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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.

169,051 papers · 148 categories

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245491736981 · Jun 202019922001200920182026
48 results for Large Discrete Action Space

Efficient algorithm for reinforcement learning in large state-action spaces with adaptive discretization.

problem Efficient reinforcement learning in large, potentially continuous state-action spaces.
method Adaptive QQ-learning policy with data-driven adaptive discretization.
result Demonstrates improved performance compared to existing methods, especially in adapting to the problem's structure.

TPGR uses a tree structure to improve efficiency and effectiveness in large-scale interactive recommendation.

problem Efficiency and effectiveness in large-scale interactive recommendation systems with thousands of items.
method Tree-structured Policy Gradient (TPGR) framework for handling large discrete action spaces.
result Superior recommendation performance and significant efficiency improvement over state-of-the-art methods.

Being able to reason in an environment with a large number of discrete actions is essential to bringing reinforcement learning to a larger class of problems. Recommender systems, industrial plants and language models are only some of the many real-world tasks involving large numbers of discrete actions for which curren…

2015-12-24abs ↗pdf ↗

Stochastic Q-learning tackles large action spaces with reduced computation.

problem Effective decision-making in complex environments with large discrete action spaces.
method Stochastic value-based RL approaches that consider a sublinear number of actions in each iteration.
result Stochastic Q-learning achieves near-optimal returns with significantly reduced computation time.

Hybrid Policy Optimization tackles reinforcement learning in hybrid spaces, improving performance over PPO.

problem Credit assignment issues and biased gradients in hybrid discrete-continuous action spaces.
method Mixed gradient estimator combining pathwise and score-function gradients, reformulating problems in hybrid form.
result HPO substantially outperforms PPO on inventory control and switched systems, with performance gaps increasing with continuous action dimension.

A new framework handles hybrid action spaces in reinforcement learning.

problem Handling reinforcement learning with both discrete and continuous actions.
method Parametrized Deep Q-Networks (P-DQN) framework integrating DQN and DDPG.
result Empirical validation of efficiency and effectiveness in simulated RoboCup soccer and game King of Glory.

It has long been assumed that high dimensional continuous control problems cannot be solved effectively by discretizing individual dimensions of the action space due to the exponentially large number of bins over which policies would have to be learned. In this paper, we draw inspiration from the recent success of sequ…

2017-05-14abs ↗pdf ↗

ZoomRL learns efficient strategies for large state-action spaces using a metric.

problem Handling large state-action spaces in reinforcement learning.
method ZoomRL leverages continuous bandits to adaptively discretize the joint space.
result Achieves worst-case regret of $ ilde{O}(H^{ rac{5}{2}} K^{ rac{d+1}{d+2}})$.

FSQ algorithm extends Q-learning to continuous actions with linear complexity.

problem Extending Q-learning to continuous action spaces with linear complexity.
method Discretization of the action space to maintain linear complexity.
result FSQ algorithm achieves linear complexity in the discretized problem.

For a discrete metric space (or more generally a large scale space) XX and an action of a group GG on XX by coarse equivalences, we define a type of coarse quotient space XGX_G, which agrees up to coarse equivalence with the orbit space X/GX/G when GG is finite. We then restrict our attention to what we call coarsel…

2017-08-03abs ↗pdf ↗

POTEC tackles off-policy learning in large action spaces, improving effectiveness.

problem Existing OPL methods fail in large discrete action spaces due to bias or variance issues.
method Two-stage algorithm: cluster selection via policy-based approach, action selection via regression-based approach.
result POTEC provides substantial improvements in off-policy learning effectiveness, especially in large and structured action spaces.

New estimator improves off-policy evaluation for large action spaces.

problem Conventional importance-weighting approaches suffer from excessive variance in off-policy evaluation for large discrete action spaces.
method Proposes OffCEM estimator based on conjunct effect model (CEM), applying importance weighting only to action clusters and using model-based reward estimation for residual effects.
result Proposed estimator is unbiased under local correctness condition, providing substantial improvements in OPE especially with many actions.

AQL uses amortized inference to handle high-dimensional action spaces in Q-learning.

problem Difficulty in maximizing over large action spaces in Q-learning.
method Replace expensive maximization over all actions with a maximization over a small subset sampled from a learned proposal distribution.
result AQL outperforms existing methods on continuous control tasks with up to 21 dimensional actions.

