English
Related papers

Related papers: Deep autoregressive density nets vs neural ensembl…

200 papers

With the success of offline reinforcement learning (RL), offline trained RL policies have the potential to be further improved when deployed online. A smooth transfer of the policy matters in safe real-world deployment. Besides, fast…

Machine Learning · Computer Science 2022-01-26 Yihuan Mao , Chao Wang , Bin Wang , Chongjie Zhang

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

Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a…

Portfolio Management · Quantitative Finance 2023-05-19 Alessio Brini , Daniele Tantari

A promising paradigm for offline reinforcement learning (RL) is to constrain the learned policy to stay close to the dataset behaviors, known as policy constraint offline RL. However, existing works heavily rely on the purity of the data,…

Machine Learning · Computer Science 2022-10-20 Chengqian Gao , Ke Xu , Liu Liu , Deheng Ye , Peilin Zhao , Zhiqiang Xu

Reliant on too many experiments to learn good actions, current Reinforcement Learning (RL) algorithms have limited applicability in real-world settings, which can be too expensive to allow exploration. We propose an algorithm for batch RL,…

Machine Learning · Computer Science 2021-12-07 Rasool Fakoor , Jonas Mueller , Kavosh Asadi , Pratik Chaudhari , Alexander J. Smola

In real-world tasks, reinforcement learning (RL) agents frequently encounter situations that are not present during training time. To ensure reliable performance, the RL agents need to exhibit robustness against worst-case situations. The…

Machine Learning · Computer Science 2021-03-19 Sebastian Curi , Ilija Bogunovic , Andreas Krause

Deep Reinforcement Learning (DRL) has been a promising solution to many complex decision-making problems. Nevertheless, the notorious weakness in generalization among environments prevent widespread application of DRL agents in real-world…

Machine Learning · Computer Science 2022-05-31 Tong Sang , Hongyao Tang , Yi Ma , Jianye Hao , Yan Zheng , Zhaopeng Meng , Boyan Li , Zhen Wang

Impressive results in natural language processing (NLP) based on the Transformer neural network architecture have inspired researchers to explore viewing offline reinforcement learning (RL) as a generic sequence modeling problem. Recent…

Machine Learning · Computer Science 2022-07-22 Adam Villaflor , Zhe Huang , Swapnil Pande , John Dolan , Jeff Schneider

Generative policies based on diffusion models and flow matching have shown strong promise for offline reinforcement learning (RL), but their applicability remains largely confined to continuous action spaces. To address a broader range of…

Machine Learning · Computer Science 2026-05-14 Fairoz Nower Khan , Nabuat Zaman Nahim , Ruiquan Huang , Haibo Yang , Peizhong Ju

We propose a novel model-based offline Reinforcement Learning (RL) framework, called Adversarial Model for Offline Reinforcement Learning (ARMOR), which can robustly learn policies to improve upon an arbitrary reference policy regardless of…

Machine Learning · Computer Science 2023-12-29 Mohak Bhardwaj , Tengyang Xie , Byron Boots , Nan Jiang , Ching-An Cheng

Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the…

Machine Learning · Computer Science 2023-01-30 Xiaoteng Ma , Zhipeng Liang , Jose Blanchet , Mingwen Liu , Li Xia , Jiheng Zhang , Qianchuan Zhao , Zhengyuan Zhou

Deep neural networks have achieved substantial achievements in several computer vision areas, but have vulnerabilities that are often fooled by adversarial examples that are not recognized by humans. This is an important issue for security…

Computer Vision and Pattern Recognition · Computer Science 2021-01-29 Hakmin Lee , Hong Joo Lee , Seong Tae Kim , Yong Man Ro

We study offline meta-reinforcement learning, a practical reinforcement learning paradigm that learns from offline data to adapt to new tasks. The distribution of offline data is determined jointly by the behavior policy and the task.…

Machine Learning · Computer Science 2022-06-22 Haoqi Yuan , Zongqing Lu

Offline reinforcement learning (RL) enables the agent to effectively learn from logged data, which significantly extends the applicability of RL algorithms in real-world scenarios where exploration can be expensive or unsafe. Previous works…

Machine Learning · Computer Science 2022-12-05 Yiqin Yang , Hao Hu , Wenzhe Li , Siyuan Li , Jun Yang , Qianchuan Zhao , Chongjie Zhang

Offline reinforcement learning (RL) aims to find performant policies from logged data without further environment interaction. Model-based algorithms, which learn a model of the environment from the dataset and perform conservative policy…

Machine Learning · Computer Science 2022-10-12 Marc Rigter , Bruno Lacerda , Nick Hawes

Many advances that have improved the robustness and efficiency of deep reinforcement learning (RL) algorithms can, in one way or another, be understood as introducing additional objectives or constraints in the policy optimization step.…

Deep reinforcement learning has achieved remarkable performance in various domains by leveraging deep neural networks for approximating value functions and policies. However, using neural networks to approximate value functions or policy…

Machine Learning · Computer Science 2023-10-31 Yiqin Tan , Ling Pan , Longbo Huang

Recent deep reinforcement learning (DRL) successes rely on end-to-end learning from fixed-size observational inputs (e.g. image, state-variables). However, many challenging and interesting problems in decision making involve observations or…

Machine Learning · Computer Science 2022-06-08 Vince Jankovics , Michael Garcia Ortiz , Eduardo Alonso

In the era of deep reinforcement learning, making progress is more complex, as the collected experience must be compressed into a deep model for future exploitation and sampling. Many papers have shown that training a deep learning policy…

Machine Learning · Computer Science 2025-08-05 Glen Berseth

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