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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.

168,657 papers · 148 categories

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18355370 · Jun 202019922001200920172026
48 results for Low-rank MDPs

Paper improves sample complexity for reward-free RL in low-rank MDPs.

problem Reward-free RL in low-rank MDPs with unknown representation and weights.
method Proposes a novel model-based algorithm RAFFLE with improved sample complexity.
result RAFFLE achieves εε-optimal policy and accurate system identification with significantly fewer samples.

New model-free algorithms learn representations for low-rank MDPs efficiently.

problem Learning representations in reinforcement learning for low-rank MDPs.
method Developed minimax representation learning objective and interleaved with reward-free exploration.
result Proven sample efficiency and scalability to complex environments.

FLAMBE tackles RL in low rank MDPs by learning features.

problem Dealing with the curse of dimensionality in RL.
method Develops FLAMBE, a method that engages in exploration and representation learning for RL in low rank transition models.
result FLAMBE efficiently learns features for RL in low rank transition models.

Algorithm POLO learns low-rank MDPs with adversarial changes in full-info feedback.

problem Learning low-rank MDPs with adversarial changes and unknown transition probabilities.
method Policy optimization-based algorithm POLO with regret guarantee.
result POLO achieves sublinear regret guarantee with no dependence on state space size.

This work tackles representation learning for RL in low-rank MDPs, improving sample efficiency.

problem How to learn a compact representation for RL in low-rank MDPs efficiently.
method Proposes REP-UCB for online RL and develops an algorithm for offline RL under partial coverage.
result Significantly improved sample complexity for online RL and competitive performance for offline RL.

New method extends low-rank MDPs to continuous action spaces.

problem Limited applicability of current low-rank MDP methods to continuous action spaces.
method Extending FLAMBE algorithm to continuous action spaces with Hölder smoothness conditions.
result Similar PAC bound achieved for continuous actions with polynomial dependence on smoothness order.

This work explores efficient reinforcement learning with density features in low-rank MDPs.

problem Efficient reinforcement learning with density features in low-rank MDPs.
method Proposes algorithms for off-policy estimation and online construction of exploratory data distributions.
result Demonstrates sample-efficient learning with density features in low-rank MDPs, overcoming technical challenges.

Paper presents a reduction-based framework for conservative bandits and RL with improved lower and upper bounds.

problem Conservative bandits and reinforcement learning problems.
method Reduction technique to calculate necessary and sufficient budget from baseline policy.
result Improved lower and upper bounds for various conservative settings.

Safe exploration in RF-RL doesn't increase sample complexity.

problem Achieving optimal policies with safety constraints in reward-free RL.
method Proposed SWEET framework for tabular and low-rank MDP settings, leveraging truncated value functions.
result Sample complexities match or outperform constraint-free counterparts, proving safety constraints have little impact.

Study reward-free RL in non-linear settings, improving efficiency and removing assumptions.

problem Improving sample efficiency in reward-free reinforcement learning for non-linear function approximation.
method Proposed RFOLIVE algorithm for minimal structural assumptions, analyzed hardness results for reward-free and reward-aware exploration.
result Statistical efficiency and hardness results under various structural assumptions, no need for reachability or explorability assumptions.

UCB-TQL learns from multiple tasks with shared dynamics and adapts to task-specific variations.

problem Transfer reinforcement learning with composite MDPs where tasks share core dynamics but have sparse differences.
method UCB-TQL, a novel transfer RL algorithm for composite MDPs.
result Achieved a regret bound of ildeO(eH5N) ilde{O}(\sqrt{eH^5N}) that scales independently of the ambient dimension.

Contrastive UCB improves RL by learning feature representations efficiently.

problem Improving feature learning in RL for online decision making.
method Proposes UCB-based contrastive learning algorithms for RL in MDPs and MGs.
result Proves sample efficiency in learning optimal policies and Nash equilibria.

Optimistic algorithm reduces regret in non-stationary linear MDPs.

problem Efficient learning in non-stationary linear MDPs with evolving reward and transition.
method OPT-WLSVI, an optimistic model-free algorithm using exponential weights.
result Achieves a regret bound of O~(d5/4H2Δ1/4K3/4)\widetilde{\mathcal{O}}(d^{5/4}H^2 Δ^{1/4} K^{3/4}).

CPPO learns policies from partial offline data in MDPs with structural assumptions.

problem Offline Reinforcement Learning with partial coverage assumption.
method Constrained Pessimistic Policy Optimization (CPPO) using a function class and model class constraint.
result CPPO achieves PAC guarantee with partial coverage, learning competitive policies.

This work shows how to use simulators to learn efficient exploration in real-world RL.

problem Sample complexity of real-world reinforcement learning.
method Coupling exploratory policies learned in simulators with practical approaches.
result Polynomial sample complexity in real world, exponential improvement over direct sim2real transfer.

New UCB algorithm for learning PSRs with tractable computation and accuracy.

problem Learning predictive state representations in sequential decision-making problems.
method Proposes a novel UCB-type algorithm with a bonus term to estimate PSRs accurately and efficiently.
result First known UCB-type approach for PSRs with guaranteed model accuracy and computational tractability.

