crosslearn 0.3.7

Reusable representation extractors for reinforcement learning across vectors, images, and Chronos-backed time-series windows.

CrossLearn

Reusable representation extractors for reinforcement learning.

CrossLearn is an extractor-first reinforcement learning package built around a simple idea: the most reusable part of many RL systems is not the algorithm, but the observation encoder. The library keeps the algorithm surface intentionally small while giving vectors, images, and time-series windows a shared feature-extraction interface that works with both native REINFORCE and Stable-Baselines3.

Why CrossLearn | Representation Families | Quickstart Colab Notebooks | Installation | Core API | References

Why CrossLearn

• Extractor-first design. The package is organized around reusable extractors that let you plug flat features, image encoders, or foundation-model embeddings into the same RL training interface.
• One interface for native and SB3 training. The same extractor classes can power the package's native REINFORCE policy or be passed into SB3 through policy_kwargs.
• Foundation-model time-series support is first-class. ChronosExtractor and ChronosEmbedder let pretrained Chronos models act as RL backbones for rolling windows.
• Observation families stay consistent. Flat vectors, Atari-style image stacks, and multivariate time-series windows all plug into the same feature-extraction contract.
• The extension path is clean. If you can encode an observation batch into feature vectors, you can turn that encoder into a reusable RL backbone.

Representation Families

Observation family	Main components	Typical observation shape	Why it matters
Flat vectors	FlattenExtractor	(n_features,)	Keeps classic control and tabular-style numeric tasks simple and fast.
Images	AtariPreprocessor + NatureCNNExtractor	(C, H, W)	Gives Atari-style grayscale, resized, stacked frames with a standard CNN backbone.
Rolling time series	ChronosExtractor or ChronosEmbedder	(lookback, n_features) or flat legacy windows	Lets a pretrained time-series foundation model serve as the observation encoder.

All packaged extractors implement the SB3 BaseFeaturesExtractor contract, which is the key reason the same backbone can move between native crosslearn.REINFORCE and SB3 policies.

Chronos Workflows

CrossLearn includes two complementary Chronos paths:

• ChronosExtractor embeds rolling windows online inside the policy forward pass.
• ChronosEmbedder embeds windows offline and writes aligned embedding columns back into a dataframe.

They both use the Chronos-2 multivariate forecasting model, which gives you a powerful pretrained time-series encoder without needing to train your own sequence model from scratch.

The Chronos utilities are designed for practical RL use:

• They accept raw 2D rolling windows or flat backward-compatible inputs.
• They support feature selection by selected_columns or selected_indices.
• They expose mean and last pooling over Chronos token embeddings.
• They align with CUDA automatically by default when available, so the online Chronos path does not bounce observations through CPU unless you override device_map.

Quickstart Colab Notebooks

Checkout the Colab quickstarts for runnable examples of native and SB3 training with vector, image, and time-series observations:

Notebook	Focus	Colab
Native REINFORCE quickstart	Shortest path from make_vec_env to a working policy-gradient baseline on CartPole-v1 or LunarLander-v3.	Open in Colab
Atari REINFORCE with Nature CNN	Native Atari training with AtariPreprocessor and NatureCNNExtractor.	Open in Colab
Atari PPO with the package CNN extractor	SB3 PPO using the same image backbone interface.	Open in Colab
Chronos-2 trading features with native REINFORCE	Online and offline Chronos workflows over rolling OHLCV windows.	Open in Colab
Chronos-2 trading features with SB3 PPO	The same Chronos representation path plugged into SB3.	Open in Colab

Installation

pip install crosslearn
pip install "crosslearn[atari]"
pip install "crosslearn[chronos]"
pip install "crosslearn[extra]"

chronos includes the Chronos foundation-model dependencies plus tqdm for offline embedding progress bars. extra adds those dependencies alongside Atari support, TensorBoard, and Weights & Biases. Notebook-only example dependencies are kept separate.

Core API

from crosslearn import REINFORCE, make_vec_env
from crosslearn.envs import AtariPreprocessor
from crosslearn.extractors import (
    BaseFeaturesExtractor,
    ChronosEmbedder,
    ChronosExtractor,
    FlattenExtractor,
    NatureCNNExtractor,
)

Minimal native quickstart:

from crosslearn import REINFORCE, make_vec_env

vec_env = make_vec_env("CartPole-v1", n_envs=4)
agent = REINFORCE(vec_env, seed=42)
agent.learn(total_timesteps=100_000)

Chronos-backed time-series quickstart:

from crosslearn import REINFORCE, make_vec_env
from crosslearn.extractors import ChronosExtractor

vec_env = make_vec_env(lambda: MyTradingEnv(window_size=30), n_envs=4)

agent = REINFORCE(
    vec_env,
    features_extractor_class=ChronosExtractor,
    features_extractor_kwargs={
        "feature_names": ["Open", "High", "Low", "Close", "Volume"],
        "selected_columns": ["Close", "Volume"],
    },
    seed=42,
)
agent.learn(total_timesteps=100_000)

ChronosExtractor follows the agent device automatically by default. That removes the largest avoidable CPU/GPU transfer in the online Chronos path, but GPU utilization still depends on batch size: use larger n_envs than the minimal notebook demos when you want wider Chronos inference batches, and only enable async env stepping when environment latency is large enough to justify process overhead.

SB3 interoperability with the same extractor contract:

import gymnasium as gym
from stable_baselines3 import PPO

from crosslearn.envs import AtariPreprocessor
from crosslearn.extractors import NatureCNNExtractor

env = gym.make("ALE/Breakout-v5", render_mode="rgb_array", frameskip=1)
env = AtariPreprocessor(env, stack_size=4, frame_skip=1, screen_size=84)

model = PPO(
    "CnnPolicy",
    env,
    policy_kwargs={"features_extractor_class": NatureCNNExtractor},
    verbose=1,
)

Also Included

• make_vec_env normalizes string env IDs, single gym.Env instances, vector envs, and callable factories into a consistent gym.vector.VectorEnv.
• Callback utilities include solved-threshold stopping, checkpointing, best-model hooks, early stopping, and a progress bar.
• Logging integrations include TensorBoard and Weights & Biases run/config handling.

Research Context

CrossLearn provides a simple and practical way to bring powerful pretrained models into reinforcement learning. Instead of building complex new algorithms, the library focuses on the representation layer - the part that turns raw observations into useful features for the policy.

The design is deliberately straightforward: inherit from BaseFeaturesExtractor and implement a forward method. The resulting extractor works seamlessly with both the package’s native REINFORCE agent and Stable-Baselines3 policies. This makes it easy to experiment with different observation types without rewriting the training loop.

A key example is using Chronos, a pretrained time-series model, to create richer features from rolling windows of data (such as financial OHLCV). Rather than treating time-series as a niche case, crosslearn treats pretrained encoders as interchangeable backbones. The same approach extends naturally to image observations with stronger CNNs, multimodal models, or custom representation pipelines. By keeping the extractor layer reusable and decoupled from the agent, crosslearn enables faster experimentation and more effective learning across vector, image, and sequential data.

References

• Williams, R. J. (1992). Simple statistical gradient-following algorithms for connectionist reinforcement learning.
• Mnih et al. (2015). Human-level control through deep reinforcement learning.
• Ansari et al. (2024), Chronos: Learning the Language of Time Series
• Ansari et al. (2025), Chronos-2: From Univariate to Universal Forecasting
• Lima, Oliveira, and Zanchettin (2025), ChronosRL: embeddings-based reinforcement learning agent for financial trading

License

CrossLearn is released under the Apache License 2.0. See the LICENSE.