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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.

168,694 papers · 148 categories

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48 results for Near-Optimal Policy

Designs a single policy for collecting data to train near-optimal policies.

problem Engineering overhead in deploying minimax procedures for stochastic linear contextual bandits.
method Designs a single stochastic policy to collect data from which a near-optimal policy can be extracted.
result The designed policy can collect data from which a near-optimal policy can be extracted.

AE-LSVI identifies near-optimal policies in complex systems with minimal data.

problem Identifying near-optimal policies in complex, costly data acquisition systems.
method Combines optimism and pessimism for active exploration in a generative model setting.
result Proves near-optimal policy identification over entire state spaces with polynomial sample complexity.

Algorithm extsc{Pedel} learns near-optimal policies efficiently on specific problems.

problem Learning near-optimal policies in linear MDPs with minimal samples.
method Online experiment design to focus exploration on relevant directions.
result Achieves instance-dependent complexity, outperforming minimax-optimal algorithms.

We decode latent states in Block MDPs and learn near-optimal policies.

problem Model estimation and reward-free learning in Block MDPs.
method Information-theoretical lower bound and efficient model estimation algorithm.
result Our algorithm approaches the information-theoretical limit for latent state decoding and converges to optimal policies.

We consider a problem of learning the reward and policy from expert examples under unknown dynamics. Our proposed method builds on the framework of generative adversarial networks and introduces the empowerment-regularized maximum-entropy inverse reinforcement learning to learn near-optimal rewards and policies. Empowe…

2018-09-17abs ↗pdf ↗

New algorithm finds near-optimal policies efficiently in zero-sum games.

problem Lack of provable efficiency guarantees for policy optimization in zero-sum games.
method Policy optimization algorithm with function approximation.
result Proves efficient convergence to near-optimal policies with polynomial samples and iterations.

Proposes method to discover diverse near-optimal policies in reinforcement learning.

problem Finding different solutions to the same problem in reinforcement learning.
method Formalizes problem as CMDP, uses Successor Features, proposes new diversity rewards.
result Proposed method discovers diverse near-optimal policies that are robust and distinct.

Temporal difference learning and Residual Gradient methods are the most widely used temporal difference based learning algorithms; however, it has been shown that none of their objective functions is optimal w.r.t approximating the true value function VV. Two novel algorithms are proposed to approximate the true value…

2017-04-17abs ↗pdf ↗

Paper proposes a sequential statistical test for comparing imitation learning policies with near-optimal stopping.

problem Challenges in rigorously comparing imitation learning policies due to small sample sizes and potential p-hacking.
method Sequential statistical test that adapts the number of trials based on intermediate results, achieving near-optimal stopping.
result Reduces the number of evaluation trials by up to 32% compared to state-of-the-art baselines, saving significant time and effort.

Paper addresses offline policy evaluation in RL, achieving near-optimal bounds for various policy classes.

problem Evaluate all policies in a class simultaneously for offline RL.
method Uniform convergence in OPE for various policy classes, achieving optimal episode complexity.
result Achieves optimal episode complexity of O(H^3/d_mε^2) for identifying ε-optimal policies.

This paper introduces a new metric, ULI, for RL that ensures both cumulative and instantaneous performance.

problem High-stakes applications require RL algorithms to avoid playing bad policies.
method Introduces uniform last-iterate (ULI) guarantee, a stronger metric capturing both cumulative and instantaneous performance.
result ULI directly implies near-optimal cumulative performance across various metrics, but not the other way around.

StepMix algorithm ensures safe exploration in reinforcement learning with near-optimal performance.

problem Conservative exploration in reinforcement learning under episode-wise constraints.
method StepMix algorithm balances exploitation and exploration while ensuring episode-wise conservative constraint.
result StepMix achieves near-optimal regret order as in the constraint-free setting.

New algorithm identifies near-optimal policies in adversarial distributed RL settings.

problem Adversarial agents in distributed RL settings that can collude and report arbitrary data.
method Weighted-Clique algorithm for robust mean estimation from batches, combined with novel distributed algorithms.
result Achieves superior robustness guarantees and near-optimal sample complexities in both offline and online settings.

GN algorithm solves batched bandit for nondegenerate functions near-optimally.

problem Batched bandit learning for nondegenerate functions.
method Introduces Geometric Narrowing (GN) algorithm with a O~(A+dT)\widetilde{\mathcal{O}} ( A_{+}^d \sqrt{T} ) regret bound and O(loglogT)\mathcal{O} (\log \log T) batches.
result GN achieves near optimal regret with minimal number of batches.

