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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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3673109145 · Jun 202019922001200920172026
48 results for Mixed RL

Paper tackles offline RL from mixed datasets with adaptive KL regularizer.

problem Challenges in optimizing RL and BC signals with varying action coverage and multiple action modes.
method Adaptively weighted reverse KL divergence regularizer based on TD3 algorithm.
result Empirically outperforms existing offline RL algorithms in MuJoCo locomotion tasks.

Paper develops neural network approximation for pessimistic offline RL with theoretical guarantees.

problem Challenges in offline reinforcement learning with deep neural networks and data dependence.
method Establishes estimation error for pessimistic offline RL using neural network approximation with C\mathcal{C}-mixing data.
result Explicit efficiency of deep adversarial offline RL frameworks demonstrated with two converging error components.

Efficient dispatching rule in manufacturing industry is key to ensure product on-time delivery and minimum past-due and inventory cost. Manufacturing, especially in the developed world, is moving towards on-demand manufacturing meaning a high mix, low volume product mix. This requires efficient dispatching that can wor…

2019-10-04abs ↗pdf ↗

Value-based reinforcement learning (RL) methods like Q-learning have shown success in a variety of domains. One challenge in applying Q-learning to continuous-action RL problems, however, is the continuous action maximization (max-Q) required for optimal Bellman backup. In this work, we develop CAQL, a (class of) algor…

2019-09-26abs ↗pdf ↗

The paper simplifies multi-agent RL dynamics in finite-state Markov games using homogenization.

problem Approximating complex multi-agent reinforcement learning dynamics in finite-state Markov games.
method Rescaling learning process by reducing learning rate and increasing update frequency, proving convergence to an ODE.
result The rescaled process converges to an ODE that approximates the agent's learning dynamics.

Study uses RL to optimize global equity portfolios, finds mixed results.

problem Optimizing dynamic portfolio weights across diverse global markets.
method Deep reinforcement learning with Soft Actor-Critic, incorporating various constraints and reward formulations.
result RL strategies achieve competitive performance, but no strategy consistently outperforms Buy and Hold.

Combines model-based and model-free RL for better financial market performance.

problem Challenges of Reinforcement Learning in volatile financial markets.
method Adapts model-based RL with model-free RL, incorporating contextual signals and walk-forward analysis.
result Outperforms traditional financial models in various metrics.

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.

Improved deep learning model deployment on tiny MCUs with mixed-precision quantization.

problem Memory limitations prevent accurate deployment of DNN models on tiny MCUs.
method Automated mixed-precision quantization using Reinforcement Learning for MCU constraints.
result Mixed-precision models achieve high accuracy with uniform quantization policies.

New offline RL method handles average-reward MDPs with single-policy coverage.

problem Challenges in offline reinforcement learning due to distribution shift and non-uniform coverage.
method Develops an algorithm based on pessimistic discounted value iteration with quantile clipping.
result First fully single-policy sample complexity bound for average-reward offline RL.

TRM improves long-horizon LLM RL by masking divergent sequences.

problem Long-horizon reinforcement learning with LLMs suffers from off-policy mismatch and approximation errors.
method Derives and applies trust region bounds to control divergence, proposing Trust Region Masking.
result First non-vacuous monotonic improvement guarantees for long-horizon LLM-RL.

Combining global and local explanations improves user understanding of RL agents.

problem Challenges in explaining agent behavior due to large state spaces and delayed rewards.
method Integrating strategy summaries with saliency maps to provide both global and local explanations.
result Summaries including important states significantly improve user understanding of RL agents.

We introduce Mix&Match (M&M) - a training framework designed to facilitate rapid and effective learning in RL agents, especially those that would be too slow or too challenging to train otherwise. The key innovation is a procedure that allows us to automatically form a curriculum over agents. Through such a curriculum …

2018-06-05abs ↗pdf ↗

This research tackles information design in multi-agent reinforcement learning.

problem Designing information to influence other adaptive agents in a non-stationary environment.
method Formulated Markov signaling game, introduced signaling gradient and extended obedience constraints.
result Developed efficient algorithm for mixed-motive tasks in multi-agent reinforcement learning.

This work explores representation complexity in RL paradigms, revealing model-based RL as the easiest task.

problem Investigating the representation complexity gap among model-based, policy-based, and value-based RL.
method Demonstrated through analysis of Markov decision processes (MDPs) and introduced new classes of MDPs.
result Representation complexity hierarchy: model-based RL > policy-based RL > value-based RL.

New method defends RL agents from poisoning attacks without MDP knowledge.

problem Poisoning attacks on RL systems can cause learning failures.
method Generic poisoning framework for online RL, Vulnerability-Aware Adversarial Critic Poison (VA2C-P).
result Successfully prevents RL agents from learning good policies or converging to target policies.

Deep RL mimics human driving for collision avoidance in self-driving cars.

problem Developing human-like driving policies for autonomous vehicles in mixed traffic environments.
method Model-free, deep reinforcement learning approach using a combination of rule-based and expert-driven data.
result Demonstrated human-like driving policies through Gaussian process modeling of track position and speed distributions.

Reincarnating RL reuses prior work to accelerate RL progress.

problem Efficiency and accessibility in reinforcement learning for large-scale applications.
method Transfer of learned policies between RL agents or design iterations, focusing on value-based RL.
result Demonstrated gains in performance over tabula rasa RL on various tasks.

RL tackles decision making in unknown environments, focusing on efficiency and efficacy.

problem Efficiency and efficacy in RL algorithms for sample-starved situations.
method Markov Decision Processes, model-based and value-based approaches, policy optimization.
result Enhanced understanding and improvements in sample and computational efficacies of RL algorithms.

Study shows effectiveness of offline RL in online RL tasks.

problem Improving online RL efficiency using offline RL data.
method Formalized framework for incorporating offline RL as online RL subroutines, introducing techniques to enhance effectiveness.
result Effectiveness of the framework depends on task nature, techniques greatly enhance effectiveness, and existing methods are ineffective.

MacroHFT uses memory and context-aware reinforcement learning to improve HFT performance.

problem Overfitting and biased decisions in HFT due to rapid market changes.
method Memory Augmented Context-aware Reinforcement Learning (MacroHFT) that trains multiple sub-agents and a hyper-agent.
result MacroHFT achieves state-of-the-art performance on minute-level trading tasks.

Reinforcement learning (RL) algorithms allow agents to learn skills and strategies to perform complex tasks without detailed instructions or expensive labelled training examples. That is, RL agents can learn, as we learn. Given the importance of learning in our intelligence, RL has been thought to be one of key compone…

2019-01-01abs ↗pdf ↗

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.

Generative flow networks use RL to learn probabilistic models efficiently.

problem Training generative models with RL for compositional discrete objects.
method Reformulate GFlowNet training as entropy-regularized RL with specific reward and regularizer.
result Entropy-regularized RL can be competitive with established GFlowNet training methods.

Experimentally, it has been observed that humans and animals often make decisions that do not maximize their expected utility, but rather choose outcomes randomly, with probability proportional to expected utility. Probability matching, as this strategy is called, is equivalent to maximum entropy reinforcement learning…

2019-10-04abs ↗pdf ↗