Reinforcement Learning Based Dynamic Model Combination for Time Series Forecasting

no code implementations • AAAI Conference on Artificial Intelligence 2022 • Yuwei Fu, Di wu, Benoit Boulet

To deal with this challenge, we propose a reinforcement learning (RL) based model combination (RLMC) framework for determining model weights in an ensemble for time series forecasting tasks.

Decision Making Ensemble Learning +6

Benchmarking Sample Selection Strategies for Batch Reinforcement Learning

no code implementations • 29 Sep 2021 • Yuwei Fu, Di wu, Benoit Boulet

Through extensive experiments on the standard batch RL datasets, we find that non-uniform sampling is also effective in batch RL settings.

Benchmarking Imitation Learning +2