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We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…

Portfolio Management · Quantitative Finance 2025-01-31 Jinghai He , Cheng Hua , Chunyang Zhou , Zeyu Zheng

Learning a good representation is an essential component for deep reinforcement learning (RL). Representation learning is especially important in multitask and partially observable settings where building a representation of the unknown…

Hyperparameter tuning is an omnipresent problem in machine learning as it is an integral aspect of obtaining the state-of-the-art performance for any model. Most often, hyperparameters are optimized just by training a model on a grid of…

Machine Learning · Computer Science 2019-06-28 Hadi S. Jomaa , Josif Grabocka , Lars Schmidt-Thieme

Deep reinforcement learning (RL) has been successfully applied to a variety of game-like environments. However, the application of deep RL to visual navigation with realistic environments is a challenging task. We propose a novel learning…

Robotics · Computer Science 2019-11-12 Jonáš Kulhánek , Erik Derner , Tim de Bruin , Robert Babuška

Reinforcement Learning and, recently, Deep Reinforcement Learning are popular methods for solving sequential decision-making problems modeled as Markov Decision Processes. RL modeling of a problem and selecting algorithms and…

Machine Learning · Computer Science 2026-03-10 Reza Refaei Afshar , Joaquin Vanschoren , Uzay Kaymak , Rui Zhang , Yaoxin Wu , Wen Song , Yingqian Zhang

Reinforcement Learning (RL) is increasingly applied to large-scale decision-making problems like logistics, scheduling, and recommender systems, but existing algorithms struggle with the curse of dimensionality in such large discrete action…

Machine Learning · Computer Science 2026-05-12 Heiko Hoppe , Fabian Akkerman , Wouter van Heeswijk , Maximilian Schiffer

Deep Reinforcement Learning (RL) has demonstrated success in solving complex sequential decision-making problems by integrating neural networks with the RL framework. However, training deep RL models poses several challenges, such as the…

Machine Learning · Computer Science 2025-09-30 Sooraj Sathish , Keshav Goyal , Raghuram Bharadwaj Diddigi

In real-world applications with large state and action spaces, reinforcement learning (RL) typically employs function approximations to represent core components like the policies, value functions, and dynamics models. Although powerful…

Machine Learning · Computer Science 2026-01-29 Chenxiao Gao , Haotian Sun , Na Li , Dale Schuurmans , Bo Dai

Hyperbolic geometry is gaining traction in machine learning for its effectiveness at capturing hierarchical structures in real-world data. Hyperbolic spaces, where neighborhoods grow exponentially, offer substantial advantages and…

Machine Learning · Computer Science 2024-03-06 Philippe Chlenski , Ethan Turok , Antonio Moretti , Itsik Pe'er

In practice, it is quite common to face combinatorial optimization problems which contain uncertainty along with non-determinism and dynamicity. These three properties call for appropriate algorithms; reinforcement learning (RL) is dealing…

Artificial Intelligence · Computer Science 2020-11-10 Nathan Grinsztajn , Olivier Beaumont , Emmanuel Jeannot , Philippe Preux

We introduce a deep reinforcement learning (DRL) approach for solving management problems including inventory management, dynamic pricing, and recommendation. This DRL approach has the potential to lead to a large management model based on…

Artificial Intelligence · Computer Science 2024-03-04 Jinyang Jiang , Xiaotian Liu , Tao Ren , Qinghao Wang , Yi Zheng , Yufu Du , Yijie Peng , Cheng Zhang

The exponential growth of data-intensive applications has placed unprecedented demands on modern storage systems, necessitating dynamic and efficient optimization strategies. Traditional heuristics employed for storage performance…

Operating Systems · Computer Science 2025-08-25 Chiyu Cheng , Chang Zhou , Yang Zhao

In this work, we address the problem of determining reliable policies in reinforcement learning (RL), with a focus on optimization under uncertainty and the need for performance guarantees. While classical RL algorithms aim at maximizing…

Machine Learning · Computer Science 2025-10-22 Nadir Farhi

Many real-world applications can be formulated as multi-agent cooperation problems, such as network packet routing and coordination of autonomous vehicles. The emergence of deep reinforcement learning (DRL) provides a promising approach for…

Multiagent Systems · Computer Science 2022-06-28 Zhixuan Liang , Jiannong Cao , Shan Jiang , Divya Saxena , Huafeng Xu

Reinforcement learning (RL) algorithms find applications in inventory control, recommender systems, vehicular traffic management, cloud computing and robotics. The real-world complications of many tasks arising in these domains makes them…

Machine Learning · Computer Science 2021-06-03 Sindhu Padakandla

Hyperbolic space is quickly gaining traction as a promising geometry for hierarchical and robust representation learning. A core open challenge is the development of a mathematical formulation of hyperbolic neural networks that is both…

Machine Learning · Computer Science 2026-01-30 Robert van der Klis , Ricardo Chávez Torres , Max van Spengler , Yuhui Ding , Thomas Hofmann , Pascal Mettes

Model-based reinforcement learning (RL) is considered to be a promising approach to reduce the sample complexity that hinders model-free RL. However, the theoretical understanding of such methods has been rather limited. This paper…

Machine Learning · Computer Science 2021-02-16 Yuping Luo , Huazhe Xu , Yuanzhi Li , Yuandong Tian , Trevor Darrell , Tengyu Ma

Recently, there has been a surge of interest in representation learning in hyperbolic spaces, driven by their ability to represent hierarchical data with significantly fewer dimensions than standard Euclidean spaces. However, the viability…

Machine Learning · Computer Science 2022-11-02 Melanie Weber , Manzil Zaheer , Ankit Singh Rawat , Aditya Menon , Sanjiv Kumar

Most real-world datasets consist of a natural hierarchy between classes or an inherent label structure that is either already available or can be constructed cheaply. However, most existing representation learning methods ignore this…

Machine Learning · Computer Science 2024-12-03 Aditya Sinha , Siqi Zeng , Makoto Yamada , Han Zhao

In goal-conditioned hierarchical reinforcement learning (HRL), a high-level policy specifies a subgoal for the low-level policy to reach. Effective HRL hinges on a suitable subgoal represen tation function, abstracting state space into…

Machine Learning · Computer Science 2024-06-25 Vivienne Huiling Wang , Tinghuai Wang , Wenyan Yang , Joni-Kristian Kämäräinen , Joni Pajarinen