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Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

理论经济学 · 经济学 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

With the increasing power of computers and the rapid development of self-learning methodologies such as machine learning and artificial intelligence, the problem of constructing an automatic Financial Trading Systems (FTFs) becomes an…

交易与市场微观结构 · 定量金融 2019-08-29 Haoqian Li , Thomas Lau

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…

机器学习 · 计算机科学 2022-10-06 Per-Arne Andersen , Morten Goodwin , Ole-Christoffer Granmo

Reinforcement learning has been shown to be highly successful at many challenging tasks. However, success heavily relies on well-shaped rewards. Intrinsically motivated RL attempts to remove this constraint by defining an intrinsic reward…

机器学习 · 计算机科学 2021-03-16 Rui Zhao , Yang Gao , Pieter Abbeel , Volker Tresp , Wei Xu

Deep Reinforcement Learning (DRL) aims to create intelligent agents that can learn to solve complex problems efficiently in a real-world environment. Typically, two learning goals: adaptation and generalization are used for baselining DRL…

机器学习 · 计算机科学 2022-02-18 Pamul Yadav , Ashutosh Mishra , Junyong Lee , Shiho Kim

In recent years, reinforcement learning (RL) has gained popularity and has been applied to a wide range of tasks. One such popular domain where RL has been effective is resource management problems in systems. We look to extend work on RL…

机器学习 · 计算机科学 2025-10-09 Arisrei Lim , Abhiram Maddukuri

The aim of inverse reinforcement learning (IRL) is to infer an agent's preferences from observing their behaviour. Usually, preferences are modelled as a reward function, $R$, and behaviour is modelled as a policy, $\pi$. One of the central…

机器学习 · 计算机科学 2024-12-17 Joar Skalse , Alessandro Abate

Personalisation of products and services is fast becoming the driver of success in banking and commerce. Machine learning holds the promise of gaining a deeper understanding of and tailoring to customers' needs and preferences. Whereas…

机器学习 · 计算机科学 2022-06-30 Charl Maree , Christian Omlin

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

The central tenet of reinforcement learning (RL) is that agents seek to maximize the sum of cumulative rewards. In contrast, active inference, an emerging framework within cognitive and computational neuroscience, proposes that agents act…

机器学习 · 计算机科学 2020-03-02 Alexander Tschantz , Beren Millidge , Anil K. Seth , Christopher L. Buckley

Inverse reinforcement learning (IRL) aims to infer an agent's preferences (represented as a reward function $R$) from their behaviour (represented as a policy $\pi$). To do this, we need a behavioural model of how $\pi$ relates to $R$. In…

机器学习 · 计算机科学 2024-03-12 Joar Skalse , Alessandro Abate

Reinforcement learning (RL) involves sequential decision making in uncertain environments. The aim of the decision-making agent is to maximize the benefit of acting in its environment over an extended period of time. Finding an optimal…

人工智能 · 计算机科学 2007-05-23 Istvan Szita , Balint Takacs , Andras Lorincz

The success of AI assistants based on language models (LLMs) hinges crucially on Reinforcement Learning from Human Feedback (RLHF), which enables the generation of responses more aligned with human preferences. As universal AI assistants,…

机器学习 · 计算机科学 2023-12-27 Rui Zheng , Wei Shen , Yuan Hua , Wenbin Lai , Shihan Dou , Yuhao Zhou , Zhiheng Xi , Xiao Wang , Haoran Huang , Tao Gui , Qi Zhang , Xuanjing Huang

The objective of a reinforcement learning agent is to behave so as to maximise the sum of a suitable scalar function of state: the reward. These rewards are typically given and immutable. In this paper, we instead consider the proposition…

人工智能 · 计算机科学 2020-08-25 Zeyu Zheng , Junhyuk Oh , Matteo Hessel , Zhongwen Xu , Manuel Kroiss , Hado van Hasselt , David Silver , Satinder Singh

Inverse Reinforcement Learning (IRL) techniques deal with the problem of deducing a reward function that explains the behavior of an expert agent who is assumed to act optimally in an underlying unknown task. In several problems of…

机器学习 · 计算机科学 2024-01-09 Riccardo Poiani , Gabriele Curti , Alberto Maria Metelli , Marcello Restelli

In inverse reinforcement learning (IRL), an agent seeks to replicate expert demonstrations through interactions with the environment. Traditionally, IRL is treated as an adversarial game, where an adversary searches over reward models, and…

机器学习 · 计算机科学 2025-04-23 Arnav Kumar Jain , Harley Wiltzer , Jesse Farebrother , Irina Rish , Glen Berseth , Sanjiban Choudhury

In many sequential decision making tasks, it is challenging to design reward functions that help an RL agent efficiently learn behavior that is considered good by the agent designer. A number of different formulations of the reward-design…

人工智能 · 计算机科学 2018-06-25 Zeyu Zheng , Junhyuk Oh , Satinder Singh

Reinforcement learning (RL) algorithms find applications in inventory control, recommender systems, vehicular traffic management, cloud computing and robotics. The real-world complications of many tasks arising in these domains makes them…

机器学习 · 计算机科学 2021-06-03 Sindhu Padakandla

For AI systems to be useful to humans, they must understand and act in accordance with our values and preferences. Since specifying preferences is a hard task, inverse reinforcement learning (IRL) aims to develop methods that allow for…

人工智能 · 计算机科学 2026-05-12 Karim Abdel Sadek , Mark Bedaywi , Rhys Gould , Stuart Russell

Reinforcement learning (RL) has achieved tremendous success as a general framework for learning how to make decisions. However, this success relies on the interactive hand-tuning of a reward function by RL experts. On the other hand,…

机器学习 · 计算机科学 2020-11-24 Letian Chen , Rohan Paleja , Muyleng Ghuy , Matthew Gombolay