Related papers: Towards Generalizable Reinforcement Learning for T…
Reinforcement learning (RL) is a framework to optimize a control policy using rewards that are revealed by the system as a response to a control action. In its standard form, RL involves a single agent that uses its policy to accomplish a…
Despite recent success of deep network-based Reinforcement Learning (RL), it remains elusive to achieve human-level efficiency in learning novel tasks. While previous efforts attempt to address this challenge using meta-learning strategies,…
Reinforcement learning (RL) has shown significant promise for sequential portfolio optimization tasks, such as stock trading, where the objective is to maximize cumulative returns while minimizing risks using historical data. However,…
Although safety stock optimisation has been studied for more than 60 years, most companies still use simplistic means to calculate necessary safety stock levels, partly due to the mismatch between existing analytical methods' emphases on…
Recent advances in deep learning have shown significant potential for solving combinatorial optimization problems in real-time. Unlike traditional methods, deep learning can generate high-quality solutions efficiently, which is crucial for…
High-frequency trading (HFT) that executes algorithmic trading in short time scales, has recently occupied the majority of cryptocurrency market. Besides traditional quantitative trading methods, reinforcement learning (RL) has become…
Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…
Reinforcement Learning (RL) algorithms are known to scale poorly to environments with many available actions, requiring numerous samples to learn an optimal policy. The traditional approach of considering the same fixed action space in…
Model-free or learning-based control, in particular, reinforcement learning (RL), is expected to be applied for complex robotic tasks. Traditional RL requires a policy to be optimized is state-dependent, that means, the policy is a kind of…
We consider the offline constrained reinforcement learning (RL) problem, in which the agent aims to compute a policy that maximizes expected return while satisfying given cost constraints, learning only from a pre-collected dataset. This…
The use of Reinforcement Learning in real-world scenarios is strongly limited by issues of scale. Most RL learning algorithms are unable to deal with problems composed of hundreds or sometimes even dozens of possible actions, and therefore…
Amazon and other e-commerce sites must employ mechanisms to protect their millions of customers from fraud, such as unauthorized use of credit cards. One such mechanism is order fraud evaluation, where systems evaluate orders for fraud…
This paper bridges some of the gap between optimal planning and reinforcement learning (RL), both of which share roots in dynamic programming applied to sequential decision making or optimal control. Whereas planning typically favors…
Recently, there has been a surge in interest in safe and robust techniques within reinforcement learning (RL). Current notions of risk in RL fail to capture the potential for systemic failures such as abrupt stoppages from system failures…
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…
Sampling-based model predictive control (MPC) has found significant success in optimal control problems with non-smooth system dynamics and cost function. Many machine learning-based works proposed to improve MPC by a) learning or…
Many practical applications of reinforcement learning (RL) constrain the agent to learn from a fixed offline dataset of logged interactions, which has already been gathered, without offering further possibility for data collection. However,…
Offline meta-reinforcement learning aims to equip agents with the ability to rapidly adapt to new tasks by training on data from a set of different tasks. Context-based approaches utilize a history of state-action-reward transitions --…
This paper describes a purely data-driven solution to a class of sequential decision-making problems with a large number of concurrent online decisions, with applications to computing systems and operations research. We assume that while…
The endeavor of artificial intelligence (AI) is to design autonomous agents capable of achieving complex tasks. Namely, reinforcement learning (RL) proposes a theoretical background to learn optimal behaviors. In practice, RL algorithms…