cs.LGJun 9, 2026

Mitigating Bias in Low-SNR Financial Reinforcement Learning via Quantum Representations

Authors: Zeyu LiuXuanzhi FengSing Kwong LaiYuanchen GaoXiaoyi PangHualei ZhangJingcai GuoJie Zhang+1 more

Organizations: The Hong Kong University of Science and Technology

Abstract

The financial market is a typical low signal-to-noise ratio (SNR) setting, which often destabilizes off-policy maximum-entropy methods like Soft Actor-Critic (SAC). Specifically, noisy state representations may produce unreliable Q-value estimates, and bootstrapping amplifies these errors, forming a failure mode we call the "Financial Entropy Trap". In this paper, we propose FPQC-SAC, an efficient and plug-and-play SAC variant that places a compact and bounded Parameterized Quantum Circuit (PQC) before the actor and critic networks to constrain feature propagation at the representation level, rather than filtering raw inputs or regularizing Q-values after bootstrapping. Notably, FPQC-SAC reduces the impact of extreme market fluctuations on Bellman target estimation, while trainable quantum entanglement preserves flexible cross-asset interactions. Empirical evaluations on real-world portfolio management tasks demonstrate that FPQC-SAC substantially enhances out-of-sample stability and cumulative returns by achieving a 66.89% relative gain in cumulative return over standard unconstrained SAC and outperforms the best continuous-control deep reinforcement learning baseline by approximately 27%. Open-source code is available at https://github.com/ZeyuLIU-UST/FPQC-SAC-main.

Explore similar work

May 14, 2026cs.LG

QuantFPFlow: Quantum Amplitude Estimation for Fokker--Planck Policy Optimisation in Continuous Reinforcement Learning

We introduce \textbf{QuantFPFlow}, a reinforcement learning framework that integrates quantum amplitude estimation into the Fokker--Planck~(FP) formulation of stochastic policy optimisation. Classical continuous-space RL agents must estimate the FP partition function Z=eV(x)/DdxZ = \int e^{-V(\mathbf{x})/D}\,d\mathbf{x} at cost \calO(1/ε2)\calO(1/\varepsilon^{2}); QuantFPFlow replaces this with a Grover-amplified amplitude estimator achieving \calO(1/ε)\calO(1/\varepsilon) -- a provable quadratic speedup. While the full quantum acceleration requires fault-tolerant hardware, the quantum-inspired classical simulation demonstrated here already exhibits the \calO(1/ε)\calO(1/\varepsilon) algorithmic structure. The estimated stationary distribution \rhostar\rhostar drives a theoretically grounded exploration bonus \Raug=\Renv+αlog(1/\rhostar(s))\Raug = \Renv + α\log(1/\rhostar(s)). This bonus steers the agent toward globally optimal regions of multimodal reward landscapes while simultaneously constraining policy variance through FP diffusion matching. On a continuous-control task specifically designed to expose local-optima failure, QuantFPFlow achieves mean reward 1,295.7±423.21{,}295.7 \pm 423.2 versus 1,284.0±474.01{,}284.0 \pm 474.0 for Soft Actor-Critic~(SAC), while discovering the global optimum \textbf{10.4,% more frequently} (33.9,% vs.\ 30.7,%). Policy entropy remains near H(π)6.5H(π)\approx 6.5,nats throughout training, whereas SAC collapses to 1.51.5,nats, confirming that FP diffusion matching actively prevents premature convergence. Dimensionality experiments further show computational scaling of \calO(d0.35)\calO(d^{0.35}) for QuantFPFlow versus \calO(d0.76)\calO(d^{0.76}) for classical FP estimation.
Abraham Itzhak Weinberg
May 9, 2026cs.LG

Revisiting Mixture Policies in Entropy-Regularized Actor-Critic

Mixture policies theoretically offer greater flexibility than unimodal policies in continuous action reinforcement learning, but the practical benefits of this complexity remain elusive. Mixture policies are notably absent from most state-of-the-art algorithms, raising a fundamental question: Is the added representational overhead useful? We show that increased flexibility can theoretically enhance solution quality and entropy robustness. Yet standard algorithms like SAC do not leverage these advantages. A core issue is the lack of a low-variance reparameterization trick for mixtures, a luxury Gaussian policies enjoy. We propose a marginalized reparameterization (MRP) estimator to address this, proving it offers lower variance than the standard likelihood-ratio (LR) approach. Our experiments across Gym MuJoCo, DeepMind Control Suite, and MetaWorld show that MRP mixture policies significantly outperform their LR ones, and reach parity (sometimes better) with Gaussian counterparts. In addition, we do find several cases where MRP mixture policies exhibit clear empirical advantages. In this paper, we provide a clearer understanding of the trade-offs involved, elevating MRP mixture policies from theoretical curiosity to a practical tool.
Jiamin He, Samuel Neumann, Jincheng Mei +2
Apr 23, 2026quant-ph

Replay-buffer engineering for noise-robust quantum circuit optimization

Deep reinforcement learning (RL) for quantum circuit optimization faces three fundamental bottlenecks: replay buffers that ignore the reliability of temporal-difference (TD) targets, curriculum-based architecture search that triggers a full quantum-classical evaluation at every environment step, and the routine discard of noiseless trajectories when retraining under hardware noise. We address all three by treating the replay buffer as a primary algorithmic lever for quantum optimization. We introduce ReaPER++, an annealed replay rule that transitions from TD error-driven prioritization early in training to reliability-aware sampling as value estimates mature, achieving 432×4-32\times gains in sample efficiency over fixed PER, ReaPER, and uniform replay while consistently discovering more compact circuits across quantum compilation and QAS benchmarks; validation on LunarLander-v3 confirms the principle is domain-agnostic. Furthermore we eliminate the quantum-classical evaluation bottleneck in curriculum RL by introducing OptCRLQAS which amortizes expensive evaluations over multiple architectural edits, cutting wall-clock time per episode by up to 67.5%67.5\% on a 12-qubit optimization problem without degrading solution quality. Finally we introduce a lightweight replay-buffer transfer scheme that warm-starts noisy-setting learning by reusing noiseless trajectories, without network-weight transfer or εε-greedy pretraining. This reduces steps to chemical accuracy by up to 8590%85-90\% and final energy error by up to 90%90\% over from-scratch baselines on 6-, 8-, and 12-qubit molecular tasks. Together, these results establish that experience storage, sampling, and transfer are decisive levers for scalable, noise-robust quantum circuit optimization.
Akash Kundu, Sebastian Feld