Direct policy gradients optimize policies in discrete action spaces using sampling.

problem Optimizing policies in discrete action spaces with direct methods.
method Combining direct optimization and A^\star sampling for policy gradient approximation.
result DirPG algorithms can incorporate domain knowledge and have higher probability of sampling informative gradients.

The paper studies fundamental groups of orbit configuration spaces and proves their torsion-freeness.

problem Understanding fundamental groups of orbit configuration spaces for discrete group actions.
method Introducing k-almost-quasifibrations and proving properties of their fundamental groups.
result The fundamental group of the orbit configuration space is torsion-free and has a specific structure.

We discuss how the global geometry and topology of manifolds depend on different group actions of their fundamental groups, and in particular, how properties of a non-trivial compact 4-dimensional cobordism MM whose interior has a complete hyperbolic structure depend on properties of the variety of discrete representa…

2016-11-02abs ↗pdf ↗

Local-to-global principle for Morse actions on symmetric spaces.

problem Recognizing Morse actions on symmetric spaces.
method Equivariant Morse quasiisometric embeddings of trees into symmetric spaces.
result Algorithmic recognizability of Morse actions and construction of Morse Schottky subgroups.

Algorithm tackles adaptive discretization in adversarial Lipschitz bandits for dynamic pricing and auctions.

problem Adaptive discretization in adversarial Lipschitz bandits.
method Adversarial Zooming algorithm for adaptive discretization.
result First algorithm for adversarial Lipschitz bandits with instance-dependent regret bounds.

Proposes hybrid reinforcement learning for both discrete and continuous control problems.

problem Real-world control problems involving both discrete and continuous decision variables.
method Solves hybrid problems by optimizing for discrete and continuous actions simultaneously.
result Efficiently solves hybrid reinforcement learning problems and improves upon expert heuristics.

Develops a statistical learning framework for personalized asset allocation.

problem Continuous-action decision-making with a large number of characteristics.
method Discretization approach with generalized penalties for penalized regression.
result Improves financial well-being with individualized optimal asset allocation.

New algorithms tackle multi-agent problems with hybrid action spaces.

problem Applying deep reinforcement learning to multi-agent problems with discrete-continuous hybrid action spaces.
method Proposed two novel algorithms: Deep MAPQN and Deep MAHHQN, using centralized training and decentralized execution.
result Empirical results show both algorithms significantly outperform existing methods.

Hybrid RL method optimizes trading by balancing continuous and discrete actions.

problem Optimal execution in algorithmic trading with continuous-discrete action space.
method Combines continuous and discrete RL agents for better trading decisions.
result Significantly outperforms existing methods in trading efficiency and stability.

Study finite group actions on aspherical manifolds, proving rigidity and symmetry bounds.

problem Understanding actions of finite groups on aspherical manifolds.
method Analyzing the outer automorphism group and homeomorphism group of the fundamental group.
result Proves the homeomorphism group is Jordan and bounds the discrete degree of symmetry.

Study finite group actions on manifolds with non-zero degree maps to nilmanifolds.

problem Understanding finite group actions on manifolds with specific properties.
method Analyzes effective actions, bounds discrete degrees, studies toral rank conjecture, and introduces iterated actions.
result Proves Homeo(M) is Jordan and bounds the discrete degree of symmetry.

DNAF accelerates DQL for efficient resource allocation in network slicing.

problem Efficient resource allocation in network slicing with varying demands.
method Introduced discrete normalized advantage functions (DNAF) into DQL, using a k-nearest neighbor algorithm for discrete action space.
result DNAF-based DQL converges faster through simulations.

Investigates offline RL in factorisable action spaces, overcoming overestimation bias.

problem Overestimation bias in value estimates for unseen state-action pairs.
method Value-decomposition approach in DecQN, adapted for factorised discrete action spaces.
result Demonstrates the effectiveness of factorised approach in offline RL.

Let G/H be a strongly regular homogeneous space such that H is a Lie group of inner type. We show that G/H admits a proper action of a discrete non-virtually abelian subgroup of G if and only if G/H admits a proper action of a subgroup L of G locally isomorphic to SL(2,R). We classify all such spaces.

2015-01-28abs ↗pdf ↗

We study the geometry and dynamics of discrete infinite covolume subgroups of higher rank semisimple Lie groups. We introduce and prove the equivalence of several conditions, capturing "rank one behavior'' of discrete subgroups of higher rank Lie groups. They are direct generalizations of rank one equivalents to convex…

2014-03-29abs ↗pdf ↗