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Exploration algorithms for reinforcement learning typically replace or augment the reward function with an additional ``intrinsic'' reward that trains the agent to seek previously unseen states of the environment. Here, we consider an…

机器学习 · 计算机科学 2025-09-30 Kevin McKee , Eric Alt , Andrew Grebenisan , Mick van Gelderen , Gary Miguel

This paper shows how reinforcement learning can be used to derive optimal hedging strategies for derivatives when there are transaction costs. The paper illustrates the approach by showing the difference between using delta hedging and…

计算金融 · 定量金融 2021-03-31 Jay Cao , Jacky Chen , John Hull , Zissis Poulos

Recent advances in recommender systems have shown that user-system interaction essentially formulates long-term optimization problems, and online reinforcement learning can be adopted to improve recommendation performance. The general…

信息检索 · 计算机科学 2025-02-04 Xiaobei Wang , Shuchang Liu , Qingpeng Cai , Xiang Li , Lantao Hu , Han li , Guangming Xie

Obtaining a survival strategy (policy) is one of the fundamental problems of biological agents. In this paper, we generalize the formulation of previous research related to the survival of an agent and we formulate the survival problem as a…

人工智能 · 计算机科学 2016-07-26 Naoto Yoshida

We study defense strategies against reward poisoning attacks in reinforcement learning. As a threat model, we consider attacks that minimally alter rewards to make the attacker's target policy uniquely optimal under the poisoned rewards,…

机器学习 · 计算机科学 2021-06-22 Kiarash Banihashem , Adish Singla , Goran Radanovic

Inspired by real-time ad exchanges for online display advertising, we consider the problem of inferring a buyer's value distribution for a good when the buyer is repeatedly interacting with a seller through a posted-price mechanism. We…

机器学习 · 计算机科学 2013-11-28 Kareem Amin , Afshin Rostamizadeh , Umar Syed

Points-based rewards programs are a prevalent way to incentivize customer loyalty; in these programs, customers who make repeated purchases from a seller accumulate points, working toward eventual redemption of a free reward. These programs…

机器学习 · 计算机科学 2025-06-05 Chamsi Hssaine , Yichun Hu , Ciara Pike-Burke

A key question in reinforcement learning is how an intelligent agent can generalize knowledge across different inputs. By generalizing across different inputs, information learned for one input can be immediately reused for improving…

机器学习 · 计算机科学 2020-10-06 Lucas Lehnert , Michael L. Littman

In reinforcement learning, temporal difference-based algorithms can be sample-inefficient: for instance, with sparse rewards, no learning occurs until a reward is observed. This can be remedied by learning richer objects, such as a model of…

机器学习 · 计算机科学 2021-01-19 Léonard Blier , Corentin Tallec , Yann Ollivier

We study the problem of reinforcement learning for a task encoded by a reward machine. The task is defined over a set of properties in the environment, called atomic propositions, and represented by Boolean variables. One unrealistic…

机器学习 · 计算机科学 2023-02-07 Christos Verginis , Cevahir Koprulu , Sandeep Chinchali , Ufuk Topcu

In reinforcement learning (RL), agents continually interact with the environment and use the feedback to refine their behavior. To guide policy optimization, reward models are introduced as proxies of the desired objectives, such that when…

机器学习 · 计算机科学 2025-06-19 Rui Yu , Shenghua Wan , Yucen Wang , Chen-Xiao Gao , Le Gan , Zongzhang Zhang , De-Chuan Zhan

Reinforcement Learning views the maximization of rewards and avoidance of punishments as central to explaining goal-directed behavior. However, over a life, organisms will need to learn about many different aspects of the world's structure:…

人工智能 · 计算机科学 2023-11-16 Thomas J. Ringstrom

Reinforcement learning (RL) algorithms typically deal with maximizing the expected cumulative return (discounted or undiscounted, finite or infinite horizon). However, several crucial applications in the real world, such as drug discovery,…

One of the key challenges in applying reinforcement learning to real-life problems is that the amount of train-and-error required to learn a good policy increases drastically as the task becomes complex. One potential solution to this…

机器学习 · 计算机科学 2018-06-29 Kazeto Yamamoto , Takashi Onishi , Yoshimasa Tsuruoka

For over a decade, model-based reinforcement learning has been seen as a way to leverage control-based domain knowledge to improve the sample-efficiency of reinforcement learning agents. While model-based agents are conceptually appealing,…

机器学习 · 计算机科学 2021-05-28 Brandon Amos , Samuel Stanton , Denis Yarats , Andrew Gordon Wilson

Reinforcement learning (RL) agents typically optimize their policies by performing expensive backward passes to update their network parameters. However, some agents can solve new tasks without updating any parameters by simply conditioning…

机器学习 · 计算机科学 2025-02-13 Amir Moeini , Jiuqi Wang , Jacob Beck , Ethan Blaser , Shimon Whiteson , Rohan Chandra , Shangtong Zhang

Risk-averse reinforcement learning finds application in various high-stakes fields. Unlike classical reinforcement learning, which aims to maximize expected returns, risk-averse agents choose policies that minimize risk, occasionally…

机器学习 · 计算机科学 2025-05-27 Igor Udovichenko , Olivier Croissant , Anita Toleutaeva , Evgeny Burnaev , Alexander Korotin

The goal of inverse reinforcement learning (IRL) is to infer a reward function that explains the behavior of an agent performing a task. The assumption that most approaches make is that the demonstrated behavior is near-optimal. In many…

机器学习 · 计算机科学 2020-11-20 Luis Haug , Ivan Ovinnikov , Eugene Bykovets

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…

计算物理 · 物理学 2026-01-30 Jingruo Peng , Shuze Zhu

We study reinforcement learning (RL) problems in which agents observe the reward or transition realizations at their current state before deciding which action to take. Such observations are available in many applications, including…

机器学习 · 计算机科学 2024-10-22 Nadav Merlis