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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

In fighting games, individual players of the same skill level often exhibit distinct strategies from one another through their gameplay. Despite this, the majority of AI agents for fighting games have only a single strategy for each "level"…

机器学习 · 计算机科学 2022-11-08 Emily Halina , Matthew Guzdial

The idea of decision-aware model learning, that models should be accurate where it matters for decision-making, has gained prominence in model-based reinforcement learning. While promising theoretical results have been established, the…

机器学习 · 计算机科学 2024-03-04 Claas A Voelcker , Arash Ahmadian , Romina Abachi , Igor Gilitschenski , Amir-massoud Farahmand

Reinforcement learning (RL) is pivotal for enhancing the reasoning capabilities of diffusion large language models (dLLMs). However, existing dLLM policy optimization methods suffer from two critical reliability bottlenecks: (1) reward…

计算与语言 · 计算机科学 2026-05-14 Leyi Pan , Shuchang Tao , Yunpeng Zhai , Zheyu Fu , Liancheng Fang , Minghua He , Lingzhe Zhang , Zhaoyang Liu , Bolin Ding , Aiwei Liu , Lijie Wen

When solving two-player zero-sum games, multi-agent reinforcement learning (MARL) algorithms often create populations of agents where, at each iteration, a new agent is discovered as the best response to a mixture over the opponent…

人工智能 · 计算机科学 2021-11-02 Xidong Feng , Oliver Slumbers , Ziyu Wan , Bo Liu , Stephen McAleer , Ying Wen , Jun Wang , Yaodong Yang

Deep reinforcement learning is a technique for solving problems in a variety of environments, ranging from Atari video games to stock trading. This method leverages deep neural network models to make decisions based on observations of a…

机器学习 · 计算机科学 2022-09-13 Anthony Dowling

Recent studies have shown that deep reinforcement learning (DRL) policies are vulnerable to adversarial attacks, which raise concerns about applications of DRL to safety-critical systems. In this work, we adopt a principled way and study…

机器学习 · 计算机科学 2022-05-17 Chao Wang

Online recommendation requires handling rapidly changing user preferences. Deep reinforcement learning (DRL) is gaining interest as an effective means of capturing users' dynamic interest during interactions with recommender systems.…

信息检索 · 计算机科学 2021-10-22 Xiaocong Chen , Lina Yao , Xianzhi Wang , Julian McAuley

AlphaZero and its extension MuZero are computer programs that use machine-learning techniques to play at a superhuman level in chess, go, and a few other games. They achieved this level of play solely with reinforcement learning from…

人工智能 · 计算机科学 2022-07-05 Evgeny Dantsin , Vladik Kreinovich , Alexander Wolpert

The current learning process of deep learning, regardless of any deep neural network (DNN) architecture and/or learning algorithm used, is essentially a single resolution training. We explore multiresolution learning and show that…

机器学习 · 计算机科学 2023-09-29 Hongyan Zhou , Yao Liang

Researchers have demonstrated that neural networks are vulnerable to adversarial examples and subtle environment changes, both of which one can view as a form of distribution shift. To humans, the resulting errors can look like blunders,…

The success of AlphaZero (AZ) has demonstrated that neural-network-based Go AIs can surpass human performance by a large margin. Given that the state space of Go is extremely large and a human player can play the game from any legal state,…

人工智能 · 计算机科学 2022-11-08 Li-Cheng Lan , Huan Zhang , Ti-Rong Wu , Meng-Yu Tsai , I-Chen Wu , Cho-Jui Hsieh

Multi-agent reinforcement learning (MARL) is a prevalent learning paradigm for solving stochastic games. In most MARL studies, agents in a game are defined as teammates or enemies beforehand, and the relationships among the agents remain…

人工智能 · 计算机科学 2023-03-07 Shijie Han , Siyuan Li , Bo An , Wei Zhao , Peng Liu

The success of deep reinforcement learning (DRL) hinges on the availability of training data, which is typically obtained via a large number of environment interactions. In many real-world scenarios, costs and risks are associated with…

机器学习 · 计算机科学 2022-05-20 Amir Abolfazli , Gregory Palmer , Daniel Kudenko

Deep reinforcement learning (DRL) is a very active research area. However, several technical and scientific issues require to be addressed, amongst which we can mention data inefficiency, exploration-exploitation trade-off, and multi-task…

机器学习 · 计算机科学 2020-11-24 Mohammad Reza Samsami , Hossein Alimadad

This study enhances a Deep Q-Network (DQN) trading model by incorporating advanced techniques like Prioritized Experience Replay, Regularized Q-Learning, Noisy Networks, Dueling, and Double DQN. Extensive tests on assets like BTC/USD and…

计算金融 · 定量金融 2023-11-21 Gang Hu

Bootstrapping is a core mechanism in Reinforcement Learning (RL). Most algorithms, based on temporal differences, replace the true value of a transiting state by their current estimate of this value. Yet, another estimate could be leveraged…

机器学习 · 计算机科学 2020-11-05 Nino Vieillard , Olivier Pietquin , Matthieu Geist

Deep neural networks coupled with fast simulation and improved computation have led to recent successes in the field of reinforcement learning (RL). However, most current RL-based approaches fail to generalize since: (a) the gap between…

机器学习 · 计算机科学 2017-03-09 Lerrel Pinto , James Davidson , Rahul Sukthankar , Abhinav Gupta

Deep Reinforcement Learning uses a deep neural network to encode a policy, which achieves very good performance in a wide range of applications but is widely regarded as a black box model. A more interpretable alternative to deep networks…

机器学习 · 计算机科学 2022-09-09 Arne Gevaert , Jonathan Peck , Yvan Saeys

Delayed and sparse rewards present a fundamental obstacle for reinforcement-learning (RL) agents, which struggle to assign credit for actions whose benefits emerge many steps later. The sliding-tile game 2048 epitomizes this challenge:…

机器学习 · 计算机科学 2025-07-28 Prady Saligram , Tanvir Bhathal , Robby Manihani