One of the basic elements for increasing the stability of Q-function learning is the use of an experience replay buffer. Increasing the buffer makes it possible to collect more diverse examples of interaction with the environment. This allows our model to better study and reproduce the Q-function of the environment. This technique is widely used in various reinforcement learning algorithms, including algorithms of the Actor-Critic family. more...
The last two articles were devoted to the Soft Actor-Critic algorithm. As you remember, the algorithm is used to train stochastic models in a continuous action space. The main feature of this method is the introduction of an entropy component into the reward function, which allows us to adjust the balance between environmental exploration and model operation. At the same time, this approach imposes some restrictions on the trained models. Using entropy requires some idea of the probability of taking ...
The definition of a multi-currency Expert Advisor in this article is an Expert Advisor or trading robot that can trade (open orders, close orders and manage orders, for example: Trailing Stop Loss and Trailing Profit) for more than 1 symbol pair from only one symbol chart, where in this article Expert Advisor will trade for 30 pairs. In this article we will use signals from two indicators, in this case Bollinger Bands® On Keltner Channel. more...
We continue to study the Soft Actor-Critic algorithm. In the previous article, we implemented the algorithm but were unable to train a profitable model. Today we will consider possible solutions. A similar question has already been raised in the article "Model procrastination, reasons and solutions". I propose to expand our knowledge in this area and consider new approaches using our Soft Actor-Critic model as an example. more...
In this article, we will focus our attention on another algorithm - Soft Actor-Critic (SAC). It was first presented in the article "Soft Actor-Critic: Off-Policy Maximum Entropy Deep Reinforcement Learning with a Stochastic Actor" (January 2018). The method was presented almost simultaneously with TD3. It has some similarities, but there are also differences in the algorithms. The main goal of SAC is to maximize the expected reward given the maximum entropy of the policy, which allows finding ...
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