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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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5961,1921,7872,383 · Jun 202019922001200920172026
48 results for Optimism for Exploration

Random exploration optimizes Bayesian optimization with optimal error rates and computational efficiency.

problem Optimizing Gaussian Process models in Bayesian optimization.
method Random sampling from a distribution in an infinite dimensional Hilbert space, with domain shrinking and order-optimal regret guarantees.
result Achieves optimal error rates and computational efficiency in both noise-free and noisy settings.

The Exploration-Exploitation tradeoff arises in Reinforcement Learning when one cannot tell if a policy is optimal. Then, there is a constant need to explore new actions instead of exploiting past experience. In practice, it is common to resolve the tradeoff by using a fixed exploration mechanism, such as εε-greedy ex…

2018-12-13abs ↗pdf ↗

The paper analyzes the intrinsic exploration terms in policy-gradient algorithms.

problem Exploration in policy-gradient algorithms and its impact on policy optimization.
method Numerical optimization criteria and stochastic gradient analysis.
result Exploration techniques improve policy optimization by smoothing the learning objective and modifying gradient estimates.

We introduce the community exploration problem that has many real-world applications such as online advertising. In the problem, an explorer allocates limited budget to explore communities so as to maximize the number of members he could meet. We provide a systematic study of the community exploration problem, from off…

2018-11-13abs ↗pdf ↗

Optimizes pure exploration in linear bandits with a new algorithm.

problem Best-arm identification in linear stochastic bandits.
method Developed the first asymptotically optimal algorithm for fixed-confidence pure exploration in linear bandits.
result Avoids the pitfall of a simple but difficult instance and bypasses the need to solve an optimal design problem.

The contextual bandit literature has traditionally focused on algorithms that address the exploration-exploitation tradeoff. In particular, greedy algorithms that exploit current estimates without any exploration may be sub-optimal in general. However, exploration-free greedy algorithms are desirable in practical setti…

2017-04-28abs ↗pdf ↗

Study uses RL to optimize investment with financial constraints, showing exploration benefits.

problem Optimal investment with financial constraints in continuous time.
method Reinforcement learning framework, focusing on Gaussian and truncated Gaussian distributions.
result Exploration leads to more dispersed wealth distribution with heavier tails, especially with smaller exploration parameters.

Paper optimizes industrial refrigeration using adaptive exploration.

problem Challenges in optimizing real-time industrial processes with unknown characteristics and safety constraints.
method Adaptive and explorative real-time optimization framework with Gaussian process uncertainty quantification.
result Approach increases energy efficiency of refrigeration process, approximating complete information solutions.

Bayesian optimization offers the possibility of optimizing black-box operations not accessible through traditional techniques. The success of Bayesian optimization methods such as Expected Improvement (EI) are significantly affected by the degree of trade-off between exploration and exploitation. Too much exploration c…

2018-07-03abs ↗pdf ↗

LES reduces over-exploration in LSO, improving solution quality.

problem Over-exploration in LSO leads to unrealistic solutions.
method LES uses a decoder's approximation of the data distribution to mitigate over-exploration.
result LES enhances solution quality while maintaining high objective values.

Study task-guided exploration in linear dynamical systems, improving sample complexity.

problem Efficiently learning about an environment to complete a specific task.
method Proposed a computationally efficient experiment-design based exploration algorithm.
result Optimally explores the environment, collecting precise information needed to complete the task.

New findings on when to use action space exploration in reinforcement learning.

problem Understanding when to use action space exploration over traditional methods.
method Theoretical analysis and empirical testing of simple exploration methods.
result Exploration in action space is preferred when parametric complexity exceeds action space dimensionality and horizon length.

Algorithm achieves optimal pricing with minimal exploration for dynamic markets.

problem Optimal pricing in dynamic markets with contextual information.
method Localized exploration-then-commit (LetC) algorithm with pure exploration, refinement, and exploitation stages.
result Achieves minimax optimal, dimension-free regret bound.

In this article we explore an alternative approach to address deep exploration and we introduce the ISL algorithm, which is efficient at performing deep exploration. Similarly to maximum entropy RL, we derive the algorithm by augmenting the traditional RL objective with a novel regularization term. A distinctive featur…

2019-09-13abs ↗pdf ↗

Optimizes exploration for nonlinear systems to learn controllers efficiently.

problem Learning optimal controllers for unknown nonlinear systems.
method Formally quantifies which parameters are most critical, and develops an algorithm to efficiently explore these parameters.
result Proves a near-instance-optimal rate for learning controllers.

Intrinsically motivated reinforcement learning aims to address the exploration challenge for sparse-reward tasks. However, the study of exploration methods in transition-dependent multi-agent settings is largely absent from the literature. We aim to take a step towards solving this problem. We present two exploration m…

2019-10-12abs ↗pdf ↗

Paper presents an algorithm for optimal regret in communicating Markov decision processes.

problem Achieving optimal regret in Markov decision processes with a communicating assumption.
method The algorithm explicitly tracks the constant K(M) to learn optimally, balancing exploration, co-exploration, and exploitation.
result The algorithm achieves asymptotically optimal regret K(M)log(T)+o(log(T))K(M) \log(T) + \mathrm{o}(\log(T)) for communicating Markov decision processes.

We study the multi-armed bandit problem with subgaussian rewards. The explore-then-commit (ETC) strategy, which consists of an exploration phase followed by an exploitation phase, is one of the most widely used algorithms in a variety of online decision applications. Nevertheless, it has been shown in Garivier et al. (…

2020-02-21abs ↗pdf ↗

Optimally explores dynamical systems with varying properties using context inference.

problem Learning dynamics models for systems with varying properties.
method Formulates dynamics models as stochastic processes conditioned on a latent context variable inferred from system transitions. Uses probabilistic formulation to compute optimal action sequences for exploration.
result Demonstrates effectiveness of the method on non-linear toy-problems and reinforcement learning environments.

