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This paper sets forth a framework for deep reinforcement learning as applied to market making (DRLMM) for cryptocurrencies. Two advanced policy gradient-based algorithms were selected as agents to interact with an environment that…

Trading and Market Microstructure · Quantitative Finance 2019-11-21 Jonathan Sadighian

Improving data utilization efficiency is critical for scaling reinforcement learning (RL) for long-horizon tasks where generating trajectories is expensive. However, the dominant RL methods for LLMs are largely on-policy: they update each…

We argue that inventory management presents unique opportunities for the reliable application of deep reinforcement learning (DRL). To enable this, we emphasize and test two complementary techniques. The first is Hindsight Differentiable…

Machine Learning · Computer Science 2025-09-12 Matias Alvo , Daniel Russo , Yash Kanoria , Minuk Lee

Achieving robust performance is crucial when applying deep reinforcement learning (RL) in safety critical systems. Some of the state of the art approaches try to address the problem with adversarial agents, but these agents often require…

Machine Learning · Computer Science 2022-02-18 Yeeho Song , Jeff Schneider

To generate drug molecules of desired properties with computational methods is the holy grail in pharmaceutical research. Here we describe an AI strategy, retro drug design, or RDD, to generate novel small molecule drugs from scratch to…

Biomolecules · Quantitative Biology 2021-05-12 Yuhong Wang , Sam Michael , Ruili Huang , Jinghua Zhao , Katlin Recabo , Danielle Bougie , Qiang Shu , Paul Shinn , Hongmao Sun

Model-Free Reinforcement Learning (RL) algorithms either learn how to map states to expected rewards or search for policies that can maximize a certain performance function. Model-Based algorithms instead, aim to learn an approximation of…

Machine Learning · Computer Science 2024-11-19 Juan Cardenas-Cartagena , Massimiliano Falzari , Marco Zullich , Matthia Sabatelli

Finding drug-like compounds with high bioactivity is essential for drug discovery, but the task is complicated by the high cost of chemical synthesis and validation. With their outstanding performance in de novo drug design, deep generative…

Quantitative Methods · Quantitative Biology 2023-01-03 Yibo Li , Jianfeng Pei , Luhua Lai

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…

Artificial Intelligence · Computer Science 2025-09-10 Mingxuan Li , Junzhe Zhang , Elias Bareinboim

In the space of only a few years, deep generative modeling has revolutionized how we think of artificial creativity, yielding autonomous systems which produce original images, music, and text. Inspired by these successes, researchers are…

Machine Learning · Computer Science 2019-05-24 Daniel C. Elton , Zois Boukouvalas , Mark D. Fuge , Peter W. Chung

Mobile notification systems have taken a major role in driving and maintaining user engagement for online platforms. They are interesting recommender systems to machine learning practitioners with more sequential and long-term feedback…

Machine Learning · Computer Science 2022-02-09 Yiping Yuan , Ajith Muralidharan , Preetam Nandy , Miao Cheng , Prakruthi Prabhakar

Compositional reinforcement learning is a promising approach for training policies to perform complex long-horizon tasks. Typically, a high-level task is decomposed into a sequence of subtasks and a separate policy is trained to perform…

Machine Learning · Computer Science 2023-06-09 Kishor Jothimurugan , Steve Hsu , Osbert Bastani , Rajeev Alur

During recent years, deep reinforcement learning (DRL) has made successful incursions into complex decision-making applications such as robotics, autonomous driving or video games. Off-policy algorithms tend to be more sample-efficient than…

Machine Learning · Computer Science 2021-12-06 Jesus Bujalance Martin , Raphael Chekroun , Fabien Moutarde

Reinforcement learning presents an attractive paradigm to reason about several distinct aspects of sequential decision making, such as specifying complex goals, planning future observations and actions, and critiquing their utilities.…

Machine Learning · Computer Science 2023-10-31 Siyan Zhao , Aditya Grover

Reinforcement learning has achieved great success in many decision-making tasks, and traditional reinforcement learning algorithms are mainly designed for obtaining a single optimal solution. However, recent works show the importance of…

Machine Learning · Computer Science 2023-08-24 Fanqi Lin , Shiyu Huang , Weiwei Tu

Deep reinforcement learning (deep RL) research has grown significantly in recent years. A number of software offerings now exist that provide stable, comprehensive implementations for benchmarking. At the same time, recent deep RL research…

Machine Learning · Computer Science 2018-12-18 Pablo Samuel Castro , Subhodeep Moitra , Carles Gelada , Saurabh Kumar , Marc G. Bellemare

Most reinforcement learning (RL) algorithms assume online access to the environment, in which one may readily interleave updates to the policy with experience collection using that policy. However, in many real-world applications such as…

Machine Learning · Computer Science 2020-06-24 Tatsuya Matsushima , Hiroki Furuta , Yutaka Matsuo , Ofir Nachum , Shixiang Gu

In this paper, we present an effective deep prediction framework based on robust recurrent neural networks (RNNs) to predict the likely therapeutic classes of medications a patient is taking, given a sequence of diagnostic billing codes in…

Machine Learning · Computer Science 2020-01-29 Deyin Liu , Lin Wu , Xue Li

Recently, utilizing reinforcement learning (RL) to generate molecules with desired properties has been highlighted as a promising strategy for drug design. A molecular docking program - a physical simulation that estimates protein-small…

Quantitative Methods · Quantitative Biology 2021-10-28 Soojung Yang , Doyeong Hwang , Seul Lee , Seongok Ryu , Sung Ju Hwang

Reinforcement learning has shown great promise in robotics thanks to its ability to develop efficient robotic control procedures through self-training. In particular, reinforcement learning has been successfully applied to solving the…

Robotics · Computer Science 2020-11-12 Pierre Aumjaud , David McAuliffe , Francisco Javier Rodríguez Lera , Philip Cardiff

De novo genome assembly is a relevant but computationally complex task in genomics. Although de novo assemblers have been used successfully in several genomics projects, there is still no 'best assembler', and the choice and setup of…

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