Related papers: A Meta Reinforcement Learning Approach to Goals-Ba…
We introduce the first end-to-end Deep Reinforcement Learning (DRL) based framework for active high frequency trading in the stock market. We train DRL agents to trade one unit of Intel Corporation stock by employing the Proximal Policy…
Meta Reinforcement Learning (MRL) enables an agent to learn from a limited number of past trajectories and extrapolate to a new task. In this paper, we attempt to improve the robustness of MRL. We build upon model-agnostic meta-learning…
Hierarchical Reinforcement Learning (HRL) is well-suitedd for solving complex tasks by breaking them down into structured policies. However, HRL agents often struggle with efficient exploration and quick adaptation. To overcome these…
This research paper delves into the application of Deep Reinforcement Learning (DRL) in asset-class agnostic portfolio optimization, integrating industry-grade methodologies with quantitative finance. At the heart of this integration is our…
Learning from demonstrations has made great progress over the past few years. However, it is generally data hungry and task specific. In other words, it requires a large amount of data to train a decent model on a particular task, and the…
Humans can continuously learn new knowledge as their experience grows. In contrast, previous learning in deep neural networks can quickly fade out when they are trained on a new task. In this paper, we hypothesize this problem can be…
Dynamic resource allocation in mobile wireless networks involves complex, time-varying optimization problems, motivating the adoption of deep reinforcement learning (DRL). However, most existing works rely on pre-trained policies,…
Understanding an agent's goal through its behavior is a common AI problem called Goal Recognition (GR). This task becomes particularly challenging in dynamic environments where goals are numerous and ever-changing. We introduce the General…
Deep learning models require a large amount of data to perform well. When data is scarce for a target task, we can transfer the knowledge gained by training on similar tasks to quickly learn the target. A successful approach is…
Evolutionary reinforcement learning (ERL) algorithms recently raise attention in tackling complex reinforcement learning (RL) problems due to high parallelism, while they are prone to insufficient exploration or model collapse without…
We propose a new meta learning based framework for low resource speech recognition that improves the previous model agnostic meta learning (MAML) approach. The MAML is a simple yet powerful meta learning approach. However, the MAML presents…
Meta reinforcement learning (RL) allows agents to leverage experience across a distribution of tasks on which the agent can train at will, enabling faster learning of optimal policies on new test tasks. Despite its success in improving…
Traditional stochastic control methods in finance rely on simplifying assumptions that often fail in real world markets. While these methods work well in specific, well defined scenarios, they underperform when market conditions change. We…
Humans achieve efficient learning by relying on prior knowledge about the structure of naturally occurring tasks. There is considerable interest in designing reinforcement learning (RL) algorithms with similar properties. This includes…
In recent years, meta-reinforcement learning (meta-RL) algorithm has been proposed to improve sample efficiency in the field of decision-making and control, enabling agents to learn new knowledge from a small number of samples. However,…
A critical bottleneck in deep reinforcement learning (DRL) is sample inefficiency, as training high-performance agents often demands extensive environmental interactions. Model-based reinforcement learning (MBRL) mitigates this by building…
Goal Recognition (GR) is the problem of recognizing an agent's objectives based on observed actions. Recent data-driven approaches for GR alleviate the need for costly, manually crafted domain models. However, these approaches can only…
Optimal Order Execution is a well-established problem in finance that pertains to the flawless execution of a trade (buy or sell) for a given volume within a specified time frame. This problem revolves around optimizing returns while…
Adapting large language models (LLMs) to unseen tasks with in-context training samples without fine-tuning remains an important research problem. To learn a robust LLM that adapts well to unseen tasks, multiple meta-training approaches have…
Learning generalist embodied agents, able to solve multitudes of tasks in different domains is a long-standing problem. Reinforcement learning (RL) is hard to scale up as it requires a complex reward design for each task. In contrast,…