Paper tackles offline CMDP problems with near-optimal algorithm and sample complexity bound.

problem Offline CMDP problems with only offline data available.
method DPDL algorithm using single-policy concentrability coefficient CC^* and deviation control mechanism.
result DPDL algorithm matches sample complexity lower bound with ildeO((1γ)1) ilde{\mathcal{O}}((1-γ)^{-1}) factor.

Exploration is widely regarded as one of the most challenging aspects of reinforcement learning (RL), with many naive approaches succumbing to exponential sample complexity. To isolate the challenges of exploration, we propose a new "reward-free RL" framework. In the exploration phase, the agent first collects trajecto…

2020-02-07abs ↗pdf ↗

This paper bridges offline and online RL by studying policy finetuning with a reference policy.

problem Sample-efficient reinforcement learning in online and offline settings.
method Design of policy finetuning algorithms and analysis of sample complexity.
result Theoretical analysis shows that the optimal policy finetuning algorithm is either offline reduction or purely online RL.

We study Imitation Learning (IL) from Observations alone (ILFO) in large-scale MDPs. While most IL algorithms rely on an expert to directly provide actions to the learner, in this setting the expert only supplies sequences of observations. We design a new model-free algorithm for ILFO, Forward Adversarial Imitation Lea…

2019-05-27abs ↗pdf ↗

Efficiently find near-optimal medical treatments with less trial and error.

problem Finding effective medical treatments through trial and error.
method Formalizes the problem, uses a causal inference framework, and proposes model-based dynamic programming and greedy algorithms.
result Our methods compare favorably to model-free reinforcement learning, offering a more transparent trade-off between search time and treatment efficacy.

One of the key approaches to save samples in reinforcement learning (RL) is to use knowledge from an approximate model such as its simulator. However, how much does an approximate model help to learn a near-optimal policy of the true unknown model? Despite numerous empirical studies of transfer reinforcement learning, …

2019-12-06abs ↗pdf ↗

We study the problem of estimating the expected reward of the optimal policy in the stochastic disjoint linear bandit setting. We prove that for certain settings it is possible to obtain an accurate estimate of the optimal policy value even with a number of samples that is sublinear in the number that would be required…

2019-12-12abs ↗pdf ↗

Paper establishes first instance-dependent lower bound for PAC reinforcement learning.

problem Identifying near-optimal policies in tabular MDPs with minimal samples.
method Proposes instance-dependent lower bound for sample complexity.
result Lower bound closely matches PEDEL algorithm's sample complexity.

A method to learn robust policies for environments with model mismatches.

problem Training agents in high-stakes scenarios with mismatched training and real environments.
method Formalizes the perturbation as a zero-sum game to find Nash Equilibrium, which corresponds to the robust policy.
result Our algorithm can find a near-optimal robust policy with high probability using polynomial samples.

Study optimizes portfolio allocation policies using off-policy data and constraints.

problem Optimizing portfolio allocation policies under constraints using off-policy data.
method Solves a minimax objective with off-policy estimators and online learning to control constraint violations.
result Constructs near-optimal allocation policies for various regimes of operation and constraints.

Paper tackles RLHF with DCPPO method, proving near-optimal suboptimality.

problem Challenges in offline RLHF with limited human feedback and bounded rationality.
method DCPPO method involving three stages: MLE, reward function recovery, and pessimistic value iteration.
result DCPPO's suboptimality almost matches classical pessimistic offline RL in terms of distribution shift and dimension.

Any reinforcement learning algorithm that applies to all Markov decision processes (MDPs) will suffer Ω(SAT)Ω(\sqrt{SAT}) regret on some MDP, where TT is the elapsed time and SS and AA are the cardinalities of the state and action spaces. This implies T=Ω(SA)T = Ω(SA) time to guarantee a near-optimal policy. In many settings…

2014-03-15abs ↗pdf ↗

In the Bayesian approach to sequential decision making, exact calculation of the (subjective) utility is intractable. This extends to most special cases of interest, such as reinforcement learning problems. While utility bounds are known to exist for this problem, so far none of them were particularly tight. In this pa…

2011-06-18abs ↗pdf ↗

Post-training optimizes model performance beyond base model limits.

problem Optimizing sequence prediction models beyond the base model's support.
method Policy gradient (PG) and adaptive learning rate (LR) techniques.
result Post-training with PG can achieve near-optimal performance beyond the base model's support.

Policy gradient algorithm with variable learning rates achieves near-optimal performance in multi-arm bandit problems.

problem Optimizing a policy gradient algorithm for multi-arm bandit problems with variable learning rates.
method Applied Foster-Lyapunov techniques to analyze a Markov chain formed by the state of the algorithm.
result The policy gradient algorithm converges to the optimal arm with logarithmic or poly-logarithmic regret.