Publications

175 entries « 1 of 4 »

2022

Hayes, Conor F.; Radulescu, Roxana; Bargiacchi, Eugenio; Källström, Johan; Macfarlane, Matthew; Reymond, Mathieu; Verstraeten, Timothy; Zintgraf, Luisa M.; Dazeley, Richard; Heintz, Fredrik; Howley, Enda; Irissappane, Athirai A.; Mannion, Patrick; Nowé, Ann; Ramos, Gabriel Oliveira; Restelli, Marcello; Vamplew, Peter; Roijers, Diederik M.

A practical guide to multi-objective reinforcement learning and planning Journal Article

In: Auton. Agents Multi Agent Syst., vol. 36, no. 1, pp. 26, 2022.

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Nuara, Alessandro; Trovò, Francesco; Gatti, Nicola; Restelli, Marcello

Online joint bid/daily budget optimization of Internet advertising campaigns Journal Article

In: Artif. Intell., vol. 305, pp. 103663, 2022.

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Mutti, Mirco; Col, Stefano Del; Restelli, Marcello

Reward-Free Policy Space Compression for Reinforcement Learning Proceedings Article

In: Camps-Valls, Gustau; Ruiz, Francisco J. R.; Valera, Isabel (Ed.): International Conference on Artificial Intelligence and Statistics, AISTATS 2022, 28-30 March 2022, Virtual Event, pp. 3187–3203, PMLR, 2022.

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Eldowa, Khaled; Bisi, Lorenzo; Restelli, Marcello

Finite Sample Analysis of Mean-Volatility Actor-Critic for Risk-Averse Reinforcement Learning Proceedings Article

In: Camps-Valls, Gustau; Ruiz, Francisco J. R.; Valera, Isabel (Ed.): International Conference on Artificial Intelligence and Statistics, AISTATS 2022, 28-30 March 2022, Virtual Event, pp. 10028–10066, PMLR, 2022.

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Mutti, Mirco; Santi, Riccardo De; Bartolomeis, Piersilvio De; Restelli, Marcello

Challenging Common Assumptions in Convex Reinforcement Learning Journal Article

In: CoRR, vol. abs/2202.01511, 2022.

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Mutti, Mirco; Santi, Riccardo De; Restelli, Marcello

The Importance of Non-Markovianity in Maximum State Entropy Exploration Journal Article

In: CoRR, vol. abs/2202.03060, 2022.

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Mutti, Mirco; Santi, Riccardo De; Rossi, Emanuele; Calderón, Juan Felipe; Bronstein, Michael M.; Restelli, Marcello

Provably Efficient Causal Model-Based Reinforcement Learning for Systematic Generalization Journal Article

In: CoRR, vol. abs/2202.06545, 2022.

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Mutti, Mirco; Col, Stefano Del; Restelli, Marcello

Reward-Free Policy Space Compression for Reinforcement Learning Journal Article

In: CoRR, vol. abs/2202.11079, 2022.

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Liotet, Pierre; Maran, Davide; Bisi, Lorenzo; Restelli, Marcello

Delayed Reinforcement Learning by Imitation Journal Article

In: CoRR, vol. abs/2205.05569, 2022.

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Mussi, Marco; Lombarda, Davide; Metelli, Alberto Maria; Trovò, Francesco; Restelli, Marcello

ARLO: A Framework for Automated Reinforcement Learning Journal Article

In: CoRR, vol. abs/2205.10416, 2022.

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Riva, Antonio; Bisi, Lorenzo; Liotet, Pierre; Sabbioni, Luca; Vittori, Edoardo; Pinciroli, Marco; Trapletti, Michele; Restelli, Marcello

Addressing Non-Stationarity in FX Trading with Online Model Selection of Offline RL Experts Proceedings Article

In: 3rd ACM International Conference on AI in Finance, pp. 394–402, Association for Computing Machinery, New York, NY, USA, 2022, ISBN: 9781450393768.

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Bernasconi, Martino; Martino, Stefano; Vittori, Edoardo; Trovò, Francesco; Restelli, Marcello

Dark-Pool Smart Order Routing: A Combinatorial Multi-Armed Bandit Approach Proceedings Article

In: 3rd ACM International Conference on AI in Finance, pp. 352–360, Association for Computing Machinery, New York, NY, USA, 2022, ISBN: 9781450393768.

