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Hongyang Yang

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2 papers
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2

AAAI Conference 2023 Short Paper

Anti-drifting Feature Selection via Deep Reinforcement Learning (Student Abstract)

  • Aoran Wang
  • Hongyang Yang
  • Feng Mao
  • Zongzhang Zhang
  • Yang Yu
  • Xiaoyang Liu

Feature selection (FS) is a crucial procedure in machine learning pipelines for its significant benefits in removing data redundancy and mitigating model overfitting. Since concept drift is a widespread phenomenon in streaming data and could severely affect model performance, effective FS on concept drifting data streams is imminent. However, existing state-of-the-art FS algorithms fail to adjust their selection strategy adaptively when the effective feature subset changes, making them unsuitable for drifting streams. In this paper, we propose a dynamic FS method that selects effective features on concept drifting data streams via deep reinforcement learning. Specifically, we present two novel designs: (i) a skip-mode reinforcement learning environment that shrinks action space size for high-dimensional FS tasks; (ii) a curiosity mechanism that generates intrinsic rewards to address the long-horizon exploration problem. The experiment results show that our proposed method outperforms other FS methods and can dynamically adapt to concept drifts.

NeurIPS Conference 2022 Conference Paper

FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning

  • Xiao-Yang Liu
  • Ziyi Xia
  • Jingyang Rui
  • Jiechao Gao
  • Hongyang Yang
  • Ming Zhu
  • Christina Wang
  • Zhaoran Wang

Finance is a particularly challenging playground for deep reinforcement learning. However, establishing high-quality market environments and benchmarks for financial reinforcement learning is challenging due to three major factors, namely, low signal-to-noise ratio of financial data, survivorship bias of historical data, and backtesting overfitting. In this paper, we present an openly accessible FinRL-Meta library that has been actively maintained by the AI4Finance community. First, following a DataOps paradigm, we will provide hundreds of market environments through an automatic data curation pipeline that processes dynamic datasets from real-world markets into gym-style market environments. Second, we reproduce popular papers as stepping stones for users to design new trading strategies. We also deploy the library on cloud platforms so that users can visualize their own results and assess the relative performance via community-wise competitions. Third, FinRL-Meta provides tens of Jupyter/Python demos organized into a curriculum and a documentation website to serve the rapidly growing community. FinRL-Meta is available at: \url{https: //github. com/AI4Finance-Foundation/FinRL-Meta}