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We address regularised versions of the Expectation-Maximisation (EM) algorithm for Generalised Linear Mixed Models (GLMM) in the context of panel data (measured on several individuals at different time points). A random response y is…
In traditional statistical learning, data points are usually assumed to be independently and identically distributed (i.i.d.) following an unknown probability distribution. This paper presents a contrasting viewpoint, perceiving data points…
Many existing reinforcement learning (RL) methods employ stochastic gradient iteration on the back end, whose stability hinges upon a hypothesis that the data-generating process mixes exponentially fast with a rate parameter that appears in…
This paper bridges some of the gap between optimal planning and reinforcement learning (RL), both of which share roots in dynamic programming applied to sequential decision making or optimal control. Whereas planning typically favors…
Reinforcement learning (RL) algorithms still suffer from high sample complexity despite outstanding recent successes. The need for intensive interactions with the environment is especially observed in many widely popular policy gradient…
Inverse reinforcement learning (IRL) aims to estimate the reward function of optimizing agents by observing their response (estimates or actions). This paper considers IRL when noisy estimates of the gradient of a reward function generated…
This paper explores multiple optimization methods to improve the performance of rating-based reinforcement learning (RbRL). RbRL, a method based on the idea of human ratings, has been developed to infer reward functions in reward-free…
In recent years, reinforcement learning (RL)-based methods for learning driving policies have gained increasing attention in the autonomous driving community and have achieved remarkable progress in various driving scenarios. However,…
Understanding generalization in reinforcement learning (RL) is a significant challenge, as many common assumptions of traditional supervised learning theory do not apply. We focus on the special class of reparameterizable RL problems, where…
Many policy-based reinforcement learning (RL) algorithms can be viewed as instantiations of approximate policy iteration (PI), i.e., where policy improvement and policy evaluation are both performed approximately. In applications where the…
Reinforcement learning (RL) faces challenges in evaluating policy trajectories within intricate game tasks due to the difficulty in designing comprehensive and precise reward functions. This inherent difficulty curtails the broader…
Many reinforcement learning algorithms rely on value estimation, however, the most widely used algorithms -- namely temporal difference algorithms -- can diverge under both off-policy sampling and nonlinear function approximation. Many…
Policy evaluation is a key process in Reinforcement Learning (RL). It assesses a given policy by estimating the corresponding value function. When using parameterized value functions, common approaches minimize the sum of squared Bellman…
The optimal execution problem has always been a continuously focused research issue, and many reinforcement learning (RL) algorithms have been studied. In this article, we consider the execution problem of targeting the volume weighted…
Combinatorial optimization problems are notoriously challenging due to their discrete structure and exponentially large solution space. Recent advances in deep reinforcement learning (DRL) have enabled the learning heuristics directly from…
Existing agents for solving tasks such as ML engineering rely on prompting powerful language models. As a result, these agents do not improve with more experience. In this paper, we show that agents backed by weaker models that improve via…
Group Relative Policy Optimization (GRPO) has significantly enhanced the reasoning capability of large language models by optimizing the arithmetic mean of token-level rewards. Unfortunately, GRPO is observed to suffer from unstable policy…
We propose a simple yet effective alternative to reward normalization in policy gradient reinforcement learning by integrating a 1D Kalman filter for online reward estimation. Instead of relying on fixed heuristics, our method recursively…
This paper presents a novel form of policy gradient for model-free reinforcement learning (RL) with improved exploration properties. Current policy-based methods use entropy regularization to encourage undirected exploration of the reward…
We introduce a method for policy improvement that interpolates between the greedy approach of value-based reinforcement learning (RL) and the full planning approach typical of model-based RL. The new method builds on the concept of a…