Related papers: MM-KTD: Multiple Model Kalman Temporal Differences…
Deep Reinforcement Learning (DRL) has shown outstanding performance on inducing effective action policies that maximize expected long-term return on many complex tasks. Much of DRL work has been focused on sequences of events with discrete…
Temporal difference (TD) learning is a fundamental technique in reinforcement learning that updates value estimates for states or state-action pairs using a TD target. This target represents an improved estimate of the true value by…
The aim of multi-task reinforcement learning is two-fold: (1) efficiently learn by training against multiple tasks and (2) quickly adapt, using limited samples, to a variety of new tasks. In this work, the tasks correspond to reward…
Reinforcement learning methods typically use Deep Neural Networks to approximate the value functions and policies underlying a Markov Decision Process. Unfortunately, DNN-based RL suffers from a lack of explainability of the resulting…
Reinforcement learning (RL) algorithms allow artificial agents to improve their selection of actions to increase rewarding experiences in their environments. Temporal Difference (TD) Learning -- a model-free RL method -- is a leading…
Temporal difference learning (TD) is a foundational concept in reinforcement learning (RL), aimed at efficiently assessing a policy's value function. TD($\lambda$), a potent variant, incorporates a memory trace to distribute the prediction…
The paper reports on an experiment, in which a Knowledge-Based Reinforcement Learning (KB-RL) method was compared to a Neural Network (NN) approach in solving a classical Artificial Intelligence (AI) task. In contrast to NNs, which require…
Reinforcement Learning (RL) has shown remarkable abilities in learning policies for decision-making tasks. However, RL is often hindered by issues such as low sample efficiency, lack of interpretability, and sparse supervision signals. To…
Recent advances in large language models (LLMs) have increasingly relied on reinforcement learning (RL) to improve their reasoning capabilities. Three types of approaches have been widely adopted: The first relies on a deep neural network…
Dynamic Portfolio optimization is the process of distribution and rebalancing of a fund into different financial assets such as stocks, cryptocurrencies, etc, in consecutive trading periods to maximize accumulated profits or minimize risks…
In this paper, we address two key challenges in deep reinforcement learning setting, sample inefficiency and slow learning, with a dual NN-driven learning approach. In the proposed approach, we use two deep NNs with independent…
The Kalman filter (KF) is a widely-used algorithm for tracking dynamic systems that are captured by state space (SS) models. The need to fully describe a SS model limits its applicability under complex settings, e.g., when tracking based on…
Much of the success of single agent deep reinforcement learning (DRL) in recent years can be attributed to the use of experience replay memories (ERM), which allow Deep Q-Networks (DQNs) to be trained efficiently through sampling stored…
Most deep reinforcement learning (RL) algorithms distill experience into parametric behavior policies or value functions via gradient updates. While effective, this approach has several disadvantages: (1) it is computationally expensive,…
Gradient descent or its variants are popular in training neural networks. However, in deep Q-learning with neural network approximation, a type of reinforcement learning, gradient descent (also known as Residual Gradient (RG)) is barely…
A novel dynamic mode decomposition (DMD) method based on a Kalman filter is proposed. This paper explains the fast algorithm of the proposed Kalman filter DMD (KFDMD) in combination with truncated proper orthogonal decomposition for…
Policy evaluation is a key process in Reinforcement Learning (RL). It assesses a given policy by estimating the corresponding value function. When using parameterized value functions, common approaches minimize the sum of squared Bellman…
Reinforcement learning (RL) is a classical tool to solve network control or policy optimization problems in unknown environments. The original Q-learning suffers from performance and complexity challenges across very large networks. Herein,…
In order to integrate uncertainty estimates into deep time-series modelling, Kalman Filters (KFs) (Kalman et al., 1960) have been integrated with deep learning models, however, such approaches typically rely on approximate inference…
Consider the problem of training robustly capable agents. One approach is to generate a diverse collection of agent polices. Training can then be viewed as a quality diversity (QD) optimization problem, where we search for a collection of…