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In this work, we address the problem of determining reliable policies in reinforcement learning (RL), with a focus on optimization under uncertainty and the need for performance guarantees. While classical RL algorithms aim at maximizing…

Machine Learning · Computer Science 2025-10-22 Nadir Farhi

Despite the numerous advances, reinforcement learning remains away from widespread acceptance for autonomous controller design as compared to classical methods due to lack of ability to effectively tackle the reality gap. The reliance on…

Machine Learning · Computer Science 2024-09-23 Narendra Patwardhan , Zequn Wang

This scientific paper propose a novel portfolio optimization model using an improved deep reinforcement learning algorithm. The objective function of the optimization model is the weighted sum of the expectation and value at risk(VaR) of…

Machine Learning · Computer Science 2022-08-30 Boyi Jin

Unmanned aerial vehicles (UAVs) are promising for providing communication services due to their advantages in cost and mobility, especially in the context of the emerging Metaverse and Internet of Things (IoT). This paper considers a…

Machine Learning · Computer Science 2023-05-31 Peiyuan Si , Liangxin Qian , Jun Zhao , Kwok-Yan Lam

Invertible flow-based generative models are an effective method for learning to generate samples, while allowing for tractable likelihood computation and inference. However, the invertibility requirement restricts models to have the same…

Machine Learning · Computer Science 2020-02-21 Abhishek Kumar , Ben Poole , Kevin Murphy

The Invariant Risk Minimization (IRM) framework aims to learn invariant features from a set of environments for solving the out-of-distribution (OOD) generalization problem. The underlying assumption is that the causal components of the…

Machine Learning · Computer Science 2021-12-28 Moulik Choraria , Ibtihal Ferwana , Ankur Mani , Lav R. Varshney

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

Predictive autoscaling (autoscaling with workload forecasting) is an important mechanism that supports autonomous adjustment of computing resources in accordance with fluctuating workload demands in the Cloud. In recent works, Reinforcement…

Solving portfolio management problems using deep reinforcement learning has been getting much attention in finance for a few years. We have proposed a new method using experts signals and historical price data to feed into our reinforcement…

Computational Finance · Quantitative Finance 2023-01-02 MohammadAmin Fazli , Mahdi Lashkari , Hamed Taherkhani , Jafar Habibi

Optimal control of general nonlinear systems is a central challenge in automation. Enabled by powerful function approximators, data-driven approaches to control have recently successfully tackled challenging applications. However, such…

Systems and Control · Electrical Eng. & Systems 2023-06-21 Hany Abdulsamad , Jan Peters

Retrieval-Augmented Generation (RAG) integrates non-parametric knowledge into Large Language Models (LLMs), typically from unstructured texts and structured graphs. While recent progress has advanced text-based RAG to multi-turn reasoning…

Computation and Language · Computer Science 2025-12-11 Yucan Guo , Miao Su , Saiping Guan , Zihao Sun , Xiaolong Jin , Jiafeng Guo , Xueqi Cheng

Electrical grids are now much more complex due to the rapid integration of distributed generation and alternative energy sources, which makes forecasting grid stability with optimized control a crucial task for operators. Traditional…

Systems and Control · Electrical Eng. & Systems 2025-08-28 Kazi Sifatul Islam , Anandi Dutta , Shivani Mruthyunjaya

We propose a probabilistic framework for domain adaptation that blends both generative and discriminative modeling in a principled way. Under this framework, generative and discriminative models correspond to specific choices of the prior…

Machine Learning · Computer Science 2017-10-31 Han Zhao , Zhenyao Zhu , Junjie Hu , Adam Coates , Geoff Gordon

This paper presents a novel hierarchical framework for portfolio optimization, integrating lightweight Large Language Models (LLMs) with Deep Reinforcement Learning (DRL) to combine sentiment signals from financial news with traditional…

Portfolio Management · Quantitative Finance 2025-07-25 Benjamin Coriat , Eric Benhamou

Portfolio optimization requires dynamic allocation of funds by balancing the risk and return tradeoff under dynamic market conditions. With the recent advancements in AI, Deep Reinforcement Learning (DRL) has gained prominence in providing…

Portfolio Management · Quantitative Finance 2025-05-08 Arishi Orra , Aryan Bhambu , Himanshu Choudhary , Manoj Thakur , Selvaraju Natarajan

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

Probabilistic models with hierarchical-latent-variable structures provide state-of-the-art results amongst non-autoregressive, unsupervised density-based models. However, the most common approach to training such models based on Variational…

Machine Learning · Statistics 2020-10-09 Benoit Gaujac , Ilya Feige , David Barber

Deep generative models are a class of techniques that train deep neural networks to model the distribution of training samples. Research has fragmented into various interconnected approaches, each of which make trade-offs including…

Machine Learning · Computer Science 2022-03-29 Sam Bond-Taylor , Adam Leach , Yang Long , Chris G. Willcocks

Many traditional algorithms for solving combinatorial optimization problems involve using hand-crafted heuristics that sequentially construct a solution. Such heuristics are designed by domain experts and may often be suboptimal due to the…

Machine Learning · Computer Science 2020-12-25 Nina Mazyavkina , Sergey Sviridov , Sergei Ivanov , Evgeny Burnaev

On-policy reinforcement learning (RL) algorithms are widely used for their strong asymptotic performance and training stability, but they struggle to scale with larger batch sizes, as additional parallel environments yield redundant data…

Machine Learning · Computer Science 2025-11-13 Jianren Wang , Yifan Su , Abhinav Gupta , Deepak Pathak
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