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2021

Metelli, Alberto Maria; Pirotta, Matteo; Calandriello, Daniele; Restelli, Marcello

Safe Policy Iteration: A Monotonically Improving Approximate Policy Iteration Approach Journal Article

In: J. Mach. Learn. Res., vol. 22, pp. 97:1–97:83, 2021.

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D'Eramo, Carlo; Tateo, Davide; Bonarini, Andrea; Restelli, Marcello; Peters, Jan

MushroomRL: Simplifying Reinforcement Learning Research Journal Article

In: J. Mach. Learn. Res., vol. 22, pp. 131:1–131:5, 2021.

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D'Eramo, Carlo; Cini, Andrea; Nuara, Alessandro; Pirotta, Matteo; Alippi, Cesare; Peters, Jan; Restelli, Marcello

Gaussian Approximation for Bias Reduction in Q-Learning Journal Article

In: J. Mach. Learn. Res., vol. 22, pp. 277:1–277:51, 2021.

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Likmeta, Amarildo; Metelli, Alberto Maria; Ramponi, Giorgia; Tirinzoni, Andrea; Giuliani, Matteo; Restelli, Marcello

Dealing with multiple experts and non-stationarity in inverse reinforcement learning: an application to real-life problems Journal Article

In: Mach. Learn., vol. 110, no. 9, pp. 2541–2576, 2021.

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Metelli, Alberto Maria; Papini, Matteo; D'Oro, Pierluca; Restelli, Marcello

Policy Optimization as Online Learning with Mediator Feedback Proceedings Article

In: Thirty-Fifth AAAI Conference on Artificial Intelligence, AAAI 2021, Thirty-Third Conference on Innovative Applications of Artificial Intelligence, IAAI 2021, The Eleventh Symposium on Educational Advances in Artificial Intelligence, EAAI 2021, Virtual Event, February 2-9, 2021, pp. 8958–8966, AAAI Press, 2021.

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Mutti, Mirco; Pratissoli, Lorenzo; Restelli, Marcello

Task-Agnostic Exploration via Policy Gradient of a Non-Parametric State Entropy Estimate Proceedings Article

In: Thirty-Fifth AAAI Conference on Artificial Intelligence, AAAI 2021, Thirty-Third Conference on Innovative Applications of Artificial Intelligence, IAAI 2021, The Eleventh Symposium on Educational Advances in Artificial Intelligence, EAAI 2021, Virtual Event, February 2-9, 2021, pp. 9028–9036, AAAI Press, 2021.

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Ramponi, Giorgia; Restelli, Marcello

Newton Optimization on Helmholtz Decomposition for Continuous Games Proceedings Article

In: Thirty-Fifth AAAI Conference on Artificial Intelligence, AAAI 2021, Thirty-Third Conference on Innovative Applications of Artificial Intelligence, IAAI 2021, The Eleventh Symposium on Educational Advances in Artificial Intelligence, EAAI 2021, Virtual Event, February 2-9, 2021, pp. 11325–11333, AAAI Press, 2021.

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Vittori, Edoardo; Likmeta, Amarildo; Restelli, Marcello

Monte carlo tree search for trading and hedging Proceedings Article

In: Calinescu, Anisoara; Szpruch, Lukasz (Ed.): ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021, pp. 37:1–37:9, ACM, 2021.

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Riva, Antonio; Bisi, Lorenzo; Liotet, Pierre; Sabbioni, Luca; Vittori, Edoardo; Pinciroli, Marco; Trapletti, Michele; Restelli, Marcello

Learning FX trading strategies with FQI and persistent actions Proceedings Article

In: Calinescu, Anisoara; Szpruch, Lukasz (Ed.): ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021, pp. 38:1–38:9, ACM, 2021.

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Metelli, Alberto Maria; Ramponi, Giorgia; Concetti, Alessandro; Restelli, Marcello

Provably Efficient Learning of Transferable Rewards Proceedings Article

In: Meila, Marina; Zhang, Tong (Ed.): Proceedings of the 38th International Conference on Machine Learning, ICML 2021, 18-24 July 2021, Virtual Event, pp. 7665–7676, PMLR, 2021.

