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Reinforcement Learning (RL) is a general framework concerned with an agent that seeks to maximize rewards in an environment. The learning typically happens through trial and error using explorative methods, such as epsilon-greedy. There are…
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-…
This paper establishes a new and comprehensive theoretical analysis for the application of reinforcement learning (RL) in high-frequency market making. We bridge the modern RL theory and the continuous-time statistical models in…
Reinforcement learning (RL) has become the de facto standard practice for sequential decision-making problems by improving future acting policies with feedback. However, RL algorithms may require extensive trial-and-error interactions to…
In this article, we explore the technical details of the reinforcement learning (RL) algorithms that were deployed in the largest field test of automated vehicles designed to smooth traffic flow in history as of 2023, uncovering the…
In this paper, we survey recent advances in Reinforcement Learning (RL) for reasoning with Large Language Models (LLMs). RL has achieved remarkable success in advancing the frontier of LLM capabilities, particularly in addressing complex…
Reinforcement learning (RL) has experienced a second wind in the past decade. While incredibly successful in images and videos, these systems still operate within the realm of propositional tasks ignoring the inherent structure that exists…
AI methods are used in societally important settings, ranging from credit to employment to housing, and it is crucial to provide fairness in regard to algorithmic decision making. Moreover, many settings are dynamic, with populations…
Large language models are increasingly used for complex reasoning tasks where high-quality offline data such as expert-annotated solutions and distilled reasoning traces are often available. However, in environments with sparse rewards,…
Reinforcement learning (RL) has a rich history in neuroscience, from early work on dopamine as a reward prediction error signal (Schultz et al., 1997) to recent work proposing that the brain could implement a form of 'distributional…
Reinforcement learning (RL) has become the dominant paradigm for improving the performance of language models on complex reasoning tasks. Despite the substantial empirical gains demonstrated by RL-based training methods like GRPO, a…
Reinforcement learning (RL), particularly its combination with deep neural networks referred to as deep RL (DRL), has shown tremendous promise across a wide range of applications, suggesting its potential for enabling the development of…
A major challenge of reinforcement learning (RL) in real-world applications is the variation between environments, tasks or clients. Meta-RL (MRL) addresses this issue by learning a meta-policy that adapts to new tasks. Standard MRL methods…
Integrating causal inference (CI) with reinforcement learning (RL) has emerged as a powerful paradigm to address critical limitations in classical RL, including low explainability, lack of robustness and generalization failures. Traditional…
Offline reinforcement learning (RL) enables policy learning from static data but often suffers from poor coverage of the state-action space and distributional shift problems. This problem can be addressed by allowing limited online…
Safety is critical when applying reinforcement learning (RL) to real-world problems. As a result, safe RL has emerged as a fundamental and powerful paradigm for optimizing an agent's policy while incorporating notions of safety. A prevalent…
System identification, also known as learning forward models, transfer functions, system dynamics, etc., has a long tradition both in science and engineering in different fields. Particularly, it is a recurring theme in Reinforcement…
Reinforcement Learning (RL) has demonstrated tremendous empirical success across numerous challenging domains. However, we lack a strong theoretical understanding of the statistical complexity of RL in environments with large state spaces,…
Reinforcement Learning (RL) has emerged as a highly effective technique for addressing various scientific and applied problems. Despite its success, certain complex tasks remain challenging to be addressed solely with a single model and…
From out-competing grandmasters in chess to informing high-stakes healthcare decisions, emerging methods from artificial intelligence are increasingly capable of making complex and strategic decisions in diverse, high-dimensional, and…