{"id":1072563,"date":"2023-07-06T22:34:00","date_gmt":"2023-07-07T05:34:00","guid":{"rendered":"https:\/\/newed.any0.dpdns.org\/en-us\/research\/?post_type=msr-blog-post&#038;p=1072563"},"modified":"2024-09-25T03:41:23","modified_gmt":"2024-09-25T10:41:23","slug":"qlib-2","status":"publish","type":"msr-blog-post","link":"https:\/\/newed.any0.dpdns.org\/en-us\/research\/articles\/qlib-2\/","title":{"rendered":"Qlib\u5168\u65b0\u5347\u7ea7\uff1a\u5f3a\u5316\u5b66\u4e60\u80fd\u5426\u91cd\u5851\u91d1\u878d\u51b3\u7b56\u6a21\u5f0f\uff1f"},"content":{"rendered":"\n<p>\u7f16\u8005\u6309\uff1a2020\u5e74\uff0c\u5fae\u8f6f\u4e9a\u6d32\u7814\u7a76\u9662\u5f00\u6e90\u4e86\u91d1\u878d AI \u901a\u7528\u6280\u672f\u5e73\u53f0 Qlib\u3002Qlib \u4ee5\u91d1\u878d AI \u7814\u7a76\u8005\u548c\u91d1\u878d\u884c\u4e1a IT 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has-alpha-channel-opacity\"\/>\n\n\n\n<p>\u91d1\u878d\u4e1a\u52a1\u7684\u76ee\u6807\u590d\u6742\u6027\u548c\u987a\u5e8f\u51b3\u7b56\u6d41\u7a0b\u7684\u7279\u6b8a\u672c\u8d28\uff0c\u8ba9\u6784\u5efa\u6709\u6548\u7684\u91d1\u878d\u51b3\u7b56\u6a21\u578b\u6210\u4e3a\u4e00\u9879\u5341\u5206\u56f0\u96be\u7684\u4efb\u52a1\u3002\u4e00\u65b9\u9762\uff0c\u91d1\u878d\u5e02\u573a\u7684\u4ea4\u6613\u89c4\u5219\u53ca\u5176\u76f8\u4e92\u4f5c\u7528\u5341\u5206\u590d\u6742\uff0c\u7ed9\u91d1\u878d\u7b56\u7565\u7684\u6a21\u62df\u548c\u8bc4\u4f30\u5e26\u6765\u4e86\u5de8\u5927\u6311\u6218\u3002\u5e76\u4e14\uff0c\u7b56\u7565\u6a21\u578b\u4f18\u5316\u5f80\u5f80\u6d89\u53ca\u6536\u76ca\u6700\u5927\u5316\u548c\u98ce\u9669\u6700\u5c0f\u5316\uff0c\u662f\u4e00\u4e2a\u591a\u76ee\u6807\u4f18\u5316\u95ee\u9898\uff0c\u8fd9\u8fdb\u4e00\u6b65\u589e\u52a0\u4e86\u83b7\u5f97\u76d1\u7763\u4fe1\u53f7\u7684\u96be\u5ea6\u3002<\/p>\n\n\n\n<p>\u53e6\u4e00\u65b9\u9762\uff0c\u91d1\u878d\u5e02\u573a\u4e00\u7cfb\u5217\u51b3\u7b56\u4e4b\u95f4\u76f8\u4e92\u4f9d\u8d56\uff0c\u8fd9\u4e9b\u51b3\u7b56\u5171\u540c\u51b3\u5b9a\u4e86\u6700\u7ec8\u7684\u7b56\u7565\u8868\u73b0\uff0c\u8fd9\u4f7f\u5f97\u4e00\u7cfb\u5217\u673a\u5668\u5b66\u4e60\u7b97\u6cd5\u7684\u72ec\u7acb\u540c\u5206\u6b65\uff08Independent and Identically Distributed\uff0cIID\uff09\u5047\u8bbe\u65e0\u6548\uff0c\u5bfc\u81f4\u4f20\u7edf\u7684\u76d1\u7763\u5b66\u4e60\u3001\u534a\u76d1\u7763\u5b66\u4e60\u3001\u65e0\u76d1\u7763\u5b66\u4e60\u65b9\u6cd5\u5f88\u96be\u9002\u7528\u4e8e\u8fd9\u4e9b\u91d1\u878d\u573a\u666f\u7684\u51b3\u7b56\u3002<\/p>\n\n\n\n<p>\u800c\u57fa\u4e8e\u5f3a\u5316\u5b66\u4e60\uff08Reinforcement Learning, RL\uff09\u7684\u5b66\u4e60\u8303\u5f0f\u4e0d\u9700\u4f9d\u8d56\u6807\u6ce8\u6837\u672c\uff0c\u53ef\u901a\u8fc7\u667a\u80fd\u4f53\u4e0e\u73af\u5883\u7684\u4ea4\u4e92\u6765\u6536\u96c6\u76f8\u5e94\u7684\u6837\u672c\uff08\u5982\u72b6\u6001\u3001\u52a8\u4f5c\u3001\u5956\u52b1\uff09\u8fdb\u884c\u8bd5\u9519\u5b66\u4e60\uff0c\u4ece\u800c\u4e0d\u65ad\u6539\u5584\u81ea\u8eab\u7b56\u7565\u6765\u83b7\u53d6\u6700\u5927\u7684\u7d2f\u79ef\u5956\u52b1\u3002\u8fd9\u79cd\u901a\u8fc7\u4e0d\u65ad\u8bd5\u9519\u548c\u63a2\u7d22\u73af\u5883\u6765\u8fdb\u884c\u5b66\u4e60\uff0c\u4ee5\u5bfb\u627e\u66f4\u597d\u7b56\u7565\u7684\u5b66\u4e60\u8303\u5f0f\u66f4\u6709\u5229\u4e8e\u6ee1\u8db3\u4e0a\u8ff0\u91d1\u878d\u51b3\u7b56\u7684\u9700\u6c42\u3002<\/p>\n\n\n\n<p>\u201c\u5728\u5e94\u7528\u5f3a\u5316\u5b66\u4e60\u65f6\uff0c\u5e94\u7528\u73af\u5883\u9700\u8981\u5177\u6709\u4e00\u5b9a\u7684\u6c99\u76d2\u5c5e\u6027\u3002\u56e0\u4e3a\u5f3a\u5316\u5b66\u4e60\u662f\u901a\u8fc7\u53cd\u590d\u8bd5\u9519\u7684\u673a\u5236\u8fdb\u884c\u5b66\u4e60\u7684\uff0c\u5982\u679c\u7ed3\u679c\u6b63\u786e\u5b83\u5c31\u4f1a\u5f97\u5230\u5f3a\u5316\u3002\u5728\u73b0\u5b9e\u4e16\u754c\u4e2d\uff0c\u6e38\u620f\u548c\u91d1\u878d\u9886\u57df\u7684\u56de\u6d4b\u90fd\u662f\u5178\u578b\u7684\u6c99\u76d2\u573a\u666f\u3002\u6240\u4ee5\uff0c\u6211\u4eec\u5e0c\u671b\u80fd\u591f\u5229\u7528\u5f3a\u5316\u5b66\u4e60\u6765\u5e2e\u52a9\u89e3\u51b3\u91d1\u878d\u51b3\u7b56\u7684\u95ee\u9898\u3002\u201d\u5fae\u8f6f\u4e9a\u6d32\u7814\u7a76\u9662\u9ad8\u7ea7\u7814\u7a76\u5458\u4efb\u4f83\u8bf4\u3002<\/p>\n\n\n\n<p>\u57fa\u4e8e\u8fd9\u4e00\u8ba4\u77e5\uff0cQlib \u56e2\u961f\u7684\u7814\u7a76\u5458\u4eec\u9488\u5bf9\u4ea4\u6613\u51b3\u7b56\u548c\u6295\u8d44\u7ec4\u5408\u7ba1\u7406\u7b56\u7565\u5c55\u5f00\u4e86\u7814\u7a76\uff0c\u5e76\u5728\u5168\u65b0\u5347\u7ea7\u7684 Qlib \u4e2d\u589e\u52a0\u4e86\u57fa\u4e8e\u5f3a\u5316\u5b66\u4e60\u7684\u5355\u667a\u80fd\u4f53\u8ba2\u5355\u6267\u884c\u4f18\u5316\u548c\u591a\u667a\u80fd\u4f53\u6279\u91cf\u8ba2\u5355\u8054\u5408\u4f18\u5316\u7684\u793a\u4f8b\u7b97\u6cd5\u53ca\u5176\u76f8\u5e94\u7684\u5e73\u53f0\u652f\u6491\u529f\u80fd\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"352\" height=\"136\" src=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-1.png\" alt=\"Qlib logo\" class=\"wp-image-1072671\" srcset=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-1.png 352w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-1-300x116.png 300w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-1-240x93.png 240w\" sizes=\"auto, (max-width: 352px) 100vw, 