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.
New algorithms learn POMDPs efficiently with hindsight observability.
Sparse reward problems are one of the biggest challenges in Reinforcement Learning. Goal-directed tasks are one such sparse reward problems where a reward signal is received only when the goal is reached. One promising way to train an agent to perform goal-directed tasks is to use Hindsight Learning approaches. In thes…
Reinforcement Learning(RL) with sparse rewards is a major challenge. We propose \emph{Hindsight Trust Region Policy Optimization}(HTRPO), a new RL algorithm that extends the highly successful TRPO algorithm with \emph{hindsight} to tackle the challenge of sparse rewards. Hindsight refers to the algorithm's ability to l…
Solving goal-oriented tasks is an important but challenging problem in reinforcement learning (RL). For such tasks, the rewards are often sparse, making it difficult to learn a policy effectively. To tackle this difficulty, we propose a new approach called Policy Continuation with Hindsight Inverse Dynamics (PCHID). Th…
Efficient RL in partially observable risk-sensitive environments with hindsight observations.
Interactive learning with hindsight instruction feedback achieves better performance than traditional methods.
Dynamical-VAE learns causal dynamics from POMDPs using future information.
One of the key reasons for the high sample complexity in reinforcement learning (RL) is the inability to transfer knowledge from one task to another. In standard multi-task RL settings, low-reward data collected while trying to solve one task provides little to no signal for solving that particular task and is hence ef…
A new EM framework for goal-conditioned RL improves performance on sparse reward tasks.
HL algorithms improve resource allocation in cloud environments.
Dealing with sparse rewards is a longstanding challenge in reinforcement learning. The recent use of hindsight methods have achieved success on a variety of sparse-reward tasks, but they fail on complex tasks such as stacking multiple blocks with a robot arm in simulation. Curiosity-driven exploration using the predict…
In classical Q-learning, the objective is to maximize the sum of discounted rewards through iteratively using the Bellman equation as an update, in an attempt to estimate the action value function of the optimal policy. Conventionally, the loss function is defined as the temporal difference between the action value and…
Goal-oriented reinforcement learning has recently been a practical framework for robotic manipulation tasks, in which an agent is required to reach a certain goal defined by a function on the state space. However, the sparsity of such reward definition makes traditional reinforcement learning algorithms very inefficien…
Reinforcement Learning (RL) algorithms can suffer from poor sample efficiency when rewards are delayed and sparse. We introduce a solution that enables agents to learn temporally extended actions at multiple levels of abstraction in a sample efficient and automated fashion. Our approach combines universal value functio…
New method improves meta-reinforcement learning efficiency.
Compared to reinforcement learning, imitation learning (IL) is a powerful paradigm for training agents to learn control policies efficiently from expert demonstrations. However, in most cases, obtaining demonstration data is costly and laborious, which poses a significant challenge in some scenarios. A promising altern…
Multi-task reinforcement learning (RL) aims to simultaneously learn policies for solving many tasks. Several prior works have found that relabeling past experience with different reward functions can improve sample efficiency. Relabeling methods typically ask: if, in hindsight, we assume that our experience was optimal…
In Hindsight Experience Replay (HER), a reinforcement learning agent is trained by treating whatever it has achieved as virtual goals. However, in previous work, the experience was replayed at random, without considering which episode might be the most valuable for learning. In this paper, we develop an energy-based fr…
New method uses hindsight to make exploration robust in stochastic environments.
This paper derives a robust on-line equity trading algorithm that achieves the greatest possible percentage of the final wealth of the best pairs rebalancing rule in hindsight. A pairs rebalancing rule chooses some pair of stocks in the market and then perpetually executes rebalancing trades so as to maintain a target …
We study T. Cover's rebalancing option (Ordentlich and Cover 1998) under discrete hindsight optimization in continuous time. The payoff in question is equal to the final wealth that would have accrued to a $\$1$ deposit into the best of some finite set of (perhaps levered) rebalancing rules determined in hindsight. A r…
Framework uses hindsight regret to audit marketing budget allocations.
New algorithm combines curriculum learning with HER for complex object manipulation tasks.
Experience replay is an important technique for addressing sample-inefficiency in deep reinforcement learning (RL), but faces difficulty in learning from binary and sparse rewards due to disproportionately few successful experiences in the replay buffer. Hindsight experience replay (HER) was recently proposed to tackle…
This work improves RL for complex robotic tasks by guiding exploration with task-specific goal distributions.
