{"id":1462,"date":"2024-09-30T07:46:00","date_gmt":"2024-09-29T23:46:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=1462"},"modified":"2024-09-11T16:45:52","modified_gmt":"2024-09-11T08:45:52","slug":"%e5%9f%ba%e4%ba%8e%e6%96%b9%e5%b7%ae%e6%9c%89%e7%95%8c%e7%9a%84%e5%bc%ba%e5%8c%96%e5%ad%a6%e4%b9%a0%e7%ae%97%e6%b3%95%ef%bc%8c%e6%8c%96%e6%8e%98%e7%a8%b3%e5%ae%9a-alpha-%e5%9b%a0%e5%ad%90%e5%85%ac","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2024\/09\/30\/%e5%9f%ba%e4%ba%8e%e6%96%b9%e5%b7%ae%e6%9c%89%e7%95%8c%e7%9a%84%e5%bc%ba%e5%8c%96%e5%ad%a6%e4%b9%a0%e7%ae%97%e6%b3%95%ef%bc%8c%e6%8c%96%e6%8e%98%e7%a8%b3%e5%ae%9a-alpha-%e5%9b%a0%e5%ad%90%e5%85%ac\/","title":{"rendered":"\u57fa\u4e8e\u65b9\u5dee\u6709\u754c\u7684\u5f3a\u5316\u5b66\u4e60\u7b97\u6cd5\uff0c\u6316\u6398\u7a33\u5b9a Alpha \u56e0\u5b50\u516c\u5f0f"},"content":{"rendered":"\n<p>\u4f5c\u8005\uff1a<a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img fetchpriority=\"high\" decoding=\"async\" width=\"1024\" height=\"264\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/image-1024x264.png\" alt=\"\" class=\"wp-image-1463\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-1024x264.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-300x77.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-768x198.png 768w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image.png 1080w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u672c\u6587\u4ecb\u7ecd\u4e86\u4e00\u79cd\u540d\u4e3aQuantFactor REINFORCE\uff08QFR\uff09\u7684\u65b0\u578b\u57fa\u4e8e\u5f3a\u5316\u5b66\u4e60\u7684\u7b97\u6cd5\uff0c\u65e8\u5728\u6316\u6398\u5177\u6709\u7a33\u5b9a\u6027\u7684\u516c\u5f0f\u5316Alpha\u56e0\u5b50\u3002<\/mark>\u8be5\u7b97\u6cd5\u901a\u8fc7\u6539\u8fdb\u4f20\u7edf\u7684REINFORCE\u7b97\u6cd5\uff0c\u5f15\u5165\u4e86\u65b0\u7684\u57fa\u7ebf\u548c\u5956\u52b1\u673a\u5236\uff0c\u4ee5\u964d\u4f4e\u7b97\u6cd5\u5728\u8bad\u7ec3\u8fc7\u7a0b\u4e2d\u7684\u9ad8\u65b9\u5dee\u95ee\u9898\uff0c\u5e76\u63d0\u9ad8\u56e0\u5b50\u5bf9\u5e02\u573a\u6ce2\u52a8\u7684\u9002\u5e94\u6027\u3002\u8bba\u6587\u901a\u8fc7\u5728\u591a\u4e2a\u771f\u5b9e\u8d44\u4ea7\u6570\u636e\u96c6\u4e0a\u7684\u5b9e\u9a8c\uff0c\u8bc1\u660e\u4e86QFR\u7b97\u6cd5\u5728\u63d0\u9ad8\u8d44\u4ea7\u56de\u62a5\u76f8\u5173\u6027\u4ee5\u53ca\u83b7\u53d6\u8d85\u989d\u56de\u62a5\u65b9\u9762\uff0c\u76f8\u8f83\u4e8e\u73b0\u6709\u6316\u6398\u65b9\u6cd5\u5177\u6709\u663e\u8457\u4f18\u52bf\u3002<\/pre>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u7b2c1\u7ae0 \u5f15\u8a00<\/strong><\/h2>\n\n\n\n<p>\u672c\u6587\u805a\u7126\u4e8e\u8ba1\u7b97\u91d1\u878d\u9886\u57df\u4e2dAlpha\u56e0\u5b50\u7684\u6316\u6398\uff0cAlpha\u56e0\u5b50\u662f\u4ece\u5386\u53f2\u91d1\u878d\u5e02\u573a\u6570\u636e\u4e2d\u63d0\u53d6\u7684\u4fe1\u53f7\uff0c\u7528\u4ee5\u9884\u6d4b\u8d44\u4ea7\u7684\u672a\u6765\u56de\u62a5\u5e76\u5bfb\u6c42\u8d85\u8d8a\u5e02\u573a\u5e73\u5747\u6c34\u5e73\u7684\u5229\u6da6\u3002\u672c\u7ae0\u660e\u786e\u4e86Alpha\u56e0\u5b50\u7684\u4e24\u79cd\u8868\u73b0\u5f62\u5f0f\uff1a\u6df1\u5ea6\u6a21\u578b\u548c\u516c\u5f0f\u5f62\u5f0f\u3002\u6df1\u5ea6\u6a21\u578b\u867d\u7136\u8868\u8fbe\u80fd\u529b\u5f3a\uff0c\u4f46\u56e0\u4e3a\u5176\u201c\u9ed1\u7bb1\u201d\u7279\u6027\uff0c\u5728\u98ce\u9669\u654f\u611f\u7684\u5e02\u573a\u4e2d\u96be\u4ee5\u88ab\u6295\u8d44\u8005\u63a5\u53d7\u3002\u76f8\u6bd4\u4e4b\u4e0b\uff0c\u516c\u5f0f\u5f62\u5f0f\u7684Alpha\u56e0\u5b50\u56e0\u4e3a\u5176\u66f4\u597d\u7684\u53ef\u89e3\u91ca\u6027\u800c\u53d7\u5230\u5e02\u573a\u53c2\u4e0e\u8005\u7684\u9752\u7750\u3002 \u4f5c\u8005\u8fd8\u63a2\u8ba8\u4e86\u73b0\u6709\u7684Alpha\u56e0\u5b50\u6316\u6398\u65b9\u6cd5\uff0c\u5305\u62ec\u57fa\u4e8e\u6811\u7684\u6a21\u578b\u548c\u9057\u4f20\u7f16\u7a0b\u7b49\u3002\u8fd9\u4e9b\u65b9\u6cd5\u867d\u7136\u5728\u4e00\u5b9a\u7a0b\u5ea6\u4e0a\u80fd\u591f\u6316\u6398\u51fa\u6709\u6548\u7684Alpha\u56e0\u5b50\uff0c\u4f46\u5b83\u4eec\u5728\u5904\u7406\u590d\u6742\u7684\u975e\u7ebf\u6027\u5173\u7cfb\u548c\u9ad8\u7ef4\u6570\u636e\u65f6\u53ef\u80fd\u4f1a\u9047\u5230\u6027\u80fd\u74f6\u9888\uff0c\u5e76\u4e14\u8ba1\u7b97\u6210\u672c\u8f83\u9ad8\u3002\u6b64\u5916\uff0c\u8fd9\u4e9b\u65b9\u6cd5\u5728\u63a2\u7d22\u5927\u89c4\u6a21\u8868\u8fbe\u5f0f\u7684\u641c\u7d22\u7a7a\u95f4\u65f6\u5e38\u5e38\u9047\u5230\u56f0\u96be\u3002 \u4f5c\u8005\u6307\u51fa\u4e86\u6700\u8fd1\u63d0\u51fa\u7684\u4e00\u4e2a\u6709\u524d\u666f\u7684\u6846\u67b6\uff0c\u8be5\u6846\u67b6\u4f7f\u7528\u6df1\u5ea6\u5f3a\u5316\u5b66\u4e60\u6765\u751f\u6210\u516c\u5f0f\u5316\u7684Alpha\u56e0\u5b50\uff0c\u5e76\u4e14\u8fc5\u901f\u83b7\u5f97\u4e86\u5b66\u672f\u754c\u548c\u5de5\u4e1a\u754c\u7684\u7814\u7a76\u5173\u6ce8\u3002\u8fd9\u4e00\u6846\u67b6\u901a\u8fc7\u5c06Alpha\u56e0\u5b50\u7684\u751f\u6210\u8fc7\u7a0b\u6a21\u62df\u4e3a\u9a6c\u5c14\u53ef\u592b\u51b3\u7b56\u8fc7\u7a0b\uff08MDPs\uff09\uff0c\u5e76\u76f4\u63a5\u8bad\u7ec3\u7b56\u7565\u4ee5\u751f\u6210\u4e00\u7ec4\u534f\u4f5c\u7684\u516c\u5f0f\u5316Alpha\u56e0\u5b50\uff0c\u65e8\u5728\u514b\u670d\u4f20\u7edf\u6811\u6a21\u578b\u548c\u9057\u4f20\u7f16\u7a0b\u7684\u5c40\u9650\u6027\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u7b2c2\u7ae0 \u76f8\u5173\u5de5\u4f5c<\/strong><\/h2>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>A. \u81ea\u52a8\u6316\u6398Alpha\u56e0\u5b50<\/strong><\/h3>\n\n\n\n<p>Alpha\u56e0\u5b50\u901a\u5e38\u4ee5\u6df1\u5ea6\u6a21\u578b\u6216\u516c\u5f0f\u7684\u5f62\u5f0f\u8868\u73b0\u3002\u6df1\u5ea6\u6a21\u578b\u5f62\u5f0f\u7684Alpha\u56e0\u5b50\u901a\u8fc7\u76d1\u7763\u5b66\u4e60\u8fdb\u884c\u8bad\u7ec3\uff0c\u5229\u7528\u591a\u5c42\u611f\u77e5\u5668\uff08MLP\uff09\u3001\u957f\u77ed\u671f\u8bb0\u5fc6\u7f51\u7edc\uff08LSTM\uff09\u548cTransformer\u7b49\u5e8f\u5217\u6a21\u578b\u4ece\u8d44\u4ea7\u7684\u5386\u53f2\u6570\u636e\u4e2d\u63d0\u53d6\u7279\u5f81\u3002\u5f3a\u5316\u5b66\u4e60\u5728\u8ba1\u7b97\u91d1\u878d\u548c\u91d1\u878d\u79d1\u6280\u9886\u57df\u53d7\u5230\u5173\u6ce8\uff0c\u5c24\u5176\u5728Alpha\u56e0\u5b50\u6316\u6398\u3001\u6295\u8d44\u7ec4\u5408\u4f18\u5316\u548c\u98ce\u9669\u7ba1\u7406\u8bbe\u8ba1\u4e2d\u3002\u8fd9\u4e9b\u65b9\u6cd5\u901a\u8fc7\u5c06\u5e02\u573a\u7279\u5f81\u5efa\u6a21\u4e3a\u72b6\u6001\uff0c\u5c06\u4e70\u5356\u8ba2\u5355\u5efa\u6a21\u4e3a\u52a8\u4f5c\uff0c\u5c06\u76c8\u4e8f\u5efa\u6a21\u4e3a\u5956\u52b1\uff0c\u8bad\u7ec3\u4ee3\u8868Alpha\u56e0\u5b50\u7684\u6df1\u5ea6\u7b56\u7565\u6a21\u578b\u3002 \u53e6\u4e00\u65b9\u9762\uff0c\u516c\u5f0f\u5f62\u5f0f\u7684Alpha\u56e0\u5b50\u56e0\u5176\u66f4\u597d\u7684\u53ef\u89e3\u91ca\u6027\u800c\u53d7\u5230\u5e02\u573a\u53c2\u4e0e\u8005\u7684\u504f\u597d\u3002\u8fc7\u53bb\uff0c\u8fd9\u4e9b\u516c\u5f0f\u5316Alpha\u56e0\u5b50\u901a\u5e38\u7531\u4eba\u7c7b\u4e13\u5bb6\u4f7f\u7528\u4ed6\u4eec\u7684\u9886\u57df\u77e5\u8bc6\u548c\u7ecf\u9a8c\u6784\u5efa\uff0c\u901a\u5e38\u4f53\u73b0\u4e86\u6e05\u6670\u7684\u7ecf\u6d4e\u539f\u7406\u3002\u7136\u800c\uff0c\u4f9d\u8d56\u4eba\u7c7b\u4e13\u5bb6\u7684Alpha\u56e0\u5b50\u6316\u6398\u8fc7\u7a0b\u5b58\u5728\u8bf8\u5982\u4e3b\u89c2\u6027\u5f3a\u3001\u8017\u65f6\u3001\u98ce\u9669\u63a7\u5236\u4e0d\u8db3\u548c\u6210\u672c\u9ad8\u7b49\u7f3a\u70b9\u3002\u4e3a\u4e86\u89e3\u51b3\u8fd9\u4e9b\u95ee\u9898\uff0c\u63d0\u51fa\u4e86\u81ea\u52a8\u6316\u6398\u516c\u5f0f\u5316Alpha\u56e0\u5b50\u7684\u7b97\u6cd5\uff0c\u5982GBDT\u3001XGBoost\u3001LightGBM\u7b49\u6811\u6a21\u578b\uff0c\u4ee5\u53ca\u9057\u4f20\u7f16\u7a0b\uff08GP\uff09\u7b49\u542f\u53d1\u5f0f\u7b97\u6cd5\u3002\u8fd9\u4e9b\u7b97\u6cd5\u80fd\u591f\u5feb\u901f\u53d1\u73b0\u5927\u91cf\u65b0\u7684\u516c\u5f0f\u5316Alpha\u56e0\u5b50\uff0c\u800c\u65e0\u9700\u4eba\u7c7b\u4e13\u5bb6\u7684\u9886\u57df\u77e5\u8bc6\u6216\u7ecf\u9a8c\uff0c\u5b83\u4eec\u5728\u6027\u80fd\u4e0a\u4e0e\u66f4\u590d\u6742\u7684\u57fa\u4e8e\u6df1\u5ea6\u5b66\u4e60\u7684Alpha\u56e0\u5b50\u76f8\u5f53\uff0c\u540c\u65f6\u4fdd\u6301\u4e86\u76f8\u5bf9\u8f83\u9ad8\u7684\u53ef\u89e3\u91ca\u6027\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>B. REINFORCE\u7b97\u6cd5<\/strong><\/h3>\n\n\n\n<p>REINFORCE\u7b97\u6cd5\u7531Williams\u9996\u6b21\u63d0\u51fa\uff0c\u662f\u4e00\u79cd\u76f4\u63a5\u4e14\u901a\u7528\u7684\u7b97\u6cd5\uff0c\u9002\u7528\u4e8e\u53ef\u4ee5\u5efa\u6a21\u4e3aMDPs\u7684\u5e7f\u6cdb\u4efb\u52a1\u3002\u7136\u800c\uff0c\u5728\u5177\u6709\u968f\u673a\u72b6\u6001\u8f6c\u79fb\u548c\u5373\u65f6\u5956\u52b1\u7684MDPs\u4e2d\uff0c\u4e0e\u6f14\u5458-\u8bc4\u8bba\u5bb6\u65b9\u6cd5\u76f8\u6bd4\uff0cREINFORCE\u7b97\u6cd5\u901a\u5e38\u8868\u73b0\u4e0d\u4f73\u3002\u6f14\u5458-\u8bc4\u8bba\u5bb6\u65b9\u6cd5\u5229\u7528\u57fa\u4e8e\u4ef7\u503c\u7684\u6280\u672f\u6765\u964d\u4f4e\u65b9\u5dee\uff0c\u5e76\u6574\u5408\u65f6\u95f4\u5dee\u5206\u5b66\u4e60\u6765\u5b9e\u73b0\u52a8\u6001\u89c4\u5212\u539f\u7406\uff0c\u56e0\u6b64\u66f4\u53d7\u9752\u7750\u3002REINFORCE\u7b97\u6cd5\u7531\u4e8e\u7f3a\u4e4f\u4ef7\u503c\u7f51\u7edc\uff0c\u5728\u5904\u7406\u5177\u6709\u8f68\u8ff9\u7ea7\u5956\u52b1\u7684\u73af\u5883\u4e2d\u53ef\u80fd\u66f4\u4e3a\u9002\u5408\u3002\u672c\u7ae0\u8fd8\u63a2\u8ba8\u4e86\u5c06\u57fa\u7ebf\u503c\u7eb3\u5165REINFORCE\u7b97\u6cd5\u7684\u7814\u7a76\uff0c\u5305\u62ec\u5728\u5728\u7ebf\u5b66\u4e60\u73af\u5883\u4e2d\u7cfb\u7edf\u5730\u8fdb\u884c\u57fa\u7ebf\u4f7f\u7528\u7684\u6b63\u5f0f\u68c0\u67e5\uff0c\u4ee5\u53ca\u7814\u7a76REINFORCE\u7b97\u6cd5\u7684\u9057\u61be\u3002\u6700\u8fd1\u7684\u7814\u7a76\u6df1\u5165\u63a2\u8ba8\u4e86\u591a\u81c2\u8001\u864e\u673a\u4f18\u5316\u7684\u590d\u6742\u6027\uff0c\u53d1\u73b0\u5728REINFORCE\u4e2d\u4f7f\u7528\u671f\u671b\u7684\u68af\u5ea6\u4e0a\u5347\u800c\u4e0d\u662f\u968f\u673a\u68af\u5ea6\u4e0a\u5347\u53ef\u4ee5\u5bfc\u81f4\u5168\u5c40\u6700\u4f18\u89e3\u3002\u8be5\u7814\u7a76\u6269\u5c55\u5230\u4e86\u81ea\u7136\u7b56\u7565\u68af\u5ea6\u4e2d\u57fa\u7ebf\u503c\u7684\u529f\u80fd\uff0c\u5f97\u51fa\u4e86\u81ea\u7136\u7b56\u7565\u68af\u5ea6\u4e2d\u65b9\u5dee\u51cf\u5c11\u5e76\u975e\u5173\u952e\u7684\u7ed3\u8bba\u3002\u6700\u8fd1\u7684\u5de5\u4f5c\u53d1\u73b0REINFORCE\u9002\u5408\u4e8e\u5728\u5927\u578b\u8bed\u8a00\u6a21\u578b\u4e2d\u4ece\u4eba\u7c7b\u53cd\u9988\u4e2d\u8fdb\u884c\u5f3a\u5316\u5b66\u4e60\uff0c\u5e76\u63d0\u51fa\u4e86\u57fa\u7ebf\u503c\u4f5c\u4e3a\u901a\u8fc7\u6bd4\u8f83\u968f\u673a\u54cd\u5e94\u4e0e\u8d2a\u5a6a\u54cd\u5e94\u7684\u5956\u52b1\u6765\u8fdb\u884c\u89c4\u8303\u5316\u7684\u65b9\u6cd5\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u7b2c3\u7ae0 \u95ee\u9898\u8868\u8ff0\u548c\u9884\u5907\u77e5\u8bc6<\/strong><\/h2>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>A. \u9884\u6d4b\u8d44\u4ea7\u4ef7\u683c\u7684\u516c\u5f0f\u5316Alpha\u56e0\u5b50<\/strong><\/h3>\n\n\n\n<p>\u8003\u8651\u4e00\u4e2a\u771f\u5b9e\u7684\u5e02\u573a\uff0c\u5305\u542b\u4e2a\u8d44\u4ea7\u5728\u4e2a\u4ea4\u6613\u65e5\u5185\u7684\u8868\u73b0\u3002\u5728\u6bcf\u4e2a\u4ea4\u6613\u65e5\uff0c\u6bcf\u4e2a\u8d44\u4ea7\u7531\u4e00\u4e2a\u7279\u5f81\u5411\u91cf\u8868\u793a\uff0c\u8be5\u5411\u91cf\u7531\u6700\u8fd1\u5929\u5185\u7684\u4e2a\u539f\u59cb\u5e02\u573a\u7279\u5f81\u7ec4\u6210\uff0c\u5982\u5f00\u76d8\u3001\u6700\u9ad8\u3001\u6700\u4f4e\u3001\u6536\u76d8\u548c\u6210\u4ea4\u91cf\u7b49\u3002\u5b9a\u4e49\u4e00\u4e2aAlpha\u56e0\u5b50\u51fd\u6570\uff0c\u5c06\u7ed9\u5b9a\u4ea4\u6613\u65e5\u6240\u6709\u8d44\u4ea7\u7684\u7279\u5f81\u77e9\u9635\u8f6c\u6362\u4e3aAlpha\u503c\u3002\u8fd9\u4e2a\u51fd\u6570\u5c06\u6620\u5c04\u5230\u4e00\u4e2a\u5411\u91cf\uff0c\u5176\u4e2d\u5305\u542b\u4e86\u6bcf\u4e2a\u8d44\u4ea7\u5728\u4ea4\u6613\u65e5\u7684Alpha\u56e0\u5b50\u503c\u3002\u4e3a\u4e86\u8861\u91cf\u516c\u5f0f\u5316Alpha\u56e0\u5b50\u7684\u6709\u6548\u6027\uff0c\u9700\u8981\u4e00\u4e2a\u771f\u5b9e\u7684\u8d44\u4ea7\u4ef7\u683c\u6570\u636e\u96c6\uff0c\u5176\u4e2d\u662f\u8d44\u4ea7\u76845\u65e5\u56de\u62a5\u7387\u3002\u65b0\u751f\u6210\u7684\u516c\u5f0f\u5316Alpha\u56e0\u5b50\u5c06\u88ab\u6dfb\u52a0\u5230Alpha\u56e0\u5b50\u6c60\u4e2d\uff0c\u5e76\u901a\u8fc7\u7ec4\u5408\u6a21\u578b\u8ba1\u7b97\u7ec4\u5408\u56e0\u5b50\u503c\uff0c\u8be5\u6a21\u578b\u5c06\u5728\u7b2cIV\u8282\u8be6\u7ec6\u8ba8\u8bba\u3002\u516c\u5f0f\u5316Alpha\u56e0\u5b50\u662f\u53ef\u4ee5\u7528\u9006\u6ce2\u5170\u8868\u793a\u6cd5\uff08RPN\uff09\u8868\u793a\u7684\u6570\u5b66\u8868\u8fbe\u5f0f\uff0c\u5305\u62ec\u5404\u79cd\u8fd0\u7b97\u7b26\u3001\u539f\u59cb\u4ea4\u6613\u91cf-\u4ef7\u683c\u7279\u5f81\u3001\u57fa\u672c\u9762\u7279\u5f81\u3001\u65f6\u95f4\u5dee\u548c\u5e38\u6570\u3002\u8fd9\u4e9b\u8868\u8fbe\u5f0f\u53ef\u4ee5\u81ea\u7136\u5730\u7531\u8868\u8fbe\u5f0f\u6811\u8868\u793a\uff0c\u6bcf\u4e2a\u975e\u53f6\u8282\u70b9\u4ee3\u8868\u4e00\u4e2a\u8fd0\u7b97\u7b26\uff0c\u8282\u70b9\u7684\u5b50\u8282\u70b9\u4ee3\u8868\u6b63\u5728\u64cd\u4f5c\u7684\u539f\u59cb\u4ea4\u6613\u91cf-\u4ef7\u683c\u7279\u5f81\u3001\u57fa\u672c\u9762\u7279\u5f81\u3001\u65f6\u95f4\u5dee\u548c\u5e38\u6570\u3002\u6bcf\u4e2a\u8fd9\u6837\u7684\u8868\u8fbe\u5f0f\u90fd\u6709\u4e00\u4e2a\u552f\u4e00\u7684\u540e\u5e8f\u904d\u5386\uff0c\u4f7f\u7528RPN\u8868\u793a\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" width=\"1024\" height=\"741\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/image-1-1024x741.png\" alt=\"\" class=\"wp-image-1464\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-1-1024x741.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-1-300x217.