Related papers: A Meta Reinforcement Learning Approach to Goals-Ba…

Reinforcement learning (RL) often struggles to accomplish a sparse-reward long-horizon task in a complex environment. Goal-conditioned reinforcement learning (GCRL) has been employed to tackle this difficult problem via a curriculum of…

Reinforcement learning (RL) based investment strategies have been widely adopted in portfolio management (PM) in recent years. Nevertheless, most RL-based approaches may often emphasize on pursuing returns while ignoring the risks of the…

Reinforcement learning (RL)-based methods have achieved significant success in managing grid-interactive efficient buildings (GEBs). However, RL does not carry intrinsic guarantees of constraint satisfaction, which may lead to severe safety…

Model-Free Reinforcement Learning has achieved meaningful results in stable environments but, to this day, it remains problematic in regime changing environments like financial markets. In contrast, model-based RL is able to capture some…

We introduce DynaMITE-RL, a meta-reinforcement learning (meta-RL) approach to approximate inference in environments where the latent state evolves at varying rates. We model episode sessions - parts of the episode where the latent state is…

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…

Most reinforcement learning (RL) methods only focus on learning a single task from scratch and are not able to use prior knowledge to learn other tasks more effectively. Context-based meta RL techniques are recently proposed as a possible…

The goal of meta-reinforcement learning (meta-RL) is to build agents that can quickly learn new tasks by leveraging prior experience on related tasks. Learning a new task often requires both exploring to gather task-relevant information and…

While researchers in the asset management industry have mostly focused on techniques based on financial and risk planning techniques like Markowitz efficient frontier, minimum variance, maximum diversification or equal risk parity, in…

Model-Agnostic Meta-Learning (MAML) is a versatile meta-learning framework applicable to both supervised learning and reinforcement learning (RL). However, applying MAML to meta-reinforcement learning (meta-RL) presents notable challenges.…

Meta-learning algorithms can accelerate the model-based reinforcement learning (MBRL) algorithms by finding an initial set of parameters for the dynamical model such that the model can be trained to match the actual dynamics of the system…

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…

In few-shot learning scenarios, the challenge is to generalize and perform well on new unseen examples when only very few labeled examples are available for each task. Model-agnostic meta-learning (MAML) has gained the popularity as one of…

Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement…

Goal-Conditioned Reinforcement Learning (GCRL) can enable agents to spontaneously set diverse goals to learn a set of skills. Despite the excellent works proposed in various fields, reaching distant goals in temporally extended tasks…

Biological evolution has distilled the experiences of many learners into the general learning algorithms of humans. Our novel meta reinforcement learning algorithm MetaGenRL is inspired by this process. MetaGenRL distills the experiences of…

By planning through a learned dynamics model, model-based reinforcement learning (MBRL) offers the prospect of good performance with little environment interaction. However, it is common in practice for the learned model to be inaccurate,…

Goal-conditioned reinforcement learning (GCRL), related to a set of complex RL problems, trains an agent to achieve different goals under particular scenarios. Compared to the standard RL solutions that learn a policy solely depending on…

Typical deep reinforcement learning (DRL) agents for dynamic portfolio optimization learn the factors influencing portfolio return and risk by analyzing the output values of the reward function while adjusting portfolio weights within the…

Empirical Risk Minimization (ERM) based machine learning algorithms have suffered from weak generalization performance on data obtained from out-of-distribution (OOD). To address this problem, Invariant Risk Minimization (IRM) objective was…