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Papini, Matteo; Tirinzoni, Andrea; Restelli, Marcello; Lazaric, Alessandro; Pirotta, Matteo

Leveraging Good Representations in Linear Contextual Bandits Proceedings Article

In: Meila, Marina; Zhang, Tong (Ed.): Proceedings of the 38th International Conference on Machine Learning, ICML 2021, 18-24 July 2021, Virtual Event, pp. 8371–8380, PMLR, 2021.

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Poiani, Riccardo; Tirinzoni, Andrea; Restelli, Marcello

Meta-Reinforcement Learning by Tracking Task Non-stationarity Proceedings Article

In: Zhou, Zhi-Hua (Ed.): Proceedings of the Thirtieth International Joint Conference on Artificial Intelligence, IJCAI 2021, Virtual Event / Montreal, Canada, 19-27 August 2021, pp. 2899–2905, ijcai.org, 2021.

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Liotet, Pierre; Venneri, Erick; Restelli, Marcello

Learning a Belief Representation for Delayed Reinforcement Learning Proceedings Article

In: International Joint Conference on Neural Networks, IJCNN 2021, Shenzhen, China, July 18-22, 2021, pp. 1–8, IEEE, 2021.

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Metelli, Alberto Maria; Russo, Alessio; Restelli, Marcello

Subgaussian and Differentiable Importance Sampling for Off-Policy Evaluation and Learning Proceedings Article

In: Ranzato, Marc'Aurelio; Beygelzimer, Alina; Dauphin, Yann N.; Liang, Percy; Vaughan, Jennifer Wortman (Ed.): Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, NeurIPS 2021, December 6-14, 2021, virtual, pp. 8119–8132, 2021.

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Papini, Matteo; Tirinzoni, Andrea; Pacchiano, Aldo; Restelli, Marcello; Lazaric, Alessandro; Pirotta, Matteo

Reinforcement Learning in Linear MDPs: Constant Regret and Representation Selection Proceedings Article

In: Ranzato, Marc'Aurelio; Beygelzimer, Alina; Dauphin, Yann N.; Liang, Percy; Vaughan, Jennifer Wortman (Ed.): Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, NeurIPS 2021, December 6-14, 2021, virtual, pp. 16371–16383, 2021.

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Ramponi, Giorgia; Metelli, Alberto Maria; Concetti, Alessandro; Restelli, Marcello

Learning in Non-Cooperative Configurable Markov Decision Processes Proceedings Article

In: Ranzato, Marc'Aurelio; Beygelzimer, Alina; Dauphin, Yann N.; Liang, Percy; Vaughan, Jennifer Wortman (Ed.): Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, NeurIPS 2021, December 6-14, 2021, virtual, pp. 22808–22821, 2021.

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Luca, Martino Bernasconi; Vittori, Edoardo; Trovò, Francesco; Restelli, Marcello

Conservative Online Convex Optimization Proceedings Article

In: Oliver, Nuria; Pérez-Cruz, Fernando; Kramer, Stefan; Read, Jesse; Lozano, José Antonio (Ed.): Machine Learning and Knowledge Discovery in Databases. Research Track - European Conference, ECML PKDD 2021, Bilbao, Spain, September 13-17, 2021, Proceedings, Part I, pp. 19–34, Springer, 2021.

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Re, Gerlando; Chiusano, Fabio; Trovò, Francesco; Carrera, Diego; Boracchi, Giacomo; Restelli, Marcello

Exploiting History Data for Nonstationary Multi-armed Bandit Proceedings Article

In: Oliver, Nuria; Pérez-Cruz, Fernando; Kramer, Stefan; Read, Jesse; Lozano, José Antonio (Ed.): Machine Learning and Knowledge Discovery in Databases. Research Track - European Conference, ECML PKDD 2021, Bilbao, Spain, September 13-17, 2021, Proceedings, Part I, pp. 51–66, Springer, 2021.

