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Many practical applications of reinforcement learning constrain agents to learn from a fixed batch of data which has already been gathered, without offering further possibility for data collection. In this paper, we demonstrate that due to…

Machine Learning · Computer Science 2019-08-13 Scott Fujimoto , David Meger , Doina Precup

The online advertising market, with its thousands of auctions run per second, presents a daunting challenge for advertisers who wish to optimize their spend under a budget constraint. Thus, advertising platforms typically provide automated…

Machine Learning · Computer Science 2023-10-17 Dmytro Korenkevych , Frank Cheng , Artsiom Balakir , Alex Nikulkov , Lingnan Gao , Zhihao Cen , Zuobing Xu , Zheqing Zhu

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

Model-based Vol/VAR optimization method is widely used to eliminate voltage violations and reduce network losses. However, the parameters of active distribution networks(ADNs) are not onsite identified, so significant errors may be involved…

Systems and Control · Electrical Eng. & Systems 2020-05-25 Haotian Liu , Wenchuan Wu

Offline Reinforcement Learning (RL) aims to turn large datasets into powerful decision-making engines without any online interactions with the environment. This great promise has motivated a large amount of research that hopes to replicate…

Machine Learning · Computer Science 2020-12-01 Louis Monier , Jakub Kmec , Alexandre Laterre , Thomas Pierrot , Valentin Courgeau , Olivier Sigaud , Karim Beguir

With the continuous development of machine learning technology, major e-commerce platforms have launched recommendation systems based on it to serve a large number of customers with different needs more efficiently. Compared with…

Machine Learning · Computer Science 2020-12-14 Yang Yu , Zhenhao Gu , Rong Tao , Jingtian Ge , Kenglun Chang

Recent works have shown that tackling offline reinforcement learning (RL) with a conditional policy produces promising results. The Decision Transformer (DT) combines the conditional policy approach and a transformer architecture, showing…

Machine Learning · Computer Science 2023-05-26 Taku Yamagata , Ahmed Khalil , Raul Santos-Rodriguez

We study reinforcement learning (RL) in high dimensional episodic Markov decision processes (MDP). We consider value-based RL when the optimal Q-value is a linear function of d-dimensional state-action feature representation. For instance,…

Artificial Intelligence · Computer Science 2019-09-10 Kamyar Azizzadenesheli , Animashree Anandkumar

For a long time predicting, studying and analyzing financial indices has been of major interest for the financial community. Recently, there has been a growing interest in the Deep-Learning community to make use of reinforcement learning…

Statistical Finance · Quantitative Finance 2022-09-27 Jatin Nainani , Nirman Taterh , Md Ausaf Rashid , Ankit Khivasara

Model-free learning for multi-agent stochastic games is an active area of research. Existing reinforcement learning algorithms, however, are often restricted to zero-sum games, and are applicable only in small state-action spaces or other…

Machine Learning · Computer Science 2022-10-25 Philippe Casgrain , Brian Ning , Sebastian Jaimungal

Deep reinforcement learning (DRL) techniques have become increasingly used in various fields for decision-making processes. However, a challenge that often arises is the trade-off between both the computational efficiency of the…

Machine Learning · Computer Science 2023-08-21 Anthony Kobanda , Valliappan C. A. , Joshua Romoff , Ludovic Denoyer

Deep reinforcement learning agents have achieved state-of-the-art results by directly maximising cumulative reward. However, environments contain a much wider variety of possible training signals. In this paper, we introduce an agent that…

We propose a distributed deep learning model to successfully learn control policies directly from high-dimensional sensory input using reinforcement learning. The model is based on the deep Q-network, a convolutional neural network trained…

Machine Learning · Computer Science 2015-10-16 Hao Yi Ong , Kevin Chavez , Augustus Hong

Imitation learning enables autonomous agents to learn from human examples, without the need for a reward signal. Still, if the provided dataset does not encapsulate the task correctly, or when the task is too complex to be modeled, such…

Artificial Intelligence · Computer Science 2024-06-10 Federico Malato , Ville Hautamaki

Currently, reinforcement learning (RL), especially deep RL, has received more and more attention in the research area. However, the security of RL has been an obvious problem due to the attack manners becoming mature. In order to defend…

Machine Learning · Computer Science 2023-10-04 Jiarui Yao , Simon Shaolei Du

Learning efficiently from small amounts of data has long been the focus of model-based reinforcement learning, both for the online case when interacting with the environment and the offline case when learning from a fixed dataset. However,…

Offline reinforcement learning (RL) enables learning control policies by utilizing only prior experience, without any online interaction. This can allow robots to acquire generalizable skills from large and diverse datasets, without any…

Machine Learning · Computer Science 2021-09-24 Aviral Kumar , Anikait Singh , Stephen Tian , Chelsea Finn , Sergey Levine

In many real-world multi-agent cooperative tasks, due to high cost and risk, agents cannot continuously interact with the environment and collect experiences during learning, but have to learn from offline datasets. However, the transition…

Machine Learning · Computer Science 2023-08-01 Jiechuan Jiang , Zongqing Lu

The use of target networks is a common practice in deep reinforcement learning for stabilizing the training; however, theoretical understanding of this technique is still limited. In this paper, we study the so-called periodic Q-learning…

Machine Learning · Computer Science 2020-02-25 Donghwan Lee , Niao He

The model-driven power allocation (PA) algorithms in the wireless cellular networks with interfering multiple-access channel (IMAC) have been investigated for decades. Nowadays, the data-driven model-free machine learning-based approaches…

Information Theory · Computer Science 2018-12-10 Fan Meng , Peng Chen , Lenan Wu