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Transfer-learning and meta-learning are two effective methods to apply knowledge learned from large data sources to new tasks. In few-class, few-shot target task settings (i.e. when there are only a few classes and training examples…

机器学习 · 计算机科学 2019-02-11 Amir Erfan Eshratifar , Mohammad Saeed Abrishami , David Eigen , Massoud Pedram

Multi-goal reinforcement learning (RL) aims to qualify the agent to accomplish multi-goal tasks, which is of great importance in learning scalable robotic manipulation skills. However, reward engineering always requires strenuous efforts in…

机器人学 · 计算机科学 2021-09-27 Deyu Yang , Hanbo Zhang , Xuguang Lan , Jishiyu Ding

Most of reinforcement learning algorithms optimize the discounted criterion which is beneficial to accelerate the convergence and reduce the variance of estimates. Although the discounted criterion is appropriate for certain tasks such as…

机器学习 · 计算机科学 2021-11-02 Xiaoteng Ma , Xiaohang Tang , Li Xia , Jun Yang , Qianchuan Zhao

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the…

交易与市场微观结构 · 定量金融 2022-09-20 Taylan Kabbani , Ekrem Duman

In reinforcement learning, two objective functions have been developed extensively in the literature: discounted and averaged rewards. The generalization to an entropy-regularized setting has led to improved robustness and exploration for…

机器学习 · 计算机科学 2025-01-20 Jacob Adamczyk , Volodymyr Makarenko , Stas Tiomkin , Rahul V. Kulkarni

The development of reinforced learning methods has extended application to many areas including algorithmic trading. In this paper trading on the stock exchange is interpreted into a game with a Markov property consisting of states,…

交易与市场微观结构 · 定量金融 2020-02-28 Evgeny Ponomarev , Ivan Oseledets , Andrzej Cichocki

Artificial intelligence (AI) has demonstrated remarkable success across various applications. In light of this trend, the field of automated trading has developed a keen interest in leveraging AI techniques to forecast the future prices of…

Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…

机器学习 · 计算机科学 2026-03-31 Sagalpreet Singh , Rishi Saket , Aravindan Raghuveer

Standard Markov decision process (MDP) and reinforcement learning algorithms optimize the policy with respect to the expected gain. We propose an algorithm which enables to optimize an alternative objective: the probability that the gain is…

机器学习 · 计算机科学 2023-03-06 Vincent Corlay , Jean-Christophe Sibel

Specifying a Reinforcement Learning (RL) task involves choosing a suitable planning horizon, which is typically modeled by a discount factor. It is known that applying RL algorithms with a lower discount factor can act as a regularizer,…

机器学习 · 计算机科学 2020-07-07 Ron Amit , Ron Meir , Kamil Ciosek

Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…

机器学习 · 计算机科学 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

A common practice in most of deep convolutional neural architectures is to employ fully-connected layers followed by Softmax activation to minimize cross-entropy loss for the sake of classification. Recent studies show that substitution or…

机器学习 · 计算机科学 2017-10-23 Arash Shahriari

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

This paper seeks to establish a framework for directing a society of simple, specialized, self-interested agents to solve what traditionally are posed as monolithic single-agent sequential decision problems. What makes it challenging to use…

机器学习 · 计算机科学 2020-08-17 Michael Chang , Sidhant Kaushik , S. Matthew Weinberg , Thomas L. Griffiths , Sergey Levine

Cooperative multi-agent reinforcement learning is a powerful tool to solve many real-world cooperative tasks, but restrictions of real-world applications may require training the agents in a fully decentralized manner. Due to the lack of…

多智能体系统 · 计算机科学 2024-01-11 Jiechuan Jiang , Kefan Su , Zongqing Lu

Multi-view learning accomplishes the task objectives of classification by leverag-ing the relationships between different views of the same object. Most existing methods usually focus on consistency and complementarity between multiple…

机器学习 · 计算机科学 2022-01-14 Jian-wei Liu , Yuan-fang Wang , Run-kun Lu , Xionglin Luo

Multi-domain generalization (mDG) is universally aimed to minimize the discrepancy between training and testing distributions to enhance marginal-to-label distribution mapping. However, existing mDG literature lacks a general learning…

机器学习 · 计算机科学 2024-12-19 Zhaorui Tan , Xi Yang , Kaizhu Huang

Traffic signal controllers play an essential role in today's traffic system. However, the majority of them currently is not sufficiently flexible or adaptive to generate optimal traffic schedules. In this paper we present an approach to…

机器学习 · 计算机科学 2021-05-05 Shengchao Yan , Jingwei Zhang , Daniel Büscher , Wolfram Burgard

Distributional reinforcement learning (RL) is a powerful framework increasingly adopted in safety-critical domains for its ability to optimize risk-sensitive objectives. However, the role of the discount factor is often overlooked, as it is…

机器学习 · 计算机科学 2026-02-05 Mehrdad Moghimi , Anthony Coache , Hyejin Ku

Designing profitable and reliable trading strategies is challenging in the highly volatile cryptocurrency market. Existing works applied deep reinforcement learning methods and optimistically reported increased profits in backtesting, which…