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This article is a gentle discussion about the field of reinforcement learning in practice, about opportunities and challenges, touching a broad range of topics, with perspectives and without technical details. The article is based on both…

机器学习 · 计算机科学 2022-04-25 Yuxi Li

Deep Reinforcement Learning (RL) has considerably advanced over the past decade. At the same time, state-of-the-art RL algorithms require a large computational budget in terms of training time to converge. Recent work has started to…

Reinforcement learning (RL) is a promising optimal control technique for multi-energy management systems. It does not require a model a priori - reducing the upfront and ongoing project-specific engineering effort and is capable of learning…

系统与控制 · 电气工程与系统科学 2022-09-02 Glenn Ceusters , Luis Ramirez Camargo , Rüdiger Franke , Ann Nowé , Maarten Messagie

Reinforcement Learning (RL) has proven a stunning ability to learn optimal policies from data without any prior knowledge on the process. The main drawback of RL is that it is typically very difficult to guarantee stability and safety. On…

系统与控制 · 电气工程与系统科学 2020-05-12 Mario Zanon , Vyacheslav Kungurtsev , Sébastien Gros

Reinforcement learning (RL) is attracting attention as an effective way to solve sequential optimization problems that involve high dimensional state/action space and stochastic uncertainties. Many such problems involve constraints…

机器学习 · 计算机科学 2021-04-01 Haeun Yoo , Victor M. Zavala , Jay H. Lee

A reinforcement learning (RL) policy trained in a nominal environment could fail in a new/perturbed environment due to the existence of dynamic variations. Existing robust methods try to obtain a fixed policy for all envisioned dynamic…

机器学习 · 计算机科学 2022-03-10 Yikun Cheng , Pan Zhao , Manan Gandhi , Bo Li , Evangelos Theodorou , Naira Hovakimyan

Lack of reliability is a well-known issue for reinforcement learning (RL) algorithms. This problem has gained increasing attention in recent years, and efforts to improve it have grown substantially. To aid RL researchers and production…

In reinforcement learning (RL), the consideration of multivariate reward signals has led to fundamental advancements in multi-objective decision-making, transfer learning, and representation learning. This work introduces the first…

机器学习 · 计算机科学 2024-09-05 Harley Wiltzer , Jesse Farebrother , Arthur Gretton , Mark Rowland

We study time-inhomogeneous episodic reinforcement learning (RL) under general function approximation and sparse rewards. We design a new algorithm, Variance-weighted Optimistic $Q$-Learning (VO$Q$L), based on $Q$-learning and bound its…

机器学习 · 计算机科学 2022-12-13 Alekh Agarwal , Yujia Jin , Tong Zhang

We present a reinforcement learning (RL) approach for robust optimisation of risk-aware performance criteria. To allow agents to express a wide variety of risk-reward profiles, we assess the value of a policy using rank dependent expected…

机器学习 · 计算机科学 2021-12-16 Sebastian Jaimungal , Silvana Pesenti , Ye Sheng Wang , Hariom Tatsat

Reinforcement learning (RL) has become a predominant technique to align language models (LMs) with human preferences or promote outputs which are deemed to be desirable by a given reward function. Standard RL approaches optimize average…

机器学习 · 计算机科学 2025-10-27 Stephen Zhao , Aidan Li , Rob Brekelmans , Roger Grosse

Multi-objective reinforcement learning (MORL) is the generalization of standard reinforcement learning (RL) approaches to solve sequential decision making problems that consist of several, possibly conflicting, objectives. Generally, in…

人工智能 · 计算机科学 2019-10-08 Xi Chen , Ali Ghadirzadeh , Mårten Björkman , Patric Jensfelt

Revisiting the continuous-time Mean-Variance (MV) Portfolio Optimization problem, we model the market dynamics with a jump-diffusion process and apply Reinforcement Learning (RL) techniques to facilitate informed exploration within the…

投资组合管理 · 定量金融 2025-12-11 Yuling Max Chen , Bin Li , David Saunders

Reinforcement Learning from Human Feedback (RLHF) has recently surged in popularity, particularly for aligning large language models and other AI systems with human intentions. At its core, RLHF can be viewed as a specialized instance of…

机器学习 · 计算机科学 2025-01-10 Yujie Zhao , Jose Efraim Aguilar Escamill , Weyl Lu , Huazheng Wang

Reinforcement learning (RL) has traditionally been understood from an episodic perspective; the concept of non-episodic RL, where there is no restart and therefore no reliable recovery, remains elusive. A fundamental question in…

机器学习 · 计算机科学 2021-05-31 Shuang Liu , Hao Su

In this paper we propose a framework towards achieving two intertwined objectives: (i) equipping reinforcement learning with active exploration and deliberate information gathering, such that it regulates state and parameter uncertainties…

机器学习 · 计算机科学 2024-09-10 Mohammad S. Ramadan , Mahmoud A. Hayajnh , Michael T. Tolley , Kyriakos G. Vamvoudakis

The growing literature of Federated Learning (FL) has recently inspired Federated Reinforcement Learning (FRL) to encourage multiple agents to federatively build a better decision-making policy without sharing raw trajectories. Despite its…

机器学习 · 计算机科学 2022-11-04 Flint Xiaofeng Fan , Yining Ma , Zhongxiang Dai , Wei Jing , Cheston Tan , Bryan Kian Hsiang Low

This paper considers the problem of solving constrained reinforcement learning (RL) problems with anytime guarantees, meaning that the algorithmic solution must yield a constraint-satisfying policy at every iteration of its evolution. Our…

系统与控制 · 电气工程与系统科学 2025-10-03 Pol Mestres , Arnau Marzabal , Jorge Cortés

The endeavor of artificial intelligence (AI) is to design autonomous agents capable of achieving complex tasks. Namely, reinforcement learning (RL) proposes a theoretical background to learn optimal behaviors. In practice, RL algorithms…

机器学习 · 计算机科学 2022-09-27 Firas Jarboui , Ahmed Akakzia

A default assumption in reinforcement learning (RL) and optimal control is that observations arrive at discrete time points on a fixed clock cycle. Yet, many applications involve continuous-time systems where the time discretization, in…