352px\" \/><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"opd\u5148\u77e5\u7b56\u7565\u63d0\u53d6-\u66f4\u597d\u7684\u8ba2\u5355\u4f18\u5316\u7b56\u7565\">OPD\u5148\u77e5\u7b56\u7565\u63d0\u53d6\uff1a\u66f4\u597d\u7684\u8ba2\u5355\u4f18\u5316\u7b56\u7565<\/h2>\n\n\n\n<p>\u8ba2\u5355\u6267\u884c\u4f18\u5316\u662f\u7b97\u6cd5\u4ea4\u6613\u4e2d\u7684\u4e00\u4e2a\u57fa\u672c\u95ee\u9898\uff0c\u76ee\u7684\u662f\u901a\u8fc7\u4e00\u7cfb\u5217\u4ea4\u6613\u51b3\u7b56\u5b8c\u6210\u9884\u8bbe\u7684\u5143\u4ea4\u6613\u8ba2\u5355\uff08meta-order\uff09\uff0c\u5982\u5e73\u4ed3\u3001\u5efa\u4ed3\u53ca\u4ed3\u4f4d\u8c03\u6574\u3002\u4ece\u672c\u8d28\u4e0a\u8bb2\uff0c\u8ba2\u5355\u6267\u884c\u7684\u76ee\u6807\u662f\u53cc\u91cd\u7684\uff0c\u4e0d\u4ec5\u8981\u6c42\u5b8c\u6210\u6574\u4e2a\u8ba2\u5355\uff0c\u800c\u4e14\u8ffd\u6c42\u66f4\u7ecf\u6d4e\u7684\u6267\u884c\u7b56\u7565\uff0c\u5b9e\u73b0\u6536\u76ca\u6700\u5927\u5316\u6216\u8d44\u672c\u635f\u5931\u6700\u5c0f\u5316\u3002\u9488\u5bf9\u8ba2\u5355\u6267\u884c\u7684\u987a\u5e8f\u51b3\u7b56\u7279\u70b9\uff0c\u5f3a\u5316\u5b66\u4e60\u65b9\u6cd5\u53ef\u4ee5\u53d1\u6325\u4f18\u52bf\u6355\u6349\u5e02\u573a\u7684\u5fae\u89c2\u7ed3\u6784\uff0c\u4ece\u800c\u66f4\u597d\u5730\u6267\u884c\u8ba2\u5355\u3002<\/p>\n\n\n\n<p>\u4f46\u7b80\u5355\u3001\u76f4\u63a5\u5730\u4f7f\u7528\u5f3a\u5316\u5b66\u4e60\u4f1a\u9047\u5230\u4e00\u4e2a\u95ee\u9898\u2014\u2014\u539f\u59cb\u7684\u8ba2\u5355\u53ca\u5e02\u573a\u6570\u636e\u4e2d\u5b58\u5728\u5927\u91cf\u566a\u58f0\u548c\u4e0d\u5b8c\u7f8e\u7684\u4fe1\u606f\u3002\u566a\u58f0\u6570\u636e\u53ef\u80fd\u5bfc\u81f4\u5f3a\u5316\u5b66\u4e60\u7684\u6837\u672c\u6548\u7387\u4f4e\u4e0b\uff0c\u4f7f\u5b66\u4e60\u8ba2\u5355\u6267\u884c\u7b56\u7565\u7684\u6709\u6548\u6027\u964d\u4f4e\u3002\u66f4\u91cd\u8981\u7684\u662f\uff0c\u5728\u91c7\u53d6\u884c\u52a8\u65f6\uff0c\u53ef\u4ee5\u5229\u7528\u7684\u4fe1\u606f\u53ea\u6709\u5386\u53f2\u5e02\u573a\u4fe1\u606f\uff0c\u7f3a\u5c11\u660e\u663e\u7684\u7ebf\u7d22\u6765\u5bf9\u5e02\u573a\u4ef7\u683c\u6216\u4ea4\u6613\u6d3b\u52a8\u7684\u672a\u6765\u8d8b\u52bf\u505a\u51c6\u786e\u9884\u6d4b\u3002<\/p>\n\n\n\n<p>\u4e3a\u6b64\uff0cQlib 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Distillation\uff0c\u5148\u77e5\u7b56\u7565\u63d0\u53d6\uff09\uff0c\u6765\u5f25\u5408\u566a\u58f0\u548c\u4e0d\u5b8c\u7f8e\u5e02\u573a\u4fe1\u606f\u4e0e\u6700\u4f18\u8ba2\u5355\u6267\u884c\u7b56\u7565\u4e4b\u95f4\u7684\u5dee\u8ddd\u3002\u8be5\u65b9\u6cd5\u662f\u4e00\u79cd\u201c\u6559\u5e08-\u5b66\u751f\u201d\uff08teacher-student\uff09\u7684\u5b66\u4e60\u8303\u5f0f\uff0c\u201c\u6559\u5e08\u201d\u5728\u83b7\u5f97\u5b8c\u7f8e\u4fe1\u606f\u7684\u60c5\u51b5\u4e0b\uff0c\u4f1a\u5148\u88ab\u8bad\u7ec3\u6210\u4e00\u4e2a\u53ef\u4ee5\u627e\u51fa\u6700\u4f73\u4ea4\u6613\u7b56\u7565\u7684\u201c\u5148\u77e5\u201d\uff0c\u7136\u540e\u201c\u5b66\u751f\u201d\u901a\u8fc7\u6a21\u4eff\u201c\u6559\u5e08\u201d\u7684\u6700\u4f73\u884c\u4e3a\u6a21\u5f0f\u6765\u8fdb\u884c\u5b66\u4e60\u3002\u800c\u5f53\u6a21\u578b\u8bad\u7ec3\u9636\u6bb5\u7ed3\u675f\u8fdb\u5165\u5230\u5b9e\u9645\u4f7f\u7528\u9636\u6bb5\u65f6\uff0cOPD \u4f1a\u5728\u6ca1\u6709\u201c\u6559\u5e08\u201d\u6216\u672a\u6765\u4fe1\u606f\u7684\u60c5\u51b5\u4e0b\uff0c\u4f7f\u7528\u201c\u5b66\u751f\u201d\u7b56\u7565\u8fdb\u884c\u8ba2\u5355\u6267\u884c\u7684\u89c4\u5212\u3002\u800c\u4e14\uff0c\u4e0e\u4f20\u7edf\u5f3a\u5316\u5b66\u4e60\u65b9\u6cd5\u53ea\u4e3a\u5355\u4e00\u80a1\u7968\u8bad\u7ec3\u5355\u4e00\u6a21\u578b\u7684\u601d\u8def\u4e0d\u540c\uff0cQlib \u56e2\u961f\u63d0\u51fa\u7684\u8fd9\u4e00\u5f3a\u5316\u5b66\u4e60\u7b97\u6cd5\u53ef\u4ee5\u5229\u7528\u6240\u6709\u80a1\u7968\u7684\u6570\u636e\u505a\u8054\u5408\u8bad\u7ec3\uff0c\u4ece\u800c\u6781\u5927\u7f13\u89e3\u5b66\u4e60\u8fc7\u7a0b\u4e2d\u7684\u8fc7\u62df\u5408\u95ee\u9898\u3002<\/p>\n\n\n\n<p><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"683\" height=\"684\" src=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-2.png\" alt=\"\u56fe1\uff1aOPD \u5148\u77e5\u7b56\u7565\u63d0\u53d6\u793a\u610f\u56fe\" class=\"wp-image-1072674\" srcset=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-2.png 683w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-2-300x300.png 300w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-2-150x150.png 150w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-2-180x180.png 180w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-2-360x360.png 360w\" sizes=\"auto, (max-width: 683px) 100vw, 683px\" \/><figcaption class=\"wp-element-caption\">\u56fe1\uff1aOPD \u5148\u77e5\u7b56\u7565\u63d0\u53d6\u793a\u610f\u56fe<\/figcaption><\/figure>\n\n\n\n<p id=\"caption-attachment-45452\"><\/p>\n\n\n\n<p>\u5b9e\u9a8c\u7ed3\u679c\u663e\u793a\uff0c OPD \u7684\u6027\u80fd\u663e\u8457\u4f18\u4e8e\u5176\u5b83\u65b9\u6cd5\uff0c\u8bc1\u660e\u4e86 OPD \u7684\u6709\u6548\u6027\uff0c\u4e5f\u8bc1\u5b9e\u4e86\u4f20\u7edf\u57fa\u4e8e\u91d1\u878d\u5e02\u573a\u5047\u8bbe\u7684\u65b9\u6cd5\u5728\u771f\u5b9e\u573a\u666f\u4e2d\u5e76\u4e0d\u9002\u7528\u3002\u6b64\u5916\uff0c\u5176\u5b83\u57fa\u4e8e\u8bad\u7ec3\u7684\u6570\u636e\u9a71\u52a8\u7684\u65b9\u6cd5\u56e0\u4e3a\u672a\u80fd\u5f88\u597d\u5730\u6355\u6349\u5230\u5e02\u573a\u7684\u5fae\u89c2\u7ed3\u6784\uff0c\u6240\u4ee5\u4e5f\u65e0\u6cd5\u76f8\u5e94\u5730\u8c03\u6574\u7b56\u7565\uff0c\u5bfc\u81f4\u7b56\u7565\u6027\u80fd\u76f8\u8f83 OPD \u65b9\u6cd5\u8f83\u5f31\u3002<\/p>\n\n\n\n<p><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"785\" height=\"228\" src=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-3.png\" alt=\"\u88681\uff1aOPD \u65b9\u6cd5\u5b9e\u9a8c\u7ed3\u679c\uff08\u6570\u503c\u8d8a\u9ad8\u6027\u80fd\u8d8a\u597d\uff09\u3002\" class=\"wp-image-1072677\" srcset=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-3.png 785w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-3-300x87.png 300w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-3-768x223.png 768w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-3-240x70.png 240w\" sizes=\"auto, (max-width: 785px) 100vw, 785px\" \/><figcaption class=\"wp-element-caption\">\u88681\uff1aOPD \u65b9\u6cd5\u5b9e\u9a8c\u7ed3\u679c\uff08\u6570\u503c\u8d8a\u9ad8\u6027\u80fd\u8d8a\u597d\uff09\u3002<\/figcaption><\/figure>\n\n\n\n<p id=\"caption-attachment-45453\"><\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u591a\u667a\u80fd\u4f53\u534f\u4f5c\u65b9\u6848marl-\u663e\u8457\u63d0\u9ad8\u6279\u91cf\u8ba2\u5355\u7684\u6267\u884c\u6027\u80fd\">\u591a\u667a\u80fd\u4f53\u534f\u4f5c\u65b9\u6848MARL\uff1a\u663e\u8457\u63d0\u9ad8\u6279\u91cf\u8ba2\u5355\u7684\u6267\u884c\u6027\u80fd<\/h2>\n\n\n\n<p>\u5728\u91cf\u5316\u91d1\u878d\u4e2d\uff0c\u5bf9\u8d44\u4ea7\u7ba1\u7406\u7684\u4e00\u7c7b\u4e3b\u8981\u76ee\u6807\u662f\u901a\u8fc7\u5728\u5e02\u573a\u4e0a\u8fde\u7eed\u4ea4\u6613\u591a\u79cd\u8d44\u4ea7\u6765\u6700\u5927\u5316\u957f\u671f\u4ef7\u503c\u3002\u6240\u4ee5\uff0c\u9664\u4e86\u8ba2\u5355\u6267\u884c\u5916\uff0c\u6295\u8d44\u7ec4\u5408\u7ba1\u7406\u4e5f\u662f\u91cf\u5316\u91d1\u878d\u4e2d\u4e00\u4e2a\u57fa\u7840\u7684\u573a\u666f\uff0c\u5176\u76ee\u6807\u662f\u5728\u4e00\u5b9a\u7684\u65f6\u95f4\u8303\u56f4\u5185\uff0c\u5b8c\u6210\u6295\u8d44\u7ec4\u5408\u7ba1\u7406\u7b56\u7565\u6307\u5b9a\u7684\u5927\u91cf\u8ba2\u5355\uff0c\u4ece\u800c\u5b9e\u73b0\u672c\u8f6e\u7684\u6295\u8d44\u7ec4\u5408\u6301\u4ed3\u8c03\u6574\uff0c\u5e76\u5c3d\u53ef\u80fd\u964d\u4f4e\u6362\u4ed3\u7684\u6210\u672c\u751a\u81f3\u901a\u8fc7\u8ba2\u5355\u6267\u884c\u63d0\u9ad8\u6574\u4f53\u6536\u76ca\u3002<\/p>\n\n\n\n<p>\u5728\u591a\u8ba2\u5355\u6267\u884c\u7684\u8054\u5408\u4f18\u5316\u4e2d\u5b58\u5728\u4e09\u4e2a\u95ee\u9898\u3002\u9996\u5148\uff0c\u8ba2\u5355\u6570\u91cf\u53ca\u4ea4\u6613\u91d1\u989d\u6bcf\u5929\u90fd\u4f1a\u6839\u636e\u6295\u8d44\u7ec4\u5408\u7684\u5206\u914d\u800c\u53d8\u5316\uff0c\u8fd9\u8981\u6c42\u8ba2\u5355\u6267\u884c\u7b56\u7565\u5177\u6709\u53ef\u6269\u5c55\u6027\u548c\u7075\u6d3b\u6027\uff0c\u4ee5\u652f\u6301\u591a\u79cd\u4e0d\u540c\u7684\u8ba2\u5355\u60c5\u51b5\u3002\u5176\u6b21\uff0c\u73b0\u91d1\u4f59\u989d\u6709\u9650\uff0c\u6240\u6709\u7684\u4e70\u5165\u8d44\u4ea7\u64cd\u4f5c\u90fd\u4f1a\u6d88\u8017\u4ea4\u6613\u8005\u6709\u9650\u7684\u73b0\u91d1\u4f9b\u5e94\uff0c\u800c\u51fa\u73b0\u7684\u73b0\u91d1\u7f3a\u53e3\u53ea\u80fd\u901a\u8fc7\u5356\u51fa\u8d44\u4ea7\u64cd\u4f5c\u6765\u8fdb\u884c\u8865\u5145\u3002\u53e6\u5916\uff0c\u73b0\u91d1\u4e0d\u8db3\u53ef\u80fd\u4f1a\u4f7f\u5f97\u6295\u8d44\u8005\u9519\u8fc7\u66f4\u597d\u7684\u4ea4\u6613\u6267\u884c\u673a\u4f1a\uff0c\u6240\u4ee5\u6295\u8d44\u8005\u8981\u5728\u4e70\u5165\u53ca\u5356\u51fa\u4e4b\u95f4\u5b9e\u73b0\u5e73\u8861\uff0c\u907f\u514d\u4ea4\u6613\u51b3\u7b56\u56e0\u4e3a\u73b0\u91d1\u77ed\u7f3a\u5bfc\u81f4\u4ea4\u6613\u6267\u884c\u4e1a\u7ee9\u4e0d\u4f73\u3002<\/p>\n\n\n\n<p>\u5c3d\u7ba1\u5e02\u573a\u4e0a\u5b58\u5728\u8bb8\u591a\u7528\u4e8e\u8ba2\u5355\u6267\u884c\u7684\u5de5\u5177\uff0c\u4f46\u8fd9\u4e9b\u5de5\u5177\u5f88\u5c11\u80fd\u591f\u540c\u65f6\u89e3\u51b3\u4e0a\u8ff0\u4e09\u4e2a\u95ee\u9898\u3002\u4e3a\u4e86\u89e3\u51b3\u8fd9\u4e9b\u6311\u6218\uff0cQlib \u56e2\u961f\u63a8\u51fa\u4e86\u591a\u667a\u80fd\u4f53\u534f\u4f5c\u5f3a\u5316\u5b66\u4e60\uff08Multi-Agent Reinforcement Learning, MARL\uff09\u65b9\u6cd5\uff0c\u8ba9\u6bcf\u4e2a\u667a\u80fd\u4f53\u6267\u884c\u4e00\u4e2a\u5355\u72ec\u7684\u8ba2\u5355\uff0c\u518d\u4ee5\u5206\u89e3\u8054\u5408\u884c\u52a8\u7a7a\u95f4\uff08joint action space\uff09\u6269\u5c55\u5230\u591a\u4e2a\u4e0d\u540c\u7684\u8ba2\u5355\uff0c\u5e76\u4e14\u6240\u6709\u667a\u80fd\u4f53\u534f\u4f5c\u53ef\u4ee5\u5728\u8f83\u5c11\u7684\u51b3\u7b56\u51b2\u7a81\u60c5\u51b5\u4e0b\u5b9e\u73b0\u66f4\u9ad8\u7684\u603b\u5229\u6da6\u3002\u4e3a\u4e86\u52a0\u5f3a\u5404\u667a\u80fd\u4f53\u4e4b\u95f4\u7684\u534f\u4f5c\uff0c\u7814\u7a76\u5458\u4eec\u8fd8\u63d0\u51fa\u4e86\u4e00\u79cd\u65b0\u7684\u591a\u8f6e\u610f\u56fe\u611f\u77e5\u901a\u4fe1\u673a\u5236\uff0c\u4ee5\u4e86\u89e3\u6bcf\u4e2a\u534f\u4f5c\u9636\u6bb5\u667a\u80fd\u4f53\u7684\u884c\u52a8\u610f\u56fe\uff0c\u8be5\u673a\u5236\u4f7f\u7528\u4e86\u65b0\u7684\u884c\u52a8\u4ef7\u503c\u5f52\u56e0\uff08value attribution\uff09\u65b9\u6cd5\uff0c\u53ef\u4ee5\u76f4\u63a5\u4f18\u5316\u548c\u7ec6\u5316\u6bcf\u4e00\u8f6e\u667a\u80fd\u4f53\u7684\u9884\u671f\u884c\u52a8\u3002<\/p>\n\n\n\n<p><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"777\" height=\"753\" src=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-4.png\" alt=\"\u56fe2\uff1a\u591a\u667a\u80fd\u4f53\u5f3a\u5316\u5b66\u4e60\u7b97\u6cd5\u4e2d\u591a\u8f6e\u610f\u56fe\u611f\u77e5\u673a\u5236\u793a\u610f\u56fe\" class=\"wp-image-1072680\" srcset=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-4.png 777w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-4-300x291.png 300w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-4-768x744.png 768w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-4-186x180.png 186w\" sizes=\"auto, (max-width: 777px) 100vw, 777px\" \/><figcaption class=\"wp-element-caption\">\u56fe2\uff1a\u591a\u667a\u80fd\u4f53\u5f3a\u5316\u5b66\u4e60\u7b97\u6cd5\u4e2d\u591a\u8f6e\u610f\u56fe\u611f\u77e5\u673a\u5236\u793a\u610f\u56fe<\/figcaption><\/figure>\n\n\n\n<p id=\"caption-attachment-45454\"><\/p>\n\n\n\n<p>\u5b9e\u9a8c\u8868\u660e\uff0c\u5728 A \u80a1\u53ca\u7f8e\u80a1\u6570\u636e\u4e0a\u51716\u4e2a\u4e0d\u540c\u6d4b\u8bd5\u65f6\u95f4\u7a97\u53e3\u91cc\uff0cMARL\uff08\u5373\u88682\u4e2d\u7684 IaC^C \u548c IaC^T\uff09\u76f8\u6bd4\u4e8e\u5355\u667a\u80fd\u4f53\u5f3a\u5316\u5b66\u4e60\u3001\u7b80\u5355\u7684\u591a\u667a\u80fd\u4f53\u5f3a\u5316\u5b66\u4e60\u53ca\u4f20\u7edf\u91d1\u878d\u6a21\u578b\u65b9\u6cd5\u90fd\u5728\u5404\u9879\u6307\u6807\u4e0a\u6709\u663e\u8457\u63d0\u5347\u3002\u6b64\u5916\uff0c\u610f\u56fe\u611f\u77e5\u901a\u4fe1\u673a\u5236\u5927\u5927\u964d\u4f4e\u4e86 