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Related papers: Deep Reinforcement Learning in a Monetary Model

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We generalize a standard benchmark of reinforcement learning, the classical cartpole balancing problem, to the quantum regime by stabilizing a particle in an unstable potential through measurement and feedback. We use state-of-the-art deep…

Quantum Physics · Physics 2020-09-08 Zhikang T. Wang , Yuto Ashida , Masahito Ueda

Deep Reinforcement Learning has demonstrated the potential of neural networks tuned with gradient descent for solving complex tasks in well-delimited environments. However, these neural systems are slow learners producing specialized agents…

Machine Learning · Computer Science 2022-10-13 Mathieu Chalvidal , Thomas Serre , Rufin VanRullen

Finding tight bounds on the optimal solution is a critical element of practical solution methods for discrete optimization problems. In the last decade, decision diagrams (DDs) have brought a new perspective on obtaining upper and lower…

Artificial Intelligence · Computer Science 2019-02-28 Quentin Cappart , Emmanuel Goutierre , David Bergman , Louis-Martin Rousseau

The focus of this work is to enumerate the various approaches and algorithms that center around application of reinforcement learning in robotic ma- ]]nipulation tasks. Earlier methods utilized specialized policy representations and human…

Robotics · Computer Science 2017-02-01 Smruti Amarjyoti

Several applications in the scientific simulation of physical systems can be formulated as control/optimization problems. The computational models for such systems generally contain hyperparameters, which control solution fidelity and…

Computational Physics · Physics 2020-12-09 Suraj Pawar , Romit Maulik

This work tackles an intriguing and fundamental open challenge in representation learning: Given a well-trained deep learning model, can it be reprogrammed to enhance its robustness against adversarial or noisy input perturbations without…

Machine Learning · Computer Science 2024-10-08 Zhichao Hou , MohamadAli Torkamani , Hamid Krim , Xiaorui Liu

Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…

Machine Learning · Computer Science 2021-10-28 Mete Kemertas , Tristan Aumentado-Armstrong

In recent years deep reinforcement learning (RL) systems have attained superhuman performance in a number of challenging task domains. However, a major limitation of such applications is their demand for massive amounts of training data. A…

Deep Reinforcement Learning has enabled the control of increasingly complex and high-dimensional problems. However, the need of vast amounts of data before reasonable performance is attained prevents its widespread application. We employ…

Machine Learning · Computer Science 2020-04-08 Jan Scholten , Daan Wout , Carlos Celemin , Jens Kober

Making the right decision in traffic is a challenging task that is highly dependent on individual preferences as well as the surrounding environment. Therefore it is hard to model solely based on expert knowledge. In this work we use Deep…

Machine Learning · Computer Science 2020-02-04 Peter Wolf , Karl Kurzer , Tobias Wingert , Florian Kuhnt , J. Marius Zöllner

The volatility fitting is one of the core problems in the equity derivatives business. Through a set of deterministic rules, the degrees of freedom in the implied volatility surface encoding (parametrization, density, diffusion) are…

Computational Finance · Quantitative Finance 2024-10-16 Emmanuel Gnabeyeu , Omar Karkar , Imad Idboufous

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 active inference has been proposed as a scalable approach to perception and action that deals with large policy and state spaces. However, current models are limited to fully observable domains. In this paper, we describe a deep active…

Machine Learning · Computer Science 2021-02-08 Otto van der Himst , Pablo Lanillos

Recent years have witnessed significant progresses in deep Reinforcement Learning (RL). Empowered with large scale neural networks, carefully designed architectures, novel training algorithms and massively parallel computing devices,…

Machine Learning · Computer Science 2018-04-23 Chiyuan Zhang , Oriol Vinyals , Remi Munos , Samy Bengio

In many reinforcement learning applications, the underlying environment reward and transition functions are explicitly known differentiable functions. This enables us to use recent research which applies machine learning tools to stochastic…

Portfolio Management · Quantitative Finance 2022-04-08 Thibault Jaisson

Deep reinforcement learning has made significant progress in robotic manipulation tasks and it works well in the ideal disturbance-free environment. However, in a real-world environment, both internal and external disturbances are…

Robotics · Computer Science 2020-11-09 Pingcheng Jian , Chao Yang , Di Guo , Huaping Liu , Fuchun Sun

Making sophisticated, robust, and safe sequential decisions is at the heart of intelligent systems. This is especially critical for planning in complex multi-agent environments, where agents need to anticipate other agents' intentions and…

Robotics · Computer Science 2020-01-29 Yichuan Charlie Tang

Deep reinforcement learning has been shown to be a powerful framework for learning policies from complex high-dimensional sensory inputs to actions in complex tasks, such as the Atari domain. In this paper, we explore output representation…

Machine Learning · Computer Science 2016-06-16 Ishan P. Durugkar , Clemens Rosenbaum , Stefan Dernbach , Sridhar Mahadevan

Deep reinforcement learning (DRL) breaks through the bottlenecks of traditional reinforcement learning (RL) with the help of the perception capability of deep learning and has been widely applied in real-world problems.While model-free RL,…

Machine Learning · Computer Science 2022-11-28 Tingting Zhao , Ying Wang , Wei Sun , Yarui Chen , Gang Niub , Masashi Sugiyama

Solving portfolio management problems using deep reinforcement learning has been getting much attention in finance for a few years. We have proposed a new method using experts signals and historical price data to feed into our reinforcement…

Computational Finance · Quantitative Finance 2023-01-02 MohammadAmin Fazli , Mahdi Lashkari , Hamed Taherkhani , Jafar Habibi