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Motivated by the novel paradigm developed by Van Roy and coauthors for reinforcement learning in arbitrary non-Markovian environments, we propose a related formulation and explicitly pin down the error caused by non-Markovianity of…

系统与控制 · 电气工程与系统科学 2024-02-15 Siddharth Chandak , Pratik Shah , Vivek S Borkar , Parth Dodhia

Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from…

机器学习 · 统计学 2020-02-21 Nathan Kallus , Masatoshi Uehara

This paper addresses the challenge of offline policy learning in reinforcement learning with continuous action spaces when unmeasured confounders are present. While most existing research focuses on policy evaluation within partially…

机器学习 · 统计学 2025-05-02 Yuhan Li , Eugene Han , Yifan Hu , Wenzhuo Zhou , Zhengling Qi , Yifan Cui , Ruoqing Zhu

Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or…

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

机器学习 · 计算机科学 2014-08-12 Aristide Tossou , Christos Dimitrakakis

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents…

机器学习 · 统计学 2013-07-16 Aristide C. Y. Tossou , Christos Dimitrakakis

Reinforcement learning means learning a policy--a mapping of observations into actions--based on feedback from the environment. The learning can be viewed as browsing a set of policies while evaluating them by trial through interaction with…

机器学习 · 计算机科学 2017-05-25 Leonid Peshkin , Virginia Savova

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

理论经济学 · 经济学 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

Most reinforcement learning methods are based upon the key assumption that the transition dynamics and reward functions are fixed, that is, the underlying Markov decision process is stationary. However, in many real-world applications, this…

机器学习 · 计算机科学 2020-09-23 Yash Chandak , Georgios Theocharous , Shiv Shankar , Martha White , Sridhar Mahadevan , Philip S. Thomas

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

机器学习 · 统计学 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

最优化与控制 · 数学 2019-12-09 Ather Gattami

Relational Markov Decision Processes are a useful abstraction for complex reinforcement learning problems and stochastic planning problems. Recent work developed representation schemes and algorithms for planning in such problems using the…

人工智能 · 计算机科学 2012-06-26 Chenggang Wang , Roni Khardon

Markovian processes have long been used to model stochastic environments. Reinforcement learning has emerged as a framework to solve sequential planning and decision-making problems in such environments. In recent years, attempts were made…

人工智能 · 计算机科学 2014-01-17 Mahdi Milani Fard , Joelle Pineau

Continuous-time Markov decision processes are an important class of models in a wide range of applications, ranging from cyber-physical systems to synthetic biology. A central problem is how to devise a policy to control the system in order…

系统与控制 · 计算机科学 2016-06-01 Ezio Bartocci , Luca Bortolussi , Tomǎš Brázdil , Dimitrios Milios , Guido Sanguinetti

Policy evaluation estimates the performance of a policy by (1) collecting data from the environment and (2) processing raw data into a meaningful estimate. Due to the sequential nature of reinforcement learning, any improper data-collecting…

机器学习 · 计算机科学 2025-03-21 Shuze Daniel Liu , Claire Chen , Shangtong Zhang

In this work we address the problem of finding feasible policies for Constrained Markov Decision Processes under probability one constraints. We argue that stationary policies are not sufficient for solving this problem, and that a rich…

机器学习 · 计算机科学 2023-02-14 Agustin Castellano , Hancheng Min , Juan Bazerque , Enrique Mallada

We present a probabilistic model for stochastic iterative algorithms with the use case of optimization algorithms in mind. Based on this model, we present PAC-Bayesian generalization bounds for functions that are defined on the trajectory…

机器学习 · 计算机科学 2024-08-22 Michael Sucker , Peter Ochs

In reinforcement learning (RL) , one of the key components is policy evaluation, which aims to estimate the value function (i.e., expected long-term accumulated reward) of a policy. With a good policy evaluation method, the RL algorithms…

机器学习 · 计算机科学 2018-09-25 Yue Wang , Wei Chen , Yuting Liu , Zhi-Ming Ma , Tie-Yan Liu

A central object of study in Reinforcement Learning (RL) is the Markovian policy, in which an agent's actions are chosen from a memoryless probability distribution, conditioned only on its current state. The family of Markovian policies is…

机器学习 · 计算机科学 2022-05-30 Romain Laroche , Remi Tachet des Combes , Jacob Buckman

The application of learning-based control methods in robotics presents significant challenges. One is that model-free reinforcement learning algorithms use observation data with low sample efficiency. To address this challenge, a prevalent…

机器学习 · 计算机科学 2024-07-19 Andrey Gorodetskiy , Konstantin Mironov , Aleksandr Panov