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.
Q-Ensembles are a model-free approach where input images are fed into different Q-networks and exploration is driven by the assumption that uncertainty is proportional to the variance of the output Q-values obtained. They have been shown to perform relatively well compared to other exploration strategies. Further, mode…
Model-free reinforcement learning methods such as the Proximal Policy Optimization algorithm (PPO) have successfully applied in complex decision-making problems such as Atari games. However, these methods suffer from high variances and high sample complexity. On the other hand, model-based reinforcement learning method…
Model based predictions of future trajectories of a dynamical system often suffer from inaccuracies, forcing model based control algorithms to re-plan often, thus being computationally expensive, suboptimal and not reliable. In this work, we propose a model agnostic method for estimating the uncertainty of a model?s pr…
Efficient exploration is an unsolved problem in Reinforcement Learning which is usually addressed by reactively rewarding the agent for fortuitously encountering novel situations. This paper introduces an efficient active exploration algorithm, Model-Based Active eXploration (MAX), which uses an ensemble of forward mod…
The most data-efficient algorithms for reinforcement learning in robotics are model-based policy search algorithms, which alternate between learning a dynamical model of the robot and optimizing a policy to maximize the expected return given the model and its uncertainties. However, the current algorithms lack an effec…
The goal of reinforcement learning (RL) is to let an agent learn an optimal control policy in an unknown environment so that future expected rewards are maximized. The model-free RL approach directly learns the policy based on data samples. Although using many samples tends to improve the accuracy of policy learning, c…
We propose a plan online and learn offline (POLO) framework for the setting where an agent, with an internal model, needs to continually act and learn in the world. Our work builds on the synergistic relationship between local model-based control, global value function learning, and exploration. We study how local traj…
We study the sample complexity of model-based reinforcement learning (henceforth RL) in general contextual decision processes that require strategic exploration to find a near-optimal policy. We design new algorithms for RL with a generic model class and analyze their statistical properties. Our algorithms have sample …
Bayesian model-based reinforcement learning is a formally elegant approach to learning optimal behaviour under model uncertainty, trading off exploration and exploitation in an ideal way. Unfortunately, finding the resulting Bayes-optimal policies is notoriously taxing, since the search space becomes enormous. In this …
Sepsis is a dangerous condition that is a leading cause of patient mortality. Treating sepsis is highly challenging, because individual patients respond very differently to medical interventions and there is no universally agreed-upon treatment for sepsis. In this work, we explore the use of continuous state-space mode…
Novelty search in low-dimensional space improves sample efficiency in exploration tasks.
problem Efficient exploration in complex environments with sparse rewards.
method Combines model-based and model-free objectives to learn a low-dimensional representation. Uses intrinsic novelty rewards based on nearest neighbor distances in this space.
result Our approach achieves more sample-efficient exploration compared to strong baselines on various tasks.
In model-based reinforcement learning, the agent interleaves between model learning and planning. These two components are inextricably intertwined. If the model is not able to provide sensible long-term prediction, the executed planner would exploit model flaws, which can yield catastrophic failures. This paper focuse…