TOC \u5ea6\u91cf\uff08\u7528\u4e8e\u8861\u91cf\u591a\u8ba2\u5355\u6267\u884c\u4e2d\u4e70\u3001\u5356\u64cd\u4f5c\u4e0d\u5747\u8861\u5e26\u6765\u7684\u73b0\u91d1\u77ed\u7f3a\u60c5\u51b5\uff09\uff0c\u8fd9\u8868\u660e\u91c7\u7528\u901a\u4fe1\u5171\u4eab\u610f\u56fe\u884c\u52a8\u7684\u65b9\u6cd5\u6bd4\u4ee5\u524d\u7684 MARL \u65b9\u6cd5\u63d0\u4f9b\u4e86\u66f4\u597d\u7684\u534f\u4f5c\u6027\u80fd\u3002\u5e76\u4e14\u7814\u7a76\u5458\u4eec\u63d0\u51fa\u7684 IaC \u65b9\u6cd5\u7684\u6548\u679c\uff0c\u8fdc\u8fdc\u8d85\u51fa\u4e86\u6b64\u524d\u4e00\u4e9b\u5229\u7528\u901a\u4fe1\u5171\u4eab\u667a\u80fd\u4f53\u610f\u56fe\u7684\u65b9\u6cd5\uff0c\u8fd9\u8868\u660e\u5728\u5355\u4e2a\u65f6\u95f4\u6bb5\u5185\u7ec6\u5316\u591a\u8f6e\u7684\u884c\u52a8\u610f\u56fe\u5bf9\u4e8e\u667a\u80fd\u4f53\u5728\u590d\u6742\u73af\u5883\u4e2d\u5b9e\u73b0\u826f\u597d\u534f\u4f5c\u6765\u8bf4\u81f3\u5173\u91cd\u8981\u3002<\/p>\n\n\n\n<p><\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"323\" src=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-5-1024x323.jpg\" alt=\"\u88682\uff1aMARL \u5728 A \u80a1\u53ca\u7f8e\u80a1\u6570\u636e\u4e0a6\u4e2a\u4e0d\u540c\u6d4b\u8bd5\u65f6\u95f4\u7a97\u53e3\u91cc\u4e94\u4e2a\u5173\u952e\u6027\u6307\u6807\u7684\u5b9e\u9a8c\u7ed3\u679c\u3002\u2191 (\u2193) \u610f\u5473\u7740\u503c\u8d8a\u9ad8\uff08\u8d8a\u4f4e\uff09\u8d8a\u597d\u3002\" class=\"wp-image-1072683\" srcset=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-5-1024x323.jpg 1024w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-5-300x95.jpg 300w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-5-768x242.jpg 768w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-5-1536x485.jpg 1536w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-5-240x76.jpg 240w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-5.jpg 1543w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><figcaption class=\"wp-element-caption\">\u88682\uff1aMARL \u5728 A \u80a1\u53ca\u7f8e\u80a1\u6570\u636e\u4e0a6\u4e2a\u4e0d\u540c\u6d4b\u8bd5\u65f6\u95f4\u7a97\u53e3\u91cc\u4e94\u4e2a\u5173\u952e\u6027\u6307\u6807\u7684\u5b9e\u9a8c\u7ed3\u679c\u3002\u2191 (\u2193) \u610f\u5473\u7740\u503c\u8d8a\u9ad8\uff08\u8d8a\u4f4e\uff09\u8d8a\u597d\u3002<\/figcaption><\/figure>\n\n\n\n<p id=\"caption-attachment-45455\"><\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u5f3a\u5316\u5b66\u4e60\u5728\u91d1\u878d\u9886\u57df\u7684\u7814\u7a76\u79bb\u4e0d\u5f00\u4e13\u7528\u6846\u67b6\u7684\u652f\u6491\">\u5f3a\u5316\u5b66\u4e60\u5728\u91d1\u878d\u9886\u57df\u7684\u7814\u7a76\u79bb\u4e0d\u5f00\u4e13\u7528\u6846\u67b6\u7684\u652f\u6491<\/h2>\n\n\n\n<p>\u7814\u7a76\u65b0\u7b97\u6cd5\u901a\u5e38\u9700\u8981\u5feb\u901f\u5730\u8fdb\u884c\u53cd\u590d\u8fed\u4ee3\uff0c\u800c\u8fed\u4ee3\u6548\u7387\u5219\u5728\u5f88\u5927\u7a0b\u5ea6\u4e0a\u53d6\u51b3\u4e8e\u7814\u7a76\u6846\u67b6\u7684\u5b8c\u5584\u7a0b\u5ea6\u3002\u4e3a\u4e86\u66f4\u597d\u5730\u63a8\u8fdb\u5f3a\u5316\u5b66\u4e60\u5728\u91d1\u878d\u9886\u57df\u7684\u524d\u6cbf\u7814\u7a76\uff0cQlib \u9488\u5bf9\u91d1\u878d\u9886\u57df\u7684\u7279\u6027\uff0c\u63d0\u4f9b\u4e86\u5168\u9762\u7684\u6846\u67b6\u652f\u6301\u3002<\/p>\n\n\n\n<p><\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"451\" src=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-6-1024x451.jpg\" alt=\"\u56fe3\uff1a\u5168\u65b0\u5347\u7ea7\u7684 Qlib \u6846\u67b6\u793a\u610f\u56fe\" class=\"wp-image-1072686\" srcset=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-6-1024x451.jpg 1024w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-6-300x132.jpg 300w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-6-768x338.jpg 768w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-6-240x106.jpg 240w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-6.jpg 1121w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><figcaption class=\"wp-element-caption\">\u56fe3\uff1a\u5168\u65b0\u5347\u7ea7\u7684 Qlib \u6846\u67b6\u793a\u610f\u56fe<\/figcaption><\/figure>\n\n\n\n<p id=\"caption-attachment-45456\"><\/p>\n\n\n\n<p>Qlib \u65b0\u53d1\u5e03\u7684\u91d1\u878d\u9886\u57df\u5f3a\u5316\u5b66\u4e60\u6846\u67b6\u63d0\u4f9b\u4e86\u4e09\u4e2a\u5173\u952e\u7279\u6027\uff0c\u4ee5\u89e3\u51b3\u5f3a\u5316\u5b66\u4e60\u5728\u91d1\u878d\u9886\u57df\u5e94\u7528\u7684\u5e38\u89c1\u95ee\u9898\u3002<\/p>\n\n\n\n<p>1. \u5728\u91d1\u878d\u9886\u57df\u4f7f\u7528\u5f3a\u5316\u5b66\u4e60\u65f6\uff0c\u7528\u6237\u5f80\u5f80\u9700\u8981\u5bf9\u63a5\u91d1\u878d\u5f3a\u5316\u5b66\u4e60\u73af\u5883\uff0c\u901a\u8fc7\u8bbe\u8ba1\u9a6c\u5c14\u53ef\u592b\u51b3\u7b56\u8fc7\u7a0b\uff08Markov Decision Process, MDP\uff09\uff0c\u96c6\u6210\u5f3a\u5316\u5b66\u4e60\u7b56\u7565\u7b97\u6cd5\u3002\u6574\u4e2a\u8fc7\u7a0b\u9700\u8981\u5927\u91cf\u7684\u5de5\u7a0b\u5de5\u4f5c\uff0c\u540c\u65f6\u4e5f\u9700\u8981\u5927\u91cf\u7684\u91d1\u878d\u4e13\u4e1a\u77e5\u8bc6\u548c\u5b9e\u6218\u7ecf\u9a8c\uff0c\u975e\u5e38\u8d39\u65f6\u8d39\u529b\uff0c\u5bfc\u81f4\u7814\u7a76\u4eba\u5458\u65e0\u6cd5\u4e13\u5fc3\u4e8e\u7814\u7a76\u95ee\u9898\u672c\u8eab\u3002Qlib \u76f4\u63a5\u63d0\u4f9b\u4e86\u6db5\u76d6\u4e0a\u8ff0\u95ee\u9898\u7684\u5b8c\u6574\u6280\u672f\u6808\uff0c\u514d\u53bb\u4e86\u7814\u7a76\u4eba\u5458\u5927\u91cf\u7e41\u7410\u7684\u91cd\u590d\u5de5\u4f5c\u3002<\/p>\n\n\n\n<p>2. \u5f3a\u5316\u5b66\u4e60\u662f\u901a\u8fc7\u4e0e\u73af\u5883\u4ea4\u4e92\u8bd5\u9519\u6765\u4f18\u5316\u7b56\u7565\u7684\u3002\u4f46\u6a21\u62df\u73af\u5883\u4e0e\u5b9e\u9645\u5e02\u573a\u73af\u5883\u4e4b\u95f4\u5f80\u5f80\u5b58\u5728\u8f83\u5927\u5dee\u5f02\uff0c\u8fd9\u79cd\u5dee\u5f02\u53ef\u80fd\u5bfc\u81f4\u6a21\u62df\u73af\u5883\u7684\u6700\u4f18\u89e3\u4e0e\u771f\u5b9e\u73af\u5883\u7684\u6700\u4f18\u89e3\u5b58\u5728\u5f88\u5927\u7684\u5dee\u8ddd\uff0c\u8fd9\u662f\u5f3a\u5316\u5b66\u4e60\u7814\u7a76\u843d\u5730\u7684\u96be\u70b9\u4e4b\u4e00\u3002\u8fd9\u79cd\u5dee\u8ddd\u4e00\u65b9\u9762\u6765\u81ea\u4e8e\u771f\u5b9e\u4ea4\u6613\u5305\u542b\u4e86\u5927\u91cf\u7e41\u7410\u7684\u89c4\u5219\uff0c\u800c\u4e00\u822c\u7528\u4e8e\u5b66\u672f\u7814\u7a76\u7684\u4ea4\u6613\u6846\u67b6\u5e38\u5e38\u4f1a\u5ffd\u7565\u8fd9\u4e9b\u89c4\u5219\uff1b\u53e6\u4e00\u65b9\u9762\uff0c\u771f\u5b9e\u4ea4\u6613\u4e2d\u901a\u5e38\u662f\u4e0d\u540c\u5c42\u6b21\u7684\u4ea4\u6613\u4e92\u76f8\u7ed3\u5408\u4f7f\u7528\uff08\u5982\u65e5\u9891\u4ea4\u6613\u548c\u9ad8\u9891\u4ea4\u6613\uff09\uff0c\u5ffd\u89c6\u8fd9\u90e8\u5206\u4ea4\u4e92\u5f71\u54cd\u4e5f\u4f1a\u5bf9\u6a21\u62df\u4ea7\u751f\u504f\u5dee\u3002Qlib \u5728\u8bbe\u8ba1\u65f6\u5c3d\u53ef\u80fd\u8003\u8651\u5230\u4e86\u5404\u79cd\u89c4\u5219\uff0c\u5e76\u5c06\u5d4c\u5957\u51b3\u7b56\u6846\u67b6\uff08nested decision making\uff09\u7528\u4e8e\u6a21\u62df\u771f\u5b9e\u4ea4\u6613\u65f6\u4e0d\u540c\u5c42\u6b21\u4ea4\u6613\u7b56\u7565\u7684\u4e92\u76f8\u5f71\u54cd\uff0c\u4ece\u800c\u6700\u5927\u9650\u5ea6\u5730\u51cf\u5c11\u6a21\u62df\u8bef\u5dee\u3002<\/p>\n\n\n\n<p>3. \u5f3a\u5316\u5b66\u4e60\u9700\u8981\u5927\u91cf\u8ba1\u7b97\u8d44\u6e90\uff0c\u6d89\u53ca\u4e0e\u73af\u5883\u7684\u4ea4\u4e92\u548c\u8bd5\u9519\uff0c\u53ef\u80fd\u9700\u8981\u591a\u6b21\u8fed\u4ee3\u624d\u80fd\u8fbe\u5230\u6700\u4f18\u7b56\u7565\u3002\u7279\u522b\u662f\u5728\u91d1\u878d\u5e02\u573a\u7684\u590d\u6742\u89c4\u5219\u4e0b\uff0c\u8fd9\u4e9b\u4ea4\u4e92\u53ef\u80fd\u975e\u5e38\u8017\u65f6\uff0c\u9700\u8981\u5927\u91cf\u5185\u5b58\u548c\u8ba1\u7b97\u3002\u4e3a\u4e86\u52a0\u901f\u5f3a\u5316\u5b66\u4e60\u7684\u7814\u7a76\u8fed\u4ee3\uff0c\u4f18\u5316\u8bad\u7ec3\u548c\u6d4b\u8bd5\u6d41\u7a0b\u81f3\u5173\u91cd\u8981\u3002Qlib \u63d0\u4f9b\u4e86\u4e0d\u540c\u4eff\u771f\u7a0b\u5ea6\u7684\u6a21\u62df\u5668\uff0c\u7528\u6237\u53ef\u4ee5\u5728\u8bad\u7ec3\u65f6\u5728\u4e0d\u540c\u7684\u9636\u6bb5\u4f7f\u7528\u4e0d\u540c\u4eff\u771f\u7a0b\u5ea6\u7684\u6a21\u62df\u5668\uff08\u4f8b\u5982\uff0c\u5728\u8bad\u7ec3\u65e9\u671f\u4f7f\u7528\u4f4e\u4eff\u771f\u5ea6\u4f46\u8fd0\u884c\u6548\u7387\u6781\u9ad8\u7684\u6a21\u62df\u5668\uff0c\u5728\u8bad\u7ec3\u540e\u671f\u4f7f\u7528\u9ad8\u4eff\u771f\u540c\u65f6\u8d44\u6e90\u5f00\u9500\u8f83\u5927\u7684\u6a21\u62df\u5668\uff09\uff0c\u4ece\u800c\u5b9e\u73b0\u5728\u83b7\u5f97\u9ad8\u4eff\u771f\u73af\u5883\u4e0b\u7684\u6700\u4f18\u7b56\u7565\u7684\u540c\u65f6\uff0c\u8282\u7ea6\u8ba1\u7b97\u8d44\u6e90\u5e76\u52a0\u5feb\u8bad\u7ec3\u901f\u5ea6\u3002\u5728\u6d4b\u8bd5\u73af\u8282\uff0c\u901a\u8fc7 Qlib \u53ef\u7075\u6d3b\u8c03\u5ea6\u5f3a\u5316\u5b66\u4e60\u667a\u80fd\u4f53\u7684\u8bad\u7ec3\u53ca\u6d4b\u8bd5\u73af\u5883\u7684\u8fd9\u4e00\u529f\u80fd\uff0c\u5b9e\u73b0\u63d0\u9ad8\u56de\u6d4b\u5e76\u884c\u5ea6\u4ee5\u52a0\u901f\u7b56\u7565\u7684\u8bc4\u4f30\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u5b9e\u65f6\u5e02\u573a\u52a8\u6001\u5efa\u6a21-\u66f4\u6709\u6548\u5730\u9884\u6d4b\u672a\u6765\u6570\u636e\u5206\u5e03\">\u5b9e\u65f6\u5e02\u573a\u52a8\u6001\u5efa\u6a21\uff1a\u66f4\u6709\u6548\u5730\u9884\u6d4b\u672a\u6765\u6570\u636e\u5206\u5e03<\/h2>\n\n\n\n<p>\u5728\u73b0\u5b9e\u4e16\u754c\u7684\u771f\u5b9e\u573a\u666f\u4e2d\uff0c\u4eba\u4eec\u5904\u7406\u7684\u6570\u636e\u5f80\u5f80\u662f\u968f\u65f6\u95f4\u987a\u5e8f\u6536\u96c6\u7684\u6d41\u5f0f\u6570\u636e\uff0c\u4f46\u673a\u5668\u5b66\u4e60\u7b97\u6cd5\u80fd\u591f\u88ab\u5e7f\u6cdb\u5e94\u7528\u4e8e\u73b0\u5b9e\u4e16\u754c\u4e00\u822c\u4f9d\u8d56\u6570\u636e\u72ec\u7acb\u540c\u5206\u5e03\u7684\u5047\u8bbe\u3002\u7136\u800c\uff0c\u91d1\u878d\u9886\u57df\u7684\u6570\u636e\u662f\u975e\u72ec\u7acb\u540c\u5206\u5e03\u7684\uff0c\u5b83\u7684\u89c4\u5f8b\u4f1a\u968f\u7740\u65f6\u95f4\u4ea7\u751f\u53d8\u5316\uff0c\u8fd9\u5c31\u5bfc\u81f4\u4f20\u7edf\u7684\u4f9d\u8d56\u72ec\u7acb\u540c\u5206\u5e03\u5047\u8bbe\u7684\u673a\u5668\u5b66\u4e60\u6a21\u578b\u96be\u4ee5\u5728\u4e0d\u540c\u65f6\u95f4\u4e0a\u540c\u65f6\u8fdb\u884c\u6709\u6548\u9884\u6d4b\u3002\u8fd9\u79cd\u6d41\u6570\u636e\u5206\u5e03\u4ee5\u4e0d\u6613\u9884\u6d4b\u7684\u65b9\u5f0f\u53d1\u751f\u53d8\u5316\u7684\u73b0\u8c61\u88ab\u79f0\u4e3a\u6982\u5ff5\u6f02\u79fb\u3002<\/p>\n\n\n\n<p>\u4e3a\u4e86\u5904\u7406\u6982\u5ff5\u6f02\u79fb\uff0c\u6b64\u524d\u7684\u65b9\u6cd5\u662f\u5148\u68c0\u6d4b\u6982\u5ff5\u6f02\u79fb\u53d1\u751f\u7684\u65f6\u95f4\uff0c\u518d\u8c03\u6574\u6a21\u578b\u4ee5\u9002\u5e94\u6700\u65b0\u6570\u636e\u7684\u5206\u5e03\uff0c\u4f46\u662f\u8fd9\u7c7b\u65b9\u6cd5\u65e0\u6cd5\u5e94\u5bf9\u6570\u636e\u5206\u5e03\u5728\u4e0b\u4e00\u4e2a\u65f6\u523b\u7ee7\u7eed\u53d1\u751f\u53d8\u5316\u7684\u95ee\u9898\u3002Qlib \u56e2\u961f\u7684\u7814\u7a76\u5458\u4eec\u53d1\u73b0\uff0c\u9664\u4e86\u4e00\u4e9b\u6781\u7aef\u96be\u4ee5\u9884\u6599\u7684\u5206\u5e03\u7a81\u53d8\uff0c\u6982\u5ff5\u6f02\u79fb\u5e38\u5e38\u4ee5\u6e10\u8fdb\u5730\u975e\u968f\u673a\u65b9\u5f0f\u6f14\u53d8\uff0c\u4e14\u8fd9\u79cd\u6e10\u8fdb\u7684\u6982\u5ff5\u6f02\u79fb\u5728\u67d0\u79cd\u7a0b\u5ea6\u4e0a\u662f\u53ef\u9884\u6d4b\u7684\uff0c\u5373\u6982\u5ff5\u6f02\u79fb\u672c\u8eab\u5c31\u5b58\u5728\u4e00\u5b9a\u7684\u8d8b\u52bf\u548c\u89c4\u5f8b\u3002\u800c\u5b9e\u9645\u4e0a\u8fd9\u79cd\u573a\u666f\u5728\u6d41\u6570\u636e\u4e2d\u5341\u5206\u5e38\u89c1\uff0c\u4f46\u5927\u591a\u6570\u73b0\u6709\u7814\u7a76\u90fd\u8f83\u5c11\u5173\u6ce8\u8fd9\u4e00\u65b9\u5411\u3002\u56e0\u6b64\uff0cQlib \u56e2\u961f\u901a\u8fc7\u9884\u6d4b\u672a\u6765\u7684\u6570\u636e\u5206\u5e03\u6765\u5173\u6ce8\u53ef\u9884\u6d4b\u7684\u6982\u5ff5\u6f02\u79fb\uff0c\u5e76\u63d0\u51fa\u4e86\u65b0\u7684\u65b9\u6cd5 DDG-DA\uff08Data Distribution Generation for Predictable Concept Drift Adaptation\uff09\uff0c\u6765\u6709\u6548\u5730\u9884\u6d4b\u6570\u636e\u5206\u5e03\u7684\u6f14\u53d8\uff0c\u5e76\u63d0\u9ad8\u6a21\u578b\u7684\u6027\u80fd\u3002\u5176\u5177\u4f53\u7684\u601d\u8def\u662f\uff0c\u9996\u5148\u8bad\u7ec3\u9884\u6d4b\u5668\u6765\u4f30\u8ba1\u672a\u6765\u7684\u6570\u636e\u5206\u5e03\uff0c\u7136\u540e\u5229\u7528\u5b83\u751f\u6210\u8bad\u7ec3\u6837\u672c\uff0c\u6700\u540e\u5728\u751f\u6210\u7684\u6570\u636e\u4e0a\u8bad\u7ec3\u6a21\u578b\u3002<\/p>\n\n\n\n<p><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"682\" height=\"199\" src=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-7.png\" alt=\"\u56fe4\uff1aDDG-DA \u7b97\u6cd5\u793a\u610f\u56fe\" class=\"wp-image-1072689\" srcset=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-7.png 682w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-7-300x88.png 300w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-7-240x70.png 240w\" sizes=\"auto, (max-width: 682px) 100vw, 682px\" \/><figcaption class=\"wp-element-caption\">\u56fe4\uff1aDDG-DA \u7b97\u6cd5\u793a\u610f\u56fe<\/figcaption><\/figure>\n\n\n\n<p id=\"caption-attachment-45457\"><\/p>\n\n\n\n<p>DDG-DA \u65b9\u6cd5\u5df2\u7ecf\u5728\u4e09\u4e2a\u5b9e\u9645\u4efb\u52a1\u4e2d\u8fdb\u884c\u4e86\u5b9e\u9a8c\uff1a\u80a1\u7968\u4ef7\u683c\u8d8b\u52bf\u3001\u7535\u529b\u8d1f\u8377\u548c\u592a\u9633\u8f90\u7167\u5ea6\u7684\u65f6\u5e8f\u9884\u6d4b\uff0c\u5e76\u5728\u591a\u4e2a\u5e7f\u6cdb\u4f7f\u7528\u7684\u6a21\u578b\u4e0a\u83b7\u5f97\u4e86\u663e\u8457\u7684\u6027\u80fd\u63d0\u5347\u3002<\/p>\n\n\n\n<p><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"831\" height=\"194\" src=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-8.png\" alt=\"\u88683\uff1aDDG-DA \u5728\u6982\u5ff5\u6f02\u79fb\u53ef\u9884\u6d4b\u573a\u666f\u4e2d\u7684 SOTA \u8868\u73b0\" class=\"wp-image-1072692\" srcset=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-8.png 831w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-8-300x70.png 300w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-8-768x179.png 768w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-8-240x56.png 240w\" sizes=\"auto, (max-width: 831px) 100vw, 831px\" \/><figcaption class=\"wp-element-caption\">\u88683\uff1aDDG-DA \u5728\u6982\u5ff5\u6f02\u79fb\u53ef\u9884\u6d4b\u573a\u666f\u4e2d\u7684 SOTA \u8868\u73b0<\/figcaption><\/figure>\n\n\n\n<p id=\"caption-attachment-45458\"><\/p>\n\n\n\n<p>\u5fae\u8f6f\u4e9a\u6d32\u7814\u7a76\u9662\u9ad8\u7ea7\u7814\u7a76\u5458\u6768\u9a81\u8868\u793a\uff0c\u201c\u5982\u679c\u7528\u6237\u5728\u4f7f\u7528\u5de5\u5177\u65f6\u6ca1\u6709\u8003\u8651\u5230\u65f6\u95f4\u4e0a\u6570\u636e\u5206\u5e03\u7684\u52a8\u6001\u53d8\u5316 \uff0c\u90a3\u4e48\u6700\u7ec8\u7684\u5efa\u6a21\u5c06\u662f\u4e0d\u5b8c\u5584\u7684\u3002\u6211\u4eec\u7684\u52a8\u6001\u5e02\u573a\u5efa\u6a21\u65b9\u6cd5\u53ef\u4ee5\u52a8\u6001\u8c03\u6574\u6570\u636e\u5206\u5e03\uff0c\u8ba9\u6a21\u578b\u66f4\u597d\u5730\u5b66\u4e60\u548c\u9002\u5e94\u5f53\u524d\u5e02\u573a\u7684\u89c4\u5f8b\u3002\u76f8\u6bd4\u4e8e\u4f20\u7edf\u4f7f\u7528\u5386\u53f2\u6570\u636e\u6784\u5efa\u6a21\u578b\u8fdb\u884c\u9884\u6d4b\u7684\u65b9\u6cd5\uff0cDDG-DA \u80fd\u591f\u6839\u636e\u5b9e\u65f6\u7684\u5e02\u573a\u89c4\u5f8b\u53d8\u5316\uff0c\u4f7f\u7528\u4e0e\u672a\u6765\u5206\u5e03\u66f4\u76f8\u4f3c\u7684\u6570\u636e\u5efa\u6a21\uff0c\u4ece\u800c\u53ef\u4ee5\u66f4\u51c6\u786e\u5730\u9884\u6d4b\u672a\u6765\u3002\u201d<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u5143\u5b66\u4e60\u6846\u67b6\u52a9\u529b\u5e02\u573a\u52a8\u6001\u6027\u5efa\u6a21\">\u5143\u5b66\u4e60\u6846\u67b6\u52a9\u529b\u5e02\u573a\u52a8\u6001\u6027\u5efa\u6a21<\/h2>\n\n\n\n<p>\u5728\u5e02\u573a\u52a8\u6001\u6027\u7814\u7a76\u4e2d\uff0cDDG-DA \u901a\u8fc7\u8c03\u6574\u6570\u636e\u5206\u5e03\u95f4\u63a5\u5730\u5f71\u54cd\u9884\u6d4b\u6a21\u578b\u7684\u8bad\u7ec3\u8fc7\u7a0b\uff0c\u4ece\u800c\u5f71\u54cd\u6700\u7ec8\u7684\u9884\u6d4b\u7ed3\u679c\u3002\u8fd9\u79cd\u8bad\u7ec3\u6a21\u5f0f\u672c\u8d28\u4e0a\u662f\u5728\u5b66\u4e60\u5982\u4f55\u8bad\u7ec3\u4e00\u4e2a\u6a21\u578b\uff0c\u53ef\u4ee5\u5f52\u7ed3\u5230\u5143\u5b66\u4e60\uff08Meta Learning\uff09\u8303\u7574\u3002Qlib \u63d0\u4f9b\u4e86\u4e00\u5957\u5143\u5b66\u4e60\u6846\u67b6\uff0c\u5b9a\u4e49\u4e86\u5143\u5b66\u4e60\u4e2d\u4efb\u52a1\u3001\u6570\u636e\u3001\u6a21\u578b\u7684\u63a5\u53e3\u89c4\u8303\u3002<\/p>\n\n\n\n<p>\u4f7f\u7528\u8fd9\u5957\u6846\u67b6\uff0c\u7814\u7a76\u8005\u548c\u4ece\u4e1a\u4eba\u5458\u4e0d\u4ec5\u53ef\u4ee5\u8bad\u7ec3\u6a21\u578b\uff0c\u8fd8\u53ef\u4ee5\u8bbe\u8ba1\u5143\u6a21\u578b\uff08meta model\uff09\u6765\u81ea\u52a8\u5730\u5b66\u4e60\u5982\u4f55\u66f4\u597d\u5730\u8bad\u7ec3\u6a21\u578b\uff0c\u8fd9\u4e3a\u5f00\u5c55 DDG-DA \u7c7b\u4f3c\u7684\u7814\u7a76\u5de5\u4f5c\u63d0\u4f9b\u4e86\u6781\u5927\u7684\u4fbf\u5229\u3002\u672a\u6765\uff0cQlib \u56e2\u961f\u5e0c\u671b\u8fd9\u4e2a\u6846\u67b6\u80fd\u591f\u4e3a\u66f4\u591a\u7684\u5143\u5b66\u4e60\u7b97\u6cd5\u63d0\u4f9b\u652f\u6301\uff0c\u4ece\u5e02\u573a\u52a8\u6001\u6027\u7814\u7a76\u5f00\u59cb\uff0c\u6269\u5c55\u5230\u66f4\u591a\u7684\u573a\u666f\u548c\u95ee\u9898\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u66f4\u65b0\u7248qlib\u5df2\u5f00\u6e90-\u5168\u65b0\u529f\u80fd\u7b49\u4f60\u6765\u63a2\u7d22\">\u66f4\u65b0\u7248Qlib\u5df2\u5f00\u6e90\uff0c\u5168\u65b0\u529f\u80fd\u7b49\u4f60\u6765\u63a2\u7d22<\/h2>\n\n\n\n<p>\u96c6\u6210\u4e86\u6700\u65b0\u529f\u80fd\u7684\u591a\u8303\u5f0f