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Deep reinforcement learning (DRL) has revolutionized quantitative trading (Q-trading) by achieving decent performance without significant human expert knowledge. Despite its achievements, we observe that the current state-of-the-art DRL…

Computational Engineering, Finance, and Science · Computer Science 2025-02-07 Zhiming Li , Junzhe Jiang , Yushi Cao , Aixin Cui , Bozhi Wu , Bo Li , Yang Liu , Danny Dongning Sun

In reinforcement learning (RL), Q-learning is a fundamental algorithm whose convergence is guaranteed in the tabular setting. However, this convergence guarantee does not hold under linear function approximation. To overcome this…

Machine Learning · Computer Science 2026-02-04 Hyukjun Yang , Han-Dong Lim , Donghwan Lee

Actor-critic (AC) methods are widely used in reinforcement learning (RL) and benefit from the flexibility of using any policy gradient method as the actor and value-based method as the critic. The critic is usually trained by minimizing the…

Machine Learning · Computer Science 2023-11-01 Sharan Vaswani , Amirreza Kazemi , Reza Babanezhad , Nicolas Le Roux

While there has been substantial success for solving continuous control with actor-critic methods, simpler critic-only methods such as Q-learning find limited application in the associated high-dimensional action spaces. However, most…

Machine Learning · Computer Science 2023-09-27 Tim Seyde , Peter Werner , Wilko Schwarting , Igor Gilitschenski , Martin Riedmiller , Daniela Rus , Markus Wulfmeier

Aligning generative diffusion models with human preferences via reinforcement learning (RL) is critical yet challenging. Most existing algorithms are often vulnerable to reward hacking, such as quality degradation, over-stylization, or…

Deep reinforcement learning (deep RL) has achieved superior performance in complex sequential tasks by using deep neural networks as function approximators to learn directly from raw input images. However, learning directly from raw images…

Machine Learning · Computer Science 2019-07-31 Gabriel V. de la Cruz , Yunshu Du , Matthew E. Taylor

In various control task domains, existing controllers provide a baseline level of performance that -- though possibly suboptimal -- should be maintained. Reinforcement learning (RL) algorithms that rely on extensive exploration of the state…

Machine Learning · Computer Science 2022-09-21 Sheelabhadra Dey , Sumedh Pendurkar , Guni Sharon , Josiah P. Hanna

Credit assignment is a central challenge in reinforcement learning (RL). Classical actor-critic methods address this challenge through fine-grained advantage estimation based on a learned value function. However, learned value models are…

Machine Learning · Computer Science 2026-04-14 Zikang Shan , Han Zhong , Liwei Wang , Li Zhao

Loss of plasticity, trainability loss, and primacy bias have been identified as issues arising when training deep neural networks on sequences of tasks -- all referring to the increased difficulty in training on new tasks. We propose to use…

Machine Learning · Computer Science 2024-12-11 Wesley Chung , Lynn Cherif , David Meger , Doina Precup

Deep pretrained language models have achieved great success in the way of pretraining first and then fine-tuning. But such a sequential transfer learning paradigm often confronts the catastrophic forgetting problem and leads to sub-optimal…

Computation and Language · Computer Science 2020-04-28 Sanyuan Chen , Yutai Hou , Yiming Cui , Wanxiang Che , Ting Liu , Xiangzhan Yu

This paper focuses on the critical load restoration problem in distribution systems following major outages. To provide fast online response and optimal sequential decision-making support, a reinforcement learning (RL) based approach is…

Systems and Control · Electrical Eng. & Systems 2024-01-30 Xiangyu Zhang , Abinet Tesfaye Eseye , Bernard Knueven , Weijia Liu , Matthew Reynolds , Wesley Jones

For a multi-cell, multi-user, cellular network downlink sum-rate maximization through power allocation is a nonconvex and NP-hard optimization problem. In this paper, we present an effective approach to solving this problem through single-…

Information Theory · Computer Science 2020-09-15 Ahmad Ali Khan , Raviraj Adve

In this paper, a novel training paradigm inspired by quantum computation is proposed for deep reinforcement learning (DRL) with experience replay. In contrast to traditional experience replay mechanism in DRL, the proposed deep…

Machine Learning · Computer Science 2021-01-07 Qing Wei , Hailan Ma , Chunlin Chen , Daoyi Dong

We consider the regret minimization problem in reinforcement learning (RL) in the episodic setting. In many real-world RL environments, the state and action spaces are continuous or very large. Existing approaches establish regret…

Machine Learning · Computer Science 2022-06-29 Sayak Ray Chowdhury , Rafael Oliveira

Reinforcement learning methods typically use Deep Neural Networks to approximate the value functions and policies underlying a Markov Decision Process. Unfortunately, DNN-based RL suffers from a lack of explainability of the resulting…

Systems and Control · Electrical Eng. & Systems 2022-05-19 Shambhuraj Sawant , Sebastien Gros

Deep Reinforcement Learning (DRL) has become a popular method for solving control problems in power systems. Conventional DRL encourages the agent to explore various policies encoded in a neural network (NN) with the goal of maximizing the…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Tong Wu , Anna Scaglione , Daniel Arnold

In deep reinforcement learning (RL), data augmentation is widely considered as a tool to induce a set of useful priors about semantic consistency and improve sample efficiency and generalization performance. However, even when the prior is…

Machine Learning · Computer Science 2023-03-02 Byungchan Ko , Jungseul Ok

In deep reinforcement learning (RL), data augmentation is widely considered as a tool to induce a set of useful priors about semantic consistency and improve sample efficiency and generalization performance. However, even when the prior is…

Machine Learning · Computer Science 2022-10-21 Byungchan Ko , Jungseul Ok

Learning to evaluate and improve policies is a core problem of Reinforcement Learning (RL). Traditional RL algorithms learn a value function defined for a single policy. A recently explored competitive alternative is to learn a single value…

Machine Learning · Computer Science 2022-07-05 Francesco Faccio , Aditya Ramesh , Vincent Herrmann , Jean Harb , Jürgen Schmidhuber

In this paper, we propose a Deep Reinforcement Learning (RL) framework for task arrangement, which is a critical problem for the success of crowdsourcing platforms. Previous works conduct the personalized recommendation of tasks to workers…

Machine Learning · Computer Science 2019-11-05 Caihua Shan , Nikos Mamoulis , Reynold Cheng , Guoliang Li , Xiang Li , Yuqiu Qian