Reinforcement Learning
Reinforcement Learning in Queue-Reactive Models: Application to Optimal Execution
Espana, Tomas, Hafsi, Yadh, Lillo, Fabrizio, Vittori, Edoardo
We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of time. Departing from traditional parametric approaches to price dynamics and impact modeling, we adopt a model-free, data-driven framework. Since policy optimization requires counterfactual feedback that historical data cannot provide, we employ the Queue-Reactive Model to generate realistic and tractable limit order book simulations that encompass transient price impact, and nonlinear and dynamic order flow responses. Methodologically, we train a Double Deep Q-Network agent on a state space comprising time, inventory, price, and depth variables, and evaluate its performance against established benchmarks. Numerical simulation results show that the agent learns a policy that is both strategic and tactical, adapting effectively to order book conditions and outperforming standard approaches across multiple training configurations. These findings provide strong evidence that model-free Reinforcement Learning can yield adaptive and robust solutions to the optimal execution problem.
GRPO-RM: Fine-Tuning Representation Models via GRPO-Driven Reinforcement Learning
Xu, Yanchen, Jiao, Ziheng, Zhang, Hongyuan, Li, Xuelong
The Group Relative Policy Optimization (GRPO), a reinforcement learning method used to fine-tune large language models (LLMs), has proved its effectiveness in practical applications such as DeepSeek-R1. It raises a question whether GRPO can be generalized to representation learning models. In this paper, we propose Group Relative Policy Optimization for Representation Model (GRPO-RM), and investigate the performance of GRPO-like policy in post-training representation models. Specifically, our method establishes a predefined output set to functionally replace token sequence sampling in LLMs, thereby generating an output group, which is essential for the probability-driven optimization of GRPO. In addition, a specialized reward function is designed to accommodate the properties of representation models. Extensive experiments are conducted on various real-world datasets to validate the effectiveness of our proposed method.
Reasoning in Diffusion Large Language Models is Concentrated in Dynamic Confusion Zones
Chen, Ranfei, Chen, Ming, Wang, Kaifei
Diffusion Large Language Models (dLLMs) are rapidly emerging alongside autoregressive models as a powerful paradigm for complex reasoning, with reinforcement learning increasingly used for downstream alignment. Existing trajectory-based RL methods uniformly allocate policy gradients across denoising steps, implicitly treating all steps as equally important. We challenge this assumption by analyzing trajectories with several step-level metrics: entropy-based uncertainty, Confidence-Margin (CM) uncertainty, and Rate of Entropy Change (RoEC). These reveal structured "zones of confusion": transient spikes in uncertainty and instability that strongly predict final success or failure, while most steps remain stable. We propose Adaptive Trajectory Policy Optimization (ATPO), a lightweight step-selection strategy that dynamically reallocates gradient updates to these high-leverage steps without changing the RL objective, rewards, or compute budget. Using a hybrid RoEC+CM rule, ATPO delivers substantial gains in reasoning accuracy and training stability across benchmarks, showing that exploiting trajectory dynamics is key to advancing dLLM RL.
Learning Where, What and How to Transfer: A Multi-Role Reinforcement Learning Approach for Evolutionary Multitasking
Zhan, Jiajun, Ma, Zeyuan, Gong, Yue-Jiao, Tan, Kay Chen
Evolutionary multitasking (EMT) algorithms typically require tailored designs for knowledge transfer, in order to assure convergence and optimality in multitask optimization. In this paper, we explore designing a systematic and generalizable knowledge transfer policy through Reinforcement Learning. We first identify three major challenges: determining the task to transfer (where), the knowledge to be transferred (what) and the mechanism for the transfer (how). To address these challenges, we formulate a multi-role RL system where three (groups of) policy networks act as specialized agents: a task routing agent incorporates an attention-based similarity recognition module to determine source-target transfer pairs via attention scores; a knowledge control agent determines the proportion of elite solutions to transfer; and a group of strategy adaptation agents control transfer strength by dynamically controlling hyper-parameters in the underlying EMT framework. Through pre-training all network modules end-to-end over an augmented multitask problem distribution, a generalizable meta-policy is obtained. Comprehensive validation experiments show state-of-the-art performance of our method against representative baselines. Further in-depth analysis not only reveals the rationale behind our proposal but also provide insightful interpretations on what the system have learned.
