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Double Q-learning is a classical control algorithm that mitigates the maximization bias of Q-learning. To do so, it explicitly trains two independent action-value functions and uses them to decouple action-selection and action-evaluation…

机器学习 · 计算机科学 2026-05-18 Prabhat Nagarajan , Martha White , Marlos C. Machado

Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement learning (DRL), a recently reinvigorated method with…

交易与市场微观结构 · 定量金融 2021-06-17 Ali Hirsa , Joerg Osterrieder , Branka Hadji-Misheva , Jan-Alexander Posth

The model-driven power allocation (PA) algorithms in the wireless cellular networks with interfering multiple-access channel (IMAC) have been investigated for decades. Nowadays, the data-driven model-free machine learning-based approaches…

信息论 · 计算机科学 2018-12-10 Fan Meng , Peng Chen , Lenan Wu

Recent advancements in Distributional Reinforcement Learning (DRL) for modeling loss distributions have shown promise in developing hedging strategies in derivatives markets. A common approach in DRL involves learning the quantiles of loss…

风险管理 · 定量金融 2024-08-28 Parvin Malekzadeh , Zissis Poulos , Jacky Chen , Zeyu Wang , Konstantinos N. Plataniotis

Owing to the openness of wireless channels, wireless communication systems are highly susceptible to malicious jamming. Most existing anti-jamming methods rely on the assumption of accurate sensing and optimize parameters on a single…

信息论 · 计算机科学 2025-11-06 Haoqin Zhao , Zan Li , Jiangbo Si , Rui Huang , Hang Hu , Tony Q. S. Quek , Naofal Al-Dhahir

Reinforcement learning (RL) has seen great advancements in the past few years. Nevertheless, the consensus among the RL community is that currently used methods, despite all their benefits, suffer from extreme data inefficiency, especially…

机器学习 · 计算机科学 2020-04-01 Kacper Kielak

A key task in actuarial modelling involves modelling the distributional properties of losses. Classic (distributional) regression approaches like Generalized Linear Models (GLMs; Nelder and Wedderburn, 1972) are commonly used, but…

机器学习 · 统计学 2024-06-04 Benjamin Avanzi , Eric Dong , Patrick J. Laub , Bernard Wong

This paper focuses on the impact of leveraging autonomous offensive approaches in Deep Reinforcement Learning (DRL) to train more robust agents by exploring the impact of applying adversarial learning to DRL for autonomous security in…

密码学与安全 · 计算机科学 2023-08-15 Luke Borchjes , Clement Nyirenda , Louise Leenen

Recent research has shown that although Reinforcement Learning (RL) can benefit from expert demonstration, it usually takes considerable efforts to obtain enough demonstration. The efforts prevent training decent RL agents with expert…

机器学习 · 计算机科学 2021-07-09 Si-An Chen , Voot Tangkaratt , Hsuan-Tien Lin , Masashi Sugiyama

Many reinforcement learning (RL) tasks have specific properties that can be leveraged to modify existing RL algorithms to adapt to those tasks and further improve performance, and a general class of such properties is the multiple reward…

机器学习 · 计算机科学 2019-11-07 Zichuan Lin , Li Zhao , Derek Yang , Tao Qin , Guangwen Yang , Tie-Yan Liu

The model-based power allocation algorithm has been investigated for decades, but it requires the mathematical models to be analytically tractable and it usually has high computational complexity. Recently, the data-driven model-free…

信息论 · 计算机科学 2019-01-23 Fan Meng , Peng Chen , Lenan Wu , Julian Cheng

Reliability quantification of deep reinforcement learning (DRL)-based control is a significant challenge for the practical application of artificial intelligence (AI) in safety-critical systems. This study proposes a method for quantifying…

系统与控制 · 电气工程与系统科学 2024-07-22 Hitoshi Yoshioka , Hirotada Hashimoto

Deep Reinforcement Learning (DRL) is gaining attention as a potential approach to design trajectories for autonomous unmanned aerial vehicles (UAV) used as flying access points in the context of cellular or Internet of Things (IoT)…

信息论 · 计算机科学 2022-02-07 Omid Esrafilian , Harald Bayerlein , David Gesbert

In this paper, we study a Deep Reinforcement Learning (DRL) based framework for an online end-user service provisioning in a Network Function Virtualization (NFV)-enabled network. We formulate an optimization problem aiming to minimize the…

系统与控制 · 电气工程与系统科学 2021-11-04 Ali Nouruzi , Abolfazl Zakeri , Mohamad Reza Javan , Nader Mokari , Rasheed Hussain , Ahsan Syed Kazmi

Since their introduction a year ago, distributional approaches to reinforcement learning (distributional RL) have produced strong results relative to the standard approach which models expected values (expected RL). However, aside from…

机器学习 · 计算机科学 2019-02-22 Clare Lyle , Pablo Samuel Castro , Marc G. Bellemare

Double Reinforcement Learning (DRL) enables efficient inference for policy values in nonparametric Markov decision processes (MDPs), but existing methods face two major obstacles: (1) they require stringent intertemporal overlap conditions…

机器学习 · 统计学 2025-11-14 Lars van der Laan , David Hubbard , Allen Tran , Nathan Kallus , Aurélien Bibaut

Deep reinforcement learning (DRL) methods such as the Deep Q-Network (DQN) have achieved state-of-the-art results in a variety of challenging, high-dimensional domains. This success is mainly attributed to the power of deep neural networks…

人工智能 · 计算机科学 2017-11-06 Nir Levine , Tom Zahavy , Daniel J. Mankowitz , Aviv Tamar , Shie Mannor

Deep Reinforcement Learning (RL) is well known for being highly sensitive to hyperparameters, requiring practitioners substantial efforts to optimize them for the problem at hand. This also limits the applicability of RL in real-world…

机器学习 · 计算机科学 2025-03-04 Théo Vincent , Fabian Wahren , Jan Peters , Boris Belousov , Carlo D'Eramo

Deep Reinforcement Learning (DRL) has shown outstanding performance on inducing effective action policies that maximize expected long-term return on many complex tasks. Much of DRL work has been focused on sequences of events with discrete…

机器学习 · 计算机科学 2021-05-07 Yeo Jin Kim , Min Chi

Reinforcement learning (RL) can be used to create a decision-making agent for autonomous driving. However, previous approaches provide only black-box solutions, which do not offer information on how confident the agent is about its…

机器人学 · 计算机科学 2023-04-18 Carl-Johan Hoel , Krister Wolff , Leo Laine