Related papers: Scalable Deep Reinforcement Learning Algorithms fo…
We introduce a new virtual environment for simulating a card game known as "Big 2". This is a four-player game of imperfect information with a relatively complicated action space (being allowed to play 1,2,3,4 or 5 card combinations from an…
Reinforcement learning (RL) trains many agents, which is resource-intensive and must scale to large GPU clusters. Different RL training algorithms offer different opportunities for distributing and parallelising the computation. Yet,…
Designing efficient algorithms for multi-agent reinforcement learning (MARL) is fundamentally challenging because the size of the joint state and action spaces grows exponentially in the number of agents. These difficulties are exacerbated…
The paper studies the highly prototypical Fictitious Play (FP) algorithm, as well as a broad class of learning processes based on best-response dynamics, that we refer to as FP-type algorithms. A well-known shortcoming of FP is that, while…
We study multi-player general-sum Markov games with one of the players designated as the leader and the other players regarded as followers. In particular, we focus on the class of games where the followers are myopic, i.e., they aim to…
In this paper, we explore deep reinforcement learning algorithms for vision-based robotic grasping. Model-free deep reinforcement learning (RL) has been successfully applied to a range of challenging environments, but the proliferation of…
Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…
Large-scale finite element simulations of complex physical systems governed by partial differential equations (PDE) crucially depend on adaptive mesh refinement (AMR) to allocate computational budget to regions where higher resolution is…
Despite significant progress, deep reinforcement learning (RL) suffers from data-inefficiency and limited generalization. Recent efforts apply meta-learning to learn a meta-learner from a set of RL tasks such that a novel but related task…
Deep reinforcement learning (DRL) on Markov decision processes (MDPs) with continuous action spaces is often approached by directly training parametric policies along the direction of estimated policy gradients (PGs). Previous research…
In this article we consider finite Mean Field Games (MFGs), i.e. with finite time and finite states. We adopt the framework introduced in Gomes Mohr and Souza in 2010, and study two seemly unexplored subjects. In the first one, we analyze…
Reinforcement learning is a powerful tool to learn the optimal policy of possibly multiple agents by interacting with the environment. As the number of agents grow to be very large, the system can be approximated by a mean-field problem.…
Recent years have witnessed significant advances in reinforcement learning (RL), which has registered great success in solving various sequential decision-making problems in machine learning. Most of the successful RL applications, e.g.,…
Algorithmic stock trading has become a staple in today's financial market, the majority of trades being now fully automated. Deep Reinforcement Learning (DRL) agents proved to be to a force to be reckon with in many complex games like Chess…
The goal of reinforcement learning algorithms is to estimate and/or optimise the value function. However, unlike supervised learning, no teacher or oracle is available to provide the true value function. Instead, the majority of…
The inverse reinforcement learning approach to imitation learning is a double-edged sword. On the one hand, it can enable learning from a smaller number of expert demonstrations with more robustness to error compounding than behavioral…
Deep Reinforcement Learning (DRL) has been applied to address a variety of cooperative multi-agent problems with either discrete action spaces or continuous action spaces. However, to the best of our knowledge, no previous work has ever…
Reinforcement learning (RL) algorithms update an agent's parameters according to one of several possible rules, discovered manually through years of research. Automating the discovery of update rules from data could lead to more efficient…
Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a…
Reinforcement learning (RL) has demonstrated its ability to solve high dimensional tasks by leveraging non-linear function approximators. However, these successes are mostly achieved by 'black-box' policies in simulated domains. When…