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-1-768x556.png 768w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-1.png 1080w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>B. \u6316\u6398\u516c\u5f0f\u5316Alpha\u56e0\u5b50\u7684MDPs<\/strong><\/h3>\n\n\n\n<p>\u5c06\u751f\u6210\u7b49\u4ef7\u4e8e\u516c\u5f0f\u5316Alpha\u56e0\u5b50\u7684\u7ebf\u6027\u5e8f\u5217\u7684\u8fc7\u7a0b\u5efa\u6a21\u4e3aMDP\uff0c\u53ef\u4ee5\u63cf\u8ff0\u4e3a\uff0c\u5176\u4e2d\u548c\u5206\u522b\u8868\u793a\u6709\u9650\u72b6\u6001\u548c\u52a8\u4f5c\u7a7a\u95f4\uff0c(P)\u662f\u5b9a\u4e49\u72b6\u6001\u8f6c\u79fb\u7684\u8f6c\u79fb\u51fd\u6570\uff0c\u662f\u4e3a\u72b6\u6001-\u52a8\u4f5c\u5bf9\u5206\u914d\u503c\u7684\u5956\u52b1\u51fd\u6570\u3002\u76ee\u6807\u662f\u83b7\u5f97\u7b56\u7565\uff0c\u5176\u4e2d\u662f\u8bad\u7ec3\u53c2\u6570\u3002\u8be5\u7b56\u7565\u4ece\u6709\u9650\u7684\u66ff\u4ee3\u6807\u8bb0\u96c6\u5408\u4e2d\u751f\u6210\u6807\u8bb0\u3002MDP\u4e2d\u7684\u6bcf\u4e2a\u72b6\u6001\u5bf9\u5e94\u4e8e\u8868\u793a\u5f53\u524d\u751f\u6210\u90e8\u5206\u8868\u8fbe\u5f0f\u7684\u6807\u8bb0\u5e8f\u5217\uff0c\u8868\u793a\u4e3a\uff0c\u91c7\u6837\u8fc7\u7a0b\u88ab\u5efa\u6a21\u4e3a\u3002\u52a8\u4f5c\u662f\u5f53\u524d\u751f\u6210\u90e8\u5206\u8868\u8fbe\u5f0f\u4e4b\u540e\u7684\u4e0b\u4e00\u4e2a\u6807\u8bb0\u3002\u8fd9\u4e2a\u8fc7\u7a0b\u4e00\u76f4\u6301\u7eed\u5230\u9047\u5230SEP\u6807\u8bb0\u6216\u8fbe\u5230\u6700\u5927\u957f\u5ea6\u3002\u521d\u59cb\u72b6\u6001\u59cb\u7ec8\u662fBEG\u6807\u8bb0\uff0c\u56e0\u6b64\u6709\u6548\u7684\u72b6\u6001\u59cb\u7ec8\u4ee5BEG\u5f00\u59cb\uff0c\u5e76\u8ddf\u968f\u7740\u5148\u524d\u9009\u62e9\u7684\u6807\u8bb0\u3002\u663e\u7136\uff0c\u4efb\u4f55\u751f\u6210\u7684\u5e8f\u5217\u90fd\u4e0d\u80fd\u4fdd\u8bc1\u662f\u5408\u6cd5\u7684RPN\u5e8f\u5217\uff0c\u56e0\u6b64\u53ea\u5141\u8bb8\u5728\u67d0\u4e9b\u72b6\u6001\u4e0b\u91c7\u53d6\u7279\u5b9a\u7684\u52a8\u4f5c\uff0c\u4ee5\u786e\u4fddRPN\u5e8f\u5217\u7684\u6b63\u786e\u683c\u5f0f\u3002\u5f53\u548c\u5df2\u77e5\u65f6\uff0c\u5c31\u88ab\u552f\u4e00\u786e\u5b9a\uff0c\u8fd9\u610f\u5473\u7740\u72b6\u6001\u8f6c\u79fb\u51fd\u6570\u6ee1\u8db3\u72c4\u62c9\u514b\u5206\u5e03\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" width=\"235\" height=\"39\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/1726042958652.png\" alt=\"\" class=\"wp-image-1465\"\/><\/figure>\n\n\n\n<p>\u8fd9\u4e9bMDPs\u6846\u67b6\u4e2d\u7684\u4f18\u5316\u76ee\u6807\u662f\u5b66\u4e60\u4e00\u4e2a\u7b56\u7565\uff0c\u4ee5\u6700\u5927\u5316\u968f\u65f6\u95f4\u7684\u671f\u671b\u7d2f\u79ef\u5956\u52b1\uff1a\u975e\u96f6\u5956\u52b1\u53ea\u5728\u6700\u540e\u4e00\u6b65\u6536\u5230\uff0c\u8bc4\u4f30\u5b8c\u6574\u516c\u5f0f\u5316\u56e0\u5b50\u8868\u8fbe\u5f0f\u7684\u8d28\u91cf\uff0c\u800c\u4e0d\u662f\u5355\u4e2a\u6807\u8bb0\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"228\" height=\"40\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/1726043045161.png\" alt=\"\" class=\"wp-image-1466\"\/><\/figure>\n\n\n\n<p>\u5176\u4e2d\u3002\u8bed\u6cd5\u4e0a\u6b63\u786e\u7684\u8868\u8fbe\u5f0f\u53ef\u80fd\u7531\u4e8e\u67d0\u4e9b\u8fd0\u7b97\u7b26\u7684\u9650\u5236\u800c\u65e0\u6cd5\u8bc4\u4f30\u3002\u4f8b\u5982\uff0c\u5bf9\u6570\u8fd0\u7b97\u7b26\u6807\u8bb0\u4e0d\u9002\u7528\u4e8e\u8d1f\u503c\u3002\u8fd9\u79cd\u65e0\u6548\u6027\u4e0d\u80fd\u76f4\u63a5\u68c0\u6d4b\u5230\u3002\u56e0\u6b64\uff0c\u8fd9\u4e9b\u8868\u8fbe\u5f0f\u88ab\u5206\u914d\u4e86\u4e00\u4e2a\u5956\u52b1(-1)\uff08IC\u7684\u6700\u5c0f\u503c\uff09\uff0c\u4ee5\u963b\u6b62\u7b56\u7565\u751f\u6210\u8fd9\u4e9b\u8868\u8fbe\u5f0f\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>C. REINFORCE\u4e0ePPO\u7684\u6bd4\u8f83<\/strong><\/h2>\n\n\n\n<p>\u8fd9\u4e9bMDPs\u7684\u81ea\u7136\u89e3\u51b3\u65b9\u6848\u662fPPO\u7b97\u6cd5\uff0c\u5b83\u4f7f\u7528\u7ecf\u5178\u7684\u7b56\u7565\u68af\u5ea6\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"361\" height=\"29\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/1726043104949.png\" alt=\"\" class=\"wp-image-1467\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/1726043104949.png 361w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/1726043104949-300x24.png 300w\" sizes=\"(max-width: 361px) 100vw, 