In this task, you are given a part of an article. Your task is to generate headline (title) for this text. Preferred headlines are under fifteen words.

Ex Input:
For most reinforcement learning approaches, the learning is performed by maximizing an accumulative reward that is expectedly and manually defined for specific tasks. However, in real world, rewards are emergent phenomena from the complex interactions between agents and environments. In this paper, we propose an implicit generic reward model for reinforcement learning. Unlike those rewards that are manually defined for specific tasks, such implicit reward is task independent. It only comes from the deviation from the agents' previous experiences.

Ex Output:
Experience enrichment based task independent reward model

Ex Input:
Recommender systems often use latent features to explain the behaviors of users and capture the properties of items. As users interact with different items over time, user and item features can influence each other, evolve and co-evolve over time. To accurately capture the fine grained nonlinear coevolution of these features, we propose a recurrent coevolutionary feature embedding process model, which combines recurrent neural network (RNN) with a multidimensional point process model. The RNN learns a nonlinear representation of user and item features which take into account mutual influence between user and item features, and the feature evolution over time. We also develop an efficient stochastic gradient algorithm for learning the model parameters, which can readily scale up to millions of events. Experiments on diverse real-world datasets demonstrate significant improvements in user behavior prediction compared to state-of-the-arts.

Ex Output:
Recurrent Coevolutionary Feature Embedding Processes for Recommendation

Ex Input:
In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in costs in addition to minimizing a standard criterion. Conditional value-at-risk (CVaR) is a relatively new risk measure that addresses some of the shortcomings of the well-known variance-related risk measures, and because of its computational efficiencies has gained popularity in finance and operations research. In this paper, we consider the mean-CVaR optimization problem in MDPs. We first derive a formula for computing the gradient of this risk-sensitive objective function. We then devise policy gradient and actor-critic algorithms that each uses a specific method to estimate this gradient and updates the policy parameters in the descent direction. We establish the convergence of our algorithms to locally risk-sensitive optimal policies. Finally, we demonstrate the usefulness of our algorithms in an optimal stopping problem.

Ex Output:
Algorithms for CVaR Optimization in MDPs