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This article studies inverse reinforcement learning (IRL) for the stochastic linear-quadratic optimal control problem, where two agents are considered. A learner agent does not know the expert agent's performance cost function, but it…

最优化与控制 · 数学 2024-05-28 Zhongshi Sun , Guangyan Jia

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

数理金融 · 定量金融 2025-05-16 Shanyu Han , Yang Liu , Xiang Yu

Inverse Reinforcement Learning (IRL) is a powerful set of techniques for imitation learning that aims to learn a reward function that rationalizes expert demonstrations. Unfortunately, traditional IRL methods suffer from a computational…

机器学习 · 计算机科学 2024-01-31 Gokul Swamy , Sanjiban Choudhury , J. Andrew Bagnell , Zhiwei Steven Wu

Inverse reinforcement learning (IRL) is the problem of finding a reward function that generates a given optimal policy for a given Markov Decision Process. This paper looks at an algorithmic-independent geometric analysis of the IRL problem…

机器学习 · 计算机科学 2021-02-19 Abi Komanduru , Jean Honorio

Distributional reinforcement learning algorithms have attempted to utilize estimated uncertainty for exploration, such as optimism in the face of uncertainty. However, using the estimated variance for optimistic exploration may cause biased…

机器学习 · 计算机科学 2023-12-06 Taehyun Cho , Seungyub Han , Heesoo Lee , Kyungjae Lee , Jungwoo Lee

This paper proposes an active learning (AL) algorithm to solve regression problems based on inverse-distance weighting functions for selecting the feature vectors to query. The algorithm has the following features: (i) supports both…

机器学习 · 计算机科学 2022-12-15 Alberto Bemporad

Inverse Reinforcement Learning (IRL) is the problem of finding a reward function which describes observed/known expert behavior. The IRL setting is remarkably useful for automated control, in situations where the reward function is…

机器学习 · 计算机科学 2022-09-12 Gregory Dexter , Kevin Bello , Jean Honorio

Safety is a primary concern when applying reinforcement learning to real-world control tasks, especially in the presence of external disturbances. However, existing safe reinforcement learning algorithms rarely account for external…

机器学习 · 计算机科学 2023-10-12 Zeyang Li , Chuxiong Hu , Shengbo Eben Li , Jia Cheng , Yunan Wang

In classical Q-learning, the objective is to maximize the sum of discounted rewards through iteratively using the Bellman equation as an update, in an attempt to estimate the action value function of the optimal policy. Conventionally, the…

机器学习 · 计算机科学 2019-06-25 Hadi S. Jomaa , Josif Grabocka , Lars Schmidt-Thieme

In this paper, we propose a novel method for learning reward functions directly from offline demonstrations. Unlike traditional inverse reinforcement learning (IRL), our approach decouples the reward function from the learner's policy,…

机器学习 · 计算机科学 2025-06-13 Seyed Mahdi B. Azad , Zahra Padar , Gabriel Kalweit , Joschka Boedecker

In this paper we obtain several informative error bounds on function approximation for the policy evaluation algorithm proposed by Basu et al. when the aim is to find the risk-sensitive cost represented using exponential utility. The main…

机器学习 · 计算机科学 2019-10-23 Prasenjit Karmakar , Shalabh Bhatnagar

Inverse reinforcement learning aims to infer the reward function that explains expert behavior observed through trajectories of state--action pairs. A long-standing difficulty in classical IRL is the non-uniqueness of the recovered reward:…

机器学习 · 统计学 2025-12-09 Denis Belomestny , Alexey Naumov , Sergey Samsonov

A basic assumption of traditional reinforcement learning is that the value of a reward does not change once it is received by an agent. The present work forgoes this assumption and considers the situation where the value of a reward decays…

人工智能 · 计算机科学 2023-03-01 Taylor Dohmen , Ashutosh Trivedi

Standard regression techniques, while powerful, are often constrained by predefined, differentiable loss functions such as mean squared error. These functions may not fully capture the desired behavior of a system, especially when dealing…

机器学习 · 计算机科学 2025-08-04 Yongchao Huang

In this work, we study an inverse reinforcement learning (IRL) problem where the experts are planning under a shared reward function but with different, unknown planning horizons. Without the knowledge of discount factors, the reward…

机器学习 · 计算机科学 2024-09-27 Jiayu Yao , Weiwei Pan , Finale Doshi-Velez , Barbara E Engelhardt

A reinforcement learning agent tries to maximize its cumulative payoff by interacting in an unknown environment. It is important for the agent to explore suboptimal actions as well as to pick actions with highest known rewards. Yet, in…

机器学习 · 计算机科学 2019-01-23 Reazul Hasan Russel

Inverse reinforcement learning (IRL) infers a reward function from demonstrations, allowing for policy improvement and generalization. However, despite much recent interest in IRL, little work has been done to understand the minimum set of…

机器学习 · 计算机科学 2019-08-19 Daniel S. Brown , Scott Niekum

Mainstream approximate action-value iteration reinforcement learning (RL) algorithms suffer from overestimation bias, leading to suboptimal policies in high-variance stochastic environments. Quantile-based action-value iteration methods…

机器学习 · 计算机科学 2025-12-09 Clinton Enwerem , Aniruddh G. Puranic , John S. Baras , Calin Belta

Reinforcement learning (RL) offers significant promise for machinery fault detection (MFD). However, most existing RL-based MFD approaches do not fully exploit RL's sequential decision-making strengths, often treating MFD as a simple…

机器学习 · 计算机科学 2026-02-27 Dhiraj Neupane , Richard Dazeley , Mohamed Reda Bouadjenek , Sunil Aryal

This paper introduces a new method for inverse reinforcement learning in large-scale and high-dimensional state spaces. To avoid solving the computationally expensive reinforcement learning problems in reward learning, we propose a function…

机器学习 · 计算机科学 2017-08-15 Kun Li , Joel W. Burdick