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In this article, we sketch an algorithm that extends the Q-learning algorithms to the continuous action space domain. Our method is based on the discretization of the action space. Despite the commonly used discretization methods, our…

Machine Learning · Computer Science 2018-07-25 Peyman Tavallali , Gary B. Doran , Lukas Mandrake

In the case of the two-person zero-sum stochastic game with a central controller, this paper proposes a best collaborative behavior search and selection algorithm based on reinforcement learning, in response to how to choose the best…

Robotics · Computer Science 2019-10-01 Yunkai Wang , Shenhan Jia , Zexi Chen , Zheyuan Huang , Rong Xiong

Building and maintaining state to learn policies and value functions is critical for deploying reinforcement learning (RL) agents in the real world. Recurrent neural networks (RNNs) have become a key point of interest for the state-building…

Machine Learning · Computer Science 2026-05-19 Matthew Schlegel , Volodymyr Tkachuk , Adam White , Martha White

We propose reinforcement learning on simple networks consisting of random connections of spiking neurons (both recurrent and feed-forward) that can learn complex tasks with very little trainable parameters. Such sparse and randomly…

Machine Learning · Computer Science 2019-06-06 Wachirawit Ponghiran , Gopalakrishnan Srinivasan , Kaushik Roy

In this paper, we study 1-bit convolutional neural networks (CNNs), of which both the weights and activations are binary. While efficient, the lacking of representational capability and the training difficulty impede 1-bit CNNs from…

Computer Vision and Pattern Recognition · Computer Science 2019-09-05 Zechun Liu , Wenhan Luo , Baoyuan Wu , Xin Yang , Wei Liu , Kwang-Ting Cheng

We propose a method for learning expressive energy-based policies for continuous states and actions, which has been feasible only in tabular domains before. We apply our method to learning maximum entropy policies, resulting into a new…

Machine Learning · Computer Science 2017-07-25 Tuomas Haarnoja , Haoran Tang , Pieter Abbeel , Sergey Levine

Deep Q-learning has achieved significant success in single-agent decision making tasks. However, it is challenging to extend Q-learning to large-scale multi-agent scenarios, due to the explosion of action space resulting from the complex…

Multiagent Systems · Computer Science 2019-10-14 Ming Zhou , Yong Chen , Ying Wen , Yaodong Yang , Yufeng Su , Weinan Zhang , Dell Zhang , Jun Wang

The training process of neural networks usually optimize weights and bias parameters of linear transformations, while nonlinear activation functions are pre-specified and fixed. This work develops a systematic approach to constructing…

Machine Learning · Computer Science 2024-10-29 Zhengqi Liu , Shuhao Cao , Yuwen Li , Ludmil Zikatanov

The popular Q-learning algorithm is known to overestimate action values under certain conditions. It was not previously known whether, in practice, such overestimations are common, whether they harm performance, and whether they can…

Machine Learning · Computer Science 2015-12-10 Hado van Hasselt , Arthur Guez , David Silver

In value-based reinforcement learning methods such as deep Q-learning, function approximation errors are known to lead to overestimated value estimates and suboptimal policies. We show that this problem persists in an actor-critic setting…

Artificial Intelligence · Computer Science 2018-10-23 Scott Fujimoto , Herke van Hoof , David Meger

We propose a reinforcement learning (RL) approach to model optimal exercise strategies for option-type products. We pursue the RL avenue in order to learn the optimal action-value function of the underlying stopping problem. In addition to…

Pricing of Securities · Quantitative Finance 2024-06-27 John Ery , Loris Michel

Artificial neural networks are promising for general function approximation but challenging to train on non-independent or non-identically distributed data due to catastrophic forgetting. The experience replay buffer, a standard component…

Machine Learning · Computer Science 2023-04-12 Qingfeng Lan , Yangchen Pan , Jun Luo , A. Rupam Mahmood

Reinforcement learning is a powerful approach for training an optimal policy to solve complex problems in a given system. This project aims to demonstrate the application of reinforcement learning in stochastic process environments with…

Machine Learning · Computer Science 2023-08-08 Kuangheng He

In this paper, we consider the problem of multi-agent navigation in partially observable grid environments. This problem is challenging for centralized planning approaches as they, typically, rely on the full knowledge of the environment.…

Machine Learning · Computer Science 2021-08-16 Vasilii Davydov , Alexey Skrynnik , Konstantin Yakovlev , Aleksandr I. Panov

An agent's ability to leverage past experience is critical for efficiently solving new tasks. Prior work has focused on using value function estimates to obtain zero-shot approximations for solutions to a new task. In soft Q-learning, we…

Machine Learning · Computer Science 2024-06-27 Jacob Adamczyk , Volodymyr Makarenko , Stas Tiomkin , Rahul V. Kulkarni

A practical challenge in reinforcement learning are combinatorial action spaces that make planning computationally demanding. For example, in cooperative multi-agent reinforcement learning, a potentially large number of agents jointly…

Quantum annealing is a promising paradigm for building practical quantum computers. Compared to other approaches, quantum annealing technology has been scaled up to a larger number of qubits. On the other hand, deep learning has been…

Quantum Physics · Physics 2021-07-07 Michele Sasdelli , Tat-Jun Chin

This paper proposes a quantum-classical algorithm to evaluate and select classical artificial neural networks architectures. The proposed algorithm is based on a probabilistic quantum memory and the possibility to train artificial neural…

Deep learning models are vulnerable to external attacks. In this paper, we propose a Reinforcement Learning (RL) based approach to generate adversarial examples for the pre-trained (target) models. We assume a semi black-box setting where…

Machine Learning · Computer Science 2018-11-15 Mandar Kulkarni

Quantum machine learning has the potential for a transformative impact across industry sectors and in particular in finance. In our work we look at the problem of hedging where deep reinforcement learning offers a powerful framework for…

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