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Canonaco, Giuseppe; Soprani, Andrea; Giuliani, Matteo; Castelletti, Andrea; Roveri, Manuel; Restelli, Marcello

Time-variant variational transfer for value functions Proceedings Article

In: Campos, Cassio P.; Maathuis, Marloes H.; Quaeghebeur, Erik (Ed.): Proceedings of the Thirty-Seventh Conference on Uncertainty in Artificial Intelligence, UAI 2021, Virtual Event, 27-30 July 2021, pp. 876–886, AUAI Press, 2021.

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Hayes, Conor F.; Radulescu, Roxana; Bargiacchi, Eugenio; Källström, Johan; Macfarlane, Matthew; Reymond, Mathieu; Verstraeten, Timothy; Zintgraf, Luisa M.; Dazeley, Richard; Heintz, Fredrik; Howley, Enda; Irissappane, Athirai A.; Mannion, Patrick; Nowé, Ann; Ramos, Gabriel Oliveira; Restelli, Marcello; Vamplew, Peter; Roijers, Diederik M.

A Practical Guide to Multi-Objective Reinforcement Learning and Planning Journal Article

In: CoRR, vol. abs/2103.09568, 2021.

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Papini, Matteo; Tirinzoni, Andrea; Restelli, Marcello; Lazaric, Alessandro; Pirotta, Matteo

Leveraging Good Representations in Linear Contextual Bandits Journal Article

In: CoRR, vol. abs/2104.03781, 2021.

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Poiani, Riccardo; Tirinzoni, Andrea; Restelli, Marcello

Meta-Reinforcement Learning by Tracking Task Non-stationarity Journal Article

In: CoRR, vol. abs/2105.08834, 2021.

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Papini, Matteo; Tirinzoni, Andrea; Pacchiano, Aldo; Restelli, Marcello; Lazaric, Alessandro; Pirotta, Matteo

Reinforcement Learning in Linear MDPs: Constant Regret and Representation Selection Journal Article

In: CoRR, vol. abs/2110.14798, 2021.

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Liotet, Pierre; Vidaich, Francesco; Metelli, Alberto Maria; Restelli, Marcello

Lifelong Hyper-Policy Optimization with Multiple Importance Sampling Regularization Journal Article

In: CoRR, vol. abs/2112.06625, 2021.

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Mutti, Mirco; Mancassola, Mattia; Restelli, Marcello

Unsupervised Reinforcement Learning in Multiple Environments Journal Article

In: CoRR, vol. abs/2112.08746, 2021.

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2020

Metelli, Alberto Maria; Pirotta, Matteo; Restelli, Marcello

On the use of the policy gradient and Hessian in inverse reinforcement learning Journal Article

In: Intelligenza Artificiale, vol. 14, no. 1, pp. 117–150, 2020.

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Trovò, Francesco; Restelli, Marcello; Gatti, Nicola

Sliding-Window Thompson Sampling for Non-Stationary Settings Journal Article

In: J. Artif. Intell. Res., vol. 68, pp. 311–364, 2020.

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Metelli, Alberto Maria; Papini, Matteo; Montali, Nico; Restelli, Marcello

Importance Sampling Techniques for Policy Optimization Journal Article

In: J. Mach. Learn. Res., vol. 21, pp. 141:1–141:75, 2020.

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Likmeta, Amarildo; Metelli, Alberto Maria; Tirinzoni, Andrea; Giol, Riccardo; Restelli, Marcello; Romano, Danilo

Combining reinforcement learning with rule-based controllers for transparent and general decision-making in autonomous driving Journal Article

In: Robotics Auton. Syst., vol. 131, pp. 103568, 2020.

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D'Oro, Pierluca; Metelli, Alberto Maria; Tirinzoni, Andrea; Papini, Matteo; Restelli, Marcello

Gradient-Aware Model-Based Policy Search Proceedings Article

In: The Thirty-Fourth AAAI Conference on Artificial Intelligence, AAAI 2020, The Thirty-Second Innovative Applications of Artificial Intelligence Conference, IAAI 2020, The Tenth AAAI Symposium on Educational Advances in Artificial Intelligence, EAAI 2020, New York, NY, USA, February 7-12, 2020, pp. 3801–3808, AAAI Press, 2020.

