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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…

Value-based reinforcement-learning algorithms have shown strong results in games, robotics, and other real-world applications. Overestimation bias is a known threat to those algorithms and can sometimes lead to dramatic performance…

Machine Learning · Computer Science 2024-08-13 Martin Waltz , Ostap Okhrin

Standard Markov decision process (MDP) and reinforcement learning algorithms optimize the policy with respect to the expected gain. We propose an algorithm which enables to optimize an alternative objective: the probability that the gain is…

Machine Learning · Computer Science 2023-03-06 Vincent Corlay , Jean-Christophe Sibel

Deep reinforcement learning requires a heavy price in terms of sample efficiency and overparameterization in the neural networks used for function approximation. In this work, we use tensor factorization in order to learn more compact…

Machine Learning · Computer Science 2019-11-27 Pierre H. Richemond , Arinbjörn Kolbeinsson , Yike Guo

Advances in deep reinforcement learning have allowed autonomous agents to perform well on Atari games, often outperforming humans, using only raw pixels to make their decisions. However, most of these games take place in 2D environments…

Artificial Intelligence · Computer Science 2018-01-30 Guillaume Lample , Devendra Singh Chaplot

In warehouses, specialized agents need to navigate, avoid obstacles and maximize the use of space in the warehouse environment. Due to the unpredictability of these environments, reinforcement learning approaches can be applied to complete…

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

Experience replay enables off-policy reinforcement learning (RL) agents to utilize past experiences to maximize the cumulative reward. Prioritized experience replay that weighs experiences by the magnitude of their temporal-difference error…

Machine Learning · Computer Science 2021-02-08 Ang A. Li , Zongqing Lu , Chenglin Miao

This paper presents a proof-of concept study for demonstrating the viability of building collaboration among multiple agents through standard Q learning algorithm embedded in particle swarm optimisation. Collaboration is formulated to be…

Artificial Intelligence · Computer Science 2018-04-06 Mehmet Emin Aydin , Ryan Fellows

This paper introduces the QDQN-DPER framework to enhance the efficiency of quantum reinforcement learning (QRL) in solving sequential decision tasks. The framework incorporates prioritized experience replay and asynchronous training into…

Quantum Physics · Physics 2023-04-20 Samuel Yen-Chi Chen

We show that deep reinforcement learning algorithms can retain their ability to learn without resetting network parameters in settings where the number of gradient updates greatly exceeds the number of environment samples by combatting…

Machine Learning · Computer Science 2024-08-06 Marcel Hussing , Claas Voelcker , Igor Gilitschenski , Amir-massoud Farahmand , Eric Eaton

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

We study a classification problem where each feature can be acquired for a cost and the goal is to optimize a trade-off between the expected classification error and the feature cost. We revisit a former approach that has framed the problem…

Artificial Intelligence · Computer Science 2018-11-13 Jaromír Janisch , Tomáš Pevný , Viliam Lisý

Most deep reinforcement learning (RL) algorithms distill experience into parametric behavior policies or value functions via gradient updates. While effective, this approach has several disadvantages: (1) it is computationally expensive,…

Reinforcement learning in complex environments is a challenging problem. In particular, the success of reinforcement learning algorithms depends on a well-designed reward function. Inverse reinforcement learning (IRL) solves the problem of…

Machine Learning · Computer Science 2021-01-20 Rakhoon Hwang , Hanjin Lee , Hyung Ju Hwang

Multi-agent reinforcement learning has received significant interest in recent years notably due to the advancements made in deep reinforcement learning which have allowed for the developments of new architectures and learning algorithms.…

Multiagent Systems · Computer Science 2018-12-27 Nicolas Anastassacos , Mirco Musolesi

In this paper we proposed reinforcement learning algorithms with the generalized reward function. In our proposed method we use Q-learning and SARSA algorithms with generalised reward function to train the reinforcement learning agent. We…

Artificial Intelligence · Computer Science 2016-02-17 Harshit Sethy , Amit Patel

Deep Q-Learning is an important reinforcement learning algorithm, which involves training a deep neural network, called Deep Q-Network (DQN), to approximate the well-known Q-function. Although wildly successful under laboratory conditions,…

Machine Learning · Computer Science 2021-04-13 Arunselvan Ramaswamy , Eyke Hüllermeier

In state of the art model-free off-policy deep reinforcement learning, a replay memory is used to store past experience and derive all network updates. Even if both state and action spaces are continuous, the replay memory only holds a…

Machine Learning · Computer Science 2020-07-16 Sabrina Hoppe , Marc Toussaint

In this paper, we develop a recommender system for a game that suggests potential items to players based on their interactive behaviors to maximize revenue for the game provider. Our approach is built on a reinforcement learning-based…

Artificial Intelligence · Computer Science 2021-11-18 Hung Nguyen , Minh Nguyen , Long Pham , Jennifer Adorno Nieves
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