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We evaluate benchmark deep reinforcement learning algorithms on the task of portfolio optimisation using simulated data. The simulator to generate the data is based on correlated geometric Brownian motion with the Bertsimas-Lo market impact…

Computational Engineering, Finance, and Science · Computer Science 2025-08-07 Chung I Lu

Reinforcement learning (RL) algorithms have proven transformative in a range of domains. To tackle real-world domains, these systems often use neural networks to learn policies directly from pixels or other high-dimensional sensory input.…

Machine Learning · Computer Science 2025-10-02 Nishil Patel , Sebastian Lee , Stefano Sarao Mannelli , Sebastian Goldt , Andrew Saxe

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

Model-based next state prediction and state value prediction are slow to converge. To address these challenges, we do the following: i) Instead of a neural network, we do model-based planning using a parallel memory retrieval system (which…

Artificial Intelligence · Computer Science 2023-02-02 John Chong Min Tan , Mehul Motani

Recent advances in deep Reinforcement Learning (RL) have created unprecedented opportunities for intelligent automation, where a machine can autonomously learn an optimal policy for performing a given task. However, current deep RL…

Machine Learning · Computer Science 2021-05-27 Zohreh Raziei , Mohsen Moghaddam

Dialogue policy learning for task-oriented dialogue systems has enjoyed great progress recently mostly through employing reinforcement learning methods. However, these approaches have become very sophisticated. It is time to re-evaluate it.…

Computation and Language · Computer Science 2020-09-22 Ziming Li , Julia Kiseleva , Maarten de Rijke

Deep reinforcement learning has achieved many recent successes, but our understanding of its strengths and limitations is hampered by the lack of rich environments in which we can fully characterize optimal behavior, and correspondingly…

Artificial Intelligence · Computer Science 2018-07-02 Maithra Raghu , Alex Irpan , Jacob Andreas , Robert Kleinberg , Quoc V. Le , Jon Kleinberg

In reinforcement learning algorithms, it is a common practice to account for only a single view of the environment to make the desired decisions; however, utilizing multiple views of the environment can help to promote the learning of…

Machine Learning · Computer Science 2019-05-13 Elaheh Barati , Xuewen Chen , Zichun Zhong

Multi-goal robot manipulation tasks with sparse rewards are difficult for reinforcement learning (RL) algorithms due to the inefficiency in collecting successful experiences. Recent algorithms such as Hindsight Experience Replay (HER)…

Robotics · Computer Science 2024-02-26 Erdi Sayar , Zhenshan Bing , Carlo D'Eramo , Ozgur S. Oguz , Alois Knoll

Robots operating in human-centered environments should have the ability to understand how objects function: what can be done with each object, where this interaction may occur, and how the object is used to achieve a goal. To this end, we…

The policy represented by the deep neural network can overfit the spurious features in observations, which hamper a reinforcement learning agent from learning effective policy. This issue becomes severe in high-dimensional state, where the…

Machine Learning · Computer Science 2023-05-01 Md Masudur Rahman , Yexiang Xue

Successfully navigating a complex environment to obtain a desired outcome is a difficult task, that up to recently was believed to be capable only by humans. This perception has been broken down over time, especially with the introduction…

Machine Learning · Computer Science 2019-11-12 Joshua Hare

Autonomous robots require high degrees of cognitive and motoric intelligence to come into our everyday life. In non-structured environments and in the presence of uncertainties, such degrees of intelligence are not easy to obtain.…

Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…

Machine Learning · Computer Science 2023-04-04 Marc Rigter

We study the problem of representation learning in goal-conditioned hierarchical reinforcement learning. In such hierarchical structures, a higher-level controller solves tasks by iteratively communicating goals which a lower-level policy…

Artificial Intelligence · Computer Science 2019-01-10 Ofir Nachum , Shixiang Gu , Honglak Lee , Sergey Levine

Multi-agent deep reinforcement learning has been applied to address a variety of complex problems with either discrete or continuous action spaces and achieved great success. However, most real-world environments cannot be described by only…

Machine Learning · Computer Science 2022-06-13 Hongzhi Hua , Kaigui Wu , Guixuan Wen

Reinforcement learning has shown strong performance in robotic manipulation, but learned policies often degrade in performance when test conditions differ from the training distribution. This limitation is especially important in…

Robotics · Computer Science 2026-04-02 Shaifalee Saxena , Rafael Fierro , Alexander Scheinker

As technology progresses, industrial and scientific robots are increasingly being used in diverse settings. In many cases, however, programming the robot to perform such tasks is technically complex and costly. To maximize the utility of…

Artificial Intelligence · Computer Science 2023-08-29 Colin Bellinger , Laurence Lamarche-Cliche

Reinforcement Learning is an area of Machine Learning focused on how agents can be trained to make sequential decisions, and achieve a particular goal within an arbitrary environment. While learning, they repeatedly take actions based on…

Although Reinforcement Learning (RL) algorithms have found tremendous success in simulated domains, they often cannot directly be applied to physical systems, especially in cases where there are hard constraints to satisfy (e.g. on safety…

Machine Learning · Computer Science 2020-08-28 Harsh Satija , Philip Amortila , Joelle Pineau
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