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The growing disparity between the exponential scaling of computational resources and the finite growth of high-quality text data now constrains conventional scaling approaches for large language models (LLMs). To address this challenge, we…

Reinforcement learning (RL) allows an agent interacting sequentially with an environment to maximize its long-term expected return. In the distributional RL (DistrRL) paradigm, the agent goes beyond the limit of the expected value, to…

Machine Learning · Computer Science 2023-05-01 Mastane Achab , Reda Alami , Yasser Abdelaziz Dahou Djilali , Kirill Fedyanin , Eric Moulines

This paper develops the first decentralized online Riemannian optimization algorithm on Hadamard manifolds. Our algorithm, the decentralized projected Riemannian gradient descent, iteratively performs local updates using projected…

Optimization and Control · Mathematics 2024-10-08 Hengchao Chen , Qiang Sun

Transfer learning uses a data model, trained to make predictions or inferences on data from one population, to make reliable predictions or inferences on data from another population. Most existing transfer learning approaches are based on…

Methodology · Statistics 2022-12-01 Jimmy Hickey , Jonathan P. Williams , Emily C. Hector

We study whether a risk-sensitive objective from asset-pricing theory -- recursive utility -- improves reinforcement learning for portfolio allocation. The Bellman equation under recursive utility involves a certainty equivalent (CE) of…

General Finance · Quantitative Finance 2026-03-25 Minkey Chang

Outcome-reward reinforcement learning (RL) has proven effective at improving the reasoning capabilities of large language models (LLMs). However, standard RL assigns credit only at the level of the final answer, penalizing entire reasoning…

Machine Learning · Computer Science 2026-01-21 Matthew Y. R. Yang , Hao Bai , Ian Wu , Gene Yang , Amrith Setlur , Aviral Kumar

This paper studies tabular reinforcement learning (RL) in the hybrid setting, which assumes access to both an offline dataset and online interactions with the unknown environment. A central question boils down to how to efficiently utilize…

Machine Learning · Computer Science 2023-05-18 Gen Li , Wenhao Zhan , Jason D. Lee , Yuejie Chi , Yuxin Chen

Reinforcement learning (RL) enables sequential decision-making in complex and high-dimensional environments through interaction with the environment. In most real-world applications, however, a high number of interactions are infeasible. In…

Machine Learning · Computer Science 2024-12-17 Md Ferdous Alam , Parinaz Naghizadeh , David Hoelzle

Meta reinforcement learning sets a distribution over a set of tasks on which the agent can train at will, then is asked to learn an optimal policy for any test task efficiently. In this paper, we consider a finite set of tasks modeled…

Machine Learning · Computer Science 2024-06-05 Mirco Mutti , Aviv Tamar

The interaction between an artificial agent and its environment is bi-directional. The agent extracts relevant information from the environment, and affects the environment by its actions in return to accumulate high expected reward.…

Systems and Control · Computer Science 2018-06-06 Stas Tiomkin , Naftali Tishby

We investigate reinforcement learning (RL) in the presence of distributional mismatch between training and deployment, where policies trained in simulators often underperform in practice due to mismatches between training and deployment…

Machine Learning · Computer Science 2025-11-12 Debamita Ghosh , George K. Atia , Yue Wang

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

We devise an online learning algorithm -- titled Switching via Monotone Adapted Regret Traces (SMART) -- that adapts to the data and achieves regret that is instance optimal, i.e., simultaneously competitive on every input sequence compared…

Machine Learning · Computer Science 2024-02-28 Siddhartha Banerjee , Alankrita Bhatt , Christina Lee Yu

Scaling reinforcement learning (RL) to recommender systems (RS) is promising since maximizing the expected cumulative rewards for RL agents meets the objective of RS, i.e., improving customers' long-term satisfaction. A key approach to this…

Machine Learning · Computer Science 2022-09-27 Chengqian Gao , Ke Xu , Kuangqi Zhou , Lanqing Li , Xueqian Wang , Bo Yuan , Peilin Zhao

Offline policy evaluation (OPE) is considered a fundamental and challenging problem in reinforcement learning (RL). This paper focuses on the value estimation of a target policy based on pre-collected data generated from a possibly…

Machine Learning · Computer Science 2022-06-13 Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

In recent years, Reinforcement Learning (RL) has been applied to real-world problems with increasing success. Such applications often require to put constraints on the agent's behavior. Existing algorithms for constrained RL (CRL) rely on…

Machine Learning · Computer Science 2023-03-07 Ted Moskovitz , Brendan O'Donoghue , Vivek Veeriah , Sebastian Flennerhag , Satinder Singh , Tom Zahavy

Off-policy Reinforcement Learning (RL) holds the promise of better data efficiency as it allows sample reuse and potentially enables safe interaction with the environment. Current off-policy policy gradient methods either suffer from high…

Machine Learning · Computer Science 2021-06-09 Samuele Tosatto , João Carvalho , Jan Peters

Transfer learning is a machine learning paradigm where the knowledge from one task is utilized to resolve the problem in a related task. On the one hand, it is conceivable that knowledge from one task could be useful for solving a related…

Machine Learning · Computer Science 2021-05-05 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

This paper introduces two novel approaches for Online Multi-Task Learning (MTL) Regression Problems. We employ a high performance graph-based MTL formulation and develop two alternative recursive versions based on the Weighted Recursive…

Machine Learning · Statistics 2024-03-19 Gabriel R. Lencione , Fernando J. Von Zuben

Online decision tree learning algorithms typically examine all features of a new data point to update model parameters. We propose a novel alternative, Reinforcement Learning- based Decision Trees (RLDT), that uses Reinforcement Learning…

Machine Learning · Computer Science 2015-07-27 Abhinav Garlapati , Aditi Raghunathan , Vaishnavh Nagarajan , Balaraman Ravindran