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Deep reinforcement learning (DRL) algorithms can suffer from modeling errors between the simulation and the real world. Many studies use adversarial learning to generate perturbation during training process to model the discrepancy and…

Machine Learning · Computer Science 2024-05-21 Qianmei Liu , Yufei Kuang , Jie Wang

Modern deep reinforcement learning (RL) algorithms are motivated by either the generalised policy iteration (GPI) or trust-region learning (TRL) frameworks. However, algorithms that strictly respect these theoretical frameworks have proven…

Machine Learning · Computer Science 2024-11-21 Jakub Grudzien Kuba , Christian Schroeder de Witt , Jakob Foerster

Deep reinforcement learning has been shown to be a powerful framework for learning policies from complex high-dimensional sensory inputs to actions in complex tasks, such as the Atari domain. In this paper, we explore output representation…

Machine Learning · Computer Science 2016-06-16 Ishan P. Durugkar , Clemens Rosenbaum , Stefan Dernbach , Sridhar Mahadevan

This paper introduces a reinforcement learning framework that employs Proximal Policy Optimization (PPO) to dynamically optimize the weights of multiple large language model (LLM)-generated formulaic alphas for stock trading strategies.…

Computational Engineering, Finance, and Science · Computer Science 2026-03-05 Qizhao Chen , Hiroaki Kawashima

Agents trained with deep reinforcement learning algorithms are capable of performing highly complex tasks including locomotion in continuous environments. We investigate transferring the learning acquired in one task to a set of previously…

Machine Learning · Computer Science 2024-03-06 Suzan Ece Ada , Emre Ugur , H. Levent Akin

Recently the emergence of novel presentation attacks has drawn increasing attention to face anti-spoofing. However, existing methods tend to memorize data patterns from the training set, resulting in poor generalization to unknown attack…

Computer Vision and Pattern Recognition · Computer Science 2025-06-30 Fangling Jiang , Qi Li , Weining Wang , Gang Wang , Bing Liu , Zhenan Sun

Reinforcement learning is now widely adopted as the final stage of large language model training, especially for reasoning-style tasks such as maths problems. Typically, models attempt each question many times during a single training step…

Machine Learning · Computer Science 2026-05-01 Thomas Foster , Anya Sims , Johannes Forkel , Mattie Fellows , Jakob Foerster

Bimodal, stochastic environments present a challenge to typical Reinforcement Learning problems. This problem is one that is surprisingly common in real world applications, being particularly applicable to pricing problems. In this paper we…

Machine Learning · Computer Science 2023-07-04 E. Hurwitz , N. Peace , G. Cevora

On-policy deep reinforcement learning algorithms have low data utilization and require significant experience for policy improvement. This paper proposes a proximal policy optimization algorithm with prioritized trajectory replay (PTR-PPO)…

Machine Learning · Computer Science 2021-12-09 Xingxing Liang , Yang Ma , Yanghe Feng , Zhong Liu

While current benchmark reinforcement learning (RL) tasks have been useful to drive progress in the field, they are in many ways poor substitutes for learning with real-world data. By testing increasingly complex RL algorithms on…

Machine Learning · Computer Science 2018-11-16 Amy Zhang , Yuxin Wu , Joelle Pineau

One of the key challenges to deep reinforcement learning (deep RL) is to ensure safety at both training and testing phases. In this work, we propose a novel technique of unsupervised action planning to improve the safety of on-policy…

Robotics · Computer Science 2021-09-30 Hao-Lun Hsu , Qiuhua Huang , Sehoon Ha

Training intelligent agents through reinforcement learning is a notoriously unstable procedure. Massive parallelization on GPUs and distributed systems has been exploited to generate a large amount of training experiences and consequently…

Machine Learning · Computer Science 2019-02-08 Greg Heinrich , Iuri Frosio

As we seek to deploy machine learning models beyond virtual and controlled domains, it is critical to analyze not only the accuracy or the fact that it works most of the time, but if such a model is truly robust and reliable. This paper…

Machine Learning · Computer Science 2020-07-07 Samuel Henrique Silva , Peyman Najafirad

We study the roots of algorithmic progress in deep policy gradient algorithms through a case study on two popular algorithms: Proximal Policy Optimization (PPO) and Trust Region Policy Optimization (TRPO). Specifically, we investigate the…

Machine Learning · Computer Science 2020-05-27 Logan Engstrom , Andrew Ilyas , Shibani Santurkar , Dimitris Tsipras , Firdaus Janoos , Larry Rudolph , Aleksander Madry

In recent years, trust region on-policy reinforcement learning has achieved impressive results in addressing complex control tasks and gaming scenarios. However, contemporary state-of-the-art algorithms within this category primarily…

Machine Learning · Computer Science 2024-05-31 Weiye Zhao , Feihan Li , Yifan Sun , Rui Chen , Tianhao Wei , Changliu Liu

Direct Alignment Algorithms (DAAs), such as Direct Preference Optimisation (DPO) and Identity Preference Optimisation (IPO), have emerged as alternatives to online Reinforcement Learning from Human Feedback (RLHF) algorithms such as…

Computation and Language · Computer Science 2024-10-21 Zhengyan Shi , Sander Land , Acyr Locatelli , Matthieu Geist , Max Bartolo

In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management. All of them are…

Portfolio Management · Quantitative Finance 2018-11-20 Zhipeng Liang , Hao Chen , Junhao Zhu , Kangkang Jiang , Yanran Li

A fundamental challenge in reinforcement learning is to learn policies that generalize beyond the operating domains experienced during training. In this paper, we approach this challenge through the following invariance principle: an agent…

Machine Learning · Computer Science 2020-11-10 Anoopkumar Sonar , Vincent Pacelli , Anirudha Majumdar

It is a difficult task for both professional investors and individual traders continuously making profit in stock market. With the development of computer science and deep reinforcement learning, Buy\&Hold (B\&H) has been oversteped by many…

Trading and Market Microstructure · Quantitative Finance 2021-05-24 Zhishun Wang , Wei Lu , Kaixin Zhang , Tianhao Li , Zixi Zhao

Rising costs in recent years of developing new drugs and treatments have led to extensive research in optimization techniques in biomolecular design. Currently, the most widely used approach in biomolecular design is directed evolution,…

Machine Learning · Computer Science 2021-11-09 Alexander Whatley , Zhekun Luo , Xiangru Tang