In recent years, the popularity of artificial intelligence has surged due to its widespread application in various fields. The financial sector has harnessed its advantages for multiple purposes, including the development of automated trading systems designed to interact autonomously with markets to pursue different aims. In this work, we focus on the possibility of recognizing and leveraging intraday price patterns in the Foreign Exchange market, known for its extensive liquidity and flexibility. Our approach involves the implementation of a Reinforcement Learning algorithm called Fitted Natural Actor-Critic. This algorithm allows the training of an agent capable of effectively trading by means of continuous actions, which enable the possibility of executing orders with variable trading sizes. This feature is instrumental to realistically model transaction costs, as they typically depend on the order size. Furthermore, it facilitates the integration of risk-averse approaches to induce the agent to adopt more conservative behavior. The proposed approaches have been empirically validated on EUR-USD historical data.

A hallmark of intelligent agents is the ability to learn reusable skills purely from unsupervised interaction with the environment. However, existing unsupervised skill discovery methods often learn entangled skills where one skill variable simultaneously influences many entities in the environment, making downstream skill chaining extremely challenging. We propose Disentangled Unsupervised Skill Discovery (DUSDi), a method for learning disentangled skills that can be efficiently reused to solve downstream tasks. DUSDi decomposes skills into disentangled components, where each skill component only affects one factor of the state space. Importantly, these skill components can be concurrently composed to generate low-level actions, and efficiently chained to tackle downstream tasks through hierarchical Reinforcement Learning. DUSDi defines a novel mutual-information-based objective to enforce disentanglement between the influences of different skill components, and utilizes value factorization to optimize this objective efficiently. Evaluated in a set of challenging environments, DUSDi successfully learns disentangled skills, and significantly outperforms previous skill discovery methods when it comes to applying the learned skills to solve downstream tasks. Code and skills visualization at jiahenghu.github.io/DUSDi-site/.

Effective long-term strategies enable AI systems to navigate complex environments by making sequential decisions over extended horizons. Similarly, reinforcement learning (RL) agents optimize decisions across sequences to maximize rewards, even without immediate feedback. To verify that Latent Diffusion-Constrained Q-learning (LDCQ), a prominent diffusion-based offline RL method, demonstrates strong reasoning abilities in multi-step decision-making, we aimed to evaluate its performance on the Abstraction and Reasoning Corpus (ARC). However, applying offline RL methodologies to enhance strategic reasoning in AI for solving tasks in ARC is challenging due to the lack of sufficient experience data in the ARC training set. To address this limitation, we introduce an augmented offline RL dataset for ARC, called Synthesized Offline Learning Data for Abstraction and Reasoning (SOLAR), along with the SOLAR-Generator, which generates diverse trajectory data based on predefined rules. SOLAR enables the application of offline RL methods by offering sufficient experience data. We synthesized SOLAR for a simple task and used it to train an agent with the LDCQ method. Our experiments demonstrate the effectiveness of the offline RL approach on a simple ARC task, showing the agent's ability to make multi-step sequential decisions and correctly identify answer states. These results highlight the potential of the offline RL approach to enhance AI's strategic reasoning capabilities.

In reinforcement learning, agents often learn policies for specific tasks without the ability to generalize this knowledge to related tasks. This paper introduces an algorithm that attempts to address this limitation by decomposing neural networks encoding policies for Markov Decision Processes into reusable sub-policies, which are used to synthesize temporally extended actions, or options. We consider neural networks with piecewise linear activation functions, so that they can be mapped to an equivalent tree that is similar to oblique decision trees. Since each node in such a tree serves as a function of the input of the tree, each sub-tree is a sub-policy of the main policy. We turn each of these sub-policies into options by wrapping it with while-loops of varied number of iterations. Given the large number of options, we propose a selection mechanism based on minimizing the Levin loss for a uniform policy on these options. Empirical results in two grid-world domains where exploration can be difficult confirm that our method can identify useful options, thereby accelerating the learning process on similar but different tasks.

We propose a novel offline reinforcement learning (offline RL) approach, introducing the Diffusion-model-guided Implicit Q-learning with Adaptive Revaluation (DIAR) framework. We address two key challenges in offline RL: out-of-distribution samples and long-horizon problems. We leverage diffusion models to learn state-action sequence distributions and incorporate value functions for more balanced and adaptive decision-making. DIAR introduces an Adaptive Revaluation mechanism that dynamically adjusts decision lengths by comparing current and future state values, enabling flexible long-term decision-making. Furthermore, we address Q-value overestimation by combining Q-network learning with a value function guided by a diffusion model. The diffusion model generates diverse latent trajectories, enhancing policy robustness and generalization. As demonstrated in tasks like Maze2D, AntMaze, and Kitchen, DIAR consistently outperforms state-of-the-art algorithms in long-horizon, sparse-reward environments.

