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Reinforcement learning with outcome-based feedback faces a fundamental challenge: when rewards are only observed at trajectory endpoints, how do we assign credit to the right actions? This paper provides the first comprehensive analysis of…

机器学习 · 计算机科学 2025-07-25 Fan Chen , Zeyu Jia , Alexander Rakhlin , Tengyang Xie

We present an algorithm for learning an approximate action-value soft Q-function in the relative entropy regularised reinforcement learning setting, for which an optimal improved policy can be recovered in closed form. We use recent…

机器学习 · 计算机科学 2019-11-06 Jonas Degrave , Abbas Abdolmaleki , Jost Tobias Springenberg , Nicolas Heess , Martin Riedmiller

Deep reinforcement learning algorithms require large amounts of experience to learn an individual task. While in principle meta-reinforcement learning (meta-RL) algorithms enable agents to learn new skills from small amounts of experience,…

机器学习 · 计算机科学 2019-03-21 Kate Rakelly , Aurick Zhou , Deirdre Quillen , Chelsea Finn , Sergey Levine

Linear fixed point equations in Hilbert spaces arise in a variety of settings, including reinforcement learning, and computational methods for solving differential and integral equations. We study methods that use a collection of random…

机器学习 · 计算机科学 2020-12-11 Wenlong Mou , Ashwin Pananjady , Martin J. Wainwright

Reinforcement learning (RL) has achieved significant success across a wide range of domains, however, most existing methods are formulated in discrete time. In this work, we introduce a novel RL method for continuous-time control, where…

机器学习 · 计算机科学 2025-10-21 Chengxiu Hua , Jiawen Gu , Yushun Tang

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

Model-free Reinforcement Learning (RL) algorithms such as Q-learning [Watkins, Dayan 92] have been widely used in practice and can achieve human level performance in applications such as video games [Mnih et al. 15]. Recently, equipped with…

机器学习 · 计算机科学 2019-05-03 Zhao Song , Wen Sun

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

We study the problem of inverse reinforcement learning (IRL), where the learning agent recovers a reward function using expert demonstrations. Most of the existing IRL techniques make the often unrealistic assumption that the agent has…

机器学习 · 计算机科学 2021-12-20 Franck Djeumou , Murat Cubuktepe , Craig Lennon , Ufuk Topcu

Continuous-time reinforcement learning offers an appealing formalism for describing control problems in which the passage of time is not naturally divided into discrete increments. Here we consider the problem of predicting the distribution…

机器学习 · 计算机科学 2022-06-20 Harley Wiltzer , David Meger , Marc G. Bellemare

Offline reinforcement learning is important in domains such as medicine, economics, and e-commerce where online experimentation is costly, dangerous or unethical, and where the true model is unknown. However, most methods assume all…

机器学习 · 统计学 2025-10-30 David Bruns-Smith , Angela Zhou

$Q$-learning with function approximation is one of the most popular methods in reinforcement learning. Though the idea of using function approximation was proposed at least 60 years ago, even in the simplest setup, i.e, approximating…

机器学习 · 计算机科学 2019-11-05 Simon S. Du , Yuping Luo , Ruosong Wang , Hanrui Zhang

Model-free approaches for reinforcement learning (RL) and continuous control find policies based only on past states and rewards, without fitting a model of the system dynamics. They are appealing as they are general purpose and easy to…

机器学习 · 计算机科学 2018-10-09 Yasin Abbasi-Yadkori , Nevena Lazic , Csaba Szepesvari

This paper presents a novel model-free Reinforcement Learning algorithm for learning behavior in continuous action, state, and goal spaces. The algorithm approximates optimal value functions using non-parametric estimators. It is able to…

人工智能 · 计算机科学 2019-08-28 Andreas Gerken , Michael Spranger

Reinforcement learning (RL) in large or infinite state spaces is notoriously challenging, both theoretically (where worst-case sample and computational complexities must scale with state space cardinality) and experimentally (where function…

机器学习 · 计算机科学 2024-05-28 Marcel Hussing , Michael Kearns , Aaron Roth , Sikata Bela Sengupta , Jessica Sorrell

Diffusion models over discrete spaces have recently shown striking empirical success, yet their theoretical foundations remain incomplete. In this paper, we study the sampling efficiency of score-based discrete diffusion models under a…

机器学习 · 计算机科学 2026-02-17 Daniil Dmitriev , Zhihan Huang , Yuting Wei

We consider the problem of imitation learning from a finite set of expert trajectories, without access to reinforcement signals. The classical approach of extracting the expert's reward function via inverse reinforcement learning, followed…

机器学习 · 计算机科学 2019-06-10 Ruohan Wang , Carlo Ciliberto , Pierluigi Amadori , Yiannis Demiris

We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…

机器学习 · 计算机科学 2023-11-07 Jiafan He , Heyang Zhao , Dongruo Zhou , Quanquan Gu

Diffusion models generate samples through an iterative denoising process, guided by a neural network. While training the denoiser on real-world data is computationally demanding, the sampling procedure itself is more flexible. This…

机器学习 · 计算机科学 2026-02-10 Constant Bourdrez , Alexandre Vérine , Olivier Cappé

Effectively leveraging large, previously collected datasets in reinforcement learning (RL) is a key challenge for large-scale real-world applications. Offline RL algorithms promise to learn effective policies from previously-collected,…

机器学习 · 计算机科学 2020-08-20 Aviral Kumar , Aurick Zhou , George Tucker , Sergey Levine