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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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140279419558 · Jun 202019922001200920172026
48 results for Advantage Weighted Mixture Policy

Improved SAC with AWMP for better control tasks.

problem Discontinuous and non-smooth optimal policies in reinforcement learning.
method Advantage Weighted Mixture Policy (AWMP) for SAC, learning state-specific weights.
result SAC with AWMP outperforms SAC in four control tasks.

DG improves policy gradients by weighting actions with a sigmoid of advantage and surprisal.

problem Pathologies in standard policy gradients, leading to poor updates and over-allocation of gradient budget.
method Introduces Delightful Policy Gradient (DG) that gates each term with a sigmoid of advantage and surprisal.
result DG provably improves directional accuracy in a single context and shifts the expected gradient closer to the oracle across multiple contexts.

In this paper, we propose a novel maximum causal Tsallis entropy (MCTE) framework for imitation learning which can efficiently learn a sparse multi-modal policy distribution from demonstrations. We provide the full mathematical analysis of the proposed framework. First, the optimal solution of an MCTE problem is shown …

2018-05-22abs ↗pdf ↗

New approach optimizes policies in adversarial MDPs using adversarial learning.

problem Optimizing policies in adversarial Markov decision processes.
method Adversarial learning on advantage functions, extending previous reductions.
result Stronger regret criteria and performance guarantees for policy optimization.

DG separates successes and failures by gating updates with advantage and surprisal.

problem Negative learning from surprising data in distributed reinforcement learning.
method DG gates each update with the product of advantage and surprisal, suppressing failures and preserving successes.
result DG outperforms other methods in various challenging reinforcement learning tasks.

A novel approach for safe offline RL using latent safety constraints.

problem Balancing safety constraints and reward maximization in offline RL.
method Conditional Variational Autoencoders for latent safety modeling, Constrained Reward-Return Maximization.
result Our approach maintains safety compliance while optimizing rewards, outperforming existing methods.

New framework shifts bandit algorithms from expected reward to preference metrics, optimizing mixtures of arms.

problem Traditional bandit algorithms focus on expected rewards, ignoring variability and risk.
method Introduces preference metrics (PMs) and designs algorithms to optimize mixtures of arms.
result Optimal policy selects mixtures of arms based on specific weights, not a single best arm.

Policy gradient based reinforcement learning algorithms coupled with neural networks have shown success in learning complex policies in the model free continuous action space control setting. However, explicitly parameterized policies are limited by the scope of the chosen parametric probability distribution. We show t…

2019-06-27abs ↗pdf ↗

Diffusion models accurately recover mixture weights from generated samples despite score function insensitivity.

problem Score-based generative models often fail to learn correct relative mode amplitudes (mixture weights) from generated samples.
method Relate diffusion score matching (DSM) loss to mixture weight estimation error, define diffusion score sensitivity index (DSSI), and prove its governing role in mixture weight recovery.
result Generated samples can accurately recover mixture weights from the DSM loss, even when the target score is insensitive to mixture weights.

Corrupting the input and hidden layers of deep neural networks (DNNs) with multiplicative noise, often drawn from the Bernoulli distribution (or 'dropout'), provides regularization that has significantly contributed to deep learning's success. However, understanding how multiplicative corruptions prevent overfitting ha…

2015-06-10abs ↗pdf ↗

Paper proposes interpretable RL policies from a mixture of experts.

problem Making RL policies transparent and understandable in real-world applications.
method Policy iteration scheme with interpretable experts and prototypical states.
result Proposed algorithm learns policies comparable to neural networks but more interpretable.

We describe kk-MLE, a fast and efficient local search algorithm for learning finite statistical mixtures of exponential families such as Gaussian mixture models. Mixture models are traditionally learned using the expectation-maximization (EM) soft clustering technique that monotonically increases the incomplete (expec…

2012-03-23abs ↗pdf ↗

OTSS learns personalized decision weights from logged decisions and outputs.

problem Learning context-specific decision weights from logged decisions and outputs.
method Output-targeted soft-segmentation model that deploys personalized decision-ready weight vectors.
result OTSS achieves the lowest mean regret in benchmark settings.

New methods improve LLM preference optimization by intelligently weighting multiple reference models.

problem Improving LLM preference optimization with multiple reference models.
method Introducing four new weighting strategies for multiple-reference preference optimization.
result All four new weighting strategies outperform current methods on preference accuracy.

