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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…
We apply Reinforcement Learning algorithms to solve the classic quantitative finance Market Making problem, in which an agent provides liquidity to the market by placing buy and sell orders while maximizing a utility function. The optimal…
Reinforcement learning has achieved great success in many decision-making tasks, and traditional reinforcement learning algorithms are mainly designed for obtaining a single optimal solution. However, recent works show the importance of…
Large Language Models (LLMs) encapsulate an extensive amount of world knowledge, and this has enabled their application in various domains to improve the performance of a variety of Natural Language Processing (NLP) tasks. This has also…
This paper presents a framework to tackle constrained combinatorial optimization problems using deep Reinforcement Learning (RL). To this end, we extend the Neural Combinatorial Optimization (NCO) theory in order to deal with constraints in…
In this paper the connection between stochastic optimal control and reinforcement learning is investigated. Our main motivation is to apply importance sampling to sampling rare events which can be reformulated as an optimal control problem.…
With the decreasing cost of data collection, the space of variables or features that can be used to characterize a particular predictor of interest continues to grow exponentially. Therefore, identifying the most characterizing features…
Many defensive measures in cyber security are still dominated by heuristics, catalogs of standard procedures, and best practices. Considering the case of data backup strategies, we aim towards mathematically modeling the underlying threat…
Reinforcement learning has seen great advancements in the past five years. The successful introduction of deep learning in place of more traditional methods allowed reinforcement learning to scale to very complex domains achieving…
Many tasks in data mining and related fields can be formalized as matching between objects in two heterogeneous domains, including collaborative filtering, link prediction, image tagging, and web search. Machine learning techniques,…
Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…
Deep Reinforcement Learning agents often suffer from catastrophic forgetting, forgetting previously found solutions in parts of the input space when training on new data. Replay Memories are a common solution to the problem, decorrelating…
Online map matching is a fundamental problem in location-based services, aiming to incrementally match trajectory data step-by-step onto a road network. However, existing methods fail to meet the needs for efficiency, robustness, and…
The challenge in the widely applicable online matching problem lies in making irrevocable assignments while there is uncertainty about future inputs. Most theoretically-grounded policies are myopic or greedy in nature. In real-world…
Deep reinforcement learning is an increasingly popular technique for synthesising policies to control an agent's interaction with its environment. There is also growing interest in formally verifying that such policies are correct and…
Finding optimal policies which maximize long term rewards of Markov Decision Processes requires the use of dynamic programming and backward induction to solve the Bellman optimality equation. However, many real-world problems require…
The current thesis aims to explore the reinforcement learning field and build on existing methods to produce improved ones to tackle the problem of learning in high-dimensional and complex environments. It addresses such goals by…
Online reinforcement learning agents are currently able to process an increasing amount of data by converting it into a higher order value functions. This expansion of the information collected from the environment increases the agent's…
We are interested in how to design reinforcement learning agents that provably reduce the sample complexity for learning new tasks by transferring knowledge from previously-solved ones. The availability of solutions to related problems…
In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…