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Mutti, Mirco; Restelli, Marcello

An Intrinsically-Motivated Approach for Learning Highly Exploring and Fast Mixing Policies Proceedings Article

In: The Thirty-Fourth AAAI Conference on Artificial Intelligence, AAAI 2020, The Thirty-Second Innovative Applications of Artificial Intelligence Conference, IAAI 2020, The Tenth AAAI Symposium on Educational Advances in Artificial Intelligence, EAAI 2020, New York, NY, USA, February 7-12, 2020, pp. 5232–5239, AAAI Press, 2020.

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Papini, Matteo; Battistello, Andrea; Restelli, Marcello

Balancing Learning Speed and Stability in Policy Gradient via Adaptive Exploration Proceedings Article

In: Chiappa, Silvia; Calandra, Roberto (Ed.): The 23rd International Conference on Artificial Intelligence and Statistics, AISTATS 2020, 26-28 August 2020, Online [Palermo, Sicily, Italy], pp. 1188–1199, PMLR, 2020.

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Ramponi, Giorgia; Likmeta, Amarildo; Metelli, Alberto Maria; Tirinzoni, Andrea; Restelli, Marcello

Truly Batch Model-Free Inverse Reinforcement Learning about Multiple Intentions Proceedings Article

In: Chiappa, Silvia; Calandra, Roberto (Ed.): The 23rd International Conference on Artificial Intelligence and Statistics, AISTATS 2020, 26-28 August 2020, Online [Palermo, Sicily, Italy], pp. 2359–2369, PMLR, 2020.

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Tirinzoni, Andrea; Lazaric, Alessandro; Restelli, Marcello

A Novel Confidence-Based Algorithm for Structured Bandits Proceedings Article

In: Chiappa, Silvia; Calandra, Roberto (Ed.): The 23rd International Conference on Artificial Intelligence and Statistics, AISTATS 2020, 26-28 August 2020, Online [Palermo, Sicily, Italy], pp. 3175–3185, PMLR, 2020.

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Nuara, Alessandro; Trovò, Francesco; Crippa, Dominic; Gatti, Nicola; Restelli, Marcello

Driving Exploration by Maximum Distribution in Gaussian Process Bandits Proceedings Article

In: Seghrouchni, Amal El Fallah; Sukthankar, Gita; An, Bo; Yorke-Smith, Neil (Ed.): Proceedings of the 19th International Conference on Autonomous Agents and Multiagent Systems, AAMAS '20, Auckland, New Zealand, May 9-13, 2020, pp. 948–956, International Foundation for Autonomous Agents and Multiagent Systems, 2020.

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Canonaco, Giuseppe; Restelli, Marcello; Roveri, Manuel

Model-Free Non-Stationarity Detection and Adaptation in Reinforcement Learning Proceedings Article

In: Giacomo, Giuseppe De; Catalá, Alejandro; Dilkina, Bistra; Milano, Michela; Barro, Senén; Bugarín, Alberto; Lang, Jérôme (Ed.): ECAI 2020 - 24th European Conference on Artificial Intelligence, 29 August-8 September 2020, Santiago de Compostela, Spain, August 29 - September 8, 2020 - Including 10th Conference on Prestigious Applications of Artificial Intelligence (PAIS 2020), pp. 1047–1054, IOS Press, 2020.

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Sabbioni, Luca; Restelli, Marcello; Prampolini, Andrea

Fast direct calibration of interest rate derivatives pricing models Proceedings Article

In: Balch, Tucker (Ed.): ICAIF '20: The First ACM International Conference on AI in Finance, New York, NY, USA, October 15-16, 2020, pp. 6:1–6:8, ACM, 2020.

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Vittori, Edoardo; Luca, Martino Bernasconi; Trovò, Francesco; Restelli, Marcello

Dealing with transaction costs in portfolio optimization: online gradient descent with momentum Proceedings Article

In: Balch, Tucker (Ed.): ICAIF '20: The First ACM International Conference on AI in Finance, New York, NY, USA, October 15-16, 2020, pp. 11:1–11:8, ACM, 2020.

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175 entries « 1 of 4 »