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In this paper we explore the usage of deep reinforcement learning algorithms to automatically generate consistently profitable, robust, uncorrelated trading signals in any general financial market. In order to do this, we present a novel…

Computational Finance · Quantitative Finance 2019-12-17 Souradeep Chakraborty

Ensembling a neural network is a widely recognized approach to enhance model performance, estimate uncertainty, and improve robustness in deep supervised learning. However, deep ensembles often come with high computational costs and memory…

With the rapid growth of memory and computing power, datasets are becoming increasingly complex and imbalanced. This is especially severe in the context of clinical data, where there may be one rare event for many cases in the majority…

Assigning resources in business processes execution is a repetitive task that can be effectively automated. However, different automation methods may give varying results that may not be optimal. Proper resource allocation is crucial as it…

Machine Learning · Computer Science 2021-04-02 Kamil Żbikowski , Michał Ostapowicz , Piotr Gawrysiak

Inductive rule learning is arguably among the most traditional paradigms in machine learning. Although we have seen considerable progress over the years in learning rule-based theories, all state-of-the-art learners still learn descriptions…

Machine Learning · Computer Science 2021-06-21 Florian Beck , Johannes Fürnkranz

Nearly all real world tasks are inherently partially observable, necessitating the use of memory in Reinforcement Learning (RL). Most model-free approaches summarize the trajectory into a latent Markov state using memory models borrowed…

Machine Learning · Computer Science 2023-10-09 Steven Morad , Ryan Kortvelesy , Stephan Liwicki , Amanda Prorok

Deep Learning shows very good performance when trained on large labeled data sets. The problem of training a deep net on a few or one sample per class requires a different learning approach which can generalize to unseen classes using only…

Machine Learning · Computer Science 2018-08-23 Jinchao Liu , Stuart J. Gibson , Margarita Osadchy

Pre-trained representation is one of the key elements in the success of modern deep learning. However, existing works on continual learning methods have mostly focused on learning models incrementally from scratch. In this paper, we explore…

Machine Learning · Computer Science 2022-08-18 Hyounguk Shon , Janghyeon Lee , Seung Hwan Kim , Junmo Kim

Safe reinforcement learning is a promising path toward applying reinforcement learning algorithms to real-world problems, where suboptimal behaviors may lead to actual negative consequences. In this work, we focus on the setting where…

Machine Learning · Computer Science 2022-02-17 Garrett Thomas , Yuping Luo , Tengyu Ma

Although deep RL models have shown a great potential for solving various types of tasks with minimal supervision, several key challenges remain in terms of learning from limited experience, adapting to environmental changes, and…

Artificial Intelligence · Computer Science 2020-07-10 Dongjae Kim , Jee Hang Lee , Jae Hoon Shin , Minsu Abel Yang , Sang Wan Lee

Continual learning is the ability to acquire new knowledge without forgetting the previously learned one, assuming no further access to past training data. Neural network approximators trained with gradient descent are known to fail in this…

Machine Learning · Computer Science 2021-11-05 Rodrigue Siry

It is well known that it is difficult to have a reliable and robust framework to link multi-agent deep reinforcement learning algorithms with practical multi-robot applications. To fill this gap, we propose and build an open-source…

Robotics · Computer Science 2022-09-29 Junfeng Chen , Fuqin Deng , Yuan Gao , Junjie Hu , Xiyue Guo , Guanqi Liang , Tin Lun Lam

Deep reinforcement learning (DRL) has achieved groundbreaking successes in a wide variety of robotic applications. A natural consequence is the adoption of this paradigm for safety-critical tasks, where human safety and expensive hardware…

Robotics · Computer Science 2022-06-22 Davide Corsi , Raz Yerushalmi , Guy Amir , Alessandro Farinelli , David Harel , Guy Katz

Current deep learning architectures are growing larger in order to learn from complex datasets. These architectures require giant matrix multiplication operations to train millions of parameters. Conversely, there is another growing trend…

Machine Learning · Statistics 2016-12-06 Ryan Spring , Anshumali Shrivastava

In order for reinforcement learning techniques to be useful in real-world decision making processes, they must be able to produce robust performance from limited data. Deep policy optimization methods have achieved impressive results on…

Machine Learning · Computer Science 2020-12-22 James Queeney , Ioannis Ch. Paschalidis , Christos G. Cassandras

Reinforcement learning (RL) has been effective for post-training autoregressive (AR) language models, but extending these methods to diffusion language models (DLMs) is challenging due to intractable sequence-level likelihoods. Existing…

Deep reinforcement learning (RL) has achieved breakthrough results on many tasks, but agents often fail to generalize beyond the environment they were trained in. As a result, deep RL algorithms that promote generalization are receiving…

Machine Learning · Computer Science 2019-03-18 Charles Packer , Katelyn Gao , Jernej Kos , Philipp Krähenbühl , Vladlen Koltun , Dawn Song

Bayesian reinforcement learning (BRL) is a method that merges principles from Bayesian statistics and reinforcement learning to make optimal decisions in uncertain environments. As a model-based RL method, it has two key components: (1)…

Machine Learning · Statistics 2025-06-03 Shreya Sinha Roy , Richard G. Everitt , Christian P. Robert , Ritabrata Dutta

Most of the existing learning models, particularly deep neural networks, are reliant on large datasets whose hand-labeling is expensive and time demanding. A current trend is to make the learning of these models frugal and less dependent on…

Computer Vision and Pattern Recognition · Computer Science 2022-12-12 Sebastien Deschamps , Hichem Sahbi

Deep Reinforcement Learning has shown great success in a variety of control tasks. However, it is unclear how close we are to the vision of putting Deep RL into practice to solve real world problems. In particular, common practice in the…

Machine Learning · Computer Science 2019-02-21 Chenyang Zhao , Olivier Sigaud , Freek Stulp , Timothy M. Hospedales