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Among the great successes of Reinforcement Learning (RL), self-play algorithms play an essential role in solving competitive games. Current self-play algorithms optimize the agent to maximize expected win-rates against its current or…

Machine Learning · Computer Science 2023-12-18 Yuhua Jiang , Qihan Liu , Xiaoteng Ma , Chenghao Li , Yiqin Yang , Jun Yang , Bin Liang , Qianchuan Zhao

In practice, the parameters of control policies are often tuned manually. This is time-consuming and frustrating. Reinforcement learning is a promising alternative that aims to automate this process, yet often requires too many experiments…

Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading…

Mathematical Finance · Quantitative Finance 2020-04-10 Ayman Chaouki , Stephen Hardiman , Christian Schmidt , Emmanuel Sérié , Joachim de Lataillade

Deep reinforcement learning has become an important paradigm for constructing agents that can enter complex multi-agent situations and improve their policies through experience. One commonly used technique is reactive training - applying…

Artificial Intelligence · Computer Science 2017-12-11 Alexander Peysakhovich , Adam Lerer

Adversarial self-play in two-player games has delivered impressive results when used with reinforcement learning algorithms that combine deep neural networks and tree search. Algorithms like AlphaZero and Expert Iteration learn tabula-rasa,…

Approximate dynamic programming algorithms, such as approximate value iteration, have been successfully applied to many complex reinforcement learning tasks, and a better approximate dynamic programming algorithm is expected to further…

Machine Learning · Statistics 2017-10-31 Tadashi Kozuno , Eiji Uchibe , Kenji Doya

Portfolio Selection is an important real-world financial task and has attracted extensive attention in artificial intelligence communities. This task, however, has two main difficulties: (i) the non-stationary price series and complex asset…

Machine Learning · Computer Science 2020-03-09 Yifan Zhang , Peilin Zhao , Qingyao Wu , Bin Li , Junzhou Huang , Mingkui Tan

The paper studies the highly prototypical Fictitious Play (FP) algorithm, as well as a broad class of learning processes based on best-response dynamics, that we refer to as FP-type algorithms. A well-known shortcoming of FP is that, while…

Optimization and Control · Mathematics 2015-04-21 Brian Swenson , Soummya Kar , Joao Xavier

Reinforcement learning algorithms, just like any other Machine learning algorithm pose a serious threat from adversaries. The adversaries can manipulate the learning algorithm resulting in non-optimal policies. In this paper, we analyze the…

Machine Learning · Computer Science 2021-03-12 Aqeel Anwar , Arijit Raychowdhury

We present Self-Play Preference Optimization (SPO), an algorithm for reinforcement learning from human feedback. Our approach is minimalist in that it does not require training a reward model nor unstable adversarial training and is…

Machine Learning · Computer Science 2024-06-14 Gokul Swamy , Christoph Dann , Rahul Kidambi , Zhiwei Steven Wu , Alekh Agarwal

Deep reinforcement learning (RL) has achieved outstanding results in recent years, which has led a dramatic increase in the number of methods and applications. Recent works are exploring learning beyond single-agent scenarios and…

Computer Science and Game Theory · Computer Science 2020-02-03 Yunlong Lu , Kai Yan

Reinforcement learning studies how an agent should interact with an environment to maximize its cumulative reward. A standard way to study this question abstractly is to ask how many samples an agent needs from the environment to learn an…

Quantum Physics · Physics 2021-12-21 Daochen Wang , Aarthi Sundaram , Robin Kothari , Ashish Kapoor , Martin Roetteler

In this paper, a new offline actor-critic learning algorithm is introduced: Sampled Policy Gradient (SPG). SPG samples in the action space to calculate an approximated policy gradient by using the critic to evaluate the samples. This…

Artificial Intelligence · Computer Science 2018-09-18 Anton Orell Wiehe , Nil Stolt Ansó , Madalina M. Drugan , Marco A. Wiering

Although most reinforcement learning research has centered on competitive games, little work has been done on applying it to co-operative multiplayer games or text-based games. Codenames is a board game that involves both asymmetric…

Computation and Language · Computer Science 2023-01-02 Sherman Siu

Deep reinforcement learning (DRL) has made great achievements since proposed. Generally, DRL agents receive high-dimensional inputs at each step, and make actions according to deep-neural-network-based policies. This learning mechanism…

Multiagent Systems · Computer Science 2019-12-30 Kun Shao , Zhentao Tang , Yuanheng Zhu , Nannan Li , Dongbin Zhao

Predicting and modeling human behavior and finding trends within human decision-making processes is a major problem of social science. Rock Paper Scissors (RPS) is the fundamental strategic question in many game theory problems and…

Computer Science and Game Theory · Computer Science 2020-11-24 Lei Wang , Wenbin Huang , Yuanpeng Li , Julian Evans , Sailing He

We introduce a constrained optimization method for policy gradient reinforcement learning, which uses a virtual trust region to regulate each policy update. In addition to using the proximity of one single old policy as the normal trust…

Machine Learning · Computer Science 2022-09-19 Hung Le , Thommen Karimpanal George , Majid Abdolshah , Dung Nguyen , Kien Do , Sunil Gupta , Svetha Venkatesh

Several researchers have recently investigated the connection between reinforcement learning and classification. We are motivated by proposals of approximate policy iteration schemes without value functions which focus on policy…

Machine Learning · Computer Science 2008-07-06 Christos Dimitrakakis , Michail G. Lagoudakis

We present and evaluate new techniques for designing algorithm portfolios. In our view, the problem has both a scheduling aspect and a machine learning aspect. Prior work has largely addressed one of the two aspects in isolation. Building…

Artificial Intelligence · Computer Science 2012-06-18 Matthew Streeter , Stephen F. Smith

We propose a reinforcement learning algorithm for stationary mean-field games, where the goal is to learn a pair of mean-field state and stationary policy that constitutes the Nash equilibrium. When viewing the mean-field state and the…

Machine Learning · Computer Science 2020-10-12 Qiaomin Xie , Zhuoran Yang , Zhaoran Wang , Andreea Minca
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