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Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

In reinforcement learning (RL), function approximation errors are known to easily lead to the Q-value overestimations, thus greatly reducing policy performance. This paper presents a distributional soft actor-critic (DSAC) algorithm, which…

Machine Learning · Computer Science 2021-06-14 Jingliang Duan , Yang Guan , Shengbo Eben Li , Yangang Ren , Bo Cheng

An agent's ability to leverage past experience is critical for efficiently solving new tasks. Approximate solutions for new tasks can be obtained from previously derived value functions, as demonstrated by research on transfer learning,…

Machine Learning · Computer Science 2023-09-06 Jacob Adamczyk , Stas Tiomkin , Rahul Kulkarni

We study whether the learning rate $\alpha$, the discount factor $\gamma$ and the reward signal $r$ have an influence on the overestimation bias of the Q-Learning algorithm. Our preliminary results in environments which are stochastic and…

Machine Learning · Statistics 2022-10-12 Julius Wagenbach , Matthia Sabatelli

Actor-critic (AC) methods are widely used in reinforcement learning (RL) and benefit from the flexibility of using any policy gradient method as the actor and value-based method as the critic. The critic is usually trained by minimizing the…

Machine Learning · Computer Science 2023-11-01 Sharan Vaswani , Amirreza Kazemi , Reza Babanezhad , Nicolas Le Roux

Pretraining with expert demonstrations have been found useful in speeding up the training process of deep reinforcement learning algorithms since less online simulation data is required. Some people use supervised learning to speed up the…

Artificial Intelligence · Computer Science 2018-02-12 Xiaoqin Zhang , Huimin Ma

In recent years, deep off-policy actor-critic algorithms have become a dominant approach to reinforcement learning for continuous control. One of the primary drivers of this improved performance is the use of pessimistic value updates to…

Machine Learning · Computer Science 2022-04-07 Ted Moskovitz , Jack Parker-Holder , Aldo Pacchiano , Michael Arbel , Michael I. Jordan

Learning continuous control in high-dimensional sparse reward settings, such as robotic manipulation, is a challenging problem due to the number of samples often required to obtain accurate optimal value and policy estimates. While many…

Robotics · Computer Science 2021-07-29 Sreehari Rammohan , Shangqun Yu , Bowen He , Eric Hsiung , Eric Rosen , Stefanie Tellex , George Konidaris

We address the issue of estimation bias in deep reinforcement learning (DRL) by introducing solution mechanisms that include a new, twin TD-regularized actor-critic (TDR) method. It aims at reducing both over and under-estimation errors.…

Machine Learning · Computer Science 2023-11-08 Junmin Zhong , Ruofan Wu , Jennie Si

Many real world tasks require multiple agents to work together. Multi-agent reinforcement learning (RL) methods have been proposed in recent years to solve these tasks, but current methods often fail to efficiently learn policies. We thus…

Machine Learning · Computer Science 2019-12-03 Johannes Ackermann , Volker Gabler , Takayuki Osa , Masashi Sugiyama

Naively trained Deep Reinforcement Learning agents may fail to satisfy vital safety constraints. To avoid costly retraining, we may desire to repair a previously trained reinforcement learning agent to obviate unsafe behaviour. We devise a…

Machine Learning · Computer Science 2024-05-27 David Boetius , Stefan Leue

We present a novel definition of the reinforcement learning state, actions and reward function that allows a deep Q-network (DQN) to learn to control an optimization hyperparameter. Using Q-learning with experience replay, we train two DQNs…

Optimization and Control · Mathematics 2016-06-21 Samantha Hansen

Current model-based reinforcement learning approaches use the model simply as a learned black-box simulator to augment the data for policy optimization or value function learning. In this paper, we show how to make more effective use of the…

Machine Learning · Computer Science 2020-05-19 Ignasi Clavera , Violet Fu , Pieter Abbeel

We present an algorithm for learning an approximate action-value soft Q-function in the relative entropy regularised reinforcement learning setting, for which an optimal improved policy can be recovered in closed form. We use recent…

Machine Learning · Computer Science 2019-11-06 Jonas Degrave , Abbas Abdolmaleki , Jost Tobias Springenberg , Nicolas Heess , Martin Riedmiller

Accurate value estimates are important for off-policy reinforcement learning. Algorithms based on temporal difference learning typically are prone to an over- or underestimation bias building up over time. In this paper, we propose a…

Machine Learning · Computer Science 2022-10-24 Nicolai Dorka , Tim Welschehold , Joschka Boedecker , Wolfram Burgard

In value-based reinforcement learning (RL), unlike in supervised learning, the agent faces not a single, stationary, approximation problem, but a sequence of value prediction problems. Each time the policy improves, the nature of the…

Machine Learning · Computer Science 2021-01-05 Will Dabney , André Barreto , Mark Rowland , Robert Dadashi , John Quan , Marc G. Bellemare , David Silver

Warm-Start reinforcement learning (RL), aided by a prior policy obtained from offline training, is emerging as a promising RL approach for practical applications. Recent empirical studies have demonstrated that the performance of Warm-Start…

Machine Learning · Computer Science 2023-06-21 Hang Wang , Sen Lin , Junshan Zhang

We consider the problem of reinforcement learning using function approximation, where the approximating basis can change dynamically while interacting with the environment. A motivation for such an approach is maximizing the value function…

Machine Learning · Computer Science 2010-05-04 Dotan Di Castro , Shie Mannor

Reinforcement learning algorithms based on Q-learning are driving Deep Reinforcement Learning (DRL) research towards solving complex problems and achieving super-human performance on many of them. Nevertheless, Q-Learning is known to be…

Machine Learning · Computer Science 2022-06-14 Andrea Cini , Carlo D'Eramo , Jan Peters , Cesare Alippi

Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps…

Machine Learning · Computer Science 2023-01-31 Harshat Kumar , Alec Koppel , Alejandro Ribeiro