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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.

168,694 papers · 148 categories

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4080119159 · Jun 202019922001200920172026
48 results for Constrained RL

PDCA algorithm learns policies for RL with constraints using a primal-dual approach.

problem Offline constrained reinforcement learning with general function approximation.
method Primal-Dual-Critic Algorithm (PDCA) using a primal-dual approach.
result PDCA finds a near saddle point of the Lagrangian, nearly optimal for constrained RL.

FMDP-BF algorithm improves RL in factored MDPs with exponential regret reduction.

problem Efficient reinforcement learning in factored MDPs with constrained RL.
method FMDP-BF algorithm leveraging factorization structure of FMDPs.
result FMDP-BF's regret is exponentially smaller than optimal algorithms for non-factored MDPs.

Offline RL tackles resource-constrained online deployment with improved policy transfer.

problem Training policies with limited online features using a rich offline dataset.
method Introduce a policy transfer algorithm that first trains a teacher agent with full offline features and then transfers knowledge to a student agent with limited online features.
result Consistent improvement in performance over baseline methods on resource-constrained datasets.

Safe RL for autonomous vehicles using PCPO with trust regions and parallel learners.

problem Unexplainable behaviours and lack of safety guarantees in RL for real vehicles.
method PCPO framework with trust regions and parallel learners.
result Safe learning confirmed for autonomous vehicles with fast convergence.

VaR-CPO optimizes VaR-constrained RL problems with conservative policy updates.

problem Optimizing VaR-constrained reinforcement learning problems.
method Combines Cantelli's inequality and trust-region framework for efficient and conservative optimization.
result Achieves zero constraint violations during training in feasible environments.

In batch reinforcement learning (RL), one often constrains a learned policy to be close to the behavior (data-generating) policy, e.g., by constraining the learned action distribution to differ from the behavior policy by some maximum degree that is the same at each state. This can cause batch RL to be overly conservat…

2020-02-08abs ↗pdf ↗

Canary optimizes VaR-constrained RL problems with a conservative bound using Cantelli's inequality.

problem Optimizing reinforcement learning policies under VaR constraints in dense cost regimes.
method Employing Cantelli's inequality to create a conservative and smooth bound on VaR constraints based on moments of cost returns. Extending trust-region framework for worst-case bounds on policy improvement and constraint violation.
result Canary reliably satisfies VaR constraints with fewest violations and earliest permanent satisfaction, while maintaining reward competitiveness.

KCRL learns stable policies for nonlinear systems with formal guarantees.

problem Lack of stabilization guarantees in RL methods for safety-critical systems.
method KCRL uses Krasovskii's Lyapunov functions as a stability constraint and a primal-dual approach to learn stabilizing policies.
result KCRL guarantees learning a stabilizing policy in a finite number of interactions.

Improved RL algorithm with linear MDPs for offline learning with partial data coverage.

problem Efficient offline RL with linear MDPs under partial data coverage.
method Primal-dual algorithm with O(ε2)O(ε^{-2}) sample complexity.
result First computationally efficient algorithm with O(ε2)O(ε^{-2}) sample complexity for offline RL with linear MDPs under partial data coverage.

Oracle-efficient algorithm for offline RL with partial data coverage.

problem Offline reinforcement learning with partial data coverage and constraints.
method PDOCRL, a primal-dual algorithm with decomposed linear-programming formulation.
result Near-optimal, near-feasible policy with \(\widetilde{\mathcal O}(ε^{-2})\) sample guarantee.

Eikonal-Constrained QRL improves goal-reaching in reinforcement learning.

problem Reward design and out-of-distribution generalization in reinforcement learning.
method Eikonal-Constrained Quasimetric Reinforcement Learning (Eik-QRL) using the Eikonal PDE.
result Eik-QRL achieves state-of-the-art performance in offline goal-conditioned navigation and manipulation 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.

A simple approach to offline RL without additional complexity.

problem Learning from a fixed dataset of actions with value estimation errors.
method Adding a behavior cloning term to the policy update of an online RL algorithm and normalizing the data.
result Matches the performance of state-of-the-art offline RL algorithms with minimal changes.

evo-RL combines evolutionary computation with reinforcement learning for better adaptability.

problem Improving reinforcement learning algorithms' adaptability and performance in environments with rewardless states.
method Embedding reinforcement learning in an evolutionary cycle, distinguishing instinctive from learnable behavior.
result evo-RL leads to state-of-the-art performance on OpenAI Gym control problems with rewardless states.

