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Deep Reinforcement Learning (DRL) aims to create intelligent agents that can learn to solve complex problems efficiently in a real-world environment. Typically, two learning goals: adaptation and generalization are used for baselining DRL…

Machine Learning · Computer Science 2022-02-18 Pamul Yadav , Ashutosh Mishra , Junyong Lee , Shiho Kim

Over the past decades, researchers have been pushing the limits of Deep Reinforcement Learning (DRL). Although DRL has attracted substantial interest from practitioners, many are blocked by having to search through a plethora of available…

Mathematical Finance · Quantitative Finance 2023-10-05 Sophia Gu

Online reinforcement learning (RL) excels in complex, safety-critical domains but suffers from sample inefficiency, training instability, and limited interpretability. Data attribution provides a principled way to trace model behavior back…

Machine Learning · Computer Science 2025-10-07 Yuzheng Hu , Fan Wu , Haotian Ye , David Forsyth , James Zou , Nan Jiang , Jiaqi W. Ma , Han Zhao

This paper establishes a new and comprehensive theoretical analysis for the application of reinforcement learning (RL) in high-frequency market making. We bridge the modern RL theory and the continuous-time statistical models in…

Trading and Market Microstructure · Quantitative Finance 2024-08-13 Yuheng Zheng , Zihan Ding

A canonical social dilemma arises when finite resources are allocated to a group of people, who can choose to either reciprocate with interest, or keep the proceeds for themselves. What resource allocation mechanisms will encourage levels…

For many reinforcement learning (RL) applications, specifying a reward is difficult. This paper considers an RL setting where the agent obtains information about the reward only by querying an expert that can, for example, evaluate…

Machine Learning · Computer Science 2022-02-01 David Lindner , Matteo Turchetta , Sebastian Tschiatschek , Kamil Ciosek , Andreas Krause

The complexity of designing reward functions has been a major obstacle to the wide application of deep reinforcement learning (RL) techniques. Describing an agent's desired behaviors and properties can be difficult, even for experts. A new…

Machine Learning · Computer Science 2024-05-09 Wanqi Xue , Bo An , Shuicheng Yan , Zhongwen Xu

The goal of robust reinforcement learning (RL) is to learn a policy that is robust against the uncertainty in model parameters. Parameter uncertainty commonly occurs in many real-world RL applications due to simulator modeling errors,…

Machine Learning · Computer Science 2022-10-19 Kishan Panaganti , Zaiyan Xu , Dileep Kalathil , Mohammad Ghavamzadeh

The increasing demand for autonomous systems in complex and dynamic environments has driven significant research into intelligent path planning methodologies. For decades, graph-based search algorithms, linear programming techniques, and…

Deep reinforcement learning (DRL) has achieved significant breakthroughs in various tasks. However, most DRL algorithms suffer a problem of generalizing the learned policy which makes the learning performance largely affected even by minor…

Machine Learning · Computer Science 2019-07-11 Zhengyao Jiang , Shan Luo

Reinforcement learning (RL) requires skillful definition and remarkable computational efforts to solve optimization and control problems, which could impair its prospect. Introducing human guidance into reinforcement learning is a promising…

Machine Learning · Computer Science 2022-11-30 Jingda Wu , Zhiyu Huang , Wenhui Huang , Chen Lv

We propose a new low-cost machine-learning-based methodology which assists designers in reducing the gap between the problem and the solution in the design process. Our work applies reinforcement learning (RL) to find the optimal…

Machine Learning · Computer Science 2019-03-14 Junyoung Choi , Minsung Hyun , Nojun Kwak

In recent years, \emph{search story}, a combined display with other organic channels, has become a major source of user traffic on platforms such as e-commerce search platforms, news feed platforms and web and image search platforms. The…

Machine Learning · Computer Science 2019-07-30 Jason , Zhang , Junming Yin , Dongwon Lee , Linhong Zhu

In this thesis, we research learning algorithms for optimal decision making in two different contexts, Reinforcement Learning in Part I and Auction Design in Part II. Reinforcement learning (RL) is an area of machine learning that is…

Machine Learning · Computer Science 2022-10-07 Jad Rahme

Reinforcement learning (RL) is a branch of machine learning which is employed to solve various sequential decision making problems without proper supervision. Due to the recent advancement of deep learning, the newly proposed Deep-RL…

Artificial Intelligence · Computer Science 2019-04-17 Dhruv Ramani

Significant development of ride-sharing services presents a plethora of opportunities to transform urban mobility by providing personalized and convenient transportation while ensuring efficiency of large-scale ride pooling. However, a core…

Multiagent Systems · Computer Science 2021-06-15 Marina Haliem , Ganapathy Mani , Vaneet Aggarwal , Bharat Bhargava

Reinforcement learning (RL) has shown great promise in optimizing long-term user interest in recommender systems. However, existing RL-based recommendation methods need a large number of interactions for each user to learn a robust…

Machine Learning · Computer Science 2020-12-07 Yanan Wang , Yong Ge , Li Li , Rui Chen , Tong Xu

Packet routing is one of the fundamental problems in computer networks in which a router determines the next-hop of each packet in the queue to get it as quickly as possible to its destination. Reinforcement learning (RL) has been…

Networking and Internet Architecture · Computer Science 2019-11-15 Xinyu You , Xuanjie Li , Yuedong Xu , Hui Feng , Jin Zhao , Huaicheng Yan

In recent years, Multi-task Learning (MTL) has yielded immense success in Recommender System (RS) applications. However, current MTL-based recommendation models tend to disregard the session-wise patterns of user-item interactions because…

Information Retrieval · Computer Science 2023-03-13 Ziru Liu , Jiejie Tian , Qingpeng Cai , Xiangyu Zhao , Jingtong Gao , Shuchang Liu , Dayou Chen , Tonghao He , Dong Zheng , Peng Jiang , Kun Gai

Reinforcement Learning (RL) has opened up new opportunities to enhance existing smart systems that generally include a complex decision-making process. However, modern RL algorithms, e.g., Deep Q-Networks (DQN), are based on deep neural…

Machine Learning · Computer Science 2023-06-22 Yang Ni , Danny Abraham , Mariam Issa , Yeseong Kim , Pietro Mercati , Mohsen Imani