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Deep reinforcement learning (RL) algorithms have achieved great success on a wide variety of sequential decision-making tasks. However, many of these algorithms suffer from high sample complexity when learning from scratch using…

Machine Learning · Statistics 2020-06-15 Michael Wan , Tanmay Gangwani , Jian Peng

Real-world reinforcement learning (RL) environments, whether in robotics or industrial settings, often involve non-visual observations and require not only efficient but also reliable and thus interpretable and flexible RL approaches. To…

Machine Learning · Computer Science 2024-02-19 Moritz Lange , Noah Krystiniak , Raphael C. Engelhardt , Wolfgang Konen , Laurenz Wiskott

Reinforcement Learning (RL), a subfield of Artificial Intelligence (AI), focuses on training agents to make decisions by interacting with their environment to maximize cumulative rewards. This paper provides an overview of RL, covering its…

Artificial Intelligence · Computer Science 2024-12-04 Majid Ghasemi , Dariush Ebrahimi

Conventional state representations in reinforcement learning often omit critical task-related details, presenting a significant challenge for value networks in establishing accurate mappings from states to task rewards. Traditional methods…

Artificial Intelligence · Computer Science 2024-07-19 Boyuan Wang , Yun Qu , Yuhang Jiang , Jianzhun Shao , Chang Liu , Wenming Yang , Xiangyang Ji

Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…

Machine Learning · Computer Science 2021-10-28 Mete Kemertas , Tristan Aumentado-Armstrong

In this work, we build upon the offline reinforcement learning algorithm TD7, which incorporates State-Action Learned Embeddings (SALE) and a prioritized experience replay buffer (LAP). We propose a model-free actor-critic algorithm that…

Machine Learning · Computer Science 2025-01-14 Zheng Chun

Deep Reinforcement Learning (DRL) methods have performed well in an increasing numbering of high-dimensional visual decision making domains. Among all such visual decision making problems, those with discrete action spaces often tend to…

Machine Learning · Computer Science 2017-05-23 Sahil Sharma , Aravind Suresh , Rahul Ramesh , Balaraman Ravindran

We introduce the first end-to-end Deep Reinforcement Learning (DRL) based framework for active high frequency trading in the stock market. We train DRL agents to trade one unit of Intel Corporation stock by employing the Proximal Policy…

Machine Learning · Computer Science 2023-08-22 Antonio Briola , Jeremy Turiel , Riccardo Marcaccioli , Alvaro Cauderan , Tomaso Aste

In this work, we evaluate the effectiveness of representation learning approaches for decision making in visually complex environments. Representation learning is essential for effective reinforcement learning (RL) from high-dimensional…

Machine Learning · Computer Science 2022-04-26 Jun Yamada , Karl Pertsch , Anisha Gunjal , Joseph J. Lim

Learning a latent dynamics model provides a task-agnostic representation of an agent's understanding of its environment. Leveraging this knowledge for model-based reinforcement learning (RL) holds the potential to improve sample efficiency…

Machine Learning · Computer Science 2025-02-10 Malte Mosbach , Jan Niklas Ewertz , Angel Villar-Corrales , Sven Behnke

Successful applications of reinforcement learning in real-world problems often require dealing with partially observable states. It is in general very challenging to construct and infer hidden states as they often depend on the agent's…

Machine Learning · Computer Science 2015-11-20 Xiujun Li , Lihong Li , Jianfeng Gao , Xiaodong He , Jianshu Chen , Li Deng , Ji He

Reinforcement learning (RL) has shown its strength in challenging sequential decision-making problems. The reward function in RL is crucial to the learning performance, as it serves as a measure of the task completion degree. In real-world…

Machine Learning · Computer Science 2024-02-13 Siyuan Li , Shijie Han , Yingnan Zhao , By Liang , Peng Liu

Recent advances in off-policy deep reinforcement learning (RL) have led to impressive success in complex tasks from visual observations. Experience replay improves sample-efficiency by reusing experiences from the past, and convolutional…

Machine Learning · Computer Science 2021-10-29 Lili Chen , Kimin Lee , Aravind Srinivas , Pieter Abbeel

As representation learning becomes a powerful technique to reduce sample complexity in reinforcement learning (RL) in practice, theoretical understanding of its advantage is still limited. In this paper, we theoretically characterize the…

Machine Learning · Computer Science 2022-06-14 Yuan Cheng , Songtao Feng , Jing Yang , Hong Zhang , Yingbin Liang

We propose a reinforcement learning (RL) framework that leverages multimodal data including historical stock prices, sentiment analysis, and topic embeddings from news articles, to optimize trading strategies for SP100 stocks. Building upon…

Portfolio Management · Quantitative Finance 2024-12-24 Sumit Nawathe , Ravi Panguluri , James Zhang , Sashwat Venkatesh

Exploration is an extremely challenging problem in reinforcement learning, especially in high dimensional state and action spaces and when only sparse rewards are available. Effective representations can indicate which components of the…

Machine Learning · Computer Science 2019-05-31 Giulia Vezzani , Abhishek Gupta , Lorenzo Natale , Pieter Abbeel

Data efficiency is a key challenge for deep reinforcement learning. We address this problem by using unlabeled data to pretrain an encoder which is then finetuned on a small amount of task-specific data. To encourage learning…

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

In this paper, we introduce a novel self-supervised learning (SSL) loss for image representation learning. There is a growing belief that generalization in deep neural networks is linked to their ability to discriminate object shapes. Since…

Computer Vision and Pattern Recognition · Computer Science 2023-03-14 Sepehr Sameni , Simon Jenni , Paolo Favaro

The success of deep reinforcement learning (DRL) lies in its ability to learn a representation that is well-suited for the exploration and exploitation task. To understand how the choice of representation can improve the efficiency of…

Machine Learning · Computer Science 2024-02-15 Weitong Zhang , Jiafan He , Dongruo Zhou , Amy Zhang , Quanquan Gu