Algorithm optimizes constrained reinforcement learning with dual variables.

problem Minimizing convex functional subject to convex constraint in large state spaces.
method VPDPO algorithm using Lagrangian and Fenchel duality.
result Achieves sublinear regret and constraint violation, globally optimal policy.

Proposes a new theoretical framework for PbRL that requires less human feedback.

problem Lack of theoretical work capturing practical PbRL frameworks.
method Introduces a reward-agnostic PbRL framework that acquires exploratory trajectories before human feedback.
result Demonstrates improved sample complexity for learning optimal policies in linear and low-rank MDPs.

Paper tackles robust offline RL for non-Markovian processes, improving efficiency and applicability.

problem Learning robust policies for non-Markovian decision processes with limited offline data.
method Proposes a novel algorithm with dataset distillation and LCB design for robust values, derived new dual forms, and introduces concentrability coefficients.
result Proves polynomial sample efficiency for finding ε-optimal robust policies.

We study Exo-MDPs to reduce sample complexity in reinforcement learning.

problem Reducing sample complexity in reinforcement learning for structured MDPs.
method Introducing Exo-MDPs and proving structural equivalence to linear mixture MDPs, establishing regret bounds.
result Proved O(H3/2dK)O(H^{3/2}d\sqrt{K}) regret bound for Exo-MDPs, matching lower bounds.

ReLEX algorithm improves RL efficiency by selecting optimal representations.

problem Improving reinforcement learning efficiency through better representation selection.
method Proposes ReLEX algorithm for both online and offline RL, focusing on bilinear transition kernels.
result ReLEX algorithms achieve optimal or near-optimal performance in both online and offline RL settings.

New method approximates POMDPs with PB-MDPs, providing error bounds and practical algorithms.

problem Difficulty in solving POMDPs with continuous or hybrid state and observation spaces.
method Bounding particle filtering error and adapting MDP algorithms to POMDPs.
result General theory and practical algorithms for POMDPs with no direct dependence on state and observation space sizes.

We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic programming for small to medium sized problems. However, due to the "curse of dimen…

2013-06-26abs ↗pdf ↗

Optimizes learning policies in MDPs with weakly communicating structure.

problem Learning optimal policies in weakly communicating MDPs with generative model.
method Span-based approach, reducing to discounted MDPs for analysis.
result First minimax optimal sample complexity bound for weakly communicating MDPs.

New method removes oracle and reduces memory usage for robust MDPs.

problem Applying robust MDPs in practice due to model estimation and oracle requirements.
method Transformed robust MDPs into an alternative form allowing stochastic gradient methods and model-free approach.
result Sample-efficient algorithm with lower storage requirement and no oracle.

DeepAveragers solves offline RL by solving derived MDPs from static data.

problem Offline reinforcement learning with limited data.
method Solves derived non-parametric MDPs (DAC-MDPs) using deep representations and costs for under-represented parts.
result The approach can lower-bound performance and scale to complex offline RL problems.

New RL method learns to skip states in linearly qπq^π-realizable MDPs, simplifying to linear MDPs.

problem Online RL in episodic MDPs with linearly qπq^π-realizable action-values.
method Derives a novel algorithm that learns to skip states and applies a linear MDP algorithm.
result First polynomial-sample-complexity online RL algorithm for linearly qπq^π-realizable MDPs.

Efficiently plans large MDPs with weak function approximations.

problem Planning in large MDPs with limited function approximation capabilities.
method Uses linear value function approximation with weak requirements and a generative oracle.
result Produces almost-optimal actions for any state with polynomial computation time.

Practical reinforcement learning problems are often formulated as constrained Markov decision process (CMDP) problems, in which the agent has to maximize the expected return while satisfying a set of prescribed safety constraints. In this study, we propose a novel simulator-based method to approximately solve a CMDP pr…

2019-09-20abs ↗pdf ↗

The paper addresses statistical estimation in MDPs with confounders using instrumental variables.

problem Statistical estimation of value functions in MDPs with unobservable confounders.
method Two-stage estimator based on instrumental variables for confounded linear MDPs.
result Established statistical properties of the two-stage estimator, including error bounds and asymptotic normality.

New algorithm REFUEL shows multitask representation learning is more sample-efficient in RL.

problem Understanding the benefit of representation learning in reinforcement learning.
method Developed REFUEL algorithm for multitask low-rank RL, analyzing both upstream and downstream tasks.
result Multitask representation learning is provably more sample-efficient than individual task learning.

Improved regret bound for MNL MDPs with variance-aware approach.

problem Optimal reinforcement learning for MNL MDPs with structured variance.
method Introducing a problem-dependent constant measuring average variance, proposing an algorithm with improved regret bound.
result Minimax optimal regret bound of O(dH2σˉTT)O(dH^2\barσ_T\sqrt{T}) for structured MDPs.

A new parallel algorithm for learning optimal policies in MDPs with low communication costs.

problem Learning optimal policies for infinite-horizon MDPs.
method Primal-Dual Stochastic Mirror Descent for convex programming problems with inexact constraints.
result First parallel algorithm for average-reward MDPs with generative model and low communication costs.