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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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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 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…
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…
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…
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…
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…
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…