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This paper applies the authors' recent results on asynchronous stochastic approximation (SA) in the Borkar-Meyn framework to reinforcement learning in average-reward semi-Markov decision processes (SMDPs). We establish the convergence of an…

Machine Learning · Computer Science 2025-12-09 Huizhen Yu , Yi Wan , Richard S. Sutton

Reinforcement learning (RL) has shown its strength in challenging sequential decision-making problems. The reward function in RL is crucial to the learning performance, as it serves as a measure of the task completion degree. In real-world…

Machine Learning · Computer Science 2024-02-13 Siyuan Li , Shijie Han , Yingnan Zhao , By Liang , Peng Liu

Stochastic approximation is a powerful class of algorithms with celebrated success. However, a large body of previous analysis focuses on stochastic approximations driven by contractive operators, which is not applicable in some important…

Machine Learning · Computer Science 2025-11-21 Ethan Blaser , Shangtong Zhang

Standard reward models typically predict scalar scores that fail to capture the multifaceted nature of response quality in non-verifiable domains, such as creative writing or open-ended instruction following. To address this limitation, we…

Computation and Language · Computer Science 2026-02-13 Ran Xu , Tianci Liu , Zihan Dong , Tony Yu , Ilgee Hong , Carl Yang , Linjun Zhang , Tao Zhao , Haoyu Wang

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…

Machine Learning · Computer Science 2026-04-28 Zixuan Xia , Quanxi Li

In continuing tasks, average-reward reinforcement learning may be a more appropriate problem formulation than the more common discounted reward formulation. As usual, learning an optimal policy in this setting typically requires a large…

Artificial Intelligence · Computer Science 2023-01-18 Yuqian Jiang , Sudarshanan Bharadwaj , Bo Wu , Rishi Shah , Ufuk Topcu , Peter Stone

This article introduces the theory of offline reinforcement learning in large state spaces, where good policies are learned from historical data without online interactions with the environment. Key concepts introduced include expressivity…

Machine Learning · Computer Science 2025-10-07 Nan Jiang , Tengyang Xie

Large language models (LLMs) are increasingly deployed as automated evaluators that assign numeric scores to model outputs, a paradigm known as LLM-as-a-Judge. However, standard Reinforcement Learning (RL) methods typically rely on binary…

Machine Learning · Computer Science 2026-03-19 Yasi Zhang , Tianyu Chen , Mingyuan Zhou , Oscar Leong , Ying Nian Wu , Michal Lukasik

Reinforcement Learning (RL) has proven highly effective in aligning Large Language Models (LLMs) with human preferences. Typical RL methods optimize under an overall sequence reward, which can lead to a suboptimal learning process. This…

Machine Learning · Computer Science 2025-02-26 Yanshi Li , Shaopan Xiong , Gengru Chen , Xiaoyang Li , Yijia Luo , Xingyuan Bu , Yingshui Tan , Wenbo Su , Bo Zheng

The capability to widely sample the state and action spaces is a key ingredient toward building effective reinforcement learning algorithms. The variational optimization principles exposed in this paper emphasize the importance of an…

Machine Learning · Computer Science 2022-05-25 Emmanuel Daucé

Bayesian inference over the reward presents an ideal solution to the ill-posed nature of the inverse reinforcement learning problem. Unfortunately current methods generally do not scale well beyond the small tabular setting due to the need…

Machine Learning · Computer Science 2021-03-15 Alex J. Chan , Mihaela van der Schaar

Meta-reinforcement learning trains a single reinforcement learning agent on a distribution of tasks to quickly generalize to new tasks outside of the training set at test time. From a Bayesian perspective, one can interpret this as…

Machine Learning · Computer Science 2025-11-20 Joery A. de Vries , Jinke He , Mathijs M. de Weerdt , Matthijs T. J. Spaan

We introduce learning and planning algorithms for average-reward MDPs, including 1) the first general proven-convergent off-policy model-free control algorithm without reference states, 2) the first proven-convergent off-policy model-free…

Machine Learning · Computer Science 2021-06-29 Yi Wan , Abhishek Naik , Richard S. Sutton

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

In value-based reinforcement learning (RL), unlike in supervised learning, the agent faces not a single, stationary, approximation problem, but a sequence of value prediction problems. Each time the policy improves, the nature of the…

Machine Learning · Computer Science 2021-01-05 Will Dabney , André Barreto , Mark Rowland , Robert Dadashi , John Quan , Marc G. Bellemare , David Silver

We propose a new algorithm for model-based distributional reinforcement learning (RL), and prove that it is minimax-optimal for approximating return distributions with a generative model (up to logarithmic factors), resolving an open…

Machine Learning · Computer Science 2024-11-05 Mark Rowland , Li Kevin Wenliang , Rémi Munos , Clare Lyle , Yunhao Tang , Will Dabney

The average reward is a fundamental performance metric in reinforcement learning (RL) focusing on the long-run performance of an agent. Differential temporal difference (TD) learning algorithms are a major advance for average reward RL as…

Machine Learning · Computer Science 2026-02-19 Ethan Blaser , Jiuqi Wang , Shangtong Zhang

Humans can infer accurate mechanical outcomes from only a few observations, a capability known as mechanics intuition. The mechanisms behind such data-efficient learning remain unclear. Here, we propose a reinforcement learning framework in…

Computational Physics · Physics 2026-01-30 Jingruo Peng , Shuze Zhu

Deep reinforcement learning excels in numerous large-scale practical applications. However, existing performance analyses ignores the unique characteristics of continuous-time control problems, is unable to directly estimate the…

Machine Learning · Computer Science 2024-03-08 Shuyu Yin , Qixuan Zhou , Fei Wen , Tao Luo

Distributional Reinforcement Learning (RL) maintains the entire probability distribution of the reward-to-go, i.e. the return, providing more learning signals that account for the uncertainty associated with policy performance, which may be…

Machine Learning · Computer Science 2021-03-24 Luchen Li , A. Aldo Faisal
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