Linear recurrent networks explain reinforcement learning performance in partially observable settings.
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
Currently, many applications in Machine Learning are based on define new models to extract more information about data, In this case Deep Reinforcement Learning with the most common application in video games like Atari, Mario, and others causes an impact in how to computers can learning by himself with only informatio…
Bayesian meta-reinforcement learning improves over point estimates with Laplace approximation.
We propose reinforcement learning on simple networks consisting of random connections of spiking neurons (both recurrent and feed-forward) that can learn complex tasks with very little trainable parameters. Such sparse and randomly interconnected recurrent spiking networks exhibit highly non-linear dynamics that transf…
HRM-Agent learns to navigate dynamic mazes using reinforcement learning.
This paper uses feature preprocessing and RRL to automate profitable financial trading.
Central Pattern Generators (CPGs) are biological neural circuits capable of producing coordinated rhythmic outputs in the absence of rhythmic input. As a result, they are responsible for most rhythmic motion in living organisms. This rhythmic control is broadly applicable to fields such as locomotive robotics and medic…
Deep Recurrent Q-Network improves autonomous driving in urban areas with pedestrians.
Reinforcement learning crypto agent achieves high returns on Bitcoin derivatives.
This research tackles balancing exploration and exploitation in deep RL for partially observable systems.
Recurrent networks learn beliefs from history in partially observable environments.
With the breakthrough of computational power and deep neural networks, many areas that we haven't explore with various techniques that was researched rigorously in past is feasible. In this paper, we will walk through possible concepts to achieve robo-like trading or advising. In order to accomplish similar level of pe…
In recent years, a specific machine learning method called deep learning has gained huge attraction, as it has obtained astonishing results in broad applications such as pattern recognition, speech recognition, computer vision, and natural language processing. Recent research has also been shown that deep learning tech…
Dynamic treatment recommendation systems based on large-scale electronic health records (EHRs) become a key to successfully improve practical clinical outcomes. Prior relevant studies recommend treatments either use supervised learning (e.g. matching the indicator signal which denotes doctor prescriptions), or reinforc…
Variable speed limits (VSL) control is a flexible way to improve traffic condition,increase safety and reduce emission. There is an emerging trend of using reinforcement learning technique for VSL control and recent studies have shown promising results. Currently, deep learning is enabling reinforcement learning to dev…
This paper presents a framework to tackle combinatorial optimization problems using neural networks and reinforcement learning. We focus on the traveling salesman problem (TSP) and train a recurrent network that, given a set of city coordinates, predicts a distribution over different city permutations. Using negative t…
Recurrent neural networks (RNNs) are a vital modeling technique that rely on internal states learned indirectly by optimization of a supervised, unsupervised, or reinforcement training loss. RNNs are used to model dynamic processes that are characterized by underlying latent states whose form is often unknown, precludi…
Coagent policy gradient algorithms (CPGAs) are reinforcement learning algorithms for training a class of stochastic neural networks called coagent networks. In this work, we prove that CPGAs converge to locally optimal policies. Additionally, we extend prior theory to encompass asynchronous and recurrent coagent networ…
Graph Neural Networks (GNNs) have been popularly used for analyzing non-Euclidean data such as social network data and biological data. Despite their success, the design of graph neural networks requires a lot of manual work and domain knowledge. In this paper, we propose a Graph Neural Architecture Search method (Grap…
Deep reinforcement learning has shown its success in game playing. However, 2.5D fighting games would be a challenging task to handle due to ambiguity in visual appearances like height or depth of the characters. Moreover, actions in such games typically involve particular sequential action orders, which also makes the…
Recurrent neural networks (RNNs) for reinforcement learning (RL) have shown distinct advantages, e.g., solving memory-dependent tasks and meta-learning. However, little effort has been spent on improving RNN architectures and on understanding the underlying neural mechanisms for performance gain. In this paper, we prop…
Prototype for adaptive electron microscopy scans reduces dose and time.
In recent years deep reinforcement learning (RL) systems have attained superhuman performance in a number of challenging task domains. However, a major limitation of such applications is their demand for massive amounts of training data. A critical present objective is thus to develop deep RL methods that can adapt rap…
Due to its perceptual limitations, an agent may have too little information about the state of the environment to act optimally. In such cases, it is important to keep track of the observation history to uncover hidden state. Recent deep reinforcement learning methods use recurrent neural networks (RNN) to memorize pas…
AlphaZeroBeta uses deep reinforcement learning for market-neutral portfolios, outperforming traditional methods.