Language creates a compact representation of the world and allows the description of unlimited situations and objectives through compositionality. While these characterizations may foster instructing, conditioning or structuring interactive agent behavior, it remains an open-problem to correctly relate language underst…
We consider the problem of efficient credit assignment in reinforcement learning. In order to efficiently and meaningfully utilize new data, we propose to explicitly assign credit to past decisions based on the likelihood of them having led to the observed outcome. This approach uses new information in hindsight, rathe…
GDT improves reinforcement learning by matching future state information efficiently.
HO2 learns options from data efficiently, improving robot manipulation tasks.
This paper prices and replicates the financial derivative whose payoff at is the wealth that would have accrued to a $\$1$ deposit into the best continuously-rebalanced portfolio (or fixed-fraction betting scheme) determined in hindsight. For the single-stock Black-Scholes market, Ordentlich and Cover (1998) only p…
The paper explores how planning with models improves credit assignment in reinforcement learning.
Sparse reward is one of the most challenging problems in reinforcement learning (RL). Hindsight Experience Replay (HER) attempts to address this issue by converting a failed experience to a successful one by relabeling the goals. Despite its effectiveness, HER has limited applicability because it lacks a compact and un…
Enhanced feedback model improves sample-efficiency in POMDPs.
This note provides a neat and enjoyable expansion and application of the magnificent Ordentlich-Cover theory of "universal portfolios." I generalize Cover's benchmark of the best constant-rebalanced portfolio (or 1-linear trading strategy) in hindsight by considering the best bilinear trading strategy determined in hin…
Hindsight Experience Replay (HER) is a multi-goal reinforcement learning algorithm for sparse reward functions. The algorithm treats every failure as a success for an alternative (virtual) goal that has been achieved in the episode. Virtual goals are randomly selected, irrespective of which are most instructive for the…
Value estimation is a critical component of the reinforcement learning (RL) paradigm. The question of how to effectively learn value predictors from data is one of the major problems studied by the RL community, and different approaches exploit structure in the problem domain in different ways. Model learning can make …
Improves sparse reinforcement learning efficiency with OYMB.
In the standard setting of approachability there are two players and a target set. The players play repeatedly a known vector-valued game where the first player wants to have the average vector-valued payoff converge to the target set which the other player tries to exclude it from this set. We revisit this setting in …
In E-commerce advertising, where product recommendations and product ads are presented to users simultaneously, the traditional setting is to display ads at fixed positions. However, under such a setting, the advertising system loses the flexibility to control the number and positions of ads, resulting in sub-optimal p…
Paper explains DRL strategies for portfolio management using linear models.
New approach generates optimal disturbances for controller verification.
In this paper, we address the problem of adaptive learning for autoregressive moving average (ARMA) model in the quaternion domain. By transforming the original learning problem into a full information optimization task without explicit noise terms, and then solving the optimization problem using the gradient descent a…
Paper introduces a new regret measure for online convex optimization with smooth losses.
This project combines recent advances in experience replay techniques, namely, Combined Experience Replay (CER), Prioritized Experience Replay (PER), and Hindsight Experience Replay (HER). We show the results of combinations of these techniques with DDPG and DQN methods. CER always adds the most recent experience to th…
Motivated by the pricing of lookback options in exponential Lévy models, we study the difference between the continuous and discrete supremum of Lévy processes. In particular, we extend the results of Broadie et al. (1999) to jump-diffusion models. We also derive bounds for general exponential Lévy models.
In this paper, we consider an online optimization process, where the objective functions are not convex (nor concave) but instead belong to a broad class of continuous submodular functions. We first propose a variant of the Frank-Wolfe algorithm that has access to the full gradient of the objective functions. We show t…
This work considers two distinct settings: imitation learning and goal-conditioned reinforcement learning. In either case, effective solutions require the agent to reliably reach a specified state (a goal), or set of states (a demonstration). Drawing a connection between probabilistic long-term dynamics and the desired…
We review the concept of a graded bundle as a natural generalisation of a vector bundle. Such geometries are particularly nice examples of more general graded manifolds. With hindsight there are many examples of graded bundles that appear in the existing literature. We start with a discussion of graded spaces, passing …