Qlib \u73b0\u5df2\u5728 GitHub \u4e0a\u53d1\u5e03\u3002\u5176\u65b0\u589e\u7684\u6846\u67b6\u548c\u7ec4\u4ef6\u80fd\u66f4\u597d\u5730\u652f\u6301\u5f3a\u5316\u5b66\u4e60\u8fd9\u4e00\u5b66\u4e60\u8303\u5f0f\u5728\u91d1\u878d\u9886\u57df\u4e2d\u8fdb\u884c\u667a\u80fd\u51b3\u7b56\u76f8\u5173\u7684\u7814\u7a76\u548c\u5e94\u7528\u3002\u540c\u65f6 Qlib \u56e2\u961f\u8fd8\u53d1\u5e03\u4e86\u57fa\u4e8e Qlib \u6846\u67b6\u5728\u8ba2\u5355\u6267\u884c\u8fd9\u4e00\u5178\u578b\u573a\u666f\u4e0b\uff0c\u57fa\u4e8e\u5f3a\u5316\u5b66\u4e60\u7684\u5148\u77e5\u7b56\u7565\u63d0\u53d6 OPD \u53ca\u591a\u667a\u80fd\u4f53\u534f\u4f5c MARL \u7684\u4e24\u4e2a\u793a\u4f8b\u7b97\u6cd5\u3002\u800c\u5bf9\u5143\u5b66\u4e60\u8303\u5f0f\u7684\u652f\u6301\u4e5f\u4f7f\u5f97\u7c7b\u4f3c\u4e8e\u5e02\u573a\u52a8\u6001\u6027\u5efa\u6a21\u8fd9\u7c7b\u4f9d\u8d56\u5143\u5b66\u4e60\u8303\u5f0f\u573a\u666f\u4e0a\u7684\u76f8\u5173\u7814\u7a76\u5f97\u4ee5\u9ad8\u6548\u5730\u5f00\u5c55\u5e76\u4e14\u66f4\u65b9\u4fbf\u4e8e\u5b9e\u9645\u5e94\u7528\uff0c\u4e3a\u667a\u80fd\u91d1\u878d\u51b3\u7b56\u53c8\u589e\u52a0\u4e86\u4e00\u4e2a\u6210\u529f\u7684\u781d\u7801\u3002<\/p>\n\n\n\n<p><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"718\" height=\"447\" src=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-9.png\" alt=\"\u56fe5\uff1a\u65b0\u7248 Qlib \u66f4\u65b0\u5185\u5bb9\" class=\"wp-image-1072695\" srcset=\"https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-9.png 718w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-9-300x187.png 300w, https:\/\/newed.any0.dpdns.org\/en-us\/research\/wp-content\/uploads\/2024\/08\/qlib-2-9-240x149.png 240w\" sizes=\"auto, (max-width: 718px) 100vw, 718px\" \/><figcaption class=\"wp-element-caption\">\u56fe5\uff1a\u65b0\u7248 Qlib \u66f4\u65b0\u5185\u5bb9<\/figcaption><\/figure>\n\n\n\n<p id=\"caption-attachment-45459\"><\/p>\n\n\n\n<p>\u201c\u4ece\u6570\u636e\u5904\u7406\u5230\u7b97\u6cd5\u652f\u6491\uff0c\u518d\u5230\u6a21\u578b\u7684\u8bad\u7ec3\u4e0e\u9a8c\u8bc1\uff0c\u6b64\u524d\u7684 Qlib \u5728\u7eb5\u5411\u6df1\u5ea6\u4e0a\u4e3a\u91d1\u878d AI \u7814\u7a76\u8005\u548c\u91d1\u878d\u884c\u4e1a\u4ece\u4e1a\u8005\u63d0\u4f9b\u4e86\u4e00\u4e2a\u5168\u65b9\u4f4d\u9762\u5411 AI \u91cf\u5316\u6295\u8d44\u7684\u7814\u7a76\u6846\u67b6\uff0c\u800c\u5347\u7ea7\u540e\u7684 Qlib \u5219\u5728\u6a2a\u5411\u5e7f\u5ea6\u4e0a\u4e3a\u667a\u80fd\u91d1\u878d\u51b3\u7b56\u63d0\u4f9b\u4e86\u66f4\u591a\u65b0\u7684\u5b66\u4e60\u8303\u5f0f\uff0c\u80fd\u591f\u5e2e\u52a9\u4f7f\u7528\u8005\u66f4\u7cbe\u51c6\u5730\u5339\u914d\u91d1\u878d\u4e1a\u52a1\u53ca\u76f8\u5173\u7814\u7a76\u7684\u9700\u6c42\u3002\u5168\u65b0\u5347\u7ea7\u7684 Qlib \u5c06\u66f4\u591a\u7684 AI \u7b97\u6cd5\u3001\u5b66\u4e60\u8303\u5f0f\u4e0e\u66f4\u5e7f\u9614\u7684\u91d1\u878d\u4efb\u52a1\u3001\u573a\u666f\u76f8\u8fde\u63a5\uff0c\u63d0\u4f9b\u4e86\u4e00\u4e2a\u66f4\u6613\u7528\u3001\u66f4\u9ad8\u6548\u7684\u91cf\u5316\u91d1\u878d\u7814\u7a76\u5e73\u53f0\u3002\u201d\u5fae\u8f6f\u4e9a\u6d32\u7814\u7a76\u9662\u9996\u5e2d\u7814\u7a76\u5458\u5218\u709c\u6e05\u8868\u793a\u3002<\/p>\n\n\n\n<p><\/p>\n\n\n\n<p>\u76f8\u5173\u8bba\u6587\uff1a<\/p>\n\n\n\n<p>Universal Trading for Order Execution with Oracle Policy Distillation<\/p>\n\n\n\n<p><a class=\"msr-external-link glyph-append glyph-append-open-in-new-tab glyph-append-xsmall\" rel=\"noopener noreferrer\" target=\"_blank\" href=\"https:\/\/arxiv.org\/abs\/2103.10860\">https:\/\/arxiv.org\/abs\/2103.10860<span class=\"sr-only\"> (opens in new tab)<\/span><\/a><\/p>\n\n\n\n<p>DDG-DA: Data Distribution Generation for Predictable Concept Drift Adaptation<\/p>\n\n\n\n<p><a class=\"msr-external-link glyph-append glyph-append-open-in-new-tab glyph-append-xsmall\" rel=\"noopener noreferrer\" target=\"_blank\" href=\"https:\/\/arxiv.org\/abs\/2201.04038\">https:\/\/arxiv.org\/abs\/2201.04038<span class=\"sr-only\"> (opens in new tab)<\/span><\/a><\/p>\n\n\n\n<p>GitHub\u94fe\u63a5\uff1a<\/p>\n\n\n\n<p><a class=\"msr-external-link glyph-append glyph-append-open-in-new-tab glyph-append-xsmall\" rel=\"noopener noreferrer\" target=\"_blank\" href=\"https:\/\/github.com\/microsoft\/qlib\">https:\/\/github.com\/microsoft\/qlib<span class=\"sr-only\"> (opens in new tab)<\/span><\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u7f16\u8005\u6309\uff1a2020\u5e74\uff0c\u5fae\u8f6f\u4e9a\u6d32\u7814\u7a76\u9662\u5f00\u6e90\u4e86\u91d1\u878d AI \u901a\u7528\u6280\u672f\u5e73\u53f0 Qlib\u3002Qlib \u4ee5\u91d1\u878d AI \u7814\u7a76\u8005\u548c\u91d1\u878d\u884c\u4e1a IT \u4ece\u4e1a\u8005\u4e3a\u7528\u6237\uff0c\u9488\u5bf9\u91d1\u878d\u573a\u666f\u7814\u53d1\u4e86\u4e00\u4e2a\u9002\u5e94\u4eba\u5de5\u667a\u80fd\u7b97\u6cd5\u7684\u9ad8\u6027\u80fd\u57fa\u7840\u8bbe\u65bd\u548c\u6570\u636e\u3001\u6a21\u578b\u7ba1\u7406\u5e73\u53f0\u3002\u4e00\u7ecf\u5f00\u6e90\uff0cQlib \u4fbf\u6380\u8d77\u4e86\u4e00\u9635\u70ed\u6f6e\uff0c\u76f8\u5173\u5f00\u6e90\u9879\u76ee\u5728 GitHub \u4e0a\u5df2\u6536\u83b7\u4e8611.4k\u9897\u661f\u3002\u4f5c\u4e3a\u4e00\u4e2a\u901a\u7528\u6280\u672f\u5e73\u53f0\uff0cQlib \u4e0d\u4ec5\u5927\u5927\u964d\u4f4e\u4e86\u884c\u4e1a\u4ece\u4e1a\u8005\u4f7f\u7528 AI \u7b97\u6cd5\u7684\u6280\u672f\u95e8\u69db\uff0c\u8fd8\u4e3a\u91d1\u878d AI \u7814\u7a76\u8005\u63d0\u4f9b\u4e86\u4e00\u4e2a\u76f8\u5bf9\u5b8c\u6574\u7684\u7814\u7a76\u6846\u67b6\uff0c\u8ba9\u4ed6\u4eec\u53ef\u4ee5\u57fa\u4e8e\u4e13\u4e1a\u77e5\u8bc6\u63a2\u7d22\u66f4\u5e7f\u6cdb\u7684\u91d1\u878d