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This study enhances a Deep Q-Network (DQN) trading model by incorporating advanced techniques like Prioritized Experience Replay, Regularized Q-Learning, Noisy Networks, Dueling, and Double DQN. Extensive tests on assets like BTC/USD and…

Computational Finance · Quantitative Finance 2023-11-21 Gang Hu

While contemporary reinforcement learning research and applications have embraced policy gradient methods as the panacea of solving learning problems, value-based methods can still be useful in many domains as long as we can wrangle with…

Machine Learning · Computer Science 2024-07-16 Ashwin Ramaswamy , Ransalu Senanayake

Deep Reinforcement Learning is gaining increasing attention thanks to its capability to learn complex policies in high-dimensional settings. Recent advancements utilize a dual-network architecture to learn optimal policies through the…

Machine Learning · Computer Science 2025-10-14 Alberto Sinigaglia , Niccolò Turcato , Ruggero Carli , Gian Antonio Susto

Deep Q-Networks algorithm (DQN) was the first reinforcement learning algorithm using deep neural network to successfully surpass human level performance in a number of Atari learning environments. However, divergent and unstable behaviour…

Machine Learning · Computer Science 2022-10-10 Adrian Ly , Richard Dazeley , Peter Vamplew , Francisco Cruz , Sunil Aryal

Deep reinforcement learning enables algorithms to learn complex behavior, deal with continuous action spaces and find good strategies in environments with high dimensional state spaces. With deep reinforcement learning being an active area…

Machine Learning · Computer Science 2018-10-17 Winfried Lötzsch

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

The backpropagation algorithm remains the dominant and most successful method for training deep neural networks (DNNs). At the same time, training DNNs at scale comes at a significant computational cost and therefore a high carbon…

Machine Learning · Computer Science 2025-11-12 Sander Dalm , Joshua Offergeld , Nasir Ahmad , Marcel van Gerven

Deep reinforcement learning suffers from catastrophic forgetting and sample inefficiency making it less applicable to the ever-changing real world. However, the ability to use previously learned knowledge is essential for AI agents to…

Artificial Intelligence · Computer Science 2023-11-27 Ekaterina Nikonova , Cheng Xue , Jochen Renz

This paper describes an improvement in Deep Q-learning called Reverse Experience Replay (also RER) that solves the problem of sparse rewards and helps to deal with reward maximizing tasks by sampling transitions successively in reverse…

Machine Learning · Computer Science 2019-10-24 Egor Rotinov

Deep reinforcement learning is poised to revolutionise the field of AI and represents a step towards building autonomous systems with a higher level understanding of the visual world. Currently, deep learning is enabling reinforcement…

Machine Learning · Computer Science 2017-11-15 Kai Arulkumaran , Marc Peter Deisenroth , Miles Brundage , Anil Anthony Bharath

We study reinforcement learning (RL) in high dimensional episodic Markov decision processes (MDP). We consider value-based RL when the optimal Q-value is a linear function of d-dimensional state-action feature representation. For instance,…

Artificial Intelligence · Computer Science 2019-09-10 Kamyar Azizzadenesheli , Animashree Anandkumar

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

We propose Deep Q-Networks (DQN) with model-based exploration, an algorithm combining both model-free and model-based approaches that explores better and learns environments with sparse rewards more efficiently. DQN is a general-purpose,…

Machine Learning · Computer Science 2019-03-25 Stephen Zhen Gou , Yuyang Liu

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

Deep Reinforcement Learning (RL) involves the use of Deep Neural Networks (DNNs) to make sequential decisions in order to maximize reward. For many tasks the resulting sequence of actions produced by a Deep RL policy can be long and…

Artificial Intelligence · Computer Science 2022-07-26 Sam Blakeman , Denis Mareschal

While many sophisticated exploration methods have been proposed, their lack of generality and high computational cost often lead researchers to favor simpler methods like $\epsilon$-greedy. Motivated by this, we introduce $\beta$-DQN, a…

Machine Learning · Computer Science 2025-10-29 Hongming Zhang , Fengshuo Bai , Chenjun Xiao , Chao Gao , Bo Xu , Martin Müller

Deep reinforcement learning is an emerging machine learning approach which can teach a computer to learn from their actions and rewards similar to the way humans learn from experience. It offers many advantages in automating decision…

Mesoscale and Nanoscale Physics · Physics 2021-07-08 V. Nguyen , S. B. Orbell , D. T. Lennon , H. Moon , F. Vigneau , L. C. Camenzind , L. Yu , D. M. Zumbühl , G. A. D. Briggs , M. A. Osborne , D. Sejdinovic , N. Ares

Learning an effective representation for high-dimensional data is a challenging problem in reinforcement learning (RL). Deep reinforcement learning (DRL) such as Deep Q networks (DQN) achieves remarkable success in computer games by…

Machine Learning · Computer Science 2019-05-10 Borislav Mavrin , Hengshuai Yao , Linglong Kong

Considering its advantages in dealing with high-dimensional visual input and learning control policies in discrete domain, Deep Q Network (DQN) could be an alternative method of traditional auto-focus means in the future. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2018-09-11 Xiaofan Yu , Runze Yu , Jingsong Yang , Xiaohui Duan

With the rapidly growing expansion in the use of UAVs, the ability to autonomously navigate in varying environments and weather conditions remains a highly desirable but as-of-yet unsolved challenge. In this work, we use Deep Reinforcement…

Computer Vision and Pattern Recognition · Computer Science 2019-12-13 Bruna G. Maciel-Pearson , Letizia Marchegiani , Samet Akcay , Amir Atapour-Abarghouei , James Garforth , Toby P. Breckon