361px\" \/><\/figure>\n\n\n\n<p>\u5176\u4e2d\u4ee3\u8868\u5728\u7b56\u7565\u4e0b\u53d1\u751f\u8f68\u8ff9\u7684\u6982\u7387\uff0c\u4ee3\u8868\u8f68\u8ff9\u7684\u7d2f\u79ef\u5956\u52b1\u3002MDPs\u4e2d\u7684\u6bcf\u4e2a\u72b6\u6001\u5bf9\u5e94\u4e8e\u8868\u793a\u5f53\u524d\u751f\u6210\u90e8\u5206\u8868\u8fbe\u5f0f\u7684\u6807\u8bb0\u5e8f\u5217\u3002\u521d\u59cb\u72b6\u6001\u59cb\u7ec8\u662fBEG\uff0c\u56e0\u6b64\u6709\u6548\u72b6\u6001\u59cb\u7ec8\u4ee5BEG\u5f00\u59cb\uff0c\u5e76\u8ddf\u968f\u7740\u5148\u524d\u9009\u62e9\u7684\u6807\u8bb0\uff0c\u8fd9\u610f\u5473\u7740\uff0c\u5f53\u524d\u7b56\u7565\u662f\uff0c\u5f97\u5206\u51fd\u6570\uff0c<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"223\" height=\"26\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/image-2.png\" alt=\"\" class=\"wp-image-1468\"\/><\/figure>\n\n\n\n<p>\u4e14<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"242\" height=\"25\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/1726043152972.png\" alt=\"\" class=\"wp-image-1469\"\/><\/figure>\n\n\n\n<p>\u7531\u4e8eIC\u53ea\u80fd\u5728\u5b8c\u6574\u8868\u8fbe\u5f0f\u751f\u6210\u540e\u8ba1\u7b97\uff0c\u56e0\u6b64\u53ea\u6709\u6700\u540e\u4e00\u6b65\u7684\u5956\u52b1\u975e\u96f6\u3002\u7136\u540e\u7b56\u7565\u68af\u5ea6\uff085\uff09\u53ef\u4ee5\u88ab\u91cd\u5199\u4e3a\uff1a<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"302\" height=\"47\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/image-3.png\" alt=\"\" class=\"wp-image-1470\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-3.png 302w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-3-300x47.png 300w\" sizes=\"(max-width: 302px) 100vw, 302px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"662\" height=\"427\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/1726043236371.png\" alt=\"\" class=\"wp-image-1471\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/1726043236371.png 662w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/1726043236371-300x194.png 300w\" sizes=\"(max-width: 662px) 100vw, 662px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"644\" height=\"245\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/1726043303999.png\" alt=\"\" class=\"wp-image-1472\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/1726043303999.png 644w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/1726043303999-300x114.png 300w\" sizes=\"(max-width: 644px) 100vw, 644px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"850\" height=\"1024\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/image-4-850x1024.png\" alt=\"\" class=\"wp-image-1473\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-4-850x1024.png 850w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-4-249x300.png 249w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-4-768x925.png 768w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-4.png 852w\" sizes=\"(max-width: 850px) 100vw, 850px\" \/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u7b2c4\u7ae0 \u66f4\u597d\u7684\u5f3a\u5316\u5b66\u4e60\u5728\u516c\u5f0f\u5316Alpha\u56e0\u5b50\u6316\u6398\u4e2d\u7684\u5e94\u7528<\/strong><\/h2>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>A. \u63d0\u51fa\u7b97\u6cd5<\/strong><\/h3>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"658\" height=\"377\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/image-6.png\" alt=\"\" class=\"wp-image-1475\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-6.png 658w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-6-300x172.png 300w\" sizes=\"(max-width: 658px) 100vw, 658px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"726\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/image-5-1024x726.png\" alt=\"\" class=\"wp-image-1474\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-5-1024x726.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-5-300x213.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-5-768x545.png 768w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-5.png 1080w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u7b97\u6cd51: QFR<\/strong><\/h3>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"642\" height=\"61\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/image-8.png\" alt=\"\" class=\"wp-image-1477\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-8.png 642w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-8-300x29.png 300w\" sizes=\"(max-width: 642px) 100vw, 642px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"852\" height=\"900\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/image-7.png\" alt=\"\" class=\"wp-image-1476\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-7.png 852w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-7-284x300.png 284w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-7-768x811.png 768w\" sizes=\"(max-width: 852px) 100vw, 852px\" \/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>B. \u5956\u52b1\u5851\u9020<\/strong><\/h3>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"662\" height=\"275\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/image-9.png\" alt=\"\" class=\"wp-image-1478\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-9.png 