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Multi-task representation learning (MTRL) is an approach that learns shared latent representations across related tasks, facilitating collaborative learning that improves the overall learning efficiency. This paper studies MTRL for…

Machine Learning · Computer Science 2026-04-07 Yaoze Guo , Shana Moothedath

Advances in Reinforcement Learning (RL) span a wide variety of applications which motivate development in this area. While application tasks serve as suitable benchmarks for real world problems, RL is seldomly used in practical scenarios…

Trading and Market Microstructure · Quantitative Finance 2021-04-02 Karush Suri , Xiao Qi Shi , Konstantinos Plataniotis , Yuri Lawryshyn

Safe reinforcement learning (RL) trains a policy to maximize the task reward while satisfying safety constraints. While prior works focus on the performance optimality, we find that the optimal solutions of many safe RL problems are not…

Machine Learning · Computer Science 2023-03-03 Zuxin Liu , Zijian Guo , Zhepeng Cen , Huan Zhang , Jie Tan , Bo Li , Ding Zhao

Machine learning techniques applied to the problem of financial market forecasting struggle with dynamic regime switching, or underlying correlation and covariance shifts in true (hidden) market variables. Drawing inspiration from the…

Computational Finance · Quantitative Finance 2024-06-25 Raeid Saqur

Offline reinforcement learning (RL) provides a promising direction to exploit massive amount of offline data for complex decision-making tasks. Due to the distribution shift issue, current offline RL algorithms are generally designed to be…

Machine Learning · Computer Science 2022-10-25 Rui Yang , Chenjia Bai , Xiaoteng Ma , Zhaoran Wang , Chongjie Zhang , Lei Han

When Reinforcement Learning (RL) agents are deployed in practice, they might impact their environment and change its dynamics. We propose a new framework to model this phenomenon, where the current environment depends on the deployed policy…

Machine Learning · Computer Science 2024-06-03 Ben Rank , Stelios Triantafyllou , Debmalya Mandal , Goran Radanovic

Portfolio management is the art and science in fiance that concerns continuous reallocation of funds and assets across financial instruments to meet the desired returns to risk profile. Deep reinforcement learning (RL) has gained increasing…

Portfolio Management · Quantitative Finance 2023-10-30 Yinheng Li , Junhao Wang , Yijie Cao

Recent studies have shown that reinforcement learning (RL) is an effective approach for improving the performance of neural machine translation (NMT) system. However, due to its instability, successfully RL training is challenging,…

Machine Learning · Computer Science 2018-08-28 Lijun Wu , Fei Tian , Tao Qin , Jianhuang Lai , Tie-Yan Liu

In this work, we study how to efficiently apply reinforcement learning (RL) for solving large-scale stochastic optimization problems by leveraging intervention models. The key of the proposed methodology is to better explore the solution…

Machine Learning · Computer Science 2026-01-13 Defeng Liu , Ying Liu , Carson Eisenach

In real-world tasks, reinforcement learning (RL) agents frequently encounter situations that are not present during training time. To ensure reliable performance, the RL agents need to exhibit robustness against worst-case situations. The…

Machine Learning · Computer Science 2021-03-19 Sebastian Curi , Ilija Bogunovic , Andreas Krause

Machine learning techniques are playing more and more important roles in finance market investment. However, finance quantitative modeling with conventional supervised learning approaches has a number of limitations. The development of deep…

Computational Finance · Quantitative Finance 2021-11-10 Zechu Li , Xiao-Yang Liu , Jiahao Zheng , Zhaoran Wang , Anwar Walid , Jian Guo

Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Andrea Macrì , Sebastian Jaimungal , Fabrizio Lillo

Model-based reinforcement learning (RL) has proven to be a data efficient approach for learning control tasks but is difficult to utilize in domains with complex observations such as images. In this paper, we present a method for learning…

Machine Learning · Computer Science 2019-06-25 Marvin Zhang , Sharad Vikram , Laura Smith , Pieter Abbeel , Matthew J. Johnson , Sergey Levine

We study constrained reinforcement learning (CRL) from a novel perspective by setting constraints directly on state density functions, rather than the value functions considered by previous works. State density has a clear physical and…

Machine Learning · Computer Science 2021-06-25 Zengyi Qin , Yuxiao Chen , Chuchu Fan

Remote Electrical Tilt (RET) optimization is an efficient method for adjusting the vertical tilt angle of Base Stations (BSs) antennas in order to optimize Key Performance Indicators (KPIs) of the network. Reinforcement Learning (RL)…

Machine Learning · Computer Science 2021-01-18 Filippo Vannella , Grigorios Iakovidis , Ezeddin Al Hakim , Erik Aumayr , Saman Feghhi

Advancements in reinforcement learning (RL) have been remarkable in recent years. However, the limitations of traditional training methods have become increasingly evident, particularly in meta-RL settings where agents face new, unseen…

Machine Learning · Computer Science 2023-02-07 Ramnath Kumar , Tristan Deleu , Yoshua Bengio

Test-time scaling methods have seen a rapid increase in popularity for its computational efficiency and parameter-independent training to improve reasoning performance on Large Language Models. One such method is called budget forcing, a…

Artificial Intelligence · Computer Science 2025-10-27 Ravindra Aribowo Tarunokusumo , Rafael Fernandes Cunha

In model-based reinforcement learning (MBRL), most algorithms rely on simulating trajectories from one-step dynamics models learned on data. A critical challenge of this approach is the compounding of one-step prediction errors as length of…

Machine Learning · Computer Science 2023-10-12 Abdelhakim Benechehab , Giuseppe Paolo , Albert Thomas , Maurizio Filippone , Balázs Kégl

This study addresses a gap in the utilization of Reinforcement Learning (RL) and Machine Learning (ML) techniques in solving the Stochastic Vehicle Routing Problem (SVRP) that involves the challenging task of optimizing vehicle routes under…

Artificial Intelligence · Computer Science 2023-11-15 Zangir Iklassov , Ikboljon Sobirov , Ruben Solozabal , Martin Takac

Attention-based sequential recommendation methods have shown promise in accurately capturing users' evolving interests from their past interactions. Recent research has also explored the integration of reinforcement learning (RL) into these…

Machine Learning · Computer Science 2024-04-19 Melissa Mozifian , Tristan Sylvain , Dave Evans , Lili Meng