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Since its introduction a decade ago, \emph{relative entropy policy search} (REPS) has demonstrated successful policy learning on a number of simulated and real-world robotic domains, not to mention providing algorithmic components used by…

Machine Learning · Computer Science 2021-03-18 Aldo Pacchiano , Jonathan Lee , Peter Bartlett , Ofir Nachum

A reinforcement learning agent that needs to pursue different goals across episodes requires a goal-conditional policy. In addition to their potential to generalize desirable behavior to unseen goals, such policies may also enable…

Machine Learning · Computer Science 2019-02-21 Paulo Rauber , Avinash Ummadisingu , Filipe Mutz , Juergen Schmidhuber

Although reinforcement learning (RL) can provide reliable solutions in many settings, practitioners are often wary of the discrepancies between the RL solution and their status quo procedures. Therefore, they may be reluctant to adapt to…

Machine Learning · Computer Science 2019-06-03 Mohammadreza Nazari , Majid Jahani , Lawrence V. Snyder , Martin Takáč

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

Dynamic metabolic control allows key metabolic fluxes to be modulated in real time, enhancing bioprocess flexibility and expanding available optimization degrees of freedom. This is achieved, e.g., via targeted modulation of metabolic…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Sebastián Espinel-Ríos , River Walser , Dongda Zhang

A properly designed controller can help improve the quality of experimental measurements or force a dynamical system to follow a completely new time-evolution path. Recent developments in deep reinforcement learning have made steep advances…

Statistical Mechanics · Physics 2025-02-26 Ruslan Mukhamadiarov

Machine learning algorithms learn to solve a task, but are unable to improve their ability to learn. Meta-learning methods learn about machine learning algorithms and improve them so that they learn more quickly. However, existing…

Machine Learning · Computer Science 2025-01-28 Calarina Muslimani , Alex Lewandowski , Dale Schuurmans , Matthew E. Taylor , Jun Luo

We revisit the Reinforce policy gradient algorithm from the literature. Note that this algorithm typically works with cost returns obtained over random length episodes obtained from either termination upon reaching a goal state (as with…

Machine Learning · Computer Science 2023-10-10 Shalabh Bhatnagar

Model-based next state prediction and state value prediction are slow to converge. To address these challenges, we do the following: i) Instead of a neural network, we do model-based planning using a parallel memory retrieval system (which…

Artificial Intelligence · Computer Science 2023-02-02 John Chong Min Tan , Mehul Motani

Direct optimization is an appealing framework that replaces integration with optimization of a random objective for approximating gradients in models with discrete random variables. A$^\star$ sampling is a framework for optimizing such…

Machine Learning · Computer Science 2020-10-26 Guy Lorberbom , Chris J. Maddison , Nicolas Heess , Tamir Hazan , Daniel Tarlow

Experience replay \citep{lin1993reinforcement, mnih2015human} is a widely used technique to achieve efficient use of data and improved performance in RL algorithms. In experience replay, past transitions are stored in a memory buffer and…

Machine Learning · Computer Science 2021-12-09 Liran Szlak , Ohad Shamir

In this study, we have developed a dynamic asset allocation investment strategy using reinforcement learning techniques. To begin with, we have addressed the crucial issue of incorporating non-stationarity of financial time series data into…

Portfolio Management · Quantitative Finance 2023-11-10 Yasuhiro Nakayama , Tomochika Sawaki

We work towards a unifying paradigm for accelerating policy optimization methods in reinforcement learning (RL) by integrating foresight in the policy improvement step via optimistic and adaptive updates. Leveraging the connection between…

Machine Learning · Computer Science 2023-09-07 Veronica Chelu , Tom Zahavy , Arthur Guez , Doina Precup , Sebastian Flennerhag

Reinforcement learning is typically treated as a uniform, data-driven optimization process, where updates are guided by rewards and temporal-difference errors without explicitly exploiting global structure. In contrast, dynamic programming…

Machine Learning · Computer Science 2026-04-21 Ivo Nowak

Humans are masters at quickly learning many complex tasks, relying on an approximate understanding of the dynamics of their environments. In much the same way, we would like our learning agents to quickly adapt to new tasks. In this paper,…

How long does a trajectory take to reach a stable equilibrium point in the basin of attraction of a dynamical system? This is a question of quite general interest, and has stimulated a lot of activities in dynamical and stochastic systems…

Adaptation and Self-Organizing Systems · Physics 2021-02-03 Arnob Ray , Arnab Pal , Dibakar Ghosh , Syamal K. Dana , Chittaranjan Hens

Brownian diffusion subject to stochastic resetting to a fixed position has been widely studied for applications to random search processes. In an unbounded domain, the mean first-passage time at a target site can be minimized for a…

Statistical Mechanics · Physics 2025-10-08 Pedro Julián-Salgado , Leonardo Dagdug , Denis Boyer

Synthetic augmentation is increasingly used to mitigate data scarcity in financial machine learning, yet its statistical role remains poorly understood. We formalize synthetic augmentation as a modification of the effective training…

Artificial Intelligence · Computer Science 2026-04-17 Mel Sohm , Charles Dezons , Sami Sellami , Oscar Ninou , Axel Pincon

Replaying past experiences has proven to be a highly effective approach for averting catastrophic forgetting in supervised continual learning. However, some crucial factors are still largely ignored, making it vulnerable to serious failure,…

Machine Learning · Computer Science 2023-11-21 Tiantian Zhang , Kevin Zehua Shen , Zichuan Lin , Bo Yuan , Xueqian Wang , Xiu Li , Deheng Ye

Most artificial intelligence models have limiting ability to solve new tasks faster, without forgetting previously acquired knowledge. The recently emerging paradigm of continual learning aims to solve this issue, in which the model learns…

Machine Learning · Computer Science 2018-06-01 Ju Xu , Zhanxing Zhu