662w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-9-300x125.png 300w\" sizes=\"(max-width: 662px) 100vw, 662px\" \/><\/figure>\n\n\n\n<p>\u4f7f\u7528IR\u6d4b\u8bd5\u4f5c\u4e3a\u5956\u52b1\u5851\u9020\u53ef\u4ee5\u5f15\u5bfcQFR\u7b97\u6cd5\u5728\u4f18\u5316\u8fc7\u7a0b\u4e2d\u66f4\u591a\u5730\u5173\u6ce8\u56e0\u5b50\u7684\u957f\u671f\u7a33\u5b9a\u6027\u548c\u4e00\u81f4\u6027\uff0c\u800c\u4e0d\u4ec5\u4ec5\u662f\u77ed\u671f\u5229\u6da6\u5cf0\u503c\u3002\u8fd9\u79cd\u5956\u52b1\u5851\u9020\u65b9\u6cd5\u5f15\u5bfc\u7b56\u7565\u7f51\u7edc\u5bfb\u627e\u5728\u4e0d\u540c\u5e02\u573a\u6761\u4ef6\u4e0b\u4fdd\u6301\u7a33\u5b9a\u9884\u6d4b\u80fd\u529b\u7684\u56e0\u5b50\uff0c\u51cf\u5c11\u8fc7\u5ea6\u62df\u5408\u8bad\u7ec3\u6570\u636e\u7684\u98ce\u9669\u3002\u5b83\u6709\u52a9\u4e8e\u51cf\u5c11\u6a21\u578b\u5bf9\u7279\u5b9a\u5e02\u573a\u6761\u4ef6\u7684\u8fc7\u5ea6\u4f9d\u8d56\uff0c\u4ece\u800c\u589e\u5f3a\u56e0\u5b50\u5728\u4e0d\u540c\u5e02\u573a\u73af\u5883\u4e2d\u7684\u6cdb\u5316\u80fd\u529b\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>C. \u7406\u8bba\u5206\u6790<\/strong><\/h3>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"659\" height=\"199\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/image-10.png\" alt=\"\" class=\"wp-image-1479\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-10.png 659w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-10-300x91.png 300w\" sizes=\"(max-width: 659px) 100vw, 659px\" \/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u7b2c5\u7ae0 \u6570\u503c\u7ed3\u679c<\/strong><\/h2>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>A. \u73af\u5883\u8bbe\u7f6e<\/strong><\/h3>\n\n\n\n<p>\u5b9e\u9a8c\u4f7f\u7528\u4e86\u6765\u81ea\u4e2d\u56fdA\u80a1\u5e02\u573a\u548c\u7f8e\u56fd\u80a1\u5e02\u7684\u6570\u636e\uff0c\u7279\u522b\u662f\u5173\u6ce8\u4e86\u4e2d\u56fd\u8bc1\u5238\u6307\u6570300\uff08CSI300\uff09\u3001\u4e2d\u56fd\u8bc1\u5238\u6307\u6570500\uff08CSI500\uff09\u3001\u4e2d\u56fd\u8bc1\u5238\u6307\u65701000\uff08CSI1000\uff09\u3001\u6807\u51c6\u666e\u5c14500\u6307\u6570\uff08S&amp;P 500\uff09\u3001\u9053\u743c\u65af\u5de5\u4e1a\u5e73\u5747\u6307\u6570\uff08Dow Jones Industrial Average\uff09\u548c\u7eb3\u65af\u8fbe\u514b100\u6307\u6570\uff08NASDAQ 100\uff09\u7684\u6210\u5206\u80a1\uff0c\u6765\u6a21\u62df\u6316\u6398\u516c\u5f0f\u5316Alpha\u56e0\u5b50\u7684MDPs\u3002\u4e3a\u4e86\u786e\u4fdd\u53ef\u91cd\u590d\u6027\uff0c\u5b9e\u9a8c\u53ea\u8bc6\u522b\u4e86\u516d\u4e2a\u4e3b\u8981\u7279\u5f81\u6765\u751f\u6210\u516c\u5f0f\u5316Alpha\u56e0\u5b50\uff0c\u5305\u62ec\u5f00\u76d8\u4ef7\u3001\u6536\u76d8\u4ef7\u3001\u6700\u9ad8\u4ef7\u3001\u6700\u4f4e\u4ef7\u3001\u4ea4\u6613\u91cf\u548c\u6210\u4ea4\u91cf\u52a0\u6743\u5e73\u5747\u4ef7\u3002\u76ee\u6807\u662f\u751f\u6210\u4e0e5\u65e5\u8d44\u4ea7\u56de\u62a5\u5177\u6709\u9ad8\u4fe1\u606f\u7cfb\u6570\uff08IC\uff09\u7684\u516c\u5f0f\u5316Alpha\u56e0\u5b50\u3002\u6570\u636e\u96c6\u88ab\u5212\u5206\u4e3a\u4e09\u4e2a\u5b50\u96c6\uff1a2016\/01\/01\u81f32020\/01\/01\u7684\u8bad\u7ec3\u96c6\uff0c2020\/01\/01\u81f32021\/01\/01\u7684\u9a8c\u8bc1\u96c6\uff0c\u4ee5\u53ca2021\/01\/01\u81f32024\/01\/01\u7684\u6d4b\u8bd5\u96c6\u3002\u6240\u6709\u4ef7\u683c\u548c\u6570\u91cf\u6570\u636e\u90fd\u6839\u636e2023\/01\/15\u7684\u8c03\u6574\u56e0\u7d20\u8fdb\u884c\u4e86\u524d\u5411\u5206\u7ea2\u8c03\u6574\u3002\u4e3a\u4e86\u8bc4\u4f30QFR\u6846\u67b6\u4e0e\u4f20\u7edf\u516c\u5f0f\u5316Alpha\u751f\u6210\u65b9\u6cd5\u7684\u6027\u80fd\uff0c\u91c7\u7528\u4e86\u6811\u6a21\u578b\u3001\u542f\u53d1\u5f0f\u7b97\u6cd5\u3001\u7aef\u5230\u7aef\u6df1\u5ea6\u6a21\u578b\u7b97\u6cd5\u548c\u53ef\u89e3\u91ca\u7684\u5f3a\u5316\u5b66\u4e60\u7b97\u6cd5\u4f5c\u4e3a\u57fa\u7ebf\u7b97\u6cd5\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"841\" height=\"487\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/image-11.png\" alt=\"\" class=\"wp-image-1480\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-11.png 841w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-11-300x174.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-11-768x445.png 768w\" sizes=\"(max-width: 841px) 100vw, 841px\" \/><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"647\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/image-12-1024x647.png\" alt=\"\" class=\"wp-image-1481\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-12-1024x647.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-12-300x189.