New estimator reduces variance in off-policy evaluation for contextual bandits.

problem High variance in current OPE methods for contextual bandits.
method Marginal Density Ratio (MR) estimator focusing on marginal distribution shift.
result MR estimator reduces variance compared to IPW and DR methods.

Study improves stock price prediction using adaptive Mixture of Experts framework.

problem Tackles diverse volatility regimes in stock price prediction.
method Combines RNN for high-volatility stocks and linear regression for stable stocks with a gating mechanism.
result Achieves up to 33% improvement in MSE for volatile assets and 28% for stable assets.

Bayesian Parametric Portfolio Policies corrects overestimation of utility and risk in traditional PPP.

problem Traditional Parametric Portfolio Policies ignore policy risk, leading to overestimation of expected utility and understatement of portfolio risk.
method Developed Bayesian Parametric Portfolio Policies (BPPP) by placing a prior on policy coefficients to correct the decision rule.
result BPPP delivers higher Sharpe ratios, lower turnover, larger investor welfare, and lower tail risk compared to traditional PPP.

Reinforcement learning improves online matching by combining expert policies.

problem Efficient decision-making in complex systems like cloud services and marketplaces.
method Combines reinforcement learning with expert policies, using advantage-based weight updates.
result The orchestrated policy converges faster and yields higher efficiency than individual experts and conventional RL.

Low-rank matrix factorization (LRMF) has received much popularity owing to its successful applications in both computer vision and data mining. By assuming noise to come from a Gaussian, Laplace or mixture of Gaussian distributions, significant efforts have been made on optimizing the (weighted) L1L_1 or L2L_2-norm los…

2019-01-01abs ↗pdf ↗

Model-based clustering imposes a finite mixture modelling structure on data for clustering. Finite mixture models assume that the population is a convex combination of a finite number of densities, the distribution within each population is a basic assumption of each particular model. Among all distributions that have …

2013-11-26abs ↗pdf ↗

The paper tackles robust policy learning from multiple data sources.

problem Learning a policy that generalizes across diverse settings from multiple heterogeneous data sources.
method Proposes a minimax regret optimization objective and a policy learning algorithm combining doubly robust offline policy evaluation and no-regret learning.
result Achieves minimal worst-case mixture regret up to a moderated vanishing rate of the total data across all sources.

Policy gradient is an efficient technique for improving a policy in a reinforcement learning setting. However, vanilla online variants are on-policy only and not able to take advantage of off-policy data. In this paper we describe a new technique that combines policy gradient with off-policy Q-learning, drawing experie…

2016-11-05abs ↗pdf ↗

New concept of mixture complexity helps detect gradual clustering changes.

problem Determining the number of clusters in mixture models with overlaps and weight biases.
method Introducing mixture complexity (MC) as a new measure of cluster size, defined from information theory.
result MC can detect gradual clustering changes, allowing earlier detection and finer distinction.

This paper improves Q-learning bounds using reference-advantage decomposition.

problem Improving Q-learning bounds in MDPs with positive suboptimality gaps.
method Develops a novel error decomposition framework to prove gap-dependent regret bounds.
result Establishes logarithmic gap-dependent regret bounds for Q-learning.

We introduce a copula mixture model to perform dependency-seeking clustering when co-occurring samples from different data sources are available. The model takes advantage of the great flexibility offered by the copulas framework to extend mixtures of Canonical Correlation Analysis to multivariate data with arbitrary c…

2012-06-27abs ↗pdf ↗

The paper proposes a structure learning model for efficient reinforcement learning.

problem Efficient sample-based decision making in complex environments.
method Temporal Gaussian Mixture Model with structure learning.
result The model discovers the number of states and transition probabilities.

Learning policies on data synthesized by models can in principle quench the thirst of reinforcement learning algorithms for large amounts of real experience, which is often costly to acquire. However, simulating plausible experience de novo is a hard problem for many complex environments, often resulting in biases for …

2018-11-15abs ↗pdf ↗

New algorithm for learning mixtures with mostly uniform weights, improving on previous bounds.

problem Learning mixtures of Gaussians with uniform weights and mostly uniform component weights.
method Statistical Query (SQ) lower bound and quasi-polynomial upper bound for testing.
result Quasi-polynomial upper bound for testing mixtures with mostly uniform weights.

Paper proposes a method to improve off-policy reinforcement learning in batch settings.

problem Challenges in applying off-policy reinforcement learning to batch data.
method Uses a learned prior, the advantage-weighted behavior model (ABM), to bias RL policies.
result Improves performance on various RL tasks, including robot control.