New RL algorithm learns good actions from offline data, reducing uncertainty and divergence.

problem Limited applicability of current RL algorithms in real-world settings due to high costs of exploration.
method Proposes an algorithm for batch RL using a fixed offline dataset, with penalties for policy and value constraints.
result Compared favorably to state-of-the-art methods on 32 continuous-action benchmarks.

Study proposes adaptive RL for dynamic portfolio optimization.

problem Traditional portfolio optimization models fail to adapt to regime shifts.
method Regime-aware reinforcement learning framework with hybrid observations and constrained reward functions.
result Transformer PPO achieves highest risk-adjusted returns, while LSTM variants offer a good balance.

In order to satisfy safety conditions, an agent may be constrained from acting freely. A safe controller can be designed a priori if an environment is well understood, but not when learning is employed. In particular, reinforcement learned (RL) controllers require exploration, which can be hazardous in safety critical …

2019-10-02abs ↗pdf ↗

Choquet regularization improves exploration in RL.

problem Improving exploration in reinforcement learning.
method Introducing Choquet regularizers to measure and manage exploration, reformulating RL problems and deriving explicit solutions.
result Explicit optimal distributions and Choquet regularizers for various exploratory samplers.

This paper shows RL with KL penalties is equivalent to Bayesian inference for fine-tuning LMs.

problem Fine-tuning large language models to avoid undesirable features.
method Analyzed KL-regularized RL and showed it's equivalent to variational inference.
result KL-regularized RL avoids distribution collapse and is more insightful as Bayesian inference.

The paper tackles safe reinforcement learning with convex regularization.

problem Safe reinforcement learning in complex, high-dimensional settings with safety constraints.
method Doubly-regularized RL framework combining reward and parameter regularization, formulated as a convex regularized objective with parametrized policies on an infinite-dimensional statistical manifold.
result Exponential convergence guarantees under sufficient regularization, robust theoretical insights and guarantees for safe RL.

Revel tackles safe exploration in RL with verified symbolic policies.

problem Computational infeasibility of verifying neural networks in RL learning loops.
method Two policy classes: neurosymbolic with approximate gradients and symbolic policies for efficient verification. Mirror descent over policies to safely update and project policies.
result Revel discovers policies that outperform prior approaches to verified exploration.

Enhances RL by controlling policy stochasticity through trajectory entropy constraints.

problem Non-stationary Q-value estimation and short-sighted entropy tuning in maximum entropy RL.
method Proposes TECRL framework with separate Q-functions for reward and entropy, enforcing a trajectory entropy constraint.
result DSAC-E algorithm achieves higher returns and better stability on OpenAI Gym benchmarks.

New algorithm reduces sample complexity for safe reinforcement learning.

problem Safe reinforcement learning in constrained MDPs with performance and safety constraints.
method Model-based primal-dual algorithm balancing regret and bounded constraint violations.
result Proves near-optimal policies with bounded violations or zero violations in CMDPs.

KL-constrained API shows optimization issues and improved with regularization.

problem Optimization issues in KL-constrained API algorithms.
method Comparison of KL divergence as a constraint vs. regularizer, empirical evaluation.
result KL-constrained API is not guaranteed to converge and incurs linear regret.

New RL approach optimizes resource allocation in multiservice networks.

problem Optimizing resource allocation in multiservice wireless systems with QoS constraints.
method Distributed deep reinforcement learning for non-convex optimization.
result Near optimal performance in terms of throughput and outage rate.

AlphaGrad optimizes memory usage in RL algorithms by normalizing gradients.

problem Memory overhead and hyperparameter complexity in adaptive optimizers.
method Tensor-wise L2 normalization followed by a smooth hyperbolic tangent transformation controlled by a single parameter.
result AlphaGrad provides enhanced training stability and competitive performance in various RL algorithms.

Study uses RL to optimize investment with financial constraints, showing exploration benefits.

problem Optimal investment with financial constraints in continuous time.
method Reinforcement learning framework, focusing on Gaussian and truncated Gaussian distributions.
result Exploration leads to more dispersed wealth distribution with heavier tails, especially with smaller exploration parameters.