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In this thesis, we develop a comprehensive account of the expressive power, modelling efficiency, and performance advantages of so-called trading agents (i.e., Deep Soft Recurrent Q-Network (DSRQN) and Mixture of Score Machines (MSM)),…

Portfolio Management · Quantitative Finance 2019-09-23 Angelos Filos

Current reinforcement learning algorithms train an agent using forward-generated trajectories, which provide little guidance so that the agent can explore as much as possible. While realizing the value of reinforcement learning results from…

Artificial Intelligence · Computer Science 2023-09-06 KyungMin Ko

A fundamental objective in intelligent robotics is to move towards lifelong learning robot that can learn and adapt to unseen scenarios over time. However, continually learning new tasks would introduce catastrophic forgetting problems due…

Robotics · Computer Science 2025-09-16 Pengzhi Yang , Xinyu Wang , Ruipeng Zhang , Cong Wang , Frans A. Oliehoek , Jens Kober

In this work we describe a novel deep reinforcement learning architecture that allows multiple actions to be selected at every time-step in an efficient manner. Multi-action policies allow complex behaviours to be learnt that would…

Artificial Intelligence · Computer Science 2018-09-07 Jack Harmer , Linus Gisslén , Jorge del Val , Henrik Holst , Joakim Bergdahl , Tom Olsson , Kristoffer Sjöö , Magnus Nordin

We address planning and navigation in challenging 3D video games featuring maps with disconnected regions reachable by agents using special actions. In this setting, classical symbolic planners are not applicable or difficult to adapt. We…

Machine Learning · Computer Science 2021-12-23 Edward Beeching , Maxim Peter , Philippe Marcotte , Jilles Debangoye , Olivier Simonin , Joshua Romoff , Christian Wolf

Predicting cryptocurrency returns is notoriously difficult: price movements are driven by a fast-shifting blend of on-chain activity, news flow, and social sentiment, while labeled training data are scarce and expensive. In this paper, we…

Machine Learning · Computer Science 2026-02-03 Junqiao Wang , Zhaoyang Guan , Guanyu Liu , Tianze Xia , Xianzhi Li , Shuo Yin , Xinyuan Song , Chuhan Cheng , Tianyu Shi , Alex Lee

Off-policy learning ability is an important feature of reinforcement learning (RL) for practical applications. However, even one of the most elementary RL algorithms, temporal-difference (TD) learning, is known to suffer form divergence…

Machine Learning · Computer Science 2025-04-21 Han-Dong Lim , Donghwan Lee

Reinforcement learning has been successful across several applications in which agents have to learn to act in environments with sparse feedback. However, despite this empirical success there is still a lack of theoretical understanding of…

Machine Learning · Statistics 2023-11-08 Blake Bordelon , Paul Masset , Henry Kuo , Cengiz Pehlevan

Conventional reinforcement learning (RL) algorithms exhibit broad generality in their theoretical formulation and high performance on several challenging domains when combined with powerful function approximation. However, developing RL…

Machine Learning · Computer Science 2023-11-07 Joseph Modayil , Zaheer Abbas

Reinforcement learning is about learning agent models that make the best sequential decisions in unknown environments. In an unknown environment, the agent needs to explore the environment while exploiting the collected information, which…

Machine Learning · Computer Science 2021-02-12 Hong Qian , Yang Yu

Deep reinforcement learning algorithms have shown an impressive ability to learn complex control policies in high-dimensional tasks. However, despite the ever-increasing performance on popular benchmarks, policies learned by deep…

Machine Learning · Computer Science 2020-01-22 Jesse Farebrother , Marlos C. Machado , Michael Bowling

Meta-learning is a branch of machine learning which trains neural network models to synthesize a wide variety of data in order to rapidly solve new problems. In process control, many systems have similar and well-understood dynamics, which…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Daniel G. McClement , Nathan P. Lawrence , Johan U. Backstrom , Philip D. Loewen , Michael G. Forbes , R. Bhushan Gopaluni

Most meta reinforcement learning (meta-RL) methods learn to adapt to new tasks by directly optimizing the parameters of policies over primitive action space. Such algorithms work well in tasks with relatively slight difference. However,…

Machine Learning · Computer Science 2020-03-05 Haotian Fu , Hongyao Tang , Jianye Hao , Wulong Liu , Chen Chen

Learning tabula rasa, that is without any prior knowledge, is the prevalent workflow in reinforcement learning (RL) research. However, RL systems, when applied to large-scale settings, rarely operate tabula rasa. Such large-scale systems…

Machine Learning · Computer Science 2022-10-05 Rishabh Agarwal , Max Schwarzer , Pablo Samuel Castro , Aaron Courville , Marc G. Bellemare

Graphs can be used to represent and reason about systems and a variety of metrics have been devised to quantify their global characteristics. However, little is currently known about how to construct a graph or improve an existing one given…

Machine Learning · Computer Science 2021-10-28 Victor-Alexandru Darvariu , Stephen Hailes , Mirco Musolesi

This paper proposes a new reinforcement learning with hyperbolic discounting. Combining a new temporal difference error with the hyperbolic discounting in recursive manner and reward-punishment framework, a new scheme to learn the optimal…

Machine Learning · Computer Science 2021-06-04 Taisuke Kobayashi

Many real-world problems can be reduced to combinatorial optimization on a graph, where the subset or ordering of vertices that maximize some objective function must be found. With such tasks often NP-hard and analytically intractable,…

Machine Learning · Computer Science 2021-03-22 Thomas D. Barrett , William R. Clements , Jakob N. Foerster , A. I. Lvovsky

We study reinforcement learning (RL) problems in which agents observe the reward or transition realizations at their current state before deciding which action to take. Such observations are available in many applications, including…

Machine Learning · Computer Science 2024-10-22 Nadav Merlis

Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…

Artificial Intelligence · Computer Science 2022-08-15 Pegah Rokhforoz , Olga Fink

Due to the realization that deep reinforcement learning algorithms trained on high-dimensional tasks can strongly overfit to their training environments, there have been several studies that investigated the generalization performance of…

Machine Learning · Computer Science 2020-07-06 Safa Alver , Doina Precup