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Most reinforcement learning methods rely heavily on dense, well-normalized environment rewards. DreamerV3 recently introduced a model-based method with a number of tricks that mitigate these limitations, achieving state-of-the-art on a wide…

Machine Learning · Computer Science 2023-10-30 Ryan Sullivan , Akarsh Kumar , Shengyi Huang , John P. Dickerson , Joseph Suarez

Tree-boosting is a widely used machine learning technique for tabular data. However, its out-of-sample accuracy is critically dependent on multiple hyperparameters. In this article, we empirically compare several popular methods for…

Machine Learning · Computer Science 2026-05-29 Floris Jan Koster , Fabio Sigrist

In this paper, we consider reinforcement learning of nonlinear systems with continuous state and action spaces. We present an episodic learning algorithm, where we for each episode use convex optimization to find a two-layer neural network…

Optimization and Control · Mathematics 2024-06-25 Ather Gattami

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Enhancing the reasoning capabilities of large language models effectively using reinforcement learning (RL) remains a crucial challenge. Existing approaches primarily adopt two contrasting advantage estimation granularities: token-level…

Machine Learning · Computer Science 2025-10-22 Yiran Guo , Lijie Xu , Jie Liu , Dan Ye , Shuang Qiu

Legged locomotion in unstructured environments demands not only high-performance control policies but also formal guarantees to ensure robustness under perturbations. Control methods often require carefully designed reference trajectories,…

Robotics · Computer Science 2026-03-23 Vrushabh Zinage , Narek Harutyunyan , Eric Verheyden , Fred Y. Hadaegh , Soon-Jo Chung

The ability to walk in new scenarios is a key milestone on the path toward real-world applications of legged robots. In this work, we introduce Meta Strategy Optimization, a meta-learning algorithm for training policies with latent variable…

Robotics · Computer Science 2020-02-18 Wenhao Yu , Jie Tan , Yunfei Bai , Erwin Coumans , Sehoon Ha

Large Language Models (LLMs) can generate code from natural language, but their performance is highly sensitive to prompt formulation. We propose a reinforcement-learning-based framework that models prompt refinement as a sequential…

Software Engineering · Computer Science 2026-05-20 Ali Mohammadi Esfahani , Nafiseh Kahani , Samuel A. Ajila

This study proposes a regime-aware reinforcement learning framework for long-horizon portfolio optimization. Moving beyond traditional feedforward and GARCH-based models, we design realistic environments where agents dynamically reallocate…

Portfolio Management · Quantitative Finance 2025-09-19 Gabriel Nixon Raj

For many applications of reinforcement learning it can be more convenient to specify both a reward function and constraints, rather than trying to design behavior through the reward function. For example, systems that physically interact…

Machine Learning · Computer Science 2017-05-31 Joshua Achiam , David Held , Aviv Tamar , Pieter Abbeel

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

Policy gradient reinforcement learning techniques enable an agent to directly learn an optimal action policy through the interactions with the environment. Nevertheless, despite its advantages, it sometimes suffers from slow convergence…

Information Theory · Computer Science 2020-08-05 Mohammad G. Khoshkholgh , Halim Yanikomeroglu

In this paper, we propose a reinforcement learning-based algorithm for trajectory optimization for constrained dynamical systems. This problem is motivated by the fact that for most robotic systems, the dynamics may not always be known.…

Machine Learning · Statistics 2020-03-05 Kei Ota , Devesh K. Jha , Tomoaki Oiki , Mamoru Miura , Takashi Nammoto , Daniel Nikovski , Toshisada Mariyama

To solve the coupling problem of control loops and the adaptive parameter tuning problem in the multi-input multi-output (MIMO) PID control system, a self-adaptive LSAC-PID algorithm is proposed based on deep reinforcement learning (RL) and…

Robotics · Computer Science 2021-11-04 Xinyi Yu , Siyu Xu , Yuehai Fan , Linlin Ou

Proximal Policy Optimization (PPO) is a widely used reinforcement learning algorithm that heavily relies on accurate advantage estimates for stable and efficient training. However, raw advantage signals can exhibit significant variance,…

Machine Learning · Computer Science 2025-05-22 Soham Sane

Reinforcement learning (RL) has demonstrated impressive performance in decision-making tasks like embodied control, autonomous driving and financial trading. In many decision-making tasks, the agents often encounter the problem of executing…

Machine Learning · Computer Science 2024-07-23 Jing-Cheng Pang , Tian Xu , Shengyi Jiang , Yu-Ren Liu , Yang Yu

Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO) are among the most successful policy gradient approaches in deep reinforcement learning (RL). While these methods achieve state-of-the-art performance across a…

Machine Learning · Computer Science 2020-06-22 Ahmed Touati , Amy Zhang , Joelle Pineau , Pascal Vincent

Deep Reinforcement Learning (DRL) has been successfully applied in several research domains such as robot navigation and automated video game playing. However, these methods require excessive computation and interaction with the…

Machine Learning · Computer Science 2020-04-07 Ayberk Aydın , Elif Surer

This research is concerned with the novel application and investigation of `Soft Actor Critic' (SAC) based Deep Reinforcement Learning (DRL) to control the cooling setpoint (and hence cooling loads) of a large commercial building to harness…

Machine Learning · Computer Science 2021-07-08 Anjukan Kathirgamanathan , Eleni Mangina , Donal P. Finn

Controlling autonomous vehicles at their handling limits is a significant challenge, particularly for electric vehicles with active four wheel drive (A4WD) systems offering independent wheel torque control. While traditional Vehicle…

Robotics · Computer Science 2025-06-09 Gergely Bari , Laszlo Palkovics