AI \u573a\u666f\u3002 \u5fae\u8f6f\u4e9a\u6d32\u7814\u7a76\u9662\u5bf9 Qlib \u7684\u7814\u7a76\u5e76\u672a\u6b62\u6b65\u4e8e\u6b64\uff0c\u7ecf\u8fc7\u4e24\u5e74\u591a\u7684\u6df1\u5165\u63a2\u7d22\uff0cQlib \u8fce\u6765\u4e86\u91cd\u5927\u66f4\u65b0\uff0c\u5728\u539f\u6709\u7684 AI \u91cf\u5316\u91d1\u878d\u6846\u67b6\u57fa\u7840\u4e0a\uff0c\u53c8\u5f15\u5165\u4e86\u57fa\u4e8e\u5f3a\u5316\u5b66\u4e60\u548c\u5143\u5b66\u4e60\u7684\u65b0\u8303\u5f0f\u4ee5\u53ca\u8ba2\u5355\u6267\u884c\u4f18\u5316\u548c\u5e02\u573a\u52a8\u6001\u6027\u5efa\u6a21\u7684\u65b0\u573a\u666f\uff0c\u5e2e\u52a9\u76f8\u5173\u4ece\u4e1a\u8005\u4f7f\u7528\u66f4\u5148\u8fdb\u548c\u591a\u6837\u7684\u4eba\u5de5\u667a\u80fd\u6280\u672f\u6765\u5e94\u5bf9\u66f4\u590d\u6742\u7684\u91d1\u878d\u6311\u6218\u3002 \u91d1\u878d\u4e1a\u52a1\u7684\u76ee\u6807\u590d\u6742\u6027\u548c\u987a\u5e8f\u51b3\u7b56\u6d41\u7a0b\u7684\u7279\u6b8a\u672c\u8d28\uff0c\u8ba9\u6784\u5efa\u6709\u6548\u7684\u91d1\u878d\u51b3\u7b56\u6a21\u578b\u6210\u4e3a\u4e00\u9879\u5341\u5206\u56f0\u96be\u7684\u4efb\u52a1\u3002\u4e00\u65b9\u9762\uff0c\u91d1\u878d\u5e02\u573a\u7684\u4ea4\u6613\u89c4\u5219\u53ca\u5176\u76f8\u4e92\u4f5c\u7528\u5341\u5206\u590d\u6742\uff0c\u7ed9\u91d1\u878d\u7b56\u7565\u7684\u6a21\u62df\u548c\u8bc4\u4f30\u5e26\u6765\u4e86\u5de8\u5927\u6311\u6218\u3002\u5e76\u4e14\uff0c\u7b56\u7565\u6a21\u578b\u4f18\u5316\u5f80\u5f80\u6d89\u53ca\u6536\u76ca\u6700\u5927\u5316\u548c\u98ce\u9669\u6700\u5c0f\u5316\uff0c\u662f\u4e00\u4e2a\u591a\u76ee\u6807\u4f18\u5316\u95ee\u9898\uff0c\u8fd9\u8fdb\u4e00\u6b65\u589e\u52a0\u4e86\u83b7\u5f97\u76d1\u7763\u4fe1\u53f7\u7684\u96be\u5ea6\u3002 \u53e6\u4e00\u65b9\u9762\uff0c\u91d1\u878d\u5e02\u573a\u4e00\u7cfb\u5217\u51b3\u7b56\u4e4b\u95f4\u76f8\u4e92\u4f9d\u8d56\uff0c\u8fd9\u4e9b\u51b3\u7b56\u5171\u540c\u51b3\u5b9a\u4e86\u6700\u7ec8\u7684\u7b56\u7565\u8868\u73b0\uff0c\u8fd9\u4f7f\u5f97\u4e00\u7cfb\u5217\u673a\u5668\u5b66\u4e60\u7b97\u6cd5\u7684\u72ec\u7acb\u540c\u5206\u6b65\uff08Independent and Identically Distributed\uff0cIID\uff09\u5047\u8bbe\u65e0\u6548\uff0c\u5bfc\u81f4\u4f20\u7edf\u7684\u76d1\u7763\u5b66\u4e60\u3001\u534a\u76d1\u7763\u5b66\u4e60\u3001\u65e0\u76d1\u7763\u5b66\u4e60\u65b9\u6cd5\u5f88\u96be\u9002\u7528\u4e8e\u8fd9\u4e9b\u91d1\u878d\u573a\u666f\u7684\u51b3\u7b56\u3002 \u800c\u57fa\u4e8e\u5f3a\u5316\u5b66\u4e60\uff08Reinforcement Learning, RL\uff09\u7684\u5b66\u4e60\u8303\u5f0f\u4e0d\u9700\u4f9d\u8d56\u6807\u6ce8\u6837\u672c\uff0c\u53ef\u901a\u8fc7\u667a\u80fd\u4f53\u4e0e\u73af\u5883\u7684\u4ea4\u4e92\u6765\u6536\u96c6\u76f8\u5e94\u7684\u6837\u672c\uff08\u5982\u72b6\u6001\u3001\u52a8\u4f5c\u3001\u5956\u52b1\uff09\u8fdb\u884c\u8bd5\u9519\u5b66\u4e60\uff0c\u4ece\u800c\u4e0d\u65ad\u6539\u5584\u81ea\u8eab\u7b56\u7565\u6765\u83b7\u53d6\u6700\u5927\u7684\u7d2f\u79ef\u5956\u52b1\u3002\u8fd9\u79cd\u901a\u8fc7\u4e0d\u65ad\u8bd5\u9519\u548c\u63a2\u7d22\u73af\u5883\u6765\u8fdb\u884c\u5b66\u4e60\uff0c\u4ee5\u5bfb\u627e\u66f4\u597d\u7b56\u7565\u7684\u5b66\u4e60\u8303\u5f0f\u66f4\u6709\u5229\u4e8e\u6ee1\u8db3\u4e0a\u8ff0\u91d1\u878d\u51b3\u7b56\u7684\u9700\u6c42\u3002 \u201c\u5728\u5e94\u7528\u5f3a\u5316\u5b66\u4e60\u65f6\uff0c\u5e94\u7528\u73af\u5883\u9700\u8981\u5177\u6709\u4e00\u5b9a\u7684\u6c99\u76d2\u5c5e\u6027\u3002\u56e0\u4e3a\u5f3a\u5316\u5b66\u4e60\u662f\u901a\u8fc7\u53cd\u590d\u8bd5\u9519\u7684\u673a\u5236\u8fdb\u884c\u5b66\u4e60\u7684\uff0c\u5982\u679c\u7ed3\u679c\u6b63\u786e\u5b83\u5c31\u4f1a\u5f97\u5230\u5f3a\u5316\u3002\u5728\u73b0\u5b9e\u4e16\u754c\u4e2d\uff0c\u6e38\u620f\u548c\u91d1\u878d\u9886\u57df\u7684\u56de\u6d4b\u90fd\u662f\u5178\u578b\u7684\u6c99\u76d2\u573a\u666f\u3002\u6240\u4ee5\uff0c\u6211\u4eec\u5e0c\u671b\u80fd\u591f\u5229\u7528\u5f3a\u5316\u5b66\u4e60\u6765\u5e2e\u52a9\u89e3\u51b3\u91d1\u878d\u51b3\u7b56\u7684\u95ee\u9898\u3002\u201d\u5fae\u8f6f\u4e9a\u6d32\u7814\u7a76\u9662\u9ad8\u7ea7\u7814\u7a76\u5458\u4efb\u4f83\u8bf4\u3002 \u57fa\u4e8e\u8fd9\u4e00\u8ba4\u77e5\uff0cQlib \u56e2\u961f\u7684\u7814\u7a76\u5458\u4eec\u9488\u5bf9\u4ea4\u6613\u51b3\u7b56\u548c\u6295\u8d44\u7ec4\u5408\u7ba1\u7406\u7b56\u7565\u5c55\u5f00\u4e86\u7814\u7a76\uff0c\u5e76\u5728\u5168\u65b0\u5347\u7ea7\u7684 Qlib \u4e2d\u589e\u52a0\u4e86\u57fa\u4e8e\u5f3a\u5316\u5b66\u4e60\u7684\u5355\u667a\u80fd\u4f53\u8ba2\u5355\u6267\u884c\u4f18\u5316\u548c\u591a\u667a\u80fd\u4f53\u6279\u91cf\u8ba2\u5355\u8054\u5408\u4f18\u5316\u7684\u793a\u4f8b\u7b97\u6cd5\u53ca\u5176\u76f8\u5e94\u7684\u5e73\u53f0\u652f\u6491\u529f\u80fd\u3002 \u8ba2\u5355\u6267\u884c\u4f18\u5316\u662f\u7b97\u6cd5\u4ea4\u6613\u4e2d\u7684\u4e00\u4e2a\u57fa\u672c\u95ee\u9898\uff0c\u76ee\u7684\u662f\u901a\u8fc7\u4e00\u7cfb\u5217\u4ea4\u6613\u51b3\u7b56\u5b8c\u6210\u9884\u8bbe\u7684\u5143\u4ea4\u6613\u8ba2\u5355\uff08meta-order\uff09\uff0c\u5982\u5e73\u4ed3\u3001\u5efa\u4ed3\u53ca\u4ed3\u4f4d\u8c03\u6574\u3002\u4ece\u672c\u8d28\u4e0a\u8bb2\uff0c\u8ba2\u5355\u6267\u884c\u7684\u76ee\u6807\u662f\u53cc\u91cd\u7684\uff0c\u4e0d\u4ec5\u8981\u6c42\u5b8c\u6210\u6574\u4e2a\u8ba2\u5355\uff0c\u800c\u4e14\u8ffd\u6c42\u66f4\u7ecf\u6d4e\u7684\u6267\u884c\u7b56\u7565\uff0c\u5b9e\u73b0\u6536\u76ca\u6700\u5927\u5316\u6216\u8d44\u672c\u635f\u5931\u6700\u5c0f\u5316\u3002\u9488\u5bf9\u8ba2\u5355\u6267\u884c\u7684\u987a\u5e8f\u51b3\u7b56\u7279\u70b9\uff0c\u5f3a\u5316\u5b66\u4e60\u65b9\u6cd5\u53ef\u4ee5\u53d1\u6325\u4f18\u52bf\u6355\u6349\u5e02\u573a\u7684\u5fae\u89c2\u7ed3\u6784\uff0c\u4ece\u800c\u66f4\u597d\u5730\u6267\u884c\u8ba2\u5355\u3002 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