CTS2: Time Series Smoothing with Constrained Reinforcement Learning.
Yongshuai LiuXin LiuPublished in: ACML (2021)
Keyphrases
- reinforcement learning
- function approximation
- state space
- smoothing algorithm
- temporal abstractions
- multivariate time series
- machine learning
- temporal difference
- non stationary
- preprocessing step
- financial time series
- robotic control
- dynamic programming
- learning process
- multi agent
- multiscale
- markov decision process
- evaluation function
- multi agent reinforcement learning
- chronic hepatitis
- image filtering
- dynamic time warping
- stock market
- markov decision processes
- transfer learning
- optimal policy
- mobile robot
- learning algorithm