arXiv research

The paper addresses Dyna-style RL's value hallucination issue by proposing a new algorithm.

Multi-step temporal difference (TD) learning is an important approach in reinforcement learning, as it unifies one-step TD learning with Monte Carlo methods in a way where intermediate algorithms can outperform either extreme. They address a bias-variance trade off between reliance on current estimates, which could be …

FedSGM tackles constrained federated learning with unified framework.

Multi-step methods such as Retrace($λ$) and $n$-step $Q$-learning have become a crucial component of modern deep reinforcement learning agents. These methods are often evaluated as a part of bigger architectures and their evaluations rarely include enough samples to draw statistically significant conclusions about thei…

FedSARSA converges with heterogeneous agents, achieving linear speed-up.

Recently, a new multi-step temporal learning algorithm, called $Q(σ)$, unifies $n$-step Tree-Backup (when $σ=0$) and $n$-step Sarsa (when $σ=1$) by introducing a sampling parameter $σ$. However, similar to other multi-step temporal-difference learning algorithms, $Q(σ)$ needs much memory consumption and computation tim…

Proposes QDF to improve multi-step time-series forecasting.

New insights into neural network feature learning through multi-step gradient descent.

Multiple-step lookahead policies have demonstrated high empirical competence in Reinforcement Learning, via the use of Monte Carlo Tree Search or Model Predictive Control. In a recent work \cite{efroni2018beyond}, multiple-step greedy policies and their use in vanilla Policy Iteration algorithms were proposed and analy…

W-Flow generates images in one step, faster and better than multi-step methods.

MB-DQN uses different backup lengths for improved reinforcement learning.

The paper calculates prices for multi-step barrier options under the Black-Scholes model.

Enhances PMD with lookahead to improve RL performance.

Efficiently optimizes expensive functions with multi-step lookahead using one-shot optimization.

Improved ADMM for convex distributed learning with differential privacy.

System allows users to critique explanations of recommendations.

Paper presents a copula-based method to efficiently generate correlated sample paths from multi-step time series models.

The paper explores dynamic ensembles for multi-step forecasting.

Reinforcement learning has attracted great attention recently, especially policy gradient algorithms, which have been demonstrated on challenging decision making and control tasks. In this paper, we propose an active multi-step TD algorithm with adaptive stepsizes to learn actor and critic. Specifically, our model cons…

Paper adapts ACI for online multi-step time-series forecasting with coverage guarantees.

New method improves deep RL by combining emphatic weightings with replay data.

Stratify unifies and improves multi-step forecasting strategies.

Multi-step passenger demand forecasting is a crucial task in on-demand vehicle sharing services. However, predicting passenger demand over multiple time horizons is generally challenging due to the nonlinear and dynamic spatial-temporal dependencies. In this work, we propose to model multi-step citywide passenger deman…

When environmental interaction is expensive, model-based reinforcement learning offers a solution by planning ahead and avoiding costly mistakes. Model-based agents typically learn a single-step transition model. In this paper, we propose a multi-step model that predicts the outcome of an action sequence with variable …

The paper introduces a multi-step loss function to improve model-based reinforcement learning.

Looped Transformers learn to implement multi-step gradient descent for in-context learning.

This paper analyzes convergence of FL for neural networks using NTK.

Paper proposes a dual-level approach for multi-step forecasting of dynamical systems.

For the efficient compensation of fiber nonlinearity, one of the guiding principles appears to be: fewer steps are better and more efficient. We challenge this assumption and show that carefully designed multi-step approaches can lead to better performance-complexity trade-offs than their few-step counterparts.

New framework guarantees convergence of multi-step MAML.

Model-based reinforcement learning is an appealing framework for creating agents that learn, plan, and act in sequential environments. Model-based algorithms typically involve learning a transition model that takes a state and an action and outputs the next state---a one-step model. This model can be composed with itse…

Multi-step ahead forecasting is still an open challenge in time series forecasting. Several approaches that deal with this complex problem have been proposed in the literature but an extensive comparison on a large number of tasks is still missing. This paper aims to fill this gap by reviewing existing strategies for m…

In its simplest form, the traffic flow prediction problem is restricted to predicting a single time-step into the future. Multi-step traffic flow prediction extends this set-up to the case where predicting multiple time-steps into the future based on some finite history is of interest. This problem is significantly mor…

ForecastNet uses a time-variant deep feed-forward neural network for better multi-step-ahead time series forecasting.

Diffusion-VAE tackles multi-step stock price prediction with stochastic noise.

A multi-step framework tackles online unsupervised domain adaptation with novel mean-target subspace computation.

Real Time Dynamic Programming (RTDP) is an online algorithm based on Dynamic Programming (DP) that acts by 1-step greedy planning. Unlike DP, RTDP does not require access to the entire state space, i.e., it explicitly handles the exploration. This fact makes RTDP particularly appealing when the state space is large and…

State construction is important for learning in partially observable environments. A general purpose strategy for state construction is to learn the state update using a Recurrent Neural Network (RNN), which updates the internal state using the current internal state and the most recent observation. This internal state…

Quantile deep learning improves time series prediction accuracy and uncertainty quantification.

Transformers learn multi-step reasoning through gradient descent.

Proposes Constrained Q-learning for reinforcement learning with constraints.

Proposes a framework to quantify uncertainty in multi-step decision-making by LLMs.

AEnbMIMOCQR generates robust multi-step ahead prediction intervals for time series data.

Learning Rate (LR) is an important hyper-parameter to tune for effective training of deep neural networks (DNNs). Even for the baseline of a constant learning rate, it is non-trivial to choose a good constant value for training a DNN. Dynamic learning rates involve multi-step tuning of LR values at various stages of th…

Multi-step greedy policies have been extensively used in model-based reinforcement learning (RL), both when a model of the environment is available (e.g.,~in the game of Go) and when it is learned. In this paper, we explore their benefits in model-free RL, when employed using multi-step dynamic programming algorithms: …

We investigate the multi-step prediction of the drivable space, represented by Occupancy Grid Maps (OGMs), for autonomous vehicles. Our motivation is that accurate multi-step prediction of the drivable space can efficiently improve path planning and navigation resulting in safe, comfortable and optimum paths in autonom…

This work analyzes CoT prompting methods from a statistical estimation perspective.

We present a numerical framework for approximating unknown governing equations using observation data and deep neural networks (DNN). In particular, we propose to use residual network (ResNet) as the basic building block for equation approximation. We demonstrate that the ResNet block can be considered as a one-step me…