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Transfer Learning (TL) has shown great potential to accelerate Reinforcement Learning (RL) by leveraging prior knowledge from past learned policies of relevant tasks. Existing transfer approaches either explicitly computes the similarity…

This paper proposes a reinforcement learning--based framework for cryptocurrency portfolio management using the Soft Actor--Critic (SAC) and Deep Deterministic Policy Gradient (DDPG) algorithms. Traditional portfolio optimization methods…

Computational Finance · Quantitative Finance 2025-11-27 Kamal Paykan

While Deep Reinforcement Learning (DRL) has emerged as a promising approach to many complex tasks, it remains challenging to train a single DRL agent that is capable of undertaking multiple different continuous control tasks. In this paper,…

Machine Learning · Computer Science 2020-10-19 Zhiyuan Xu , Kun Wu , Zhengping Che , Jian Tang , Jieping Ye

Reinforcement Learning algorithms can learn complex behavioral patterns for sequential decision making tasks wherein an agent interacts with an environment and acquires feedback in the form of rewards sampled from it. Traditionally, such…

Machine Learning · Computer Science 2020-09-23 Sahil Sharma , Aravind Srinivas , Balaraman Ravindran

Reinforcement Learning (RL) is an area of machine learning figuring out how agents take actions in an unknown environment to maximize its rewards. Unlike classical Markov Decision Process (MDP) in which agent has full knowledge of its…

Artificial Intelligence · Computer Science 2023-03-07 Yangxin Zhong , Jiajie He , Lingjie Kong

Methods of deep machine learning enable to to reuse low-level representations efficiently for generating more abstract high-level representations. Originally, deep learning has been applied passively (e.g., for classification purposes).…

Machine Learning · Computer Science 2014-12-22 Mark Wernsdorfer , Ute Schmid

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

We consider a problem of learning the reward and policy from expert examples under unknown dynamics. Our proposed method builds on the framework of generative adversarial networks and introduces the empowerment-regularized maximum-entropy…

Machine Learning · Computer Science 2019-02-26 Ahmed H. Qureshi , Byron Boots , Michael C. Yip

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

Policy gradient methods have become one of the most popular classes of algorithms for multi-agent reinforcement learning. A key challenge, however, that is not addressed by many of these methods is multi-agent credit assignment: assessing…

Multiagent Systems · Computer Science 2024-12-20 Jacopo Castellini , Sam Devlin , Frans A. Oliehoek , Rahul Savani

Recently, deep reinforcement learning (DRL) methods have achieved impressive performance on tasks in a variety of domains. However, neural network policies produced with DRL methods are not human-interpretable and often have difficulty…

Machine Learning · Computer Science 2022-02-02 Dweep Trivedi , Jesse Zhang , Shao-Hua Sun , Joseph J. Lim

Recent developments in sequential experimental design look to construct a policy that can efficiently navigate the design space, in a way that maximises the expected information gain. Whilst there is work on achieving tractable policies for…

Machine Learning · Computer Science 2025-08-20 Yasir Zubayr Barlas , Kizito Salako

Reinforcement learning (RL) algorithms have demonstrated promising results on complex tasks, yet often require impractical numbers of samples since they learn from scratch. Meta-RL aims to address this challenge by leveraging experience…

Machine Learning · Computer Science 2020-10-28 Russell Mendonca , Abhishek Gupta , Rosen Kralev , Pieter Abbeel , Sergey Levine , Chelsea Finn

Recent work has shown that deep neural networks are capable of approximating both value functions and policies in reinforcement learning domains featuring continuous state and action spaces. However, to the best of our knowledge no previous…

Artificial Intelligence · Computer Science 2024-05-06 Matthew Hausknecht , Peter Stone

The ability to transfer skills across tasks has the potential to scale up reinforcement learning (RL) agents to environments currently out of reach. Recently, a framework based on two ideas, successor features (SFs) and generalised policy…

Despite success in many challenging problems, reinforcement learning (RL) is still confronted with sample inefficiency, which can be mitigated by introducing prior knowledge to agents. However, many transfer techniques in reinforcement…

Machine Learning · Computer Science 2022-09-21 Matheus Centa , Philippe Preux

Deep reinforcement learning (RL) algorithms typically parameterize the policy as a deep network that outputs either a deterministic action or a stochastic one modeled as a Gaussian distribution, hence restricting learning to a single…

Machine Learning · Computer Science 2024-06-04 Zechu Li , Rickmer Krohn , Tao Chen , Anurag Ajay , Pulkit Agrawal , Georgia Chalvatzaki

Recent analyses of certain gradient descent optimization methods have shown that performance can degrade in some settings - such as with stochasticity or implicit momentum. In deep reinforcement learning (Deep RL), such optimization methods…

Machine Learning · Computer Science 2018-10-08 Peter Henderson , Joshua Romoff , Joelle Pineau

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

Training automated agents to complete complex tasks in interactive environments is challenging: reinforcement learning requires careful hand-engineering of reward functions, imitation learning requires specialized infrastructure and access…

Machine Learning · Computer Science 2023-02-21 Olivia Watkins , Trevor Darrell , Pieter Abbeel , Jacob Andreas , Abhishek Gupta
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