Related papers: A Meta Reinforcement Learning Approach to Goals-Ba…
Model-based Reinforcement Learning (MBRL) is a promising framework for learning control in a data-efficient manner. MBRL algorithms can be fairly complex due to the separate dynamics modeling and the subsequent planning algorithm, and as a…
The aim of Few-Shot learning methods is to train models which can easily adapt to previously unseen tasks, based on small amounts of data. One of the most popular and elegant Few-Shot learning approaches is Model-Agnostic Meta-Learning…
A general control policy framework based on deep reinforcement learning (DRL) is introduced for closed-loop decision making in subsurface flow settings. Traditional closed-loop modeling workflows in this context involve the repeated…
Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…
Zero Reinforcement Learning (Zero-RL) has proven to be an effective approach for enhancing the reasoning capabilities of large language models (LLMs) by directly applying reinforcement learning with verifiable rewards on pretrained models,…
Model-based reinforcement learning (MBRL) aims to learn a dynamic model to reduce the number of interactions with real-world environments. However, due to estimation error, rollouts in the learned model, especially those of long horizons,…
Meta-learning has emerged as an important framework for learning new tasks from just a few examples. The success of any meta-learning model depends on (i) its fast adaptation to new tasks, as well as (ii) having a shared representation…
Unsupervised pretraining has driven empirical advances in goal-conditioned reinforcement learning (GCRL), but its theoretical foundations remain poorly understood. In particular, an influential class of methods, mutual information skill…
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…
Meta continual learning algorithms seek to train a model when faced with similar tasks observed in a sequential manner. Despite promising methodological advancements, there is a lack of theoretical frameworks that enable analysis of…
Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…
This paper proposes a novel approach for Asset-Liability Management (ALM) by employing continuous-time Reinforcement Learning (RL) with a linear-quadratic (LQ) formulation that incorporates both interim and terminal objectives. We develop a…
Traditional reinforcement learning (RL) aims to maximize the expected total reward, while the risk of uncertain outcomes needs to be controlled to ensure reliable performance in a risk-averse setting. In this paper, we consider the problem…
In this study, we have developed a dynamic asset allocation investment strategy using reinforcement learning techniques. To begin with, we have addressed the crucial issue of incorporating non-stationarity of financial time series data into…
Providing a suitable reward function to reinforcement learning can be difficult in many real world applications. While inverse reinforcement learning (IRL) holds promise for automatically learning reward functions from demonstrations,…
Meta reinforcement learning (meta RL), as a combination of meta-learning ideas and reinforcement learning (RL), enables the agent to adapt to different tasks using a few samples. However, this sampling-based adaptation also makes meta RL…
The recent advancements in Vision Language Models (VLMs) have demonstrated progress toward true intelligence requiring robust reasoning capabilities. Beyond pattern recognition, linguistic reasoning must integrate with visual comprehension,…
Offline goal-conditioned reinforcement learning (GCRL) aims at solving goal-reaching tasks with sparse rewards from an offline dataset. While prior work has demonstrated various approaches for agents to learn near-optimal policies, these…
Offline reinforcement-learning (RL) algorithms learn to make decisions using a given, fixed training dataset without online data collection. This problem setting is captivating because it holds the promise of utilizing previously collected…
Traditional stochastic control methods in finance struggle in real world markets due to their reliance on simplifying assumptions and stylized frameworks. Such methods typically perform well in specific, well defined environments but yield…