Displaying 1 to 12 from 12 results

deep-reinforcement-learning - Repo for the Deep Reinforcement Learning Nanodegree program

  •    Jupyter

This repository contains material related to Udacity's Deep Reinforcement Learning Nanodegree program. The tutorials lead you through implementing various algorithms in reinforcement learning. All of the code is in PyTorch (v0.4) and Python 3.

Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 - Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy

  •    Jupyter

This ensemble strategy is reimplemented in a Jupiter Notebook at FinRL. Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and dynamic stock market. In this paper, we propose a deep ensemble reinforcement learning scheme that automatically learns a stock trading strategy by maximizing investment return. We train a deep reinforcement learning agent and obtain an ensemble trading strategy using the three actor-critic based algorithms: Proximal Policy Optimization (PPO), Advantage Actor Critic (A2C), and Deep Deterministic Policy Gradient (DDPG). The ensemble strategy inherits and integrates the best features of the three algorithms, thereby robustly adjusting to different market conditions. In order to avoid the large memory consumption in training networks with continuous action space, we employ a load-on-demand approach for processing very large data. We test our algorithms on the 30 Dow Jones stocks which have adequate liquidity. The performance of the trading agent with different reinforcement learning algorithms is evaluated and compared with both the Dow Jones Industrial Average index and the traditional min-variance portfolio allocation strategy. The proposed deep ensemble scheme is shown to outperform the three individual algorithms and the two baselines in terms of the risk-adjusted return measured by the Sharpe ratio.

ElegantRL - Lightweight, efficient and stable implementations of deep reinforcement learning algorithms using PyTorch

  •    Python

ElegantRL is featured with lightweight, efficient and stable, for researchers and practitioners. Lightweight: The core codes <1,000 lines (check elegantrl/tutorial), using PyTorch (train), OpenAI Gym (env), NumPy, Matplotlib (plot).




DeepRL - Modularized Implementation of Deep RL Algorithms in PyTorch

  •    Python

If you have any question or want to report a bug, please open an issue instead of emailing me directly. Modularized implementation of popular deep RL algorithms in PyTorch. Easy switch between toy tasks and challenging games.

Deep_reinforcement_learning_Course - Implementations from the free course Deep Reinforcement Learning with Tensorflow

  •    Jupyter

Deep Reinforcement Learning Course is a free series of blog posts and videos πŸ†• about Deep Reinforcement Learning, where we'll learn the main algorithms, and how to implement them with Tensorflow. πŸ“œThe articles explain the concept from the big picture to the mathematical details behind it.


Hands-On-Reinforcement-Learning-With-Python - Master Reinforcement and Deep Reinforcement Learning using OpenAI Gym and TensorFlow

  •    Jupyter

Reinforcement Learning with Python will help you to master basic reinforcement learning algorithms to the advanced deep reinforcement learning algorithms. The book starts with an introduction to Reinforcement Learning followed by OpenAI and Tensorflow. You will then explore various RL algorithms and concepts such as the Markov Decision Processes, Monte-Carlo methods, and dynamic programming, including value and policy iteration. This example-rich guide will introduce you to deep learning, covering various deep learning algorithms. You will then explore deep reinforcement learning in depth, which is a combination of deep learning and reinforcement learning. You will master various deep reinforcement learning algorithms such as DQN, Double DQN. Dueling DQN, DRQN, A3C, DDPG, TRPO, and PPO. You will also learn about recent advancements in reinforcement learning such as imagination augmented agents, learn from human preference, DQfD, HER and many more.

DeepRL-Tutorials - Contains high quality implementations of Deep Reinforcement Learning algorithms written in PyTorch

  •    Jupyter

The intent of these IPython Notebooks are mostly to help me practice and understand the papers I read; thus, I will opt for readability over efficiency in some cases. First the implementation will be uploaded, followed by markup to explain each portion of code. I'll be assigning credit for any code which is borrowed in the Acknowledgements section of this README.

ros2learn - ROS 2 enabled Machine Learning algorithms

  •    Python

This repository contains a number of ROS and ROS 2 enabled Artificial Intelligence (AI) and Reinforcement Learning (RL) algorithms that run in selected environments. Please refer to Install.md to install from sources.

Deep-Reinforcement-Learning-With-Python - Master classic RL, deep RL, distributional RL, inverse RL, and more using OpenAI Gym and TensorFlow with extensive Math

  •    Jupyter

With significant enhancement in the quality and quantity of algorithms in recent years, this second edition of Hands-On Reinforcement Learning with Python has been completely revamped into an example-rich guide to learning state-of-the-art reinforcement learning (RL) and deep RL algorithms with TensorFlow and the OpenAI Gym toolkit. In addition to exploring RL basics and foundational concepts such as the Bellman equation, Markov decision processes, and dynamic programming, this second edition dives deep into the full spectrum of value-based, policy-based, and actor- critic RL methods with detailed math. It explores state-of-the-art algorithms such as DQN, TRPO, PPO and ACKTR, DDPG, TD3, and SAC in depth, demystifying the underlying math and demonstrating implementations through simple code examples.