care, and autonomous driving. Despite these advancements, DRL is still…

Machine Learning · Computer Science 2024-01-22 Dayang Liang , Yaru Zhang , Yunlong Liu

Over the past decades, researchers have been pushing the limits of Deep Reinforcement Learning (DRL). Although DRL has attracted substantial interest from practitioners, many are blocked by having to search through a plethora of available…

Mathematical Finance · Quantitative Finance 2023-10-05 Sophia Gu

Most deep reinforcement learning (RL) algorithms distill experience into parametric behavior policies or value functions via gradient updates. While effective, this approach has several disadvantages: (1) it is computationally expensive,…

In distributional reinforcement learning (RL), the estimated distribution of value function models both the parametric and intrinsic uncertainties. We propose a novel and efficient exploration method for deep RL that has two components. The…

Machine Learning · Computer Science 2019-05-16 Borislav Mavrin , Shangtong Zhang , Hengshuai Yao , Linglong Kong , Kaiwen Wu , Yaoliang Yu

Diffusion policies have achieved superior performance in imitation learning and offline reinforcement learning (RL) due to their rich expressiveness. However, the conventional diffusion training procedure requires samples from target…

Machine Learning · Computer Science 2025-07-01 Haitong Ma , Tianyi Chen , Kai Wang , Na Li , Bo Dai

Deep reinforcement learning has obtained significant breakthroughs in recent years. Most methods in deep-RL achieve good results via the maximization of the reward signal provided by the environment, typically in the form of discounted…

Machine Learning · Computer Science 2018-09-10 Yubin Deng , Ke Yu , Dahua Lin , Xiaoou Tang , Chen Change Loy
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