Masked Auto-Regressive Variational Acceleration: Fast Inference Makes Practical Reinforcement Learning
Gu, Yuxuan, Bai, Weimin, Wang, Yifei, Luo, Weijian, Sun, He
Masked auto-regressive diffusion models (MAR) benefit from the expressive modeling ability of diffusion models and the flexibility of masked auto-regressive ordering. However, vanilla MAR suffers from slow inference due to its hierarchical inference mechanism: an outer AR unmasking loop and an inner diffusion denoising chain. Such de-coupled structure not only harm the generation efficiency but also hinder the practical use of MAR for reinforcement learning (RL), an increasingly critical paradigm for generative model post-training. T o address this fundamental issue, we introduce MARVAL (Masked Auto-regressive V ari-ational Acceleration), a distillation-based framework that compresses the diffusion chain into a single AR generation step while preserving the flexible auto-regressive unmasking order . Such a distillation with MARVAL not only yields substantial inference acceleration but, crucially, makes RL post-training with verifiable rewards practical, resulting in scalable yet human-preferred fast generative models. Our contributions are twofold: (1) a novel score-based varia-tional objective for distilling masked auto-regressive diffusion models into a single generation step without sacrificing sample quality; and (2) an efficient RL framework for masked auto-regressive models via MARVAL-RL. On ImageNet 256 256, MARVAL-Huge achieves an FID of 2.00 with more than 30 times speedup compared with MARdiffusion, and MARVAL-RL yields consistent improvements in CLIP and image-reward scores on ImageNet datasets with entity names. In conclusion, MARVAL demonstrates the first practical path to distillation and RL of masked auto-regressive diffusion models, enabling fast sampling and better preference alignments.
Vehicle Routing Problems via Quantum Graph Attention Network Deep Reinforcement Learning
Giang, Le Tung, Viet, Vu Hoang, Tung, Nguyen Xuan, Van Chien, Trinh, Hwang, Won-Joo
The vehicle routing problem (VRP) is a fundamental NP-hard task in intelligent transportation systems with broad applications in logistics and distribution. Deep reinforcement learning (DRL) with Graph Neural Networks (GNNs) has shown promise, yet classical models rely on large multi-layer perceptrons (MLPs) that are parameter-heavy and memory-bound. We propose a Quantum Graph Attention Network (Q-GAT) within a DRL framework, where parameterized quantum circuits (PQCs) replace conventional MLPs at critical readout stages. The hybrid model maintains the expressive capacity of graph attention encoders while reducing trainable parameters by more than 50%. Using proximal policy optimization (PPO) with greedy and stochastic decoding, experiments on VRP benchmarks show that Q-GAT achieves faster convergence and reduces routing cost by about 5% compared with classical GAT baselines. These results demonstrate the potential of PQC-enhanced GNNs as compact and effective solvers for large-scale routing and logistics optimization.
Learning Human-Like RL Agents Through Trajectory Optimization With Action Quantization
Guo, Jian-Ting, Chen, Yu-Cheng, Hsieh, Ping-Chun, Ho, Kuo-Hao, Huang, Po-Wei, Wu, Ti-Rong, Wu, I-Chen
Human-like agents have long been one of the goals in pursuing artificial intelligence. Although reinforcement learning (RL) has achieved superhuman performance in many domains, relatively little attention has been focused on designing human-like RL agents. As a result, many reward-driven RL agents often exhibit unnatural behaviors compared to humans, raising concerns for both interpretability and trustworthiness. To achieve human-like behavior in RL, this paper first formulates human-likeness as trajectory optimization, where the objective is to find an action sequence that closely aligns with human behavior while also maximizing rewards, and adapts the classic receding-horizon control to human-like learning as a tractable and efficient implementation. To achieve this, we introduce Macro Action Quantization (MAQ), a human-like RL framework that distills human demonstrations into macro actions via Vector-Quantized VAE. Experiments on D4RL Adroit benchmarks show that MAQ significantly improves human-likeness, increasing trajectory similarity scores, and achieving the highest human-likeness rankings among all RL agents in the human evaluation study. Our results also demonstrate that MAQ can be easily integrated into various off-the-shelf RL algorithms, opening a promising direction for learning human-like RL agents. Our code is available at https://rlg.iis.sinica.edu.tw/papers/MAQ.