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-12-768x485.png 768w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-12.png 1080w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>B. \u4e0e\u5176\u4ed6\u5f3a\u5316\u5b66\u4e60\u7684\u6bd4\u8f83<\/strong><\/h3>\n\n\n\n<p>\u5728\u89e3\u51b3\u7b2cIII\u7ae0\u5b9a\u4e49\u7684MDPs\u65f6\uff0cQFR\u7b97\u6cd5\u5728\u6240\u6709\u516d\u4e2a\u6307\u6570\u4e2d\u7684\u8868\u73b0\u5747\u4f18\u4e8eAlphaGen\u4e2d\u91c7\u7528\u7684PPO\u3002\u901a\u8fc7\u5728\u4e2d\u7f8e\u516d\u4e2a\u6307\u6570\u6210\u5206\u80a1\u4e0a\u4f7f\u7528\u5178\u578b\u7684\u6700\u65b0\u5f3a\u5316\u5b66\u4e60\u7b97\u6cd5\uff08\u5305\u62ecTRPO\u3001PPO\u548cA3C\uff09\u8fdb\u884c\u5b9e\u9a8c\uff0c\u5c55\u793a\u4e86QFR\u7684\u6027\u80fd\u3002\u7531\u4e8eQFR\u5229\u7528\u4e86\u5956\u52b1\u5851\u9020\uff0c\u800c\u57fa\u7ebf\u7b97\u6cd5\u6ca1\u6709\uff0c\u56e0\u6b64\u5728\u6bd4\u8f83\u4e0d\u540c\u7b97\u6cd5\u7684\u5b66\u4e60\u66f2\u7ebf\u65f6\uff0c\u4e0d\u4f7f\u7528\u5956\u52b1\u4f5c\u4e3a\u6307\u6807\u3002\u76f8\u53cd\uff0c\u4f7f\u7528\u7b49\u7ea7\u4fe1\u606f\u7cfb\u6570\uff08Rank IC\uff09\u4ee3\u66ff\u5956\u52b1\u6765\u8bc4\u4f30\u7b56\u7565\u7f51\u7edc\u5728\u8bad\u7ec3\u8fc7\u7a0b\u4e2d\u7684\u6027\u80fd\u3002Rank IC\u8bc4\u4f30Alpha\u503c\u7684\u7b49\u7ea7\u4e0e\u80a1\u7968\u56de\u62a5\u7b49\u7ea7\u5e8f\u5217\u4e4b\u95f4\u7684\u5173\u8054\u3002Rank IC\u8d8a\u9ad8\u8d8a\u597d\u3002\u53ef\u4ee5\u89c2\u5bdf\u5230\uff0cQFR\u5728\u8bad\u7ec3\u8fc7\u7a0b\u7ed3\u675f\u65f6\u5728\u6240\u6709\u516d\u4e2a\u6307\u6570\u4e2d\u7684\u6027\u80fd\u90fd\u4f18\u4e8e\u5176\u4ed6RL\u7b97\u6cd5\u3002\u4e0e\u8868\u73b0\u6700\u4f73\u7684PPO\u7b97\u6cd5\u76f8\u6bd4\uff0cQFR\u5728\u6307\u6807\u4e0a\u63d0\u9ad8\u4e863.83%\uff0c\u8fdb\u4e00\u6b65\u9a8c\u8bc1\u4e86\u4e22\u5f03\u4e0e\u4ef7\u503c\u7f51\u7edc\u76f8\u5173\u7684\u5143\u7d20\u3001\u5f15\u5165\u51cf\u6cd5\u57fa\u7ebf\u503c\u4ee5\u53ca\u5408\u7406\u7684\u5956\u52b1\u5851\u9020\u7684\u6709\u6548\u6027\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large is-resized\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"553\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/image-13-1024x553.png\" alt=\"\" class=\"wp-image-1482\" style=\"width:645px;height:auto\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-13-1024x553.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-13-300x162.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-13-768x415.png 768w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-13.png 1080w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>C. \u56e0\u5b50\u8bc4\u4f30<\/strong><\/h3>\n\n\n\n<p>\u5c06\u57fa\u7ebf\u7b97\u6cd5\u548cQFR\u7b97\u6cd5\u5e94\u7528\u4e8eCSI300\u548cCSI500\u6307\u6570\u7684\u6210\u5206\u80a1\uff0c\u5e76\u57fa\u4e8eIC\u548cRank IC\u4e24\u4e2a\u6307\u6807\u8bc4\u4f30\u5b83\u4eec\u7684\u6027\u80fd\u3002IC\u5b9a\u4e49\u5982\uff081\uff09\u3002\u4e24\u4e2a\u6307\u6807\u8d8a\u9ad8\u8d8a\u597d\u3002\u6ce8\u610f\uff0c\u6240\u6709\u7b97\u6cd5\u4ec5\u9488\u5bf9IC\u6307\u6807\u8fdb\u884c\u4f18\u5316\u3002\u7ed3\u679c\u5982\u8868IV\u6240\u793a\u3002MLP\u3001XGBoost\u548cLightGBM\u7684\u6027\u80fd\u8f83\u5dee\uff0c\u56e0\u4e3a\u5b83\u4eec\u4f7f\u7528\u4e86\u5f00\u6e90\u7684Alpha\u96c6\u3002\u53e6\u4e00\u65b9\u9762\uff0cAlphaGen\u503e\u5411\u4e8e\u6536\u655b\u4e8e\u5c40\u90e8\u6700\u4f18\uff0c\u5bfc\u81f4\u5728\u8bad\u7ec3\u6570\u636e\u4e0a\u8fc7\u62df\u5408\u3002\u5c3d\u7ba1GP\u901a\u8fc7\u4fdd\u7559\u591a\u6837\u5316\u7684\u79cd\u7fa4\u6765\u7f13\u89e3\u8fd9\u4e2a\u95ee\u9898\uff0c\u4f46\u5b83\u4ecd\u7136\u96be\u4ee5\u751f\u6210\u5728\u7ec4\u5408\u4e2d\u8868\u73b0\u51fa\u534f\u540c\u4f5c\u7528\u7684Alpha\u56e0\u5b50\u3002\u4e0eAlphaGen\u76f8\u6bd4\uff0cQFR\u5728\u89e3\u51b3\u6316\u6398\u516c\u5f0f\u5316Alpha\u56e0\u5b50\u7684MDPs\u65b9\u9762\u8868\u73b0\u66f4\u4f18\u3002QFR\u7684\u4f18\u8d8a\u6027\u80fd\u5f52\u56e0\u4e8e\u901a\u8fc7\u4e22\u5f03\u4e0e\u4ef7\u503c\u7f51\u7edc\u76f8\u5173\u7684\u5143\u7d20\u6765\u52a0\u901f\u6536\u655b\u8fc7\u7a0b\uff0c\u4ee5\u53ca\u5408\u7406\u7684\u5956\u52b1\u5851\u9020\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"837\" height=\"583\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/image-14.png\" alt=\"\" class=\"wp-image-1483\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-14.png 837w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-14-300x209.