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In this work we describe a novel deep reinforcement learning architecture that allows multiple actions to be selected at every time-step in an efficient manner. Multi-action policies allow complex behaviours to be learnt that would…

We propose a novel training algorithm for reinforcement learning which combines the strength of deep Q-learning with a constrained optimization approach to tighten optimality and encourage faster reward propagation. Our novel technique…

机器学习 · 计算机科学 2016-11-08 Frank S. He , Yang Liu , Alexander G. Schwing , Jian Peng

We employ deep reinforcement learning (RL) to train an agent to successfully translate a high-frequency trading signal into a trading strategy that places individual limit orders. Based on the ABIDES limit order book simulator, we build a…

交易与市场微观结构 · 定量金融 2023-09-27 Peer Nagy , Jan-Peter Calliess , Stefan Zohren

Market makers play a key role in financial markets by providing liquidity. They usually fill order books with buy and sell limit orders in order to provide traders alternative price levels to operate. This paper focuses precisely on the…

Deep Reinforcement Learning (RL) recently emerged as one of the most competitive approaches for learning in sequential decision making problems with fully observable environments, e.g., computer Go. However, very little work has been done…

机器学习 · 计算机科学 2018-05-09 Pengfei Zhu , Xin Li , Pascal Poupart , Guanghui Miao

Deep Reinforcement Learning (RL) recently emerged as one of the most competitive approaches for learning in sequential decision making problems with fully observable environments, e.g., computer Go. However, very little work has been done…

机器学习 · 计算机科学 2018-05-25 Pengfei Zhu , Xin Li , Pascal Poupart , Guanghui Miao

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…

人工智能 · 计算机科学 2025-10-27 Mingxuan Li , Junzhe Zhang , Elias Bareinboim

Recent years have seen the application of deep reinforcement learning techniques to cooperative multi-agent systems, with great empirical success. However, given the lack of theoretical insight, it remains unclear what the employed neural…

多智能体系统 · 计算机科学 2024-12-20 Jacopo Castellini , Frans A. Oliehoek , Rahul Savani , Shimon Whiteson

Reinforcement learning studies how an agent should interact with an environment to maximize its cumulative reward. A standard way to study this question abstractly is to ask how many samples an agent needs from the environment to learn an…

量子物理 · 物理学 2021-12-21 Daochen Wang , Aarthi Sundaram , Robin Kothari , Ashish Kapoor , Martin Roetteler

Deep reinforcement learning (DRL) has made great achievements since proposed. Generally, DRL agents receive high-dimensional inputs at each step, and make actions according to deep-neural-network-based policies. This learning mechanism…

多智能体系统 · 计算机科学 2019-12-30 Kun Shao , Zhentao Tang , Yuanheng Zhu , Nannan Li , Dongbin Zhao

Deep reinforcement learning has learned to play many games well, but failed on others. To better characterize the modes and reasons of failure of deep reinforcement learners, we test the widely used Asynchronous Actor-Critic (A2C) algorithm…

Currently, many applications in Machine Learning are based on define new models to extract more information about data, In this case Deep Reinforcement Learning with the most common application in video games like Atari, Mario, and others…

机器学习 · 计算机科学 2019-10-21 Felipe Moreno-Vera

We study reinforcement learning (RL) for text-based games, which are interactive simulations in the context of natural language. While different methods have been developed to represent the environment information and language actions,…

机器学习 · 计算机科学 2020-12-29 Yunqiu Xu , Meng Fang , Ling Chen , Yali Du , Joey Tianyi Zhou , Chengqi Zhang

Deep Q-Network (DQN) based multi-agent systems (MAS) for reinforcement learning (RL) use various schemes where in the agents have to learn and communicate. The learning is however specific to each agent and communication may be…

机器学习 · 计算机科学 2020-08-11 Abdul Mueed Hafiz , Ghulam Mohiuddin Bhat

To achieve general intelligence, agents must learn how to interact with others in a shared environment: this is the challenge of multiagent reinforcement learning (MARL). The simplest form is independent reinforcement learning (InRL), where…

Popular Maximum Entropy Inverse Reinforcement Learning approaches require the computation of expected state visitation frequencies for the optimal policy under an estimate of the reward function. This usually requires intermediate value…

机器学习 · 计算机科学 2020-08-05 Gabriel Kalweit , Maria Huegle , Moritz Werling , Joschka Boedecker

Machine Learning algorithms and Neural Networks are widely applied to many different areas such as stock market prediction, face recognition and population analysis. This paper will introduce a strategy based on the classic Deep…

投资组合管理 · 定量金融 2020-03-16 Ziming Gao , Yuan Gao , Yi Hu , Zhengyong Jiang , Jionglong Su

Deep reinforcement learning techniques have demonstrated superior performance in a wide variety of environments. As improvements in training algorithms continue at a brisk pace, theoretical or empirical studies on understanding what these…

机器学习 · 计算机科学 2018-11-16 Raghuram Mandyam Annasamy , Katia Sycara

Opponent modeling is necessary in multi-agent settings where secondary agents with competing goals also adapt their strategies, yet it remains challenging because strategies interact with each other and change. Most previous work focuses on…

机器学习 · 计算机科学 2016-09-20 He He , Jordan Boyd-Graber , Kevin Kwok , Hal Daumé

Reinforcement learning has shown much success in games such as chess, backgammon and Go. However, in most of these games, agents have full knowledge of the environment at all times. In this paper, we describe a deep learning model in which…

机器学习 · 计算机科学 2022-04-05 Laura Greige , Peter Chin