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This paper proposes a new optimization objective for value-based deep reinforcement learning. We extend conventional Deep Q-Networks (DQNs) by adding a model-learning component yielding a transcoder network. The prediction errors for the…

Machine Learning · Computer Science 2018-11-21 Felix Leibfried , Peter Vrancx

Inverse Reinforcement Learning addresses the problem of inferring an expert's reward function from demonstrations. However, in many applications, we not only have access to the expert's near-optimal behavior, but we also observe part of her…

Machine Learning · Computer Science 2021-09-03 Giorgia Ramponi , Gianluca Drappo , Marcello Restelli

Deep reinforcement learning can learn effective policies for a wide range of tasks, but is notoriously difficult to use due to instability and sensitivity to hyperparameters. The reasons for this remain unclear. When using standard…

Machine Learning · Computer Science 2020-03-17 Aviral Kumar , Abhishek Gupta , Sergey Levine

Reinforcement learning for the optimization of quantum circuits uses an agent whose goal is to maximize the value of a reward function that decides what is correct and what is wrong during the exploration of the search space. It is an open…

Quantum Physics · Physics 2023-11-22 Ioana Moflic , Alexandru Paler

In this paper, we place deep Q-learning into a control-oriented perspective and study its learning dynamics with well-established techniques from robust control. We formulate an uncertain linear time-invariant model by means of the neural…

Machine Learning · Computer Science 2022-11-08 Balazs Varga , Balazs Kulcsar , Morteza Haghir Chehreghani

In this work we propose a planning and acting architecture endowed with a module which learns to select subgoals with Deep Q-Learning. This allows us to decrease the load of a planner when faced with scenarios with real-time restrictions.…

Artificial Intelligence · Computer Science 2024-06-24 Carlos Núñez-Molina , Juan Fernández-Olivares , Raúl Pérez

Deep Q-Learning (DQL), a family of temporal difference algorithms for control, employs three techniques collectively known as the `deadly triad' in reinforcement learning: bootstrapping, off-policy learning, and function approximation.…

Machine Learning · Computer Science 2019-03-22 Joshua Achiam , Ethan Knight , Pieter Abbeel

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

The superiority of Multi-Robot Systems (MRS) in various complex environments is unquestionable. However, in complex situations such as search and rescue, environmental monitoring, and automated production, robots are often required to work…

Robotics · Computer Science 2024-08-22 Bin Wu , C Steve Suh

The breakthrough of deep Q-Learning on different types of environments revolutionized the algorithmic design of Reinforcement Learning to introduce more stable and robust algorithms, to that end many extensions to deep Q-Learning algorithm…

Machine Learning · Computer Science 2024-04-16 Mohammed Sabry , Amr M. A. Khalifa

This paper presents a Double Deep Q-Network algorithm for trading single assets, namely the E-mini S&P 500 continuous futures contract. We use a proven setup as the foundation for our environment with multiple extensions. The features of…

Machine Learning · Computer Science 2022-06-30 Frensi Zejnullahu , Maurice Moser , Joerg Osterrieder

We introduce a novel Deep Reinforcement Learning (DRL) algorithm called Deep Quality-Value (DQV) Learning. DQV uses temporal-difference learning to train a Value neural network and uses this network for training a second Quality-value…

Machine Learning · Statistics 2018-10-11 Matthia Sabatelli , Gilles Louppe , Pierre Geurts , Marco A. Wiering

The study of unsupervised learning can be generally divided into two categories: imitation learning and reinforcement learning. In imitation learning the machine learns by mimicking the behavior of an expert system whereas in reinforcement…

Machine Learning · Computer Science 2020-04-07 Xiao Lei Zhang , Anish Agarwal

Deep reinforcement learning (DRL) has demonstrated impressive performance in various gaming simulators and real-world applications. In practice, however, a DRL agent may receive faulty observation by abrupt interferences such as black-out,…

Machine Learning · Computer Science 2022-01-26 Chao-Han Huck Yang , I-Te Danny Hung , Yi Ouyang , Pin-Yu Chen

The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance without considering risk or safety. In contrast, safe reinforcement learning aims to mitigate or avoid unsafe states. This…

Machine Learning · Computer Science 2024-09-13 Zahra Shahrooei , Ali Baheri

Given a list of behaviors and associated parameterized controllers for solving different individual tasks, we study the problem of selecting an optimal sequence of coordinated behaviors in multi-robot systems for completing a given mission,…

Robotics · Computer Science 2019-09-16 Pietro Pierpaoli , Thinh T. Doan , Justin Romberg , Magnus Egerstedt

In this work, we study adaptive data-guided traffic planning and control using Reinforcement Learning (RL). We shift from the plain use of classic methods towards state-of-the-art in deep RL community. We embed several recent techniques in…

Machine Learning · Computer Science 2020-07-23 Siavash Alemzadeh , Ramin Moslemi , Ratnesh Sharma , Mehran Mesbahi

Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement learning (DRL), a recently reinvigorated method with…

Trading and Market Microstructure · Quantitative Finance 2021-06-17 Ali Hirsa , Joerg Osterrieder , Branka Hadji-Misheva , Jan-Alexander Posth

Deep reinforcement learning (deep RL) has achieved superior performance in complex sequential tasks by learning directly from image input. A deep neural network is used as a function approximator and requires no specific state information.…

Machine Learning · Computer Science 2018-12-27 Xi Chen , Caylin Hickey

Recent advancements in offline reinforcement learning (RL) have underscored the capabilities of Conditional Sequence Modeling (CSM), a paradigm that learns the action distribution based on history trajectory and target returns for each…

Machine Learning · Computer Science 2024-05-28 Shengchao Hu , Ziqing Fan , Chaoqin Huang , Li Shen , Ya Zhang , Yanfeng Wang , Dacheng Tao
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