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-14-768x535.png 768w\" sizes=\"(max-width: 837px) 100vw, 837px\" \/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>D. \u6295\u8d44\u6a21\u62df<\/strong><\/h3>\n\n\n\n<p>\u4e3a\u4e86\u8fdb\u4e00\u6b65\u5c55\u793aQFR\u7b97\u6cd5\u5728\u66f4\u73b0\u5b9e\u7684\u6295\u8d44\u73af\u5883\u4e2d\u7684\u6709\u6548\u6027\uff0c\u4f7f\u7528\u5404\u79cd\u7b97\u6cd5\u63d0\u53d6\u7684\u56e0\u5b50\u8fdb\u884c\u4e86\u6295\u8d44\u6a21\u62df\u3002\u5177\u4f53\u6765\u8bf4\uff0c\u8fd9\u4e9b\u56e0\u5b50\u88ab\u5e94\u7528\u4e8e\u6307\u6570\u589e\u5f3a\u7b56\u7565\uff0c\u5728\u8be5\u7b56\u7565\u4e2d\uff0c\u80a1\u7968\u9996\u5148\u6839\u636e\u5b83\u4eec\u7684\u56e0\u5b50\u503c\u8fdb\u884c\u6392\u5e8f\uff0c\u7136\u540e\u9009\u62e9\u524d50\u53ea\u80a1\u7968\u5e76\u6267\u884c\u518d\u5e73\u8861\u64cd\u4f5c\uff08\u51fa\u552e\u5f53\u524d\u6295\u8d44\u7ec4\u5408\u4e2d\u4e0d\u5728\u524dk\u53ea\u80a1\u7968\u4e2d\u7684\u90a3\u4e9b\uff0c\u8d2d\u4e70\u4e0d\u5728\u5f53\u524d\u6295\u8d44\u7ec4\u5408\u4e2d\u4f46\u5728\u524dk\u53ea\u80a1\u7968\u4e2d\u7684\u90a3\u4e9b\uff09\u3002\u5728CSI300\u6307\u6570\u7684\u6d4b\u8bd5\u671f\u95f4\uff082021\/01\/01\u81f32024\/01\/01\uff09\u8fdb\u884c\u4e86\u56de\u6d4b\u3002\u4f7f\u7528\u7d2f\u79ef\u56de\u62a5\uff08\u5229\u6da6\u548c\u635f\u5931\uff09\u8bc4\u4f30\u56e0\u5b50\u5728\u56de\u6d4b\u4e2d\u7684\u6027\u80fd\uff0c\u8be5\u6307\u6807\u7684\u6700\u7ec8\u503c\u8d8a\u9ad8\u8d8a\u597d\u3002\u56de\u6d4b\u7ed3\u679c\u5982\u56fe6\u6240\u793a\u3002\u867d\u7136QFR\u5728\u6574\u4e2a\u56de\u6d4b\u8fc7\u7a0b\u4e2d\u5e76\u4e0d\u603b\u662f\u8868\u73b0\u6700\u4f73\uff0c\u4f46\u5b83\u5728\u6700\u7ec8\u4ecd\u7136\u8868\u73b0\u826f\u597d\uff0c\u5e76\u4e0e\u5176\u4ed6\u57fa\u7ebf\u7b97\u6cd5\u76f8\u6bd4\u5b9e\u73b0\u4e86\u6700\u9ad8\u7684\u7d2f\u79ef\u56de\u62a5\u3002<\/p>\n\n\n\n<p>\u6b64\u5916\uff0c\u6839\u636e\u4e2d\u56fd\u9690\u542b\u6ce2\u52a8\u7387\u6307\u6570\uff08CIMV\uff09\uff0c\u9009\u62e9\u4e86\u9ad8\u6ce2\u52a8\u671f\uff082021\/01\/01-2021\/03\/24\uff0cCIMV &gt; 20%\uff09\u3001\u6ce2\u52a8\u7387\u5feb\u901f\u53d8\u5316\u671f\uff082022\/07\/01-2022\/09\/15\uff0cCIMV\u4e0b\u964d7.43%\uff09\u548c\u4f4e\u6ce2\u52a8\u671f\uff082023\/01\/01-2023\/03\/31\uff0cCIMV &lt; 20%\uff09\uff0c\u4ee5\u8fdb\u4e00\u6b65\u5c55\u793a\u6bcf\u4e2a\u7b97\u6cd5\u5728\u4e0d\u540c\u5e02\u573a\u6ce2\u52a8\u6761\u4ef6\u4e0b\u7684\u56e0\u5b50\u6027\u80fd\u3002\u7136\u540e\u5206\u6790\u4e86\u6bcf\u4e2a\u65f6\u671f\u7684\u76c8\u4e8f\u60c5\u51b5\uff0c\u7ed3\u679c\u5982\u56fe7\u6240\u793a\u3002QFR\u5728\u5404\u79cd\u6ce2\u52a8\u6761\u4ef6\u4e0b\u90fd\u80fd\u5b9e\u73b0\u6700\u9ad8\u5229\u6da6\u3002\u7279\u522b\u662f\u5728\u9ad8\u6ce2\u52a8\u671f\u95f4\uff0cQFR\u6bd4\u57fa\u7ebf\u7b97\u6cd5\u6709\u663e\u8457\u4f18\u52bf\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"736\" src=\"https:\/\/blog.laoyulaoyu.top\/wp-content\/uploads\/2024\/09\/image-15-1024x736.png\" alt=\"\" class=\"wp-image-1484\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-15-1024x736.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-15-300x216.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-15-768x552.png 768w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2024\/09\/image-15.png 1080w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u7b2c6\u7ae0 \u7ed3\u8bba<\/strong><\/h2>\n\n\n\n<p>\u672c\u6587\u603b\u7ed3\u4e86QFR\u7b97\u6cd5\u7684\u4e3b\u8981\u8d21\u732e\u548c\u4f18\u52bf\uff0c\u6307\u51fa\u8be5\u7b97\u6cd5\u5728\u6316\u6398\u516c\u5f0f\u5316Alpha\u56e0\u5b50\u65b9\u9762\u5c55\u73b0\u51fa\u4e86\u4f18\u8d8a\u7684\u6027\u80fd\uff0c\u5305\u62ec\u66f4\u9ad8\u7684\u8d44\u4ea7\u56de\u62a5\u76f8\u5173\u6027\u548c\u66f4\u5f3a\u7684\u8d85\u989d\u5229\u6da6\u83b7\u53d6\u80fd\u529b\u3002\u6b64\u5916\uff0c\u8bba\u6587\u8fd8\u6307\u51faQFR\u7b97\u6cd5\u7684\u53ef\u89e3\u91ca\u6027\u3001\u7a33\u5b9a\u6027\u548c\u6548\u7387\u4f7f\u5176\u6210\u4e3a\u91cf\u5316\u91d1\u878d\u5e94\u7528\u4e2d\u7684\u4e00\u4e2a\u6709\u4ef7\u503c\u5de5\u5177\uff0c\u5e76\u5efa\u8bae\u672a\u6765\u7684\u7814\u7a76\u65b9\u5411\u53ef\u4ee5\u63a2\u7d22\u66f4\u590d\u6742\u7684\u5956\u52b1\u5851\u9020\u673a\u5236\uff0c\u5e76\u5c06QFR\u7b97\u6cd5\u5e94\u7528\u4e8e\u6295\u8d44\u7ec4\u5408\u4f18\u5316\u548c\u98ce\u9669\u7ba1\u7406\u7b49\u5176\u4ed6\u91d1\u878d\u4efb\u52a1\u3002<\/p>\n\n\n\n<p><em><strong>\u672c\u6587\u4f5c\u8005\u4e0d\u4ec5\u6765\u81ea\u56fd\u5185\u5916\u77e5\u540d\u9662\u6821\uff0c\u540c\u6837\u5305\u542b\u56fd\u5185\u77e5\u540d\u79c1\u52df\u7684\u521b\u59cb\u4eba\u3002<\/strong><\/em><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<hr 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