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Deep Reinforcement Learning (RL) techniques can benefit greatly from leveraging prior experience, which can be either self-generated or acquired from other entities. Action advising is a framework that provides a flexible way to transfer…

Machine Learning · Computer Science 2021-07-01 Ercument Ilhan , Jeremy Gow , Diego Perez-Liebana

One of the challenges in online reinforcement learning (RL) is that the agent needs to trade off the exploration of the environment and the exploitation of the samples to optimize its behavior. Whether we optimize for regret, sample…

Machine Learning · Computer Science 2021-11-19 Jean Tarbouriech , Matteo Pirotta , Michal Valko , Alessandro Lazaric

We study a speculative trading problem within the exploratory reinforcement learning (RL) framework of Wang et al. [2020]. The problem is formulated as a sequential optimal stopping problem over entry and exit times under general utility…

Mathematical Finance · Quantitative Finance 2026-04-03 Yun Zhao , Alex S. L. Tse , Harry Zheng

This paper proposes a novel reinforcement learning (RL) framework for credit underwriting that tackles ungeneralizable contextual challenges. We adapt RL principles for credit scoring, incorporating action space renewal and multi-choice…

The Exploration-Exploitation tradeoff arises in Reinforcement Learning when one cannot tell if a policy is optimal. Then, there is a constant need to explore new actions instead of exploiting past experience. In practice, it is common to…

Machine Learning · Computer Science 2019-09-10 Lior Shani , Yonathan Efroni , Shie Mannor

We present OpenRL, an advanced reinforcement learning (RL) framework designed to accommodate a diverse array of tasks, from single-agent challenges to complex multi-agent systems. OpenRL's robust support for self-play training empowers…

Machine Learning · Computer Science 2023-12-29 Shiyu Huang , Wentse Chen , Yiwen Sun , Fuqing Bie , Wei-Wei Tu

Reinforcement learning (RL) algorithms aim to learn optimal decisions in unknown environments through experience of taking actions and observing the rewards gained. In some cases, the environment is not influenced by the actions of the RL…

As the last pivotal stage of Recommender System (RS), Multi-Task Fusion (MTF) is responsible for combining multiple scores outputted by Multi-Task Learning (MTL) model into a final score to maximize user satisfaction. Recently, to optimize…

Information Retrieval · Computer Science 2025-09-25 Peng Liu , Cong Xu , Ming Zhao , Jiawei Zhu , Bin Wang , Yi Ren

Ensuring reliability in modern software systems requires rigorous pre-production testing across highly heterogeneous and evolving environments. Because exhaustive evaluation is infeasible, practitioners must decide how to allocate limited…

Software Engineering · Computer Science 2025-10-08 Yu Zhu

Reinforcement learning (RL) is a goal-oriented learning solution that has proven to be successful for Neural Architecture Search (NAS) on the CIFAR and ImageNet datasets. However, a limitation of this approach is its high computational…

Neural and Evolutionary Computing · Computer Science 2019-12-04 J. Gomez Robles , J. Vanschoren

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

Calibrating agent-based models (ABMs) in economics and finance typically involves a derivative-free search in a very large parameter space. In this work, we benchmark a number of search methods in the calibration of a well-known…

Machine Learning · Computer Science 2023-12-08 Aldo Glielmo , Marco Favorito , Debmallya Chanda , Domenico Delli Gatti

Reinforcement learning (RL) is a powerful data-driven control method that has been largely explored in autonomous driving tasks. However, conventional RL approaches learn control policies through trial-and-error interactions with the…

Robotics · Computer Science 2021-11-03 Tianyu Shi , Dong Chen , Kaian Chen , Zhaojian Li

In this paper we consider the problem of how a reinforcement learning agent that is tasked with solving a sequence of reinforcement learning problems (a sequence of Markov decision processes) can use knowledge acquired early in its lifetime…

Machine Learning · Computer Science 2019-02-05 Francisco M. Garcia , Philip S. Thomas

Reinforcement learning (RL) based investment strategies have been widely adopted in portfolio management (PM) in recent years. Nevertheless, most RL-based approaches may often emphasize on pursuing returns while ignoring the risks of the…

Portfolio Management · Quantitative Finance 2023-06-13 Zhenglong Li , Hejun Huang , Vincent Tam

Large language models (LLMs) typically receive diverse natural language (NL) feedback through interaction with the environment. However, current reinforcement learning (RL) algorithms rely solely on scalar rewards, leaving the rich…

Computation and Language · Computer Science 2026-03-06 Lei Huang , Xiang Cheng , Chenxiao Zhao , Guobin Shen , Junjie Yang , Xiaocheng Feng , Yuxuan Gu , Xing Yu , Bing Qin

Reinforcement learning (RL) algorithms have demonstrated promising results on complex tasks, yet often require impractical numbers of samples since they learn from scratch. Meta-RL aims to address this challenge by leveraging experience…

Machine Learning · Computer Science 2020-10-28 Russell Mendonca , Abhishek Gupta , Rosen Kralev , Pieter Abbeel , Sergey Levine , Chelsea Finn

In this work, we study model-based reinforcement learning (RL) in unknown stabilizable linear dynamical systems. When learning a dynamical system, one needs to stabilize the unknown dynamics in order to avoid system blow-ups. We propose an…

Machine Learning · Computer Science 2022-06-06 Sahin Lale , Kamyar Azizzadenesheli , Babak Hassibi , Anima Anandkumar

Portfolio optimization is essential for balancing risk and return in financial decision-making. Deep Reinforcement Learning (DRL) has stood out as a cutting-edge tool for portfolio optimization that learns dynamic asset allocation using…

Machine Learning · Computer Science 2025-09-16 Himanshu Choudhary , Arishi Orra , Manoj Thakur

Deep reinforcement learning (DRL) has been widely applied in autonomous exploration and mapping tasks, but often struggles with the challenges of sampling efficiency, poor adaptability to unknown map sizes, and slow simulation speed. To…

Robotics · Computer Science 2023-02-28 Zhi Li , Jinghao Xin , Ning Li