Hierarchical reinforcement learning has demonstrated significant success at solving difficult reinforcement learning (RL) tasks. Previous works have motivated the use of hierarchy by appealing to a number of intuitive benefits, including learning over temporally extended transitions, exploring over temporally extended …
arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Trend · papers per month
HTMRL uses HTM for RL, adapting faster to changing environments.
TradeR uses RL to execute trades in real markets, minimizing surprise and catastrophe.
Real-world tasks are often highly structured. Hierarchical reinforcement learning (HRL) has attracted research interest as an approach for leveraging the hierarchical structure of a given task in reinforcement learning (RL). However, identifying the hierarchical policy structure that enhances the performance of RL is n…
Paper tackles RL for power grid topology optimization.
A novel framework combines LLMs and RL for financial portfolio optimization.
In this work, we introduce Graph Pointer Networks (GPNs) trained using reinforcement learning (RL) for tackling the traveling salesman problem (TSP). GPNs build upon Pointer Networks by introducing a graph embedding layer on the input, which captures relationships between nodes. Furthermore, to approximate solutions to…
We study how to effectively leverage expert feedback to learn sequential decision-making policies. We focus on problems with sparse rewards and long time horizons, which typically pose significant challenges in reinforcement learning. We propose an algorithmic framework, called hierarchical guidance, that leverages the…
Most meta reinforcement learning (meta-RL) methods learn to adapt to new tasks by directly optimizing the parameters of policies over primitive action space. Such algorithms work well in tasks with relatively slight difference. However, when the task distribution becomes wider, it would be quite inefficient to directly…
EarnHFT tackles HFT challenges with hierarchical RL, significantly outperforming existing methods.
This paper fortifies the recently introduced hierarchical-optimization recursive least squares (HO-RLS) against outliers which contaminate infrequently linear-regression models. Outliers are modeled as nuisance variables and are estimated together with the linear filter/system variables via a sparsity-inducing (non-)co…
Survey of methods for learning from observation without requiring expert actions.
A common problem in Machine Learning and statistics consists in detecting whether the current sample in a stream of data belongs to the same distribution as previous ones, is an isolated outlier or inaugurates a new distribution of data. We present a hierarchical Bayesian algorithm that aims at learning a time-specific…
In record linkage (RL), or exact file matching, the goal is to identify the links between entities with information on two or more files. RL is an important activity in areas including counting the population, enhancing survey frames and data, and conducting epidemiological and follow-up studies. RL is challenging when…
Open-domain dialog generation is a challenging problem; maximum likelihood training can lead to repetitive outputs, models have difficulty tracking long-term conversational goals, and training on standard movie or online datasets may lead to the generation of inappropriate, biased, or offensive text. Reinforcement Lear…
The standard reinforcement learning (RL) formulation considers the expectation of the (discounted) cumulative reward. This is limiting in applications where we are concerned with not only the expected performance, but also the distribution of the performance. In this paper, we introduce micro-objective reinforcement le…
We discuss deep reinforcement learning in an overview style. We draw a big picture, filled with details. We discuss six core elements, six important mechanisms, and twelve applications, focusing on contemporary work, and in historical contexts. We start with background of artificial intelligence, machine learning, deep…
Improved RL training for DMs reduces mode collapse and preserves diversity.
Eikonal-Constrained QRL improves goal-reaching in reinforcement learning.
Learning an optimal policy from a multi-modal reward function is a challenging problem in reinforcement learning (RL). Hierarchical RL (HRL) tackles this problem by learning a hierarchical policy, where multiple option policies are in charge of different strategies corresponding to modes of a reward function and a gati…
Solving complex, temporally-extended tasks is a long-standing problem in reinforcement learning (RL). We hypothesize that one critical element of solving such problems is the notion of compositionality. With the ability to learn concepts and sub-skills that can be composed to solve longer tasks, i.e. hierarchical RL, w…
Paper presents a hybrid framework combining sentiment analysis and market indicators for financial portfolio optimization.
