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.
Optimistic PPO variant solves linear MDPs with improved regret bound.
Develops ODRPO to improve RL algorithms with better performance and stability.
Very recently proximal policy optimization (PPO) algorithms have been proposed as first-order optimization methods for effective reinforcement learning. While PPO is inspired by the same learning theory that justifies trust region policy optimization (TRPO), PPO substantially simplifies algorithm design and improves da…
In sequence generation task, many works use policy gradient for model optimization to tackle the intractable backpropagation issue when maximizing the non-differentiable evaluation metrics or fooling the discriminator in adversarial learning. In this paper, we replace policy gradient with proximal policy optimization (…
We introduce two approaches for combining neural evolution strategy (NES) and proximal policy optimization (PPO): parameter transfer and parameter space noise. Parameter transfer is a PPO agent with parameters transferred from a NES agent. Parameter space noise is to directly add noise to the PPO agent`s parameters. We…
Proximal Policy Optimization (PPO) is a highly popular model-free reinforcement learning (RL) approach. However, we observe that in a continuous action space, PPO can prematurely shrink the exploration variance, which leads to slow progress and may make the algorithm prone to getting stuck in local optima. Drawing insp…
Proximal policy optimization(PPO) has been proposed as a first-order optimization method for reinforcement learning. We should notice that an exterior penalty method is used in it. Often, the minimizers of the exterior penalty functions approach feasibility only in the limits as the penalty parameter grows increasingly…
PPOS improves PPO by smoothing the surrogate objective function.
A new algorithm RTO integrates DPO and PPO for RLHF, improving performance.
Proximal policy optimization (PPO) is one of the most popular deep reinforcement learning (RL) methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, as a model-free RL method, the success of PPO relies heavily on the effectiveness of its exploratory policy search. In this pa…
TOPPO improves PPO for MTRL by balancing critic gradients, outperforming SAC.
Hybrid LSTM-PPO optimizes dynamic portfolios with better performance.
A new trading model combines GARCH and PPO for better stock trading profits.
PPO optimizes LLM-generated alpha weights for better trading performance.
PPO algorithm converges to global optimality in multi-agent reinforcement learning.
Proximal policy optimization (PPO) is one of the most successful deep reinforcement-learning methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, its optimization behavior is still far from being fully understood. In this paper, we show that PPO could neither strictly restr…
PPO's gradients are heavy-tailed, affecting learning; a robust estimator improves performance.
In this paper we propose a hybrid architecture of actor-critic algorithms for reinforcement learning in parameterized action space, which consists of multiple parallel sub-actor networks to decompose the structured action space into simpler action spaces along with a critic network to guide the training of all sub-acto…
Study proposes adaptive RL for dynamic portfolio optimization.
Revisits PPO design choices, exposing failure modes and proposing alternatives.
In this paper, a novel racing environment for OpenAI Gym is introduced. This environment operates with continuous action- and state-spaces and requires agents to learn to control the acceleration and steering of a car while navigating a randomly generated racetrack. Different versions of two actor-critic learning algor…
Bayesian classifier improves robustness with optimistic score ratio.
GPG improves RL from feedback with less memory and compute.
We show that the optimistic limits of the colored Jones polynomials of the hyperbolic knots coincide with the optimistic limits of the Kashaev invariants modulo .
Proposes Optimistic Pessimistically Initialised Q-Learning (OPIQ) for better exploration in RL.
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…
Proximal policy optimization and trust region policy optimization (PPO and TRPO) with actor and critic parametrized by neural networks achieve significant empirical success in deep reinforcement learning. However, due to nonconvexity, the global convergence of PPO and TRPO remains less understood, which separates theor…
The optimistic limit is the mathematical formulation of the classical limit which is a physical method to expect the actual limit by using saddle point method of certain potential function. The original optimistic limit of the Kashaev invariant was formulated by Yokota, and a modified formulation was suggested by the a…
Optimistic estimate predicts best fitting performance of nonlinear models.
Recent successful deep reinforcement learning algorithms, such as Trust Region Policy Optimization (TRPO) or Proximal Policy Optimization (PPO), are fundamentally variations of conservative policy iteration (CPI). These algorithms iterate policy evaluation followed by a softened policy improvement step. As so, they are…
New algorithm reduces regret in sequential decision-making problems.
Optimistic NPG improves policy optimization in online RL with efficient sample complexity.
Characterizes concept classes for optimistic online learning.
In importance sampling (IS)-based reinforcement learning algorithms such as Proximal Policy Optimization (PPO), IS weights are typically clipped to avoid large variance in learning. However, policy update from clipped statistics induces large bias in tasks with high action dimensions, and bias from clipping makes it di…
Study shows code-level optimizations significantly impact deep RL algorithms.
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…
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…
In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management. All of them are widely-used in game playing and robot control. What's more, PPO has appealing theore…
New algorithms reduce forecasting errors by leveraging optimistic learning and hinting.
Omega method mitigates noise in stochastic game optimization.
New method minimizes regret in AMDP with high probability.
Deep RL algorithms struggle with noisy rewards in portfolio optimisation.
Unified framework for model- and value-optimistic reinforcement learning.
A new framework improves reinforcement learning algorithms with policy guarantees.
It is well known that in stochastic multi-armed bandits (MAB), the sample mean of an arm is typically not an unbiased estimator of its true mean. In this paper, we decouple three different sources of this selection bias: adaptive \emph{sampling} of arms, adaptive \emph{stopping} of the experiment, and adaptively \emph{…
Efficiently solves exploration-exploitation in LQR using Lagrangian relaxation.
Enhances portfolio performance using deep reinforcement learning and future rewards.
AlphaGrad optimizes memory usage in RL algorithms by normalizing gradients.