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This paper studies reinforcement learning for high-frequency trading on limit order books by pairing an Order-Flow-based state model with policy-gradient methods. Instead of value-based RL techniques like tabular Q-learning, our approach…

Machine Learning · Computer Science 2026-05-26 Sayak Charabarty , Souradip Pal

Large language models (LLMs) have demonstrated remarkable capabilities but often struggle to align with human preferences, leading to harmful or undesirable outputs. Preference learning, which trains models to distinguish between preferred…

Machine Learning · Computer Science 2025-10-16 Shawn Im , Sharon Li

Post-training plays a crucial role in refining and aligning large language models to meet specific tasks and human preferences. While recent advancements in post-training techniques, such as Group Relative Policy Optimization (GRPO),…

Artificial Intelligence · Computer Science 2025-10-28 Kaichen Zhang , Yuzhong Hong , Junwei Bao , Hongfei Jiang , Yang Song , Dingqian Hong , Hui Xiong

Offline reinforcement learning struggles with distributional shift and constrained performance due to static dataset limitations, while online RL demands prohibitive environment interactions. The recent advent of hybrid offline-to-online…

Machine Learning · Computer Science 2026-05-19 Qisai Liu , Zhanhong Jiang , Joshua Russell Waite , Aditya Balu , Cody Fleming , Soumik Sarkar

Prevalent reinforcement learning~(RL) methods for fine-tuning LLM reasoners, such as GRPO or Leave-one-out PPO, abandon the learned value function in favor of empirically estimated returns. This hinders test-time compute scaling that relies…

Machine Learning · Computer Science 2026-04-14 Kusha Sareen , Morgane M Moss , Alessandro Sordoni , Rishabh Agarwal , Arian Hosseini

Traditional portfolio management methods can incorporate specific investor preferences but rely on accurate forecasts of asset returns and covariances. Reinforcement learning (RL) methods do not rely on these explicit forecasts and are…

Portfolio Management · Quantitative Finance 2022-03-23 Ruan Pretorius , Terence van Zyl

The distributionally robust optimization (DRO)-based graph neural network methods improve recommendation systems' out-of-distribution (OOD) generalization by optimizing the model's worst-case performance. However, these studies fail to…

Machine Learning · Computer Science 2025-01-28 Chu Zhao , Enneng Yang , Yuliang Liang , Jianzhe Zhao , Guibing Guo , Xingwei Wang

Large Language Models (LLMs) tend to respond correctly to prompts that align well with the data they were trained and fine-tuned on. Yet, small shifts in wording, format, or language can trigger surprisingly large failures, especially on…

Machine Learning · Computer Science 2026-05-12 Yeping Jin , Jiaming Hu , Ioannis Ch. Paschalidis

Reinforcement Learning from Verifiable Rewards (RLVR) significantly enhances large language models (LLMs) reasoning but severely suffers from calibration degeneration, where models become excessively over-confident in incorrect answers.…

Machine Learning · Computer Science 2026-05-28 Zhengzhao Ma , Xueru Wen , Boxi Cao , Yaojie Lu , Hongyu Lin , Jinglin Yang , Min He , Xianpei Han , Le Sun

We study the problem of training and fine-tuning expressive policies with online reinforcement learning (RL) given an offline dataset. Training expressive policy classes with online RL present a unique challenge of stable value…

Machine Learning · Computer Science 2026-05-01 Perry Dong , Qiyang Li , Dorsa Sadigh , Chelsea Finn

In many real-world scenarios, Reinforcement Learning (RL) algorithms are trained on data with dynamics shift, i.e., with different underlying environment dynamics. A majority of current methods address such issue by training context…

Machine Learning · Computer Science 2024-02-23 Zhenghai Xue , Qingpeng Cai , Shuchang Liu , Dong Zheng , Peng Jiang , Kun Gai , Bo An

One of the main challenges in reinforcement learning (RL) is that the agent has to make decisions that would influence the future performance without having complete knowledge of the environment. Dynamically adjusting the level of epistemic…

Machine Learning · Computer Science 2026-03-02 Yupeng Wu , Wenyun Li , Wenjie Huang , Chin Pang Ho

Inference scaling further accelerates Large Language Models (LLMs) toward Artificial General Intelligence (AGI), with large-scale Reinforcement Learning (RL) to unleash long Chain-of-Thought reasoning. Most contemporary reasoning approaches…

Machine Learning · Computer Science 2025-05-20 Xuerui Su , Liya Guo , Yue Wang , Yi Zhu , Zhiming Ma , Zun Wang , Yuting Liu

Offline Reinforcement Learning (RL) offers an attractive alternative to interactive data acquisition by leveraging pre-existing datasets. However, its effectiveness hinges on the quantity and quality of the data samples. This work explores…

Machine Learning · Computer Science 2024-10-17 Wen Zheng Terence Ng , Jianda Chen , Tianwei Zhang

Direct Preference Optimization (DPO) guides large language models (LLMs) to generate recommendations aligned with user historical behavior distributions by minimizing preference alignment loss. However, our systematic empirical research and…

Information Retrieval · Computer Science 2026-05-28 Chu Zhao , Enneng Yang , Jianzhe Zhao , Guibing Guo

Reinforcement learning (RL) algorithms can be divided into two classes: model-free algorithms, which are sample-inefficient, and model-based algorithms, which suffer from model bias. Dyna-style algorithms combine these two approaches by…

Machine Learning · Computer Science 2024-10-17 Yansong Li , Zeyu Dong , Ertai Luo , Yu Wu , Shuo Wu , Shuo Han

Reinforcement learning (RL) is a promising avenue for post-training vision-language-action (VLA) models, but practical deployment is hindered by sparse rewards and unstable training. This work mitigates these challenges by introducing an…

A hallmark of modern large-scale machine learning techniques is the use of training objectives that provide dense supervision to intermediate computations, such as teacher forcing the next token in language models or denoising step-by-step…

Machine Learning · Computer Science 2025-10-24 Bhavya Agrawalla , Michal Nauman , Khush Agrawal , Aviral Kumar

Reinforcement learning (RL) has emerged as a promising paradigm for inducing explicit reasoning behaviors in large language and vision-language models. However, reasoning-oriented RL post-training remains fundamentally challenging due to…

Artificial Intelligence · Computer Science 2026-05-13 Fan Yang , Rui Meng , Trudi Di Qi , Ali Ezzati , Yuxin Wen

Chaotic dynamical systems pose a fundamental challenge for Reinforcement Learning (RL): exponential sensitivity to initial conditions induces high-variance bootstrap targets and poorly conditioned gradient updates. Chaotic dynamics arise…

Machine Learning · Computer Science 2026-05-29 James Rudd-Jones , Mirco Musolesi , María Pérez-Ortiz