中文
相关论文

相关论文: Portfolio Reinforcement Learning with Scenario-Con…

200 篇论文

The evolution of Large Language Models (LLMs) is shifting the focus from single, verifiable tasks toward complex, open-ended real-world scenarios, imposing significant challenges on the post-training phase. In these settings, the scale and…

Solving job shop scheduling problems (JSSPs) with a fixed strategy, such as a priority dispatching rule, may yield satisfactory results for several problem instances but, nevertheless, insufficient results for others. From this…

人工智能 · 计算机科学 2023-05-18 Constantin Waubert de Puiseau , Hasan Tercan , Tobias Meisen

Reinforcement learning (RL) in real-world safety-critical target settings like urban driving is hazardous, imperiling the RL agent, other agents, and the environment. To overcome this difficulty, we propose a "safety-critical adaptation"…

机器学习 · 计算机科学 2021-01-19 Jesse Zhang , Brian Cheung , Chelsea Finn , Sergey Levine , Dinesh Jayaraman

Reinforcement learning has emerged as a paradigm for post-training large language models, boosting their reasoning capabilities. Such approaches compute an advantage value for each sample, reflecting better or worse performance than…

In-Context Learning (ICL) allows Large Language Models (LLMs) to adapt to new tasks with just a few examples, but their predictions often suffer from systematic biases, leading to unstable performance in classification. While calibration…

机器学习 · 统计学 2026-03-05 Korel Gundem , Juncheng Dong , Dennis Zhang , Vahid Tarokh , Zhengling Qi

Although safety stock optimisation has been studied for more than 60 years, most companies still use simplistic means to calculate necessary safety stock levels, partly due to the mismatch between existing analytical methods' emphases on…

多智能体系统 · 计算机科学 2021-07-05 Edward Elson Kosasih , Alexandra Brintrup

Reinforcement learning (RL) has achieved remarkable success in real-world decision-making across diverse domains, including gaming, robotics, online advertising, public health, and natural language processing. Despite these advances, a…

应用统计 · 统计学 2026-01-23 Asim H. Gazi , Yongyi Guo , Daiqi Gao , Ziping Xu , Kelly W. Zhang , Susan A. Murphy

Model-based reinforcement learning promises to learn an optimal policy from fewer interactions with the environment compared to model-free reinforcement learning by learning an intermediate model of the environment in order to predict…

机器学习 · 计算机科学 2022-06-08 Abhinav Bhatia , Philip S. Thomas , Shlomo Zilberstein

The performance of a cross-sectional currency strategy depends crucially on accurately ranking instruments prior to portfolio construction. While this ranking step is traditionally performed using heuristics, or by sorting the outputs…

投资组合管理 · 定量金融 2022-01-31 Daniel Poh , Bryan Lim , Stefan Zohren , Stephen Roberts

Policy-based reinforcement learning currently plays an important role in improving LLMs on mathematical reasoning tasks. However, existing rollout-based reinforcement learning methods (GRPO, DAPO, GSPO, etc.) fail to explicitly consider…

机器学习 · 计算机科学 2025-09-25 Guochao Jiang , Wenfeng Feng , Guofeng Quan , Chuzhan Hao , Yuewei Zhang , Guohua Liu , Hao Wang

We propose policy gradient algorithms for solving a risk-sensitive reinforcement learning (RL) problem in on-policy as well as off-policy settings. We consider episodic Markov decision processes, and model the risk using the broad class of…

机器学习 · 计算机科学 2024-06-25 Nithia Vijayan , Prashanth L. A

Real-world applications require RL algorithms to act safely. During learning process, it is likely that the agent executes sub-optimal actions that may lead to unsafe/poor states of the system. Exploration is particularly brittle in…

机器学习 · 统计学 2019-06-17 Elena Smirnova , Elvis Dohmatob , Jérémie Mary

Reinforcement learning methods carry a well known bias-variance trade-off in n-step algorithms for optimal control. Unfortunately, this has rarely been addressed in current research. This trade-off principle holds independent of the choice…

机器学习 · 计算机科学 2018-10-18 Yitzhak Spielberg , Amos Azaria

Multi-step agentic reinforcement learning benefits from fine-grained credit assignment, yet existing approaches offer limited options: critic-free methods like GRPO assign a uniform advantage to every action in a trajectory, while learned…

机器学习 · 计算机科学 2026-04-14 Tao Wang , Suhang Zheng , Xiaoxiao Xu

Scale-calibrated ranking systems are ubiquitous in real-world applications nowadays, which pursue accurate ranking quality and calibrated probabilistic predictions simultaneously. For instance, in the advertising ranking system, the…

信息检索 · 计算机科学 2024-06-13 Shunyu Zhang , Hu Liu , Wentian Bao , Enyun Yu , Yang Song

Most reinforcement learning (RL) methods only focus on learning a single task from scratch and are not able to use prior knowledge to learn other tasks more effectively. Context-based meta RL techniques are recently proposed as a possible…

机器学习 · 计算机科学 2022-08-01 Xu Han , Feng Wu

The paper explores the application of a continuous action space soft actor-critic (SAC) reinforcement learning model to the area of automated market-making. The reinforcement learning agent receives a simulated flow of client trades, thus…

证券定价 · 定量金融 2020-08-28 Alexey Bakshaev

We introduce Random Reward Perturbation (RRP), a novel exploration strategy for reinforcement learning (RL). Our theoretical analyses demonstrate that adding zero-mean noise to environmental rewards effectively enhances policy diversity…

机器学习 · 计算机科学 2025-06-11 Haozhe Ma , Guoji Fu , Zhengding Luo , Jiele Wu , Tze-Yun Leong

Reinforcement learning is structurally harder than supervised learning because the policy changes the data distribution it learns from. The resulting fragility is especially visible in large-model training, where the training and rollout…

机器学习 · 计算机科学 2026-05-13 Rasool Fakoor , Murdock Aubry , Nicholas Stranges , Alexander J. Smola

This paper addresses the challenges of training end-to-end autonomous driving agents using Reinforcement Learning (RL). RL agents are typically trained in a fixed set of scenarios and nominal behavior of surrounding road users in…

机器人学 · 计算机科学 2026-03-06 Ahmed Abouelazm , Tim Weinstein , Tim Joseph , Philip Schörner , J. Marius Zöllner