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This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

投资组合管理 · 定量金融 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Reinforcement learning (RL) has made significant progress in various domains, but scaling it to long-horizon tasks with complex decision-making remains challenging. Skill learning attempts to address this by abstracting actions into…

机器学习 · 计算机科学 2025-04-22 Jinwoo Choi , Seung-Woo Seo

The industrial application of Deep Reinforcement Learning (DRL) is frequently slowed down because of the inability to generate the experience required to train the models. Collecting data often involves considerable time and economic effort…

机器人学 · 计算机科学 2025-01-27 Lucía Güitta-López , Jaime Boal , Álvaro J. López-López

This paper explores the connection between two recently identified phenomena in deep learning: plasticity loss and neural collapse. We analyze their correlation in different scenarios, revealing a significant association during the initial…

机器学习 · 计算机科学 2024-04-04 Guglielmo Bonifazi , Iason Chalas , Gian Hess , Jakub Łucki

Deep Neural Networks (DNNs) are becoming integral components of real world services relied upon by millions of users. Unfortunately, architects of these systems can find it difficult to ensure reliable performance as irrelevant details like…

机器学习 · 计算机科学 2023-05-22 Arghya Datta , Subhrangshu Nandi , Jingcheng Xu , Greg Ver Steeg , He Xie , Anoop Kumar , Aram Galstyan

Deep neural networks are the default choice of learning models for computer vision tasks. Extensive work has been carried out in recent years on explaining deep models for vision tasks such as classification. However, recent work has shown…

计算机视觉与模式识别 · 计算机科学 2021-08-17 Anindya Sarkar , Anirban Sarkar , Vineeth N Balasubramanian

Reinforcement learning (RL) has a rich history in neuroscience, from early work on dopamine as a reward prediction error signal (Schultz et al., 1997) to recent work proposing that the brain could implement a form of 'distributional…

神经元与认知 · 定量生物学 2024-12-19 Kristopher T. Jensen

Lifelong learning (LL) aims to continuously acquire new knowledge while retaining previously learned knowledge. A central challenge in LL is the stability-plasticity dilemma, which requires models to balance the preservation of previous…

机器学习 · 计算机科学 2025-03-11 Ruiyu Wang , Sen Wang , Xinxin Zuo , Qiang Sun

Neurons in the brain communicate with each other through discrete action spikes as opposed to continuous signal transmission in artificial neural networks. Therefore, the traditional techniques for optimization of parameters in neural…

机器学习 · 计算机科学 2020-05-13 Sneha Aenugu

We investigate the effect of the dimensionality of the representations learned in Deep Neural Networks (DNNs) on their robustness to input perturbations, both adversarial and random. To achieve low dimensionality of learned representations,…

机器学习 · 计算机科学 2020-02-20 Amartya Sanyal , Varun Kanade , Philip H. S. Torr , Puneet K. Dokania

Machine learning and specifically reinforcement learning (RL) has been extremely successful in helping us to understand neural decision making processes. However, RL's role in understanding other neural processes especially motor learning…

神经元与认知 · 定量生物学 2022-08-29 Michele Garibbo , Casimir Ludwig , Nathan Lepora , Laurence Aitchison

Robust reinforcement learning (Robust RL) seeks to handle epistemic uncertainty in environment dynamics, but existing approaches often rely on nested min--max optimization, which is computationally expensive and yields overly conservative…

机器学习 · 计算机科学 2025-10-15 Chenliang Li , Junyu Leng , Jiaxiang Li , Youbang Sun , Shixiang Chen , Shahin Shahrampour , Alfredo Garcia

Deep reinforcement learning (DRL) may explore infeasible actions during training and execution. Existing approaches assume a symbol grounding function that maps high-dimensional states to consistent symbolic representations and a manually…

人工智能 · 计算机科学 2026-02-12 Shuai Han , Mehdi Dastani , Shihan Wang

Plasticity and stability are needed in class-incremental learning in order to learn from new data while preserving past knowledge. Due to catastrophic forgetting, finding a compromise between these two properties is particularly challenging…

计算机视觉与模式识别 · 计算机科学 2023-07-06 Grégoire Petit , Adrian Popescu , Eden Belouadah , David Picard , Bertrand Delezoide

Recent work applying deep reinforcement learning (DRL) to solve traveling salesman problems (TSP) has shown that DRL-based solvers can be fast and competitive with TSP heuristics for small instances, but do not generalize well to larger…

机器学习 · 计算机科学 2021-10-07 Wenbin Ouyang , Yisen Wang , Shaochen Han , Zhejian Jin , Paul Weng

The Robust Markov Decision Process (RMDP) framework focuses on designing control policies that are robust against the parameter uncertainties due to the mismatches between the simulator model and real-world settings. An RMDP problem is…

机器学习 · 计算机科学 2022-05-17 Kishan Panaganti , Dileep Kalathil

Deep neural networks have achieved impressive performance on a variety of tasks, but their brittleness to distributional shifts remains a significant barrier to real-world deployment. In this paper, we propose a framework to analyse and…

机器学习 · 计算机科学 2026-05-21 Divij Khaitan , Subhashis Banerjee

Recent advancements in the flexible job-shop scheduling problem (FJSSP) are primarily based on deep reinforcement learning (DRL) due to its ability to generate high-quality, real-time solutions. However, DRL approaches often fail to fully…

人工智能 · 计算机科学 2024-03-15 Imanol Echeverria , Maialen Murua , Roberto Santana

This paper investigates the resilience and robustness of Deep Reinforcement Learning (DRL) policies to adversarial perturbations in the state space. We first present an approach for the disentanglement of vulnerabilities caused by…

机器学习 · 计算机科学 2024-09-23 Vahid Behzadan , William Hsu

Complex mechanical systems such as vehicle powertrains are inherently subject to multiple nonlinearities and uncertainties arising from parametric variations. Modeling errors are therefore unavoidable, making the transfer of control systems…

系统与控制 · 电气工程与系统科学 2026-02-13 Heisei Yonezawa , Ansei Yonezawa , Itsuro Kajiwara