In this letter, we address the problem of controlling energy storage systems (ESSs) for arbitrage in real-time electricity markets under price uncertainty. We first formulate this problem as a Markov decision process, and then develop a deep reinforcement learning based algorithm to learn a stochastic control policy th…
Discovering and exploiting the causal structure in the environment is a crucial challenge for intelligent agents. Here we explore whether causal reasoning can emerge via meta-reinforcement learning. We train a recurrent network with model-free reinforcement learning to solve a range of problems that each contain causal…
Reinforcement Learning (RL) has demonstrated state-of-the-art results in a number of autonomous system applications, however many of the underlying algorithms rely on black-box predictions. This results in poor explainability of the behaviour of these systems, raising concerns as to their use in safety-critical applica…
A generative recurrent neural network is quickly trained in an unsupervised manner to model popular reinforcement learning environments through compressed spatio-temporal representations. The world model's extracted features are fed into compact and simple policies trained by evolution, achieving state of the art resul…
Much combinatorial optimisation problems constitute a non-polynomial (NP) hard optimisation problem, i.e., they can not be solved in polynomial time. One such problem is finding the shortest route between two nodes on a graph. Meta-heuristic algorithms such as along with mixed-integer programming (MIP) methods …
Model compresses event-like contexts using gated surprise signals.
Solves POMDPs with recurrent neural networks and natural policy gradient.
This paper uses RL and RNN to optimize trading with latent market information.
How can we build agents that keep learning from experience, quickly and efficiently, after their initial training? Here we take inspiration from the main mechanism of learning in biological brains: synaptic plasticity, carefully tuned by evolution to produce efficient lifelong learning. We show that plasticity, just li…
The ability to use a 2D map to navigate a complex 3D environment is quite remarkable, and even difficult for many humans. Localization and navigation is also an important problem in domains such as robotics, and has recently become a focus of the deep reinforcement learning community. In this paper we teach a reinforce…
Convolutional and Recurrent, deep neural networks have been successful in machine learning systems for computer vision, reinforcement learning, and other allied fields. However, the robustness of such neural networks is seldom apprised, especially after high classification accuracy has been attained. In this paper, we …
Many real-world sequential decision making problems are partially observable by nature, and the environment model is typically unknown. Consequently, there is great need for reinforcement learning methods that can tackle such problems given only a stream of incomplete and noisy observations. In this paper, we propose d…
Uses news sentiment scores for direct reinforcement trading in financial markets.
CREDIT learns to master pair trading with risk-aware RL, outperforming existing methods.
An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent. In this paper, we propose an Markov Decision Process (MDP) model suitable for the…
The recently proposed Unbiased Online Recurrent Optimization algorithm (UORO, arXiv:1702.05043) uses an unbiased approximation of RTRL to achieve fully online gradient-based learning in RNNs. In this work we analyze the variance of the gradient estimate computed by UORO, and propose several possible changes to the meth…
We study reinforcement learning of chatbots with recurrent neural network architectures when the rewards are noisy and expensive to obtain. For instance, a chatbot used in automated customer service support can be scored by quality assurance agents, but this process can be expensive, time consuming and noisy. Previous …
Automated trading system with preprocessing and reinforcement learning.
Representing a dialog policy as a recurrent neural network (RNN) is attractive because it handles partial observability, infers a latent representation of state, and can be optimized with supervised learning (SL) or reinforcement learning (RL). For RL, a policy gradient approach is natural, but is sample inefficient. I…
Replicates and improves a deep learning framework for financial portfolio management.
Despite recent successes in Reinforcement Learning, value-based methods often suffer from high variance hindering performance. In this paper, we illustrate this in a continuous control setting where state of the art methods perform poorly whenever sensor noise is introduced. To overcome this issue, we introduce Recurre…
Recurrent neural networks (RNNs) are an effective representation of control policies for a wide range of reinforcement and imitation learning problems. RNN policies, however, are particularly difficult to explain, understand, and analyze due to their use of continuous-valued memory vectors and observation features. In …
Reinforcement learning is considered to be a strong AI paradigm which can be used to teach machines through interaction with the environment and learning from their mistakes. Despite its perceived utility, it has not yet been successfully applied in automotive applications. Motivated by the successful demonstrations of…