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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.

168,695 papers · 148 categories

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0111 · Feb 202119922001200920172026
7 results for FQE

FQE with deep neural networks achieves asymptotic normality and finite-sample bounds.

problem Theoretical understanding of FQE with general differentiable function approximators.
method Z-estimation theory applied to FQE with deep neural networks.
result FQE estimation error is asymptotically normal with explicit variance.

New method stabilizes FQE by reweighting Bellman targets.

problem Stability guarantees for FQE often rely on Bellman completeness, which can fail with function approximation.
method Proposes stationary-weighted FQE, reweighting Bellman targets by stationary target-to-behavior density ratio.
result Proves finite-sample linear convergence to stationary projected Bellman fixed point without Bellman completeness.

Paper improves bootstrapping for off-policy reinforcement learning inference.

problem Improving bootstrapping for off-policy reinforcement learning inference.
method Proposes a bootstrapping FQE method for off-policy statistical inference and a subsampling procedure to improve runtime.
result Asymptotically efficient and distributionally consistent bootstrapping FQE method for off-policy inference.

BCRL learns a Bellman complete representation for offline RL policy evaluation.

problem Learning a Q-function efficiently from offline data.
method BCRL learns a linear Bellman complete representation directly from data, enabling efficient OPE.
result BCRL achieves competitive OPE error and outperforms FQE in certain scenarios.

Q-MMR evaluates policies using reweighted rewards and moment matching.

problem Off-policy evaluation in finite-horizon MDPs.
method Q-MMR learns scalar weights for data points via a moment matching objective against a value-function discriminator class.
result Data-dependent finite-sample guarantee with a dimension-free error bound.

New algorithms for model selection in off-policy evaluation of reinforcement learning.

problem Hyperparameter tuning for off-policy evaluation methods in reinforcement learning.
method Developed new model-free and model-based selectors with theoretical guarantees and a new experimental protocol.
result New model-free selector, LSTD-Tournament, demonstrates promising empirical performance.