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.
GPE algorithm optimizes nonparametric contextual bandits with efficient regret bounds.
problem Optimizing nonparametric contextual bandits with efficient regret bounds.
method Inspired by Policy Elimination, GPE uses oracle-efficient techniques for nonparametric classes with infinite VC-dimension.
result GPE is regret-optimal for policy classes with integrable entropy, and for larger entropy, it provides an ε-greedy algorithm with matching regret bounds.
In this paper, we consider the problem of online learning of Markov decision processes (MDPs) with very large state spaces. Under the assumptions of realizable function approximation and low Bellman ranks, we develop an online learning algorithm that learns the optimal value function while at the same time achieving ve…
We consider a multi-armed bandit problem in a setting where each arm produces a noisy reward realization which depends on an observable random covariate. As opposed to the traditional static multi-armed bandit problem, this setting allows for dynamically changing rewards that better describe applications where side inf…
Policy gradient methods are very attractive in reinforcement learning due to their model-free nature and convergence guarantees. These methods, however, suffer from high variance in gradient estimation, resulting in poor sample efficiency. To mitigate this issue, a number of variance-reduction approaches have been prop…
Coagent policy gradient algorithms (CPGAs) are reinforcement learning algorithms for training a class of stochastic neural networks called coagent networks. In this work, we prove that CPGAs converge to locally optimal policies. Additionally, we extend prior theory to encompass asynchronous and recurrent coagent networ…
SPO optimizes LLMs by eliminating group-based baselines and variance issues.
problem Frequent degenerate groups and synchronization barriers in group-based policy optimization methods.
method Single-stream Policy Optimization (SPO) replaces per-group baselines with a persistent, KL-adaptive value tracker and global advantage normalization.
result SPO converges more smoothly and attains higher accuracy than GRPO, improving maj@32 by +3.4 pp across five math benchmarks.
Maximum entropy deep reinforcement learning (RL) methods have been demonstrated on a range of challenging continuous tasks. However, existing methods either suffer from severe instability when training on large off-policy data or cannot scale to tasks with very high state and action dimensionality such as 3D humanoid l…
Analyzes how economic policies affect wealth distribution in Bitcoin token economy.
problem Impact of economic policies on wealth distribution in token economies.
method Eliminated noise in wealth distribution data using macroeconomic and microeconomic time series. Causality analysis between BIPs and wealth distribution data.
result Proposed a structure for economic policy taxonomy in token economies.
We establish a new connection between value and policy based reinforcement learning (RL) based on a relationship between softmax temporal value consistency and policy optimality under entropy regularization. Specifically, we show that softmax consistent action values correspond to optimal entropy regularized policy pro…
Develops an anytime-valid framework for optimal policy identification from logged contextual bandit data.
problem Selecting the optimal policy from a candidate policy class while monitoring evidence continuously.
method Constructs a time-indexed set that retains the true optimal policy set uniformly over time.
result The procedure allows the analyst to monitor policy values, eliminate clearly suboptimal policies, and stop at data-dependent times without invalidating inference.
In this paper, we study the multi-armed bandit problem in the batched setting where the employed policy must split data into a small number of batches. While the minimax regret for the two-armed stochastic bandits has been completely characterized in \cite{perchet2016batched}, the effect of the number of arms on the re…
An optimal feedback controller for a given Markov decision process (MDP) can in principle be synthesized by value or policy iteration. However, if the system dynamics and the reward function are unknown, a learning agent must discover an optimal controller via direct interaction with the environment. Such interactive d…
We present an approach to make molecular optimization more efficient. We infer a hypergraph replacement grammar from the ChEMBL database, count the frequencies of particular rules being used to expand particular nonterminals in other rules, and use these as conditional priors for the policy model. Simulating random mol…
We study the problem of multi-agent reinforcement learning (MARL) with adaptivity constraints -- a new problem motivated by real-world applications where deployments of new policies are costly and the number of policy updates must be minimized. For two-player zero-sum Markov Games, we design a (policy) elimination base…
Policy gradient and actor-critic algorithms form the basis of many commonly used training techniques in deep reinforcement learning. Using these algorithms in multiagent environments poses problems such as nonstationarity and instability. In this paper, we first demonstrate that standard softmax-based policy gradient c…
We propose and study a new model for reinforcement learning with rich observations, generalizing contextual bandits to sequential decision making. These models require an agent to take actions based on observations (features) with the goal of achieving long-term performance competitive with a large set of policies. To …
Information systems experience an ever-growing volume of unstructured data, particularly in the form of textual materials. This represents a rich source of information from which one can create value for people, organizations and businesses. For instance, recommender systems can benefit from automatically understanding…
We present Placeto, a reinforcement learning (RL) approach to efficiently find device placements for distributed neural network training. Unlike prior approaches that only find a device placement for a specific computation graph, Placeto can learn generalizable device placement policies that can be applied to any graph…
As the Portable Document Format (PDF) file format increases in popularity, research in analysing its structure for text extraction and analysis is necessary. Detecting headings can be a crucial component of classifying and extracting meaningful data. This research involves training a supervised learning model to detect…
Classification may not be reliable for several reasons: noise in the data, insufficient input information, overlapping distributions and sharp definition of classes. Faced with several possibilities neural network may in such cases still be useful if instead of a classification elimination of improbable classes is done…