Among the many variants of RL, an important class of problems is where the state and action spaces are continuous -- autonomous robots, autonomous vehicles, optimal control are all examples of such problems that can lend themselves naturally to reinforcement based algorithms, and have continuous state and action spaces. In this paper, we introduce a prioritized form of a combination of state-of-the-art approaches such as Deep Q-learning (DQN) and Deep Deterministic Policy Gradient (DDPG) to outperform the earlier results for continuous state and action space problems. Our experiments also involve the use of parameter noise during training resulting in more robust deep RL models outperforming the earlier results significantly. We believe these results are a valuable addition for continuous state and action space problems.

Robot manipulation usually involves multiple different manipulation primitives, such as Push and Pivot, leading to hybrid and long-horizon characteristics. This poses significant challenges to most planning and control approaches. Instead of treating long-horizon manipulation as a whole, it can be decomposed into several simple manipulation primitives and then sequenced using PDDL planners [1, 2, 3] or Large Language Models [4, 5]. Although such manipulation primitives usually have lowto-medium-dimensional state and action spaces, the breaking and establishment of contact make it tough for most motion planning techniques. Gradient-based techniques suffer from vanishing gradients when contact breaks, while sampling-based techniques struggle with the combinatorial complexity of multiple contact modes, i.e., sticking and sliding. This leads to time-consuming online replanning in the real world for contact-rich manipulation, limiting the real-time reactiveness of robots in coping with uncertainties and disturbances. Learning manipulation primitives that can quickly react to the surroundings, therefore, makes a lot of sense. Since the learned manipulation primitives will be sequenced by symbolic planners, which have no information about the geometric/motion level, the learned manipulation primitive should be robust to diverse instances with varied physical parameters, such as shape, mass, and friction coefficient. For example, once the push primitive is scheduled by the high-level symbolic planner, it should be able to Figure 2: Illustration of DA, DR and DC.

Process Reward Modeling (PRM) is critical for complex reasoning and decision-making tasks where the accuracy of intermediate steps significantly influences the overall outcome. Existing PRM approaches, primarily framed as classification problems, employ cross-entropy loss to independently evaluate each step's correctness. This method can lead to suboptimal reward distribution and does not adequately address the interdependencies among steps. To address these limitations, we introduce the Process Q-value Model (PQM), a novel framework that redefines PRM in the context of a Markov Decision Process. PQM optimizes Q-value rankings based on a novel comparative loss function, enhancing the model's ability to capture the intricate dynamics among sequential decisions. This approach provides a more granular and theoretically grounded methodology for process rewards. Our extensive empirical evaluations across various sampling policies, language model backbones, and multi-step reasoning benchmarks show that PQM outperforms classification-based PRMs. The effectiveness of the comparative loss function is highlighted in our comprehensive ablation studies, confirming PQM's practical efficacy and theoretical advantage.

Constrained synthesizability is an unaddressed challenge in generative molecular design. In particular, designing molecules satisfying multi-parameter optimization objectives, while simultaneously being synthesizable and enforcing the presence of specific commercial building blocks in the synthesis. This is practically important for molecule re-purposing, sustainability, and efficiency. In this work, we propose a novel reward function called TANimoto Group Overlap (TANGO), which uses chemistry principles to transform a sparse reward function into a dense and learnable reward function -- crucial for reinforcement learning. TANGO can augment general-purpose molecular generative models to directly optimize for constrained synthesizability while simultaneously optimizing for other properties relevant to drug discovery using reinforcement learning. Our framework is general and addresses starting-material, intermediate, and divergent synthesis constraints. Contrary to most existing works in the field, we show that incentivizing a general-purpose (without any inductive biases) model is a productive approach to navigating challenging optimization scenarios. We demonstrate this by showing that the trained models explicitly learn a desirable distribution. Our framework is the first generative approach to tackle constrained synthesizability.

We study a decentralized version of Moving Agents in Formation (MAiF), a variant of Multi-Agent Path Finding aiming to plan collision-free paths for multiple agents with the dual objectives of reaching their goals quickly while maintaining a desired formation. The agents must balance these objectives under conditions of partial observation and limited communication. The formation maintenance depends on the joint state of all agents, whose dimensionality increases exponentially with the number of agents, rendering the learning process intractable. Additionally, learning a single policy that can accommodate different linear preferences for these two objectives presents a significant challenge. In this paper, we propose Mean-Field Control with Envelop $Q$-learning (MFC-EQ), a scalable and adaptable learning framework for this bi-objective multi-agent problem. We approximate the dynamics of all agents using mean-field theory while learning a universal preference-agnostic policy through envelop $Q$-learning. Our empirical evaluation of MFC-EQ across numerous instances shows that it outperforms state-of-the-art centralized MAiF baselines. Furthermore, MFC-EQ effectively handles more complex scenarios where the desired formation changes dynamically -- a challenge that existing MAiF planners cannot address.