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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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61121182242 · Jun 202019922001200920172026
48 results for Optimistic Exploration

Proposes Optimistic Pessimistically Initialised Q-Learning (OPIQ) for better exploration in RL.

problem Pessimistic initialisation of Q-values in deep RL leads to poor exploration performance.
method Augments pessimistically initialised Q-values with count-based bonuses to ensure optimism.
result OPIQ outperforms non-optimistic DQN variants in hard exploration tasks.

Proposes H-UCRL for efficient model-based RL with sublinear regret.

problem Greedy policy exploration in model-based RL ignores epistemic uncertainty.
method Reparameterizes plausible models, hallucinates control, augments input space, solves with greedy planners.
result H-UCRL achieves provably sublinear regret for Gaussian Process models.

We discuss the relative merits of optimistic and randomized approaches to exploration in reinforcement learning. Optimistic approaches presented in the literature apply an optimistic boost to the value estimate at each state-action pair and select actions that are greedy with respect to the resulting optimistic value f…

2017-06-13abs ↗pdf ↗

Efficiently solves exploration-exploitation in LQR using Lagrangian relaxation.

problem Exploration-exploitation dilemma in linear quadratic regulator (LQR) setting.
method Relax optimistic optimization into a constrained extended LQR problem, then solve using Riccati equations.
result Computes εε-optimistic controller efficiently with O(log(1/ε))O\big(\log(1/ε)\big) Riccati equations.

New algorithm reduces regret in sequential decision-making problems.

problem Balancing exploration and exploitation in online sequential decision problems.
method Variational Bayesian optimistic sampling (VBOS) for optimizing policies.
result VBOS achieves ildeO(AT) ilde O(\sqrt{AT}) Bayesian regret for stochastic multi-armed bandits.

Optimistic NPG improves policy optimization in online RL with efficient sample complexity.

problem Limited theoretical understanding of policy optimization, especially in online RL.
method Combines natural policy gradient with optimistic policy evaluation.
result Achieves optimal dimension dependence sample complexity for learning near-optimal policies.

The paper analyzes CMDPs, balancing exploration and exploitation to avoid constraint violations.

problem Balancing exploration and exploitation in CMDPs to satisfy constraints.
method Two approaches: optimistic planning and incremental updates of primal and dual variables.
result Both approaches achieve sublinear regret on utility and constraint violations, with stronger guarantees for the linear programming approach.

While policy-based reinforcement learning (RL) achieves tremendous successes in practice, it is significantly less understood in theory, especially compared with value-based RL. In particular, it remains elusive how to design a provably efficient policy optimization algorithm that incorporates exploration. To bridge su…

2019-12-12abs ↗pdf ↗

New algorithm explores reinforcement learning with noisy data.

problem Exploration in reinforcement learning with complex value functions.
method Randomized exploration with i.i.d. scalar noises and optimistic reward sampling.
result Achieves worst-case regret bound of O~(poly(dEH)T)\widetilde{O}(\mathrm{poly}(d_EH)\sqrt{T}).

Optimistic RL algorithms are simplified for deep RL with competitive performance.

problem Achieving accurate optimism in model-based RL for large-scale problems.
method Interpreting scalable optimistic model-based algorithms as solving a tractable noise augmented MDP.
result Competitive regret bound of ildeO(SHAT) ilde{\mathcal{O}}( |\mathcal{S}|H\sqrt{|\mathcal{A}| T } ) for Gaussian noise augmentation.

Model-based Bayesian Reinforcement Learning (BRL) allows a found formalization of the problem of acting optimally while facing an unknown environment, i.e., avoiding the exploration-exploitation dilemma. However, algorithms explicitly addressing BRL suffer from such a combinatorial explosion that a large body of work r…

2012-06-18abs ↗pdf ↗

Optimistic actor-critic tackles linear MDPs with parametric policies.

problem Theoretical limitations of existing actor-critic methods for linear MDPs.
method Proposes an optimistic actor-critic framework with parametric log-linear policies and approximate Thompson sampling.
result Achieves state-of-the-art sample complexity in both on-policy and off-policy settings.

New rule reduces exploration regret to logarithmic, improving bad episode handling.

problem Improving exploration regret in average reward MDPs.
method Replacing Doubling Trick with Vanishing Multiplicative rule in EVI-based algorithms.
result Regret is logarithmic under the new rule, significantly better than linear.

This paper analyzes how randomizing rewards in MBRL can improve performance without being overly optimistic.

problem The gap between theoretical worst-case regret analysis and empirical performance in MBRL.
method Reward randomization in model-based reinforcement learning (MBRL) with kernelized linear regulator (KNR) model.
result Reward randomization guarantees partial optimism and near-optimal worst-case regret.

Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this paper, we explore an optimistic, or best-case view of uncertainty and show that it …

2017-11-20abs ↗pdf ↗

Actor-critic methods, a type of model-free Reinforcement Learning, have been successfully applied to challenging tasks in continuous control, often achieving state-of-the art performance. However, wide-scale adoption of these methods in real-world domains is made difficult by their poor sample efficiency. We address th…

2019-10-28abs ↗pdf ↗

Study designs steering rewards for MFGs with unknown dynamics and model uncertainty.

problem Designing incentives for large populations of agents in MFGs with uncertain model details.
method Developed optimistic exploration algorithms for agents with no-adaptive regret behaviors.
result Sub-linear regret guarantees for cumulative gaps between agent behaviors and desired outcomes.

Optimistic estimate predicts best fitting performance of nonlinear models.

problem Evaluating the potential of nonlinear models in fitting.
method Proposes an optimistic estimate to quantify the smallest sample size for fitting nonlinear models.
result Predicts specific subsets of targets that can be fitted at overparameterization.

This paper studies systematic exploration for reinforcement learning with rich observations and function approximation. We introduce a new model called contextual decision processes, that unifies and generalizes most prior settings. Our first contribution is a complexity measure, the Bellman rank, that we show enables …

2016-10-29abs ↗pdf ↗

Bayesian optimisation (BO) is a well-known efficient algorithm for finding the global optimum of expensive, black-box functions. The current practical BO algorithms have regret bounds ranging from O(logNN)\mathcal{O}(\frac{logN}{\sqrt{N}}) to O(eN)\mathcal O(e^{-\sqrt{N}}), where NN is the number of evaluations. This paper exp…

2021-05-10abs ↗pdf ↗

We show how to take any two parameter-free online learning algorithms with different regret guarantees and obtain a single algorithm whose regret is the minimum of the two base algorithms. Our method is embarrassingly simple: just add the iterates. This trick can generate efficient algorithms that adapt to many norms s…

2019-02-24abs ↗pdf ↗

In many cases an intelligent agent may want to learn how to mimic a single observed demonstrated trajectory. In this work we consider how to perform such procedural learning from observation, which could help to enable agents to better use the enormous set of video data on observation sequences. Our approach exploits t…

2019-04-17abs ↗pdf ↗

We consider the exploration-exploitation dilemma in finite-horizon reinforcement learning (RL). When the state space is large or continuous, traditional tabular approaches are unfeasible and some form of function approximation is mandatory. In this paper, we introduce an optimistically-initialized variant of the popula…

2019-11-01abs ↗pdf ↗

New algorithms ensure policies perform at least as good as a baseline in reinforcement learning.

problem Learning policies that are guaranteed to perform at least as well as a baseline in reinforcement learning.
method Introduce conservative exploration for average reward and finite horizon problems, presenting two optimistic algorithms.
result Guaranteed performance of policies at least as good as a baseline, without hindering learning ability.

Kernel-UCBVI algorithm balances exploration and exploitation in metric state-action spaces.

problem Exploration-exploitation dilemma in finite-horizon reinforcement learning with metric state-action spaces.
method Kernel-UCBVI, leveraging smoothness and kernel estimators of rewards and transitions.
result First regret bound for kernel-based RL using smoothing kernels, O(H3K2d/(2d+1))O(H^3 K^{2d/(2d+1)}).

New algorithm fills gaps in offline data for hybrid RL, achieving similar gains without coverage assumptions.

problem Lack of provable benefits in hybrid RL with coverage assumptions.
method Warm-starting optimistic online algorithms with offline data in experience replay buffer.
result Hybrid RL gains similar to offline-only RL without coverage assumptions, demonstrating efficient exploration.

Online Apprenticeship Learning aims to match expert performance without access to cost functions.

problem Learning an agent's policy to match expert performance in an MDP without cost function access.
method Combines mirror descent based no-regret algorithms for policy optimization and cost learning, with optimistic exploration.
result Derives an algorithm with O(K)O(\sqrt{K}) regret, practical for high-dimensional control problems.

Improved control approach for correlated bandits with better performance.

problem General multi-armed bandit problem with correlated elements.
method Introducing entropy regularisation to obtain a smooth asymptotic approximation of the value function, leading to a semi-index approximation of the optimal decision process.
result Performance of Asymptotic Randomised Control (ARC) algorithm compares favorably with other approaches.