REGRESSION OUTPUT FROM RL AGENT

AI & Machine learning
1

Course Name: Deep Reinforcement Learning in Trading, Section No: 23, Unit No: 1, Unit type: Video

Hi Everyone, 
I would like to know if it is possible to take regression output from the RL agent instead of a buy, sell, hold classification. If yes, what needs to be tweaked. Would be grateful if someone can head me in the right direction. 

 

2

Hi Mahesh, 

                

                Deep reinforcement learning is more of a decision-making machine than a machine learning algorithm in the classical sense. Hence we have used it to classify buy, sell, hold.



So, to get something closer to regression,  you would have to increase the number of output nodes and fine-grain the levels to price intervals.



Thank you