Distributed primal-dual algorithm for constrained multi-agent reinforcement learning under coupled policies
Dai, Pengcheng, Wang, He, Wang, Dongming, Yu, Wenwu
In this work, we investigate constrained multi-agent reinforcement learning (CMARL), where agents collaboratively maximize the sum of their local objectives while satisfying individual safety constraints. We propose a framework where agents adopt coupled policies that depend on both local states and parameters, as well as those of their $ฮบ_p$-hop neighbors, with $ฮบ_p>0$ denoting the coupling distance. A distributed primal-dual algorithm is further developed under this framework, wherein each agent has access only to state-action pairs within its $2ฮบ_p$-hop neighborhood and to reward information within its $ฮบ+ 2ฮบ_p$-hop neighborhood, with $ฮบ> 0$ representing the truncation distance. Moreover, agents are not permitted to directly share their true policy parameters or Lagrange multipliers. Instead, each agent constructs and maintains local estimates of these variables for other agents and employs such estimates to execute its policy. Additionally, these estimates are further updated and exchanged exclusively through an independent, time-varying networks, which enhances the overall system security. We establish that, with high probability, our algorithm can achieve an $ฮต$-first-order stationary convergence with an approximation error of $\mathcal{O}(ฮณ^{\frac{ฮบ+1}{ฮบ_{p}}})$ for discount factor $ฮณ\in(0,1)$. Finally, simulations in GridWorld environment are conducted to demonstrate the effectiveness of the proposed algorithm.
Simulated Human Learning in a Dynamic, Partially-Observed, Time-Series Environment
Jiang, Jeffrey, Hong, Kevin, Kuczynski, Emily, Pottie, Gregory
While intelligent tutoring systems (ITSs) can use information from past students to personalize instruction, each new student is unique. Moreover, the education problem is inherently difficult because the learning process is only partially observable. We therefore develop a dynamic, time-series environment to simulate a classroom setting, with student-teacher interventions - including tutoring sessions, lectures, and exams. In particular, we design the simulated environment to allow for varying levels of probing interventions that can gather more information. Then, we develop reinforcement learning ITSs that combine learning the individual state of students while pulling from population information through the use of probing interventions. These interventions can reduce the difficulty of student estimation, but also introduce a cost-benefit decision to find a balance between probing enough to get accurate estimates and probing so often that it becomes disruptive to the student. We compare the efficacy of standard RL algorithms with several greedy rules-based heuristic approaches to find that they provide different solutions, but with similar results. We also highlight the difficulty of the problem with increasing levels of hidden information, and the boost that we get if we allow for probing interventions. We show the flexibility of both heuristic and RL policies with regards to changing student population distributions, finding that both are flexible, but RL policies struggle to help harder classes. Finally, we test different course structures with non-probing policies and we find that our policies are able to boost the performance of quiz and midterm structures more than we can in a finals-only structure, highlighting the benefit of having additional information.
Z-Merge: Multi-Agent Reinforcement Learning for On-Ramp Merging with Zone-Specific V2X Traffic Information
Ibork, Yassine, Won, Myounggyu, Das, Lokesh
Ramp merging is a critical and challenging task for autonomous vehicles (A Vs), particularly in mixed traffic environments with human-driven vehicles (HVs). Existing approaches typically rely on either lane-changing or inter-vehicle gap creation strategies based solely on local or neighboring information, often leading to sub-optimal performance in terms of safety and traffic efficiency. In this paper, we present a V2X (vehicle-to-everything communication)-assisted Multiagent Reinforcement Learning (MARL) framework for on-ramp merging that effectively coordinates the complex interplay between lane-changing and inter-vehicle gap adaptation strategies by utilizing zone-specific global information available from a roadside unit (RSU). The merging control problem is formulated as a Multiagent Partially Observable Markov Decision Process (MA-POMDP), where agents leverage both local and global observations through V2X communication. To support both discrete and continuous control decisions, we design a hybrid action space and adopt a parameterized deep Q-learning approach. Extensive simulations, integrating the SUMO traffic simulator and the MOSAIC V2X simulator, demonstrate that our framework significantly improves merging success rate, traffic efficiency, and road safety across diverse traffic scenarios.