中文
相关论文

相关论文: Your Offline Policy is Not Trustworthy: Bilevel Re…

200 篇论文

Offline reinforcement learning (RL) has increasingly become the focus of the artificial intelligent research due to its wide real-world applications where the collection of data may be difficult, time-consuming, or costly. In this paper, we…

机器学习 · 计算机科学 2021-05-13 Chenyang Xi , Bo Tang , Jiajun Shen , Xinfu Liu , Feiyu Xiong , Xueying Li

The potential of offline reinforcement learning (RL) is that high-capacity models trained on large, heterogeneous datasets can lead to agents that generalize broadly, analogously to similar advances in vision and NLP. However, recent works…

机器学习 · 计算机科学 2023-04-19 Aviral Kumar , Rishabh Agarwal , Xinyang Geng , George Tucker , Sergey Levine

Reinforcement learning (RL) techniques have shown great success in many challenging quantitative trading tasks, such as portfolio management and algorithmic trading. Especially, intraday trading is one of the most profitable and risky tasks…

交易与市场微观结构 · 定量金融 2022-08-23 Shuo Sun , Wanqi Xue , Rundong Wang , Xu He , Junlei Zhu , Jian Li , Bo An

Sample efficiency is critical when applying learning-based methods to robotic manipulation due to the high cost of collecting expert demonstrations and the challenges of on-robot policy learning through online Reinforcement Learning (RL).…

机器学习 · 计算机科学 2024-06-21 Arsh Tangri , Ondrej Biza , Dian Wang , David Klee , Owen Howell , Robert Platt

Offline reinforcement learning (RL) algorithms are applied to learn performant, well-generalizing policies when provided with a static dataset of interactions. Many recent approaches to offline RL have seen substantial success, but with one…

机器学习 · 计算机科学 2024-07-30 Padmanaba Srinivasan , William Knottenbelt

The learned policy of model-free offline reinforcement learning (RL) methods is often constrained to stay within the support of datasets to avoid possible dangerous out-of-distribution actions or states, making it challenging to handle…

机器学习 · 计算机科学 2022-10-11 Jiafei Lyu , Xiu Li , Zongqing Lu

We present a reinforcement learning (RL)-driven framework for optimizing block-preconditioner sizes in iterative solvers used in portfolio optimization and option pricing. The covariance matrix in portfolio optimization or the…

投资组合管理 · 定量金融 2025-07-04 Hadi Keramati , Samaneh Jazayeri

Offline reinforcement learning (RL) looks at learning how to optimally solve tasks using a fixed dataset of interactions from the environment. Many off-policy algorithms developed for online learning struggle in the offline setting as they…

机器学习 · 计算机科学 2025-03-18 Natinael Solomon Neggatu , Jeremie Houssineau , Giovanni Montana

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

计算金融 · 定量金融 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Offline (or batch) reinforcement learning (RL) algorithms seek to learn an optimal policy from a fixed dataset without active data collection. Based on the composition of the offline dataset, two main categories of methods are used:…

机器学习 · 计算机科学 2023-07-04 Paria Rashidinejad , Banghua Zhu , Cong Ma , Jiantao Jiao , Stuart Russell

We study the problem of representation transfer in offline Reinforcement Learning (RL), where a learner has access to episodic data from a number of source tasks collected a priori, and aims to learn a shared representation to be used in…

机器学习 · 计算机科学 2024-02-21 Avinandan Bose , Simon Shaolei Du , Maryam Fazel

Meta-learning is a branch of machine learning which aims to synthesize data from a distribution of related tasks to efficiently solve new ones. In process control, many systems have similar and well-understood dynamics, which suggests it is…

One of the fundamental challenges for offline reinforcement learning (RL) is ensuring robustness to data distribution. Whether the data originates from a near-optimal policy or not, we anticipate that an algorithm should demonstrate its…

机器学习 · 计算机科学 2023-10-18 Xiaohan Hu , Yi Ma , Chenjun Xiao , Yan Zheng , Jianye Hao

Existing offline reinforcement learning (RL) methods face a few major challenges, particularly the distributional shift between the learned policy and the behavior policy. Offline Meta-RL is emerging as a promising approach to address these…

机器学习 · 计算机科学 2022-07-14 Sen Lin , Jialin Wan , Tengyu Xu , Yingbin Liang , Junshan Zhang

Reinforcement learning (RL) has proven effective in incentivizing the reasoning abilities of large language models (LLMs), but suffers from severe efficiency challenges due to its trial-and-error nature. While the common practice employs…

计算与语言 · 计算机科学 2025-10-17 Liang Chen , Xueting Han , Li Shen , Jing Bai , Kam-Fai Wong

Offline Reinforcement Learning (RL) has shown promising results in learning a task-specific policy from a fixed dataset. However, successful offline RL often relies heavily on the coverage and quality of the given dataset. In scenarios…

机器学习 · 计算机科学 2024-05-01 Chenjia Bai , Lingxiao Wang , Jianye Hao , Zhuoran Yang , Bin Zhao , Zhen Wang , Xuelong Li

We consider reinforcement learning (RL) methods in offline domains without additional online data collection, such as mobile health applications. Most of existing policy optimization algorithms in the computer science literature are…

机器学习 · 统计学 2022-07-28 Chengchun Shi , Shikai Luo , Yuan Le , Hongtu Zhu , Rui Song

Offline-to-online reinforcement learning harnesses the stability of offline pretraining and the flexibility of online fine-tuning. A key challenge lies in the non-stationary distribution shift between offline datasets and the evolving…

机器学习 · 计算机科学 2026-05-15 Letian Yang , Xu Liu , Yiqiang Lu , Jian Liu , Weiqiang Wang , Shuai Li

Much research has been done to analyze the stock market. After all, if one can determine a pattern in the chaotic frenzy of transactions, then they could make a hefty profit from capitalizing on these insights. As such, the goal of our…

机器学习 · 计算机科学 2025-05-27 Ziyi Zhou , Nicholas Stern , Julien Laasri

In reinforcement learning (RL), there are two major settings for interacting with the environment: online and offline. Online methods explore the environment at significant time cost, and offline methods efficiently obtain reward signals by…

机器学习 · 计算机科学 2023-06-19 Changyu Chen , Xiting Wang , Yiqiao Jin , Victor Ye Dong , Li Dong , Jie Cao , Yi Liu , Rui Yan