In this study, we investigate the use of global information to speed up the learning process and increase the cumulative rewards of reinforcement learning (RL) in competition tasks. Within the actor-critic RL, we introduce multiple cooperative critics from two levels of the hierarchy and propose a reinforcement learnin…
Deep learning (DL) advances state-of-the-art reinforcement learning (RL), by incorporating deep neural networks in learning representations from the input to RL. However, the conventional deep neural network architecture is limited in learning representations for multi-task RL (MT-RL), as multiple tasks can refer to di…
From a young age humans learn to use grammatical principles to hierarchically combine words into sentences. Action grammars is the parallel idea, that there is an underlying set of rules (a "grammar") that govern how we hierarchically combine actions to form new, more complex actions. We introduce the Action Grammar Re…
H-ReIL learns to drive safely in near-accident scenarios.
Proves efficient learning of hierarchical structure in meta-reinforcement learning.
LineFlow is a framework for training RL agents to control production lines.
Survey of integrating planning and learning in model-based reinforcement learning.
Abstract MDPs enable strategic exploration and fast reward transfer in complex environments.
Hierarchical reinforcement learning is a promising approach to tackle long-horizon decision-making problems with sparse rewards. Unfortunately, most methods still decouple the lower-level skill acquisition process and the training of a higher level that controls the skills in a new task. Leaving the skills fixed can le…
A new algorithm learns policies from batch data in hierarchical RL.
Improves RL planning by proposing sub-goals hierarchically.
Develops a personalized reinforcement learning algorithm for dyadic health interventions.
We propose and address a novel few-shot RL problem, where a task is characterized by a subtask graph which describes a set of subtasks and their dependencies that are unknown to the agent. The agent needs to quickly adapt to the task over few episodes during adaptation phase to maximize the return in the test phase. In…
BCPO optimizes offline RL policies by converting uncertainty into conservative bounds.
Neuroscientific theory suggests that dopaminergic neurons broadcast global reward prediction errors to large areas of the brain influencing the synaptic plasticity of the neurons in those regions. We build on this theory to propose a multi-agent learning framework with spiking neurons in the generalized linear model (G…
The paper introduces an adjacency constraint to improve goal-conditioned HRL.
We introduce a new RL problem where the agent is required to generalize to a previously-unseen environment characterized by a subtask graph which describes a set of subtasks and their dependencies. Unlike existing hierarchical multitask RL approaches that explicitly describe what the agent should do at a high level, ou…
Eigenoptions improve credit assignment in reinforcement learning.
In this work, we take a representation learning perspective on hierarchical reinforcement learning, where the problem of learning lower layers in a hierarchy is transformed into the problem of learning trajectory-level generative models. We show that we can learn continuous latent representations of trajectories, which…
Reinforcement Learning (RL) algorithms can suffer from poor sample efficiency when rewards are delayed and sparse. We introduce a solution that enables agents to learn temporally extended actions at multiple levels of abstraction in a sample efficient and automated fashion. Our approach combines universal value functio…
To be successful in real-world tasks, Reinforcement Learning (RL) needs to exploit the compositional, relational, and hierarchical structure of the world, and learn to transfer it to the task at hand. Recent advances in representation learning for language make it possible to build models that acquire world knowledge f…
HiDe learns hierarchical control for complex tasks by separating planning and control.
Adaptive portfolio outperforms static alternatives by 120% over 5 years.
Most common navigation tasks in human environments require auxiliary arm interactions, e.g. opening doors, pressing buttons and pushing obstacles away. This type of navigation tasks, which we call Interactive Navigation, requires the use of mobile manipulators: mobile bases with manipulation capabilities. Interactive N…
The security of Deep Reinforcement Learning (Deep RL) algorithms deployed in real life applications are of a primary concern. In particular, the robustness of RL agents in cyber-physical systems against adversarial attacks are especially vital since the cost of a malevolent intrusions can be extremely high. Studies hav…
The composition of elementary behaviors to solve challenging transfer learning problems is one of the key elements in building intelligent machines. To date, there has been plenty of work on learning task-specific policies or skills but almost no focus on composing necessary, task-agnostic skills to find a solution to …