相关论文: $q$-Munchausen Reinforcement Learning

Kullback-Leibler divergence (KL) regularization is widely used in reinforcement learning, but it becomes infinite under support mismatch and can degenerate in low-noise limits. Utilizing a unified information-geometric framework, we…

The QLBS model is a discrete-time option hedging and pricing model that is based on Dynamic Programming (DP) and Reinforcement Learning (RL). It combines the famous Q-Learning method for RL with the Black-Scholes (-Merton) model's idea of…

The reasoning performance of large language models (LLMs) can be substantially improved by training them with reinforcement learning (RL). The RL objective for LLM training involves a regularization term, which is the reverse…

Cumulative entropy regularization introduces a regulatory signal to the reinforcement learning (RL) problem that encourages policies with high-entropy actions, which is equivalent to enforcing small deviations from a uniform reference…

We propose a new reinforcement learning algorithm derived from a regularized linear-programming formulation of optimal control in MDPs. The method is closely related to the classic Relative Entropy Policy Search (REPS) algorithm of Peters…

Entropic regularization of policies in Reinforcement Learning (RL) is a commonly used heuristic to ensure that the learned policy explores the state-space sufficiently before overfitting to a local optimal policy. The primary motivation for…

Multimodal Large Language Models (MLLMs) have gained significant traction for their ability to process diverse input data types and generate coherent, contextually relevant outputs across various applications. While supervised fine-tuning…

Entropy augmented to reward is known to soften the greedy argmax policy to softmax policy. Entropy augmentation is reformulated and leads to a motivation to introduce an additional entropy term to the objective function in the form of…

Tackling overestimation in $Q$-learning is an important problem that has been extensively studied in single-agent reinforcement learning, but has received comparatively little attention in the multi-agent setting. In this work, we…

This paper addresses the problem of dynamic asset allocation under uncertainty, which can be formulated as a linear quadratic (LQ) control problem with multiplicative noise. To handle exploration exploitation trade offs and induce sparse…

Reinforcement learning with verifiable rewards (RLVR) has recently enhanced the reasoning capabilities of large language models (LLMs), particularly for mathematical problem solving. However, a fundamental limitation remains: as the…

It is commonly believed that optimizing the reverse KL divergence results in "mode seeking", while optimizing forward KL results in "mass covering", with the latter being preferred if the goal is to sample from multiple diverse modes. We…

In Reinforcement Learning (RL), regularization has emerged as a popular tool both in theory and practice, typically based either on an entropy bonus or a Kullback-Leibler divergence that constrains successive policies. In practice, these…

Q-learning is a popular Reinforcement Learning (RL) algorithm which is widely used in practice with function approximation (Mnih et al., 2015). In contrast, existing theoretical results are pessimistic about Q-learning. For example, (Baird,…

Reverse Kullback-Leibler (KL) divergence-based regularization with respect to a fixed reference policy is widely used in modern reinforcement learning to preserve the desired traits of the reference policy and sometimes to promote…

The core challenge of offline reinforcement learning (RL) is dealing with the (potentially catastrophic) extrapolation error induced by the distribution shift between the history dataset and the desired policy. A large portion of prior work…

This work uses the entropy-regularised relaxed stochastic control perspective as a principled framework for designing reinforcement learning (RL) algorithms. Herein agent interacts with the environment by generating noisy controls…

In this work, we consider and analyze the sample complexity of model-free reinforcement learning with a generative model. Particularly, we analyze mirror descent value iteration (MDVI) by Geist et al. (2019) and Vieillard et al. (2020a),…

The successes of reinforcement learning in recent years are underpinned by the characterization of suitable reward functions. However, in settings where such rewards are non-intuitive, difficult to define, or otherwise error-prone in their…

This paper presents a discrete-time option pricing model that is rooted in Reinforcement Learning (RL), and more specifically in the famous Q-Learning method of RL. We construct a risk-adjusted Markov Decision Process for a discrete-time…