深度强化学习评估与设计范式的原则性分析
Principled Analysis of Deep Reinforcement Learning Evaluation and Design Paradigms
Starting from the utilization of deep neural networks to approximate the state-action value function that led to winning one of the most challenging games, to algorithmic advancements that allowed solving problems without even explicitly stating the rules of the challenge at hand, reinforcement learning research has been the center of remarkable scientific progress for the past decade. In this paper, we focus on the key ingredients of this research progress and we analyze the canonical evaluation and design paradigms in reinforcement learning. We introduce the theoretical foundations of scaling laws in reinforcement learning and show that the asymptotic performance of reinforcement learning algorithms does not have a monotone relationship between performance rankings and data-regimes. We conduct large-scale experiments and our results demonstrate that a line of reinforcement learning research under the canonical design and evaluation paradigms resulted in incorrect conclusions. Our analysis and results provide a core analysis on scaling, capacity and complexity of deep reinforcement learning.
更进一步:量化金融体系
看懂新闻只是起点——沿量化金融路径,把它变成能交付的工程能力