相关论文: Easy as ABCs: Unifying Boltzmann Q-Learning and Co…
This paper studies multi-agent reinforcement learning in Markov games, with the goal of learning Nash equilibria or coarse correlated equilibria (CCE) sample-optimally. All prior results suffer from at least one of the two obstacles: the…
We train a reinforcement learner to play a simplified version of the game Angry Birds. The learner is provided with a game state in a manner similar to the output that could be produced by computer vision algorithms. We improve on the…
Non-stationary online learning has drawn much attention in recent years. In particular, dynamic regret and adaptive regret are proposed as two principled performance measures for online convex optimization in non-stationary environments. To…
No-regret self-play learning dynamics have become one of the premier ways to solve large-scale games in practice. Accelerating their convergence via improving the regret of the players over the naive $O(\sqrt{T})$ bound after $T$ rounds has…
Approximate Bayesian Computation (ABC) is a method to obtain a posterior distribution without a likelihood function, using simulations and a set of distance metrics. For that reason, it has recently been gaining popularity as an analysis…
In tabular multi-agent reinforcement learning with average-cost criterion, a team of agents sequentially interacts with the environment and observes local incentives. We focus on the case that the global reward is a sum of local rewards,…
Recently a multi-agent variant of the classical multi-armed bandit was proposed to tackle fairness issues in online learning. Inspired by a long line of work in social choice and economics, the goal is to optimize the Nash social welfare…
Continual Learning (CL) methods have traditionally focused on mitigating catastrophic forgetting through gradient-based retraining, an approach ill-suited for deployed agents that must adapt in real time. We introduce our Adaptive Teaching…
We study Bayesian learning in episodic, finite-horizon zero-sum Markov games with unknown transition and reward models. We investigate a posterior algorithm in which each player maintains a Bayesian posterior over the game model,…
A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…
This paper proposes a novel approach for Asset-Liability Management (ALM) by employing continuous-time Reinforcement Learning (RL) with a linear-quadratic (LQ) formulation that incorporates both interim and terminal objectives. We develop a…
Reinforcement Learning (RL) is an area of machine learning figuring out how agents take actions in an unknown environment to maximize its rewards. Unlike classical Markov Decision Process (MDP) in which agent has full knowledge of its…
Batch reinforcement learning (RL) defines the task of learning from a fixed batch of data lacking exhaustive exploration. Worst-case optimality algorithms, which calibrate a value-function model class from logged experience and perform some…
We introduce algorithms for online, full-information prediction that are competitive with contextual tree experts of unknown complexity, in both probabilistic and adversarial settings. We show that by incorporating a probabilistic framework…
We present a behaviour-based reinforcement learning approach, inspired by Brook's subsumption architecture, in which simple fully connected networks are trained as reactive behaviours. Our working assumption is that a pick and place robotic…
We consider a linear stochastic bandit problem involving $M$ agents that can collaborate via a central server to minimize regret. A fraction $\alpha$ of these agents are adversarial and can act arbitrarily, leading to the following tension:…
We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…
Recent progress in reinforcement learning has led to remarkable performance in a range of applications, but its deployment in high-stakes settings remains quite rare. One reason is a limited understanding of the behavior of reinforcement…
It remains a significant challenge to train generally capable agents with reinforcement learning (RL). A promising avenue for improving the robustness of RL agents is through the use of curricula. One such class of methods frames…
Reinforcement learning algorithms are typically designed for discrete-time dynamics, even though the underlying real-world control systems are often continuous in time. In this paper, we study the problem of continuous-time reinforcement…