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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

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

Assisted by the availability of data and high performance computing, deep learning techniques have achieved breakthroughs and surpassed human performance empirically in difficult tasks, including object recognition, speech recognition, and…

Machine Learning · Computer Science 2019-01-23 Shaeke Salman , Xiuwen Liu

When decisions are made at high frequency, traditional reinforcement learning (RL) methods struggle to accurately estimate action values. In turn, their performance is inconsistent and often poor. Whether the performance of distributional…

Machine Learning · Computer Science 2024-10-16 Harley Wiltzer , Marc G. Bellemare , David Meger , Patrick Shafto , Yash Jhaveri

As the operations of autonomous systems generally affect simultaneously several users, it is crucial that their designs account for fairness considerations. In contrast to standard (deep) reinforcement learning (RL), we investigate the…

Artificial Intelligence · Computer Science 2020-08-19 Umer Siddique , Paul Weng , Matthieu Zimmer

Deep reinforcement learning enables algorithms to learn complex behavior, deal with continuous action spaces and find good strategies in environments with high dimensional state spaces. With deep reinforcement learning being an active area…

Machine Learning · Computer Science 2018-10-17 Winfried Lötzsch

The success of deep learning in the computer vision and natural language processing communities can be attributed to training of very deep neural networks with millions or billions of parameters which can then be trained with massive…

Machine Learning · Computer Science 2021-02-17 Kei Ota , Devesh K. Jha , Asako Kanezaki

A common optimization tool used in deep reinforcement learning is momentum, which consists in accumulating and discounting past gradients, reapplying them at each iteration. We argue that, unlike in supervised learning, momentum in Temporal…

Machine Learning · Computer Science 2021-06-09 Emmanuel Bengio , Joelle Pineau , Doina Precup

The optimal objective is a fundamental aspect of reinforcement learning (RL), as it determines how policies are evaluated and optimized. While total return maximization is the ideal objective in RL, discounted return maximization is the…

Machine Learning · Computer Science 2025-03-19 Shuyu Yin , Fei Wen , Peilin Liu , Tao Luo

In reinforcement learning an agent interacts with the environment by taking actions and observing the next state and reward. When sampled probabilistically, these state transitions, rewards, and actions can all induce randomness in the…

Artificial Intelligence · Computer Science 2017-10-30 Will Dabney , Mark Rowland , Marc G. Bellemare , Rémi Munos

In deep Reinforcement Learning (RL), the learning rate critically influences both stability and performance, yet its optimal value shifts during training as the environment and policy evolve. Standard decay schedulers assume monotonic…

Machine Learning · Computer Science 2025-10-09 Henrique Donâncio , Antoine Barrier , Leah F. South , Florence Forbes

Discrete-action reinforcement learning algorithms often falter in tasks with high-dimensional discrete action spaces due to the vast number of possible actions. A recent advancement leverages value-decomposition, a concept from multi-agent…

Machine Learning · Computer Science 2024-03-11 David Ireland , Giovanni Montana

Reinforcement Learning (RL) for training Large Language Models is notoriously unstable. While recent studies attribute this to "training inference mismatch stemming" from inconsistent hybrid engines, standard remedies, such as Importance…

Machine Learning · Computer Science 2026-02-03 Yaxiang Zhang , Yingru Li , Jiacai Liu , Jiawei Xu , Ziniu Li , Qian Liu , Haoyuan Li

From a first-principles perspective, it may seem odd that the strongest results in foundation model fine-tuning (FT) are achieved via a relatively complex, two-stage training procedure. Specifically, one first trains a reward model (RM) on…

Machine Learning · Computer Science 2025-10-20 Gokul Swamy , Sanjiban Choudhury , Wen Sun , Zhiwei Steven Wu , J. Andrew Bagnell

Rather than proposing a new method, this paper investigates an issue present in existing learning algorithms. We study the learning dynamics of reinforcement learning (RL), specifically a characteristic coupling between learning and data…

Machine Learning · Computer Science 2019-04-26 Tom Schaul , Diana Borsa , Joseph Modayil , Razvan Pascanu

Classical learning theory suggests that the optimal generalization performance of a machine learning model should occur at an intermediate model complexity, with simpler models exhibiting high bias and more complex models exhibiting high…

Machine Learning · Statistics 2020-11-09 Ben Adlam , Jeffrey Pennington

Reinforcement learning algorithms are typically limited to learning a single solution for a specified task, even though diverse solutions often exist. Recent studies showed that learning a set of diverse solutions is beneficial because…

Machine Learning · Statistics 2022-04-14 Takayuki Osa , Voot Tangkaratt , Masashi Sugiyama

Deep Reinforcement Learning has shown great success in a variety of control tasks. However, it is unclear how close we are to the vision of putting Deep RL into practice to solve real world problems. In particular, common practice in the…

Machine Learning · Computer Science 2019-02-21 Chenyang Zhao , Olivier Sigaud , Freek Stulp , Timothy M. Hospedales

In recent years, significant progress has been made in solving challenging problems across various domains using deep reinforcement learning (RL). Reproducing existing work and accurately judging the improvements offered by novel methods is…

Machine Learning · Computer Science 2019-01-31 Peter Henderson , Riashat Islam , Philip Bachman , Joelle Pineau , Doina Precup , David Meger

Reinforcement learning (RL) applications, where an agent can simply learn optimal behaviors by interacting with the environment, are quickly gaining tremendous success in a wide variety of applications from controlling simple pendulums to…

Machine Learning · Computer Science 2022-01-28 Mariam Kiran , Melis Ozyildirim