Learning to Run challenge solutions: Adapting reinforcement learning methods for neuromusculoskeletal environments

In the NIPS 2017 Learning to Run challenge, participants were tasked with building a controller for a musculoskeletal model to make it run as fast as possible through an obstacle course. Top participants were invited to describe their algorithms. In this work, we present eight solutions that used deep reinforcement learning approaches, based on algorithms such as Deep Deterministic Policy Gradient, Proximal Policy Optimization, and Trust Region Policy Optimization. Many solutions use similar relaxations and heuristics, such as reward shaping, frame skipping, discretization of the action space, symmetry, and policy blending. However, each of the eight teams implemented different modifications of the known algorithms.Comment: 27 pages, 17 figure

Practical Deep Reinforcement Learning Approach for Stock Trading

Stock trading strategy plays a crucial role in investment companies. However, it is challenging to obtain optimal strategy in the complex and dynamic stock market. We explore the potential of deep reinforcement learning to optimize stock trading strategy and thus maximize investment return. 30 stocks are selected as our trading stocks and their daily prices are used as the training and trading market environment. We train a deep reinforcement learning agent and obtain an adaptive trading strategy. The agent's performance is evaluated and compared with Dow Jones Industrial Average and the traditional min-variance portfolio allocation strategy. The proposed deep reinforcement learning approach is shown to outperform the two baselines in terms of both the Sharpe ratio and cumulative returns