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Recent studies reveal that a well-trained deep reinforcement learning (RL) policy can be particularly vulnerable to adversarial perturbations on input observations. Therefore, it is crucial to train RL agents that are robust against any…

Machine Learning · Computer Science 2022-10-13 Yongyuan Liang , Yanchao Sun , Ruijie Zheng , Furong Huang

Deep neural networks coupled with fast simulation and improved computation have led to recent successes in the field of reinforcement learning (RL). However, most current RL-based approaches fail to generalize since: (a) the gap between…

Machine Learning · Computer Science 2017-03-09 Lerrel Pinto , James Davidson , Rahul Sukthankar , Abhinav Gupta

Evaluation of deep reinforcement learning (RL) is inherently challenging. In particular, learned policies are largely opaque, and hypotheses about the behavior of deep RL agents are difficult to test in black-box environments. Considerable…

Machine Learning · Computer Science 2019-05-09 Emma Tosch , Kaleigh Clary , John Foley , David Jensen

Adversarial attacks and robustness in Deep Reinforcement Learning (DRL) have been widely studied in various threat models; however, few consider environmental state perturbations, which are natural in embodied scenarios. To improve the…

Machine Learning · Computer Science 2025-06-11 Chenxu Wang , Huaping Liu

Adversarial training has been shown as an effective approach to improve the robustness of image classifiers against white-box attacks. However, its effectiveness against black-box attacks is more nuanced. In this work, we demonstrate that…

Machine Learning · Computer Science 2021-07-27 Ali Rahmati , Seyed-Mohsen Moosavi-Dezfooli , Huaiyu Dai

Reinforcement learning (RL) has advanced greatly in the past few years with the employment of effective deep neural networks (DNNs) on the policy networks. With the great effectiveness came serious vulnerability issues with DNNs that small…

Machine Learning · Computer Science 2018-07-06 Edgar Tretschk , Seong Joon Oh , Mario Fritz

Deep neural networks (DNNs) have achieved remarkable success in diverse fields. However, it has been demonstrated that DNNs are very vulnerable to adversarial examples even in black-box settings. A large number of black-box attack methods…

Machine Learning · Computer Science 2022-03-29 Junjie Fu , Jian Sun , Gang Wang

In recent years, a wide range of investment models have been created using artificial intelligence. Automatic trading by artificial intelligence can expand the range of trading methods, such as by conferring the ability to operate 24 hours…

Trading and Market Microstructure · Quantitative Finance 2021-12-17 Koya Ishikawa , Kazuhide Nakata

Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and dynamic stock market. In this paper, we propose an ensemble strategy that employs deep reinforcement…

Trading and Market Microstructure · Quantitative Finance 2025-11-18 Hongyang Yang , Xiao-Yang Liu , Shan Zhong , Anwar Walid

We study the robustness of reinforcement learning (RL) with adversarially perturbed state observations, which aligns with the setting of many adversarial attacks to deep reinforcement learning (DRL) and is also important for rolling out…

Machine Learning · Computer Science 2021-01-22 Huan Zhang , Hongge Chen , Duane Boning , Cho-Jui Hsieh

This study develops and evaluates a deep reinforcement learning framework for dynamic portfolio allocation across global equity markets. The Soft Actor-Critic algorithm is used to learn continuous portfolio weights within a Markov Decision…

Portfolio Management · Quantitative Finance 2026-05-19 Kamil Kashif , Robert Ślepaczuk

Evaluating deep reinforcement learning (DRL) agents against targeted behavior attacks is critical for assessing their robustness. These attacks aim to manipulate the victim into specific behaviors that align with the attacker's objectives,…

Machine Learning · Computer Science 2024-12-17 Fengshuo Bai , Runze Liu , Yali Du , Ying Wen , Yaodong Yang

Reinforcement learning (RL) is capable of sophisticated motion planning and control for robots in uncertain environments. However, state-of-the-art deep RL approaches typically lack safety guarantees, especially when the robot and…

Robotics · Computer Science 2022-11-22 Mahmoud Selim , Amr Alanwar , Shreyas Kousik , Grace Gao , Marco Pavone , Karl H. Johansson

Inverse reinforcement learning has proved its ability to explain state-action trajectories of expert agents by recovering their underlying reward functions in increasingly challenging environments. Recent advances in adversarial learning…

Machine Learning · Computer Science 2019-12-10 Jacobo Roa-Vicens , Yuanbo Wang , Virgile Mison , Yarin Gal , Ricardo Silva

This paper proposes a Deep Reinforcement Learning algorithm for financial portfolio trading based on Deep Q-learning. The algorithm is capable of trading high-dimensional portfolios from cross-sectional datasets of any size which may…

Portfolio Management · Quantitative Finance 2021-12-10 Uta Pigorsch , Sebastian Schäfer

Deep Reinforcement Learning (DRL) has numerous applications in the real world thanks to its outstanding ability in quickly adapting to the surrounding environments. Despite its great advantages, DRL is susceptible to adversarial attacks,…

Machine Learning · Computer Science 2021-09-09 Inaam Ilahi , Muhammad Usama , Junaid Qadir , Muhammad Umar Janjua , Ala Al-Fuqaha , Dinh Thai Hoang , Dusit Niyato

Deep Learning (DL) is rapidly maturing to the point that it can be used in safety- and security-crucial applications. However, adversarial samples, which are undetectable to the human eye, pose a serious threat that can cause the model to…

Cryptography and Security · Computer Science 2024-05-06 Firuz Juraev , Mohammed Abuhamad , Eric Chan-Tin , George K. Thiruvathukal , Tamer Abuhmed

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

Deep neural networks have been shown to perform well in many classical machine learning problems, especially in image classification tasks. However, researchers have found that neural networks can be easily fooled, and they are surprisingly…

Computer Vision and Pattern Recognition · Computer Science 2019-05-24 Huaxia Wang , Chun-Nam Yu

Robustness of huge Transformer-based models for natural language processing is an important issue due to their capabilities and wide adoption. One way to understand and improve robustness of these models is an exploration of an adversarial…

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