Bayesian optimization (BO) and its batch extensions are successful for optimizing expensive black-box functions. However, these traditional BO approaches are not yet ideal for optimizing less expensive functions when the computational cost of BO can dominate the cost of evaluating the blackbox function. Examples of the…

2018-11-05abs ↗pdf ↗

Randomized exploration in linear bandits achieves optimal regret bounds.

problem Optimizing exploration in high-dimensional linear bandit problems.
method Analysis of Thompson sampling without forced optimism.
result Randomized exploration algorithms achieve an O(dnlog(n))O(d\sqrt{n} \log(n)) regret bound in smooth, strongly convex action spaces.

Paper proposes Adaptive Pareto Exploration for identifying Pareto optimal arms in multi-objective scenarios.

problem Identifying Pareto optimal arms in multi-objective scenarios with relaxed constraints.
method Adaptive Pareto Exploration strategy for different relaxations of Pareto Set Identification.
result Reduction in sample complexity when identifying at most k Pareto optimal arms.

A new multi-objective RL framework improves intrinsic exploration performance.

problem Sub-optimal exploration performance due to ad-hoc handling of intrinsic exploration.
method A multi-objective RL framework where both exploration and exploitation are optimized as separate objectives.
result EMU-Q method outperforms classic and other intrinsic RL methods on benchmarks.

New methods for efficient exploration under unknown linear constraints in bandits.

problem Optimizing decisions under unknown linear constraints in bandit problems.
method Lagrangian relaxation, computationally efficient extensions of existing methods, constraint-adaptive stopping rule.
result LAGEX achieves asymptotically optimal sample complexity, LATS shows asymptotic optimality up to novel constants.

This paper analyzes MORL and proposes efficient algorithms to learn Pareto optimal policies.

problem Understanding and efficiently learning Pareto optimal policies in multi-objective reinforcement learning.
method Systematic analysis of optimization targets, reformulation of Tchebycheff scalarization, online UCB-based algorithm, preference-free framework.
result Identification of Tchebycheff scalarization as a favorable method and efficient algorithms for learning Pareto optimal policies.

Recent years have witnessed a tremendous improvement of deep reinforcement learning. However, a challenging problem is that an agent may suffer from inefficient exploration, particularly for on-policy methods. Previous exploration methods either rely on complex structure to estimate the novelty of states, or incur sens…

2019-11-11abs ↗pdf ↗

This work introduces CAET, an algorithm for cost-aware pairwise pure exploration.

problem Identifying optimal arm pairs with varying costs in multi-armed bandits.
method Introduces a framework for pairwise pure exploration with arm-specific costs, derives a lower bound, and proposes CAET algorithm.
result CAET optimizes cumulative cost and approaches the lower bound asymptotically.

Paper develops a dynamic Bayesian approach for active learning that optimizes exploration-exploitation balance.

problem Balancing exploration and exploitation in active learning for unknown functions.
method Develops BHEEM, a Bayesian hierarchical approach with approximate Bayesian computation for sampling trade-off parameters.
result BHEEM achieves at least 21% and 11% improvement over pure exploration and exploitation strategies respectively.

BOKE optimizes expensive functions with reduced computational costs.

problem High computational cost of Gaussian process-based Bayesian optimization.
method Kernel regression and density-based exploration integrated into confidence bounds.
result BOKE achieves global convergence and superior computational efficiency.

USAC balances pessimism and optimism in actor-critic training for better exploration and performance.

problem Excessive pessimism limits exploration, while excessive optimism leads to high-risk behaviors.
method Utility Soft Actor-Critic (USAC) dynamically adapts exploration based on critic uncertainty.
result USAC consistently outperforms state-of-the-art algorithms in continuous control tasks.

Sample-efficient exploration is crucial not only for discovering rewarding experiences but also for adapting to environment changes in a task-agnostic fashion. A principled treatment of the problem of optimal input synthesis for system identification is provided within the framework of sequential Bayesian experimental …

2019-10-08abs ↗pdf ↗

ENIAC method optimizes and explores complex RL problems with non-linear policies.

problem Theoretical understanding of non-linear policies in RL with strategic exploration.
method ENIAC, an actor-critic method for non-linear function approximation.
result ENIAC finds near-optimal policies in polynomial exploration rounds under bounded eluder dimension.

We present the Variational Adaptive Newton (VAN) method which is a black-box optimization method especially suitable for explorative-learning tasks such as active learning and reinforcement learning. Similar to Bayesian methods, VAN estimates a distribution that can be used for exploration, but requires computations th…

2017-11-15abs ↗pdf ↗

Enhanced Gaussian process models accelerate optimization and posterior approximation.

problem Improving the accuracy and speed of Gaussian process models for optimization and inference.
method Introduces a random exploration step to classical GP-UCB algorithms, facilitating faster convergence.
result New algorithms achieve nearly optimal convergence rates and provide bounds for Hellinger distance.

The paper tackles fair sharing of exploration costs across groups in online learning.

problem Sharing the cost of exploration fairly across multiple groups in online learning.
method The paper introduces the 'grouped' bandit model and uses axiomatic bargaining theory, specifically the Nash bargaining solution, to formalize fairness.
result The paper derives policies that are optimally fair and regret-optimal, showing that regret-optimal policies can be unfair.