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With the increasing power of computers and the rapid development of self-learning methodologies such as machine learning and artificial intelligence, the problem of constructing an automatic Financial Trading Systems (FTFs) becomes an…

Trading and Market Microstructure · Quantitative Finance 2019-08-29 Haoqian Li , Thomas Lau

Reinforcement learning in partially observable environments is typically challenging, as it requires agents to learn an estimate of the underlying system state. These challenges are exacerbated in multi-agent settings, where agents learn…

Artificial Intelligence · Computer Science 2025-04-14 Paul J. Pritz , Kin K. Leung

In learning-to-learn the goal is to infer a learning algorithm that works well on a class of tasks sampled from an unknown meta distribution. In contrast to previous work on batch learning-to-learn, we consider a scenario where tasks are…

Machine Learning · Statistics 2018-03-23 Giulia Denevi , Carlo Ciliberto , Dimitris Stamos , Massimiliano Pontil

Reinforcement learning is the method of choice to train models in sampling-based setups with binary outcome feedback, such as navigation, code generation, and mathematical problem solving. In such settings, models implicitly induce a…

We consider the regret minimization problem in reinforcement learning (RL) in the episodic setting. In many real-world RL environments, the state and action spaces are continuous or very large. Existing approaches establish regret…

Machine Learning · Computer Science 2022-06-29 Sayak Ray Chowdhury , Rafael Oliveira

In value-based deep reinforcement learning with replay memories, the batch size parameter specifies how many transitions to sample for each gradient update. Although critical to the learning process, this value is typically not adjusted…

Machine Learning · Computer Science 2023-10-09 Johan Obando-Ceron , Marc G. Bellemare , Pablo Samuel Castro

Reinforcement Learning (RL) has become the de facto standard for tuning LLMs to solve tasks involving reasoning. However, growing evidence shows that models trained in such way often suffer from a significant loss in diversity. We argue…

Machine Learning · Computer Science 2026-03-09 Germán Kruszewski , Pierre Erbacher , Jos Rozen , Marc Dymetman

The success of reinforcement learning (RL) crucially depends on effective function approximation when dealing with complex ground-truth models. Existing sample-efficient RL algorithms primarily employ three approaches to function…

Machine Learning · Computer Science 2024-01-09 Yunfan Li , Lin Yang

Using function approximation to represent a value function is necessary for continuous and high-dimensional state spaces. Linear function approximation has desirable theoretical guarantees and often requires less compute and samples than…

Machine Learning · Computer Science 2022-04-27 Michael Beukman , Michael Mitchley , Dean Wookey , Steven James , George Konidaris

Recent advances in Large Language Models(LLMs) have enabled strong performance in long-form writing, but current training paradigms remain limited: Supervised Fine-Tuning (SFT) remains constrained by data saturation and performance…

Computation and Language · Computer Science 2026-04-21 Xuanyu Lei , Chenliang Li , Yuning Wu , Kaiming Liu , Weizhou Shen , Peng Li , Ming Yan , Fei Huang , Ya-Qin Zhang , Yang Liu

This work considers two distinct settings: imitation learning and goal-conditioned reinforcement learning. In either case, effective solutions require the agent to reliably reach a specified state (a goal), or set of states (a…

Machine Learning · Computer Science 2020-02-18 Yannick Schroecker , Charles Isbell

Many methods for Model-based Reinforcement learning (MBRL) in Markov decision processes (MDPs) provide guarantees for both the accuracy of the model they can deliver and the learning efficiency. At the same time, state abstraction…

Machine Learning · Computer Science 2023-11-16 Rolf A. N. Starre , Marco Loog , Elena Congeduti , Frans A. Oliehoek

Safety is critical when applying reinforcement learning (RL) to real-world problems. As a result, safe RL has emerged as a fundamental and powerful paradigm for optimizing an agent's policy while incorporating notions of safety. A prevalent…

Machine Learning · Computer Science 2024-05-09 Akifumi Wachi , Xun Shen , Yanan Sui

Batch reinforcement learning (RL) aims at leveraging pre-collected data to find an optimal policy that maximizes the expected total rewards in a dynamic environment. The existing methods require absolutely continuous assumption (e.g., there…

Machine Learning · Statistics 2024-06-27 Xiaohong Chen , Zhengling Qi , Runzhe Wan

In this paper, we study the Tiered Reinforcement Learning setting, a parallel transfer learning framework, where the goal is to transfer knowledge from the low-tier (source) task to the high-tier (target) task to reduce the exploration risk…

Machine Learning · Computer Science 2024-06-14 Jiawei Huang , Niao He

Reinforcement learning (RL) algorithms find applications in inventory control, recommender systems, vehicular traffic management, cloud computing and robotics. The real-world complications of many tasks arising in these domains makes them…

Machine Learning · Computer Science 2021-06-03 Sindhu Padakandla

To date, most abstractive summarisation models have relied on variants of the negative log-likelihood (NLL) as their training objective. In some cases, reinforcement learning has been added to train the models with an objective that is…

Computation and Language · Computer Science 2021-06-09 Jacob Parnell , Inigo Jauregi Unanue , Massimo Piccardi

The Robbins-Monro stochastic approximation algorithm is a foundation of many algorithmic frameworks for reinforcement learning (RL), and often an efficient approach to solving (or approximating the solution to) complex optimal control…

Optimization and Control · Mathematics 2019-03-19 Andrey Bernstein , Yue Chen , Marcello Colombino , Emiliano Dall'Anese , Prashant Mehta , Sean Meyn

Reinforcement Learning (RL) is an important machine learning paradigm for solving sequential decision-making problems. Recent years have witnessed remarkable progress in this field due to the rapid development of deep neural networks.…

Machine Learning · Computer Science 2026-04-08 Chaofan Pan , Xin Yang , Yanhua Li , Wei Wei , Tianrui Li , Bo An , Jiye Liang

Bayesian priors offer a compact yet general means of incorporating domain knowledge into many learning tasks. The correctness of the Bayesian analysis and inference, however, largely depends on accuracy and correctness of these priors.…

Machine Learning · Computer Science 2012-02-20 Mahdi MIlani Fard , Joelle Pineau , Csaba Szepesvari