assume-framework / assume

ASSUME - Agent-based Simulation for Studying and Understanding Market Evolution
https://assume.readthedocs.io
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Add LSTM policy #270

Open kim-mskw opened 7 months ago

kim-mskw commented 7 months ago

To enhance the RL method currently implemented in ASSUME, we want to add diffrent policies and buffers.

This includes an LSTM policy for the actor and/or critic instead of the plain NN to have some time awareness.

Furthermore, a new buffer is implemented, which uses not random sampling but importance sampling instead.

nick-harder commented 2 months ago

As mentioned by @kim-mskw during the development meeting, the work on the LSTM policy provided good results and can be merged with the framework soon