相关论文: The Effective Horizon Explains Deep RL Performance…
Online reinforcement learning (RL) algorithms are often difficult to deploy in complex human-facing applications as they may learn slowly and have poor early performance. To address this, we introduce a practical algorithm for incorporating…
With the rapid development of artificial intelligence, data-driven methods effectively overcome limitations in traditional portfolio optimization. Conventional models primarily employ long-only mechanisms, excluding highly correlated assets…
Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or…
Batch reinforcement learning (RL) is important to apply RL algorithms to many high stakes tasks. Doing batch RL in a way that yields a reliable new policy in large domains is challenging: a new decision policy may visit states and actions…
In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…
Data processing and analytics are fundamental and pervasive. Algorithms play a vital role in data processing and analytics where many algorithm designs have incorporated heuristics and general rules from human knowledge and experience to…
Hierarchical Reinforcement Learning (HRL) algorithms have been demonstrated to perform well on high-dimensional decision making and robotic control tasks. However, because they solely optimize for rewards, the agent tends to search the same…
Learned representations in deep reinforcement learning (DRL) have to extract task-relevant information from complex observations, balancing between robustness to distraction and informativeness to the policy. Such stable and rich…
Deep reinforcement learning has shown promise in discrete domains requiring complex reasoning, including games such as Chess, Go, and Hanabi. However, this type of reasoning is less often observed in long-horizon, continuous domains with…
This paper introduces a new scalable multi-objective deep reinforcement learning (MODRL) framework based on deep Q-networks. We develop a high-performance MODRL framework that supports both single-policy and multi-policy strategies, as well…
We study risk-sensitive Reinforcement Learning (RL), where we aim to maximize the Conditional Value at Risk (CVaR) with a fixed risk tolerance $\tau$. Prior theoretical work studying risk-sensitive RL focuses on the tabular Markov Decision…
Hierarchical reinforcement learning (HRL) is a promising approach to extend traditional reinforcement learning (RL) methods to solve more complex tasks. Yet, the majority of current HRL methods require careful task-specific design and…
Reinforcement learning (RL) with tree search has demonstrated superior performance in traditional reasoning tasks. Compared to conventional independent chain sampling strategies with outcome supervision, tree search enables better…
During initial iterations of training in most Reinforcement Learning (RL) algorithms, agents perform a significant number of random exploratory steps. In the real world, this can limit the practicality of these algorithms as it can lead to…
Reinforcement learning (RL) involves sequential decision making in uncertain environments. The aim of the decision-making agent is to maximize the benefit of acting in its environment over an extended period of time. Finding an optimal…
The massive integration of renewable-based distributed energy resources (DERs) inherently increases the energy system's complexity, especially when it comes to defining its operational schedule. Deep reinforcement learning (DRL) algorithms…
Reinforcement learning (RL) is a framework to optimize a control policy using rewards that are revealed by the system as a response to a control action. In its standard form, RL involves a single agent that uses its policy to accomplish a…
Inverse reinforcement learning (IRL) denotes a powerful family of algorithms for recovering a reward function justifying the behavior demonstrated by an expert agent. A well-known limitation of IRL is the ambiguity in the choice of the…
This paper proposes an exploration-efficient Deep Reinforcement Learning with Reference policy (DRLR) framework for learning robotics tasks that incorporates demonstrations. The DRLR framework is developed based on an algorithm called…
Massive practical works addressed by Deep Q-network (DQN) algorithm have indicated that stochastic policy, despite its simplicity, is the most frequently used exploration approach. However, most existing stochastic exploration approaches…