Open Source Reinforcement Learning Algorithms

On over 800 pages, this revised and expanded 2nd edition demonstrates how ML can add value to algorithmic trading through a broad range of applications. Organized in four parts and 24 chapters, it covers the end-to-end workflow from data sourcing and model development to strategy backtesting and evaluation. Covers key aspects of data sourcing, financial feature engineering, and portfolio management. The design and evaluation of long-short strategies based on a broad range of ML algorithms, how to extract tradeable signals from financial text data like SEC filings, earnings call transcripts or financial news. Using deep learning models like CNN and RNN with financial and alternative data, and how to generate synthetic data with Generative Adversarial Networks, as well as training a trading agent using deep reinforcement learning.

Initially, this project started as the 4th edition of Python Machine Learning. However, after putting so much passion and hard work into the changes and new topics, we thought it deserved a new title. So, what’s new? There are many contents and additions, including the switch from TensorFlow to PyTorch, new chapters on graph neural networks and transformers, a new section on gradient boosting, and many more that I will detail in a separate blog post. For those who are interested in knowing what this book covers in general, I’d describe it as a comprehensive resource on the fundamental concepts of machine learning and deep learning. The first half of the book introduces readers to machine learning using scikit-learn, the defacto approach for working with tabular datasets. Then, the second half of this book focuses on deep learning, including applications to natural language processing and computer vision.

DeepMind Lab is a 3D learning environment based on id Software's Quake III Arena via ioquake3 and other open source software. DeepMind Lab provides a suite of challenging 3D navigation and puzzle-solving tasks for learning agents. Its primary purpose is to act as a testbed for research in artificial intelligence, especially deep reinforcement learning. If you use DeepMind Lab in your research and would like to cite the DeepMind Lab environment, we suggest you cite the DeepMind Lab paper. To enable compiler optimizations, pass the flag --compilation_mode=opt, or -c opt for short, to each bazel build, bazel test and bazel run command. The flag is omitted from the examples here for brevity, but it should be used for real training and evaluation where performance matters. DeepMind Lab ships with an example random agent in python/random_agent.py which can be used as a starting point for implementing a learning agent.

Dopamine is a research framework for fast prototyping of reinforcement learning algorithms. It aims to fill the need for a small, easily grokked codebase in which users can freely experiment with wild ideas (speculative research). This first version focuses on supporting the state-of-the-art, single-GPU Rainbow agent (Hessel et al., 2018) applied to Atari 2600 game-playing (Bellemare et al., 2013). Specifically, our Rainbow agent implements the three components identified as most important by Hessel et al., n-step Bellman updates, prioritized experience replay, and distributional reinforcement learning. For completeness, we also provide an implementation of DQN (Mnih et al., 2015). For additional details, please see our documentation. We provide a set of Colaboratory notebooks which demonstrate how to use Dopamine. We provide a website which displays the learning curves for all the provided agents, on all the games.

Lecture notes, tutorial tasks including solutions as well as online videos for the reinforcement learning course hosted by Paderborn University. The source code for the entire course material is open and everyone is cordially invited to use it for self-learning (students) or to set up their own course (lecturers).

The ultimate Reinforcement Learning Simulator!!!

This is a third year computer science project. A software system for simulating and animating Reinforcement Learning (RL) algorithms mainly for modular robots.

Welcome to Spinning Up in Deep RL! This is an educational resource produced by OpenAI that makes it easier to learn about deep reinforcement learning (deep RL). For the unfamiliar, reinforcement learning (RL) is a machine learning approach for teaching agents how to solve tasks by trial and error. Deep RL refers to the combination of RL with deep learning. At OpenAI, we believe that deep learning generally, and deep reinforcement learning specifically, will play central roles in the development of powerful AI technology. To ensure that AI is safe, we have to come up with safety strategies and algorithms that are compatible with this paradigm. As a result, we encourage everyone who asks this question to study these fields. However, while there are many resources to help people quickly ramp up on deep learning, deep reinforcement learning is more challenging to break into.