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.
This paper introduces a new scalable multi-objective deep reinforcement learning (MODRL) framework based on deep Q-networks. We develop a high-performance MODRL framework that supports both single-policy and multi-policy strategies, as well as both linear and non-linear approaches to action selection. The experimental …
Reinforcement learning is widely used for dialogue policy optimization where the reward function often consists of more than one component, e.g., the dialogue success and the dialogue length. In this work, we propose a structured method for finding a good balance between these components by searching for the optimal re…
Many real-world decision problems are characterized by multiple conflicting objectives which must be balanced based on their relative importance. In the dynamic weights setting the relative importance changes over time and specialized algorithms that deal with such change, such as a tabular Reinforcement Learning (RL) …
Many reinforcement-learning researchers treat the reward function as a part of the environment, meaning that the agent can only know the reward of a state if it encounters that state in a trial run. However, we argue that this is an unnecessary limitation and instead, the reward function should be provided to the learn…
It is notoriously difficult to control the behavior of reinforcement learning agents. Agents often learn to exploit the environment or reward signal and need to be retrained multiple times. The multi-objective reinforcement learning (MORL) framework separates a reward function into several objectives. An ideal MORL age…
We present a framework, which we call Molecule Deep Q-Networks (MolDQN), for molecule optimization by combining domain knowledge of chemistry and state-of-the-art reinforcement learning techniques (double Q-learning and randomized value functions). We directly define modifications on molecules, thereby ensuring 100…
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…
Multi-objective Neural Architecture Search (NAS) aims to discover novel architectures in the presence of multiple conflicting objectives. Despite recent progress, the problem of approximating the full Pareto front accurately and efficiently remains challenging. In this work, we explore the novel reinforcement learning …
Recent studies on neural architecture search have shown that automatically designed neural networks perform as good as expert-crafted architectures. While most existing works aim at finding architectures that optimize the prediction accuracy, these architectures may have complexity and is therefore not suitable being d…
The most data-efficient algorithms for reinforcement learning in robotics are model-based policy search algorithms, which alternate between learning a dynamical model of the robot and optimizing a policy to maximize the expected return given the model and its uncertainties. However, the current algorithms lack an effec…
Fairness is essential for human society, contributing to stability and productivity. Similarly, fairness is also the key for many multi-agent systems. Taking fairness into multi-agent learning could help multi-agent systems become both efficient and stable. However, learning efficiency and fairness simultaneously is a …
A common approach for defining a reward function for Multi-objective Reinforcement Learning (MORL) problems is the weighted sum of the multiple objectives. The weights are then treated as design parameters dependent on the expertise (and preference) of the person performing the learning, with the typical result that a …
In statistical modelling the biggest threat is concept drift which makes the model gradually showing deteriorating performance over time. There are state of the art methodologies to detect the impact of concept drift, however general strategy considered to overcome the issue in performance is to rebuild or re-calibrate…