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Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading…

Mathematical Finance · Quantitative Finance 2020-04-10 Ayman Chaouki , Stephen Hardiman , Christian Schmidt , Emmanuel Sérié , Joachim de Lataillade

Modeling agent behavior is central to understanding the emergence of complex phenomena in multiagent systems. Prior work in agent modeling has largely been task-specific and driven by hand-engineering domain-specific prior knowledge. We…

Multiagent Systems · Computer Science 2018-08-02 Aditya Grover , Maruan Al-Shedivat , Jayesh K. Gupta , Yura Burda , Harrison Edwards

This paper presents a novel framework for automatic learning of complex strategies in human decision making. The task that we are interested in is to better facilitate long term planning for complex, multi-step events. We observe temporal…

Computer Vision and Pattern Recognition · Computer Science 2018-05-15 Tharindu Fernando , Simon Denman , Sridha Sridharan , Clinton Fookes

The ability to act in multiple environments and transfer previous knowledge to new situations can be considered a critical aspect of any intelligent agent. Towards this goal, we define a novel method of multitask and transfer learning that…

Machine Learning · Computer Science 2016-02-23 Emilio Parisotto , Jimmy Lei Ba , Ruslan Salakhutdinov

Deep reinforcement learning has proven to be a great success in allowing agents to learn complex tasks. However, its application to actual robots can be prohibitively expensive. Furthermore, the unpredictability of human behavior in…

Robotics · Computer Science 2019-08-16 Mohammad Thabet , Massimiliano Patacchiola , Angelo Cangelosi

We consider the problem of multiple agents sensing and acting in environments with the goal of maximising their shared utility. In these environments, agents must learn communication protocols in order to share information that is needed to…

Artificial Intelligence · Computer Science 2016-05-25 Jakob N. Foerster , Yannis M. Assael , Nando de Freitas , Shimon Whiteson

Self-training is a useful strategy for semi-supervised learning, leveraging raw texts for enhancing model performances. Traditional self-training methods depend on heuristics such as model confidence for instance selection, the manual…

Computation and Language · Computer Science 2018-04-17 Chenhua Chen , Yue Zhang

We propose using deep reinforcement learning to solve dynamic stochastic general equilibrium models. Agents are represented by deep artificial neural networks and learn to solve their dynamic optimisation problem by interacting with the…

Econometrics · Economics 2023-01-06 Mingli Chen , Andreas Joseph , Michael Kumhof , Xinlei Pan , Xuan Zhou

Skilled robot task learning is best implemented by predictive action policies due to the inherent latency of sensorimotor processes. However, training such predictive policies is challenging as it involves finding a trajectory of motor…

Robotics · Computer Science 2017-03-03 Ali Ghadirzadeh , Atsuto Maki , Danica Kragic , Mårten Björkman

In this work, we propose a multi-stage training strategy for the development of deep learning algorithms applied to problems with multiscale features. Each stage of the pro-posed strategy shares an (almost) identical network structure and…

Numerical Analysis · Mathematics 2020-09-25 Eric Chung , Wing Tat Leung , Sai-Mang Pun , Zecheng Zhang

We explore deep reinforcement learning methods for multi-agent domains. We begin by analyzing the difficulty of traditional algorithms in the multi-agent case: Q-learning is challenged by an inherent non-stationarity of the environment,…

Machine Learning · Computer Science 2020-03-17 Ryan Lowe , Yi Wu , Aviv Tamar , Jean Harb , Pieter Abbeel , Igor Mordatch

Multi-agent robotic systems are increasingly operating in real-world environments in close proximity to humans, yet are largely controlled by policy models with inscrutable deep neural network representations. We introduce a method for…

Machine Learning · Computer Science 2023-02-24 Renos Zabounidis , Joseph Campbell , Simon Stepputtis , Dana Hughes , Katia Sycara

Assigning resources in business processes execution is a repetitive task that can be effectively automated. However, different automation methods may give varying results that may not be optimal. Proper resource allocation is crucial as it…

Machine Learning · Computer Science 2021-04-02 Kamil Żbikowski , Michał Ostapowicz , Piotr Gawrysiak

In this paper a deep reinforcement based multi-agent path planning approach is introduced. The experiments are realized in a simulation environment and in this environment different multi-agent path planning problems are produced. The…

Machine Learning · Computer Science 2021-10-05 Mert Çetinkaya

This paper proposes a policy-based deep reinforcement learning hyper-heuristic framework for solving the Job Shop Scheduling Problem. The hyper-heuristic agent learns to switch scheduling rules based on the system state dynamically. We…

Artificial Intelligence · Computer Science 2026-01-19 Sofiene Lassoued , Asrat Gobachew , Stefan Lier , Andreas Schwung

Two less addressed issues of deep reinforcement learning are (1) lack of generalization capability to new target goals, and (2) data inefficiency i.e., the model requires several (and often costly) episodes of trial and error to converge,…

Computer Vision and Pattern Recognition · Computer Science 2016-09-19 Yuke Zhu , Roozbeh Mottaghi , Eric Kolve , Joseph J. Lim , Abhinav Gupta , Li Fei-Fei , Ali Farhadi

Evaluating deep multiagent reinforcement learning (MARL) algorithms is complicated by stochasticity in training and sensitivity of agent performance to the behavior of other agents. We propose a meta-game evaluation framework for deep MARL,…

Multiagent Systems · Computer Science 2024-05-02 Zun Li , Michael P. Wellman

Several recent works have been dedicated to unsupervised reinforcement learning in a single environment, in which a policy is first pre-trained with unsupervised interactions, and then fine-tuned towards the optimal policy for several…

Machine Learning · Computer Science 2021-12-17 Mirco Mutti , Mattia Mancassola , Marcello Restelli

We propose a method to efficiently learn diverse strategies in reinforcement learning for query reformulation in the tasks of document retrieval and question answering. In the proposed framework an agent consists of multiple specialized…

Machine Learning · Computer Science 2018-12-27 Rodrigo Nogueira , Jannis Bulian , Massimiliano Ciaramita

Many studies have applied reinforcement learning to train a dialog policy and show great promise these years. One common approach is to employ a user simulator to obtain a large number of simulated user experiences for reinforcement…

Computation and Language · Computer Science 2020-04-24 Ryuichi Takanobu , Runze Liang , Minlie Huang