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Low-precision training has become a popular approach to reduce compute requirements, memory footprint, and energy consumption in supervised learning. In contrast, this promising approach has not yet enjoyed similarly widespread adoption…

Machine Learning · Computer Science 2021-06-07 Johan Bjorck , Xiangyu Chen , Christopher De Sa , Carla P. Gomes , Kilian Q. Weinberger

Soft Actor-Critic algorithm is widely recognized for its robust performance across a range of deep reinforcement learning tasks, where it leverages the tanh transformation to constrain actions within bounded limits. However, this…

Machine Learning · Computer Science 2025-04-23 Yanjun Chen , Xinming Zhang , Xianghui Wang , Zhiqiang Xu , Xiaoyu Shen , Wei Zhang

We propose a new objective, the counterfactual objective, unifying existing objectives for off-policy policy gradient algorithms in the continuing reinforcement learning (RL) setting. Compared to the commonly used excursion objective, which…

Machine Learning · Computer Science 2019-10-29 Shangtong Zhang , Wendelin Boehmer , Shimon Whiteson

Among on-policy reinforcement learning algorithms, Proximal Policy Optimization (PPO) demonstrates is widely favored for its simplicity, numerical stability, and strong empirical performance. Standard PPO relies on surrogate objectives…

Machine Learning · Computer Science 2026-02-03 Shunpeng Yang , Ben Liu , Hua Chen

The paper explores the application of a continuous action space soft actor-critic (SAC) reinforcement learning model to the area of automated market-making. The reinforcement learning agent receives a simulated flow of client trades, thus…

Pricing of Securities · Quantitative Finance 2020-08-28 Alexey Bakshaev

The optimal policy of a reinforcement learning problem is often discontinuous and non-smooth. I.e., for two states with similar representations, their optimal policies can be significantly different. In this case, representing the entire…

Machine Learning · Computer Science 2020-02-10 Zhimin Hou , Kuangen Zhang , Yi Wan , Dongyu Li , Chenglong Fu , Haoyong Yu

On-policy reinforcement learning (RL) algorithms have demonstrated great potential in robotic control, where effective exploration is crucial for efficient and high-quality policy learning. However, how to encourage the agent to explore the…

Robotics · Computer Science 2026-04-02 Leixin Chang , Xinchen Yao , Ben Liu , Liangjing Yang , Hua Chen

Off-policy policy optimization is a challenging problem in reinforcement learning (RL). The algorithms designed for this problem often suffer from high variance in their estimators, which results in poor sample efficiency, and have issues…

Machine Learning · Computer Science 2020-09-15 Daoming Lyu , Qi Qi , Mohammad Ghavamzadeh , Hengshuai Yao , Tianbao Yang , Bo Liu

Intrusion detection systems (IDS) generate a large number of false alerts which makes it difficult to inspect true positives. Hence, alert prioritization plays a crucial role in deciding which alerts to investigate from an enormous number…

Cryptography and Security · Computer Science 2022-08-04 Lalitha Chavali , Tanay Gupta , Paresh Saxena

Reinforcement learning (RL) with sparse and deceptive rewards is challenging because non-zero rewards are rarely obtained. Hence, the gradient calculated by the agent can be stochastic and without valid information. Recent studies that…

Machine Learning · Computer Science 2024-02-08 Guojian Wang , Faguo Wu , Xiao Zhang , Jianxiang Liu

The oscillating performance of off-policy learning and persisting errors in the actor-critic (AC) setting call for algorithms that can conservatively learn to suit the stability-critical applications better. In this paper, we propose a…

Machine Learning · Computer Science 2021-10-06 Lingwei Zhu , Toshinori Kitamura , Takamitsu Matsubara

The actor-critic RL is widely used in various robotic control tasks. By viewing the actor-critic RL from the perspective of variational inference (VI), the policy network is trained to obtain the approximate posterior of actions given the…

Machine Learning · Computer Science 2022-01-04 Duo Xu , Faramarz Fekri

Safe exploration is a key requirement for reinforcement learning (RL) agents to learn and adapt online, beyond controlled (e.g. simulated) environments. In this work, we tackle this challenge by utilizing suboptimal yet conservative…

Machine Learning · Computer Science 2026-02-10 Manuel Wendl , Yarden As , Manish Prajapat , Anton Pollak , Stelian Coros , Andreas Krause

Autonomous parking is a key technology in modern autonomous driving systems, requiring high precision, strong adaptability, and efficiency in complex environments. This paper proposes a Deep Reinforcement Learning (DRL) framework based on…

Robotics · Computer Science 2025-05-01 Zheyu Zhang , Yutong Luo , Yongzhou Chen , Haopeng Zhao , Zhichao Ma , Hao Liu

Online reinforcement learning (RL) with complex function approximations such as transformers and deep neural networks plays a significant role in the modern practice of artificial intelligence. Despite its popularity and importance,…

Machine Learning · Computer Science 2025-06-30 Tong Yang , Bo Dai , Lin Xiao , Yuejie Chi

Agentic Reinforcement Learning (Agentic RL) has shown remarkable potential in large language model-based (LLM) agents. These works can empower LLM agents to tackle complex tasks via multi-step, tool-integrated reasoning. However, an…

Artificial Intelligence · Computer Science 2026-03-04 Siwei Zhang , Yun Xiong , Xi Chen , Zi'an Jia , Renhong Huang , Jiarong Xu , Jiawei Zhang

We study the problem of off-policy critic evaluation in several variants of value-based off-policy actor-critic algorithms. Off-policy actor-critic algorithms require an off-policy critic evaluation step, to estimate the value of the new…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Raihan Seraj , Samin Yeasar Arnob , Doina Precup

Soft Actor Critic (SAC) algorithms show remarkable performance in complex simulated environments. A key element of SAC networks is entropy regularization, which prevents the SAC actor from optimizing against fine grained features,…

Machine Learning · Computer Science 2020-06-23 Miguel Campo , Zhengxing Chen , Luke Kung , Kittipat Virochsiri , Jianyu Wang

We develop a deep reinforcement learning (RL) framework for an optimal market-making (MM) trading problem, specifically focusing on price processes with semi-Markov and Hawkes Jump-Diffusion dynamics. We begin by discussing the basics of RL…

Computational Finance · Quantitative Finance 2025-03-03 Luca Lalor , Anatoliy Swishchuk

We propose Scheduled Auxiliary Control (SAC-X), a new learning paradigm in the context of Reinforcement Learning (RL). SAC-X enables learning of complex behaviors - from scratch - in the presence of multiple sparse reward signals. To this…