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Parameterised actions in reinforcement learning are composed of discrete actions with continuous action-parameters. This provides a framework for solving complex domains that require combining high-level actions with flexible control. The…

Machine Learning · Computer Science 2019-05-14 Craig J. Bester , Steven D. James , George D. Konidaris

This study enhances a Deep Q-Network (DQN) trading model by incorporating advanced techniques like Prioritized Experience Replay, Regularized Q-Learning, Noisy Networks, Dueling, and Double DQN. Extensive tests on assets like BTC/USD and…

Computational Finance · Quantitative Finance 2023-11-21 Gang Hu

In this paper, we study the offline RL problem with linear function approximation. Our main structural assumption is that the MDP has low inherent Bellman error, which stipulates that linear value functions have linear Bellman backups with…

Machine Learning · Computer Science 2024-06-19 Noah Golowich , Ankur Moitra

In this paper, we build on advances introduced by the Deep Q-Networks (DQN) approach to extend the multi-objective tabular Reinforcement Learning (RL) algorithm W-learning to large state spaces. W-learning algorithm can naturally solve the…

Machine Learning · Computer Science 2023-06-27 Jernej Hribar , Luke Hackett , Ivana Dusparic

This paper provides a theoretical study of deep neural function approximation in reinforcement learning (RL) with the $\epsilon$-greedy exploration under the online setting. This problem setting is motivated by the successful deep…

Machine Learning · Computer Science 2022-10-18 Fanghui Liu , Luca Viano , Volkan Cevher

Deep learning has proved an effective means to capture the non-linear associations of user preferences. However, the main drawback of existing deep learning architectures is that they follow a fixed recommendation strategy, ignoring users'…

Information Retrieval · Computer Science 2020-12-02 Dimitrios Rafailidis , Stefanos Antaris

This correspondence considers the resource allocation problem in wireless interference channel (IC) under link outage constraints. Since the optimization problem is non-convex in nature, existing approaches to find the optimal power…

Networking and Internet Architecture · Computer Science 2022-03-08 Saniul Alam , Sadia Islam , Muhammad R. A. Khandaker , Risala T. Khan , Faisal Tariq , Apriana Toding

Deep reinforcement learning suffers from catastrophic forgetting and sample inefficiency making it less applicable to the ever-changing real world. However, the ability to use previously learned knowledge is essential for AI agents to…

Artificial Intelligence · Computer Science 2023-11-27 Ekaterina Nikonova , Cheng Xue , Jochen Renz

Deep neural networks (DNN) can approximate value functions or policies for reinforcement learning, which makes the reinforcement learning algorithms more powerful. However, some DNNs, such as convolutional neural networks (CNN), cannot…

Machine Learning · Computer Science 2022-04-26 Yizhan Niu , Jinglong Liu , Yuhao Shi , Jiren Zhu

The goal of robust reinforcement learning (RL) is to learn a policy that is robust against the uncertainty in model parameters. Parameter uncertainty commonly occurs in many real-world RL applications due to simulator modeling errors,…

Machine Learning · Computer Science 2022-10-19 Kishan Panaganti , Zaiyan Xu , Dileep Kalathil , Mohammad Ghavamzadeh

Deep Reinforcement Learning (RL) powered by neural net approximation of the Q function has had enormous empirical success. While the theory of RL has traditionally focused on linear function approximation (or eluder dimension) approaches,…

Machine Learning · Computer Science 2021-12-28 Baihe Huang , Kaixuan Huang , Sham M. Kakade , Jason D. Lee , Qi Lei , Runzhe Wang , Jiaqi Yang

We study reinforcement learning in infinite-horizon discounted Markov decision processes with continuous state spaces, where data are generated online from a single trajectory under a Markovian behavior policy. To avoid maintaining an…

Machine Learning · Computer Science 2026-03-05 Shengbo Wang

Distributionally robust reinforcement learning (DRRL) focuses on designing policies that achieve good performance under model uncertainties. The goal is to maximize the worst-case long-term discounted reward, where the data for RL comes…

Machine Learning · Computer Science 2026-03-17 Saptarshi Mandal , Yashaswini Murthy , R. Srikant

In this paper, we formulate the adaptive learning problem---the problem of how to find an individualized learning plan (called policy) that chooses the most appropriate learning materials based on learner's latent traits---faced in adaptive…

Machine Learning · Computer Science 2020-04-21 Xiao Li , Hanchen Xu , Jinming Zhang , Hua-hua Chang

In this work we present a method for using Deep Q-Networks (DQNs) in multi-objective environments. Deep Q-Networks provide remarkable performance in single objective problems learning from high-level visual state representations. However,…

Artificial Intelligence · Computer Science 2018-02-26 Tomasz Tajmajer

Ensuring safety during reinforcement learning (RL) training is critical in real-world applications where unsafe exploration can lead to devastating outcomes. While most safe RL methods mitigate risk through constraints or penalization, they…

Machine Learning · Computer Science 2026-04-29 Yeeun Lim , Narim Jeong , Donghwan Lee

Q-learning suffers from overestimation bias, because it approximates the maximum action value using the maximum estimated action value. Algorithms have been proposed to reduce overestimation bias, but we lack an understanding of how bias…

Machine Learning · Computer Science 2021-08-10 Qingfeng Lan , Yangchen Pan , Alona Fyshe , Martha White

Despite remarkable successes, Deep Reinforcement Learning (DRL) is not robust to hyperparameterization, implementation details, or small environment changes (Henderson et al. 2017, Zhang et al. 2018). Overcoming such sensitivity is key to…

Machine Learning · Computer Science 2019-01-30 Corentin Tallec , Léonard Blier , Yann Ollivier

This project addresses the challenge of automated stock trading, where traditional methods and direct reinforcement learning (RL) struggle with market noise, complexity, and generalization. Our proposed solution is an integrated deep…

Machine Learning · Computer Science 2025-05-08 John Christopher Tidwell , John Storm Tidwell

Zap Q-learning is a recent class of reinforcement learning algorithms, motivated primarily as a means to accelerate convergence. Stability theory has been absent outside of two restrictive classes: the tabular setting, and optimal stopping.…

Machine Learning · Computer Science 2020-07-17 Shuhang Chen , Adithya M. Devraj , Fan Lu , Ana Bušić , Sean P. Meyn