Research
On-device research index

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

Trend · papers per month

194387581774 · Jun 202019922001200920172026
48 results for Policy Function

PBVFs generalize across policies using learned value functions.

problem RL algorithms forget information about old policies when updating value functions to track the learned policy.
method Introduce Parameter-Based Value Functions (PBVFs) that include policy parameters in their inputs, enabling them to generalize across different policies.
result PBVFs enable zero-shot learning of new policies that outperform any policy seen during training.

New RL method learns value function for many policies using few key states.

problem Evaluate and improve policies in continuous control problems.
method Combines actor-critic architecture and policy embedding to learn a single value function for many policies.
result Value function minimizes prediction error by learning a small set of 'probing states' and their impact on policies' returns.

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.

A new estimator for evaluating policies in unknown environments.

problem Evaluating policies when both logging policy and value function are unknown.
method Doubly-Robust (DR) off-policy evaluation (OPE) estimator, DRUnknown, that estimates both the logging policy and value function.
result DRUnknown achieves the smallest asymptotic variance and is optimal when both models are correctly specified.

Learning the value function of a given policy (target policy) from the data samples obtained from a different policy (behavior policy) is an important problem in Reinforcement Learning (RL). This problem is studied under the setting of off-policy prediction. Temporal Difference (TD) learning algorithms are a popular cl…

2019-11-13abs ↗pdf ↗

We introduce Bayesian least-squares policy iteration (BLSPI), an off-policy, model-free, policy iteration algorithm that uses the Bayesian least-squares temporal-difference (BLSTD) learning algorithm to evaluate policies. An online variant of BLSPI has been also proposed, called randomised BLSPI (RBLSPI), that improves…

2019-04-06abs ↗pdf ↗

The paper interprets policy-gradient algorithms using continuation theory.

problem Optimizing nonconvex functions in reinforcement learning.
method Formulates policy optimization as optimization by continuation, interprets policy-gradient algorithms as implicitly optimizing deterministic policies.
result Exploration in policy-gradient algorithms is seen as computing a continuation of the return of the policy.

This paper optimizes off-policy evaluation in reinforcement learning with function approximation.

problem Estimating cumulative value of a new policy from logged data generated by an unknown policy.
method Regression-based fitted Q iteration method, equivalent to estimating conditional mean embedding of transition operator.
result The method is minimax-optimal, with nearly minimal estimation error.

New method optimizes policies without assuming known link functions between preferences and rewards.

problem Policy alignment with unknown and unrestricted link functions.
method Formulates an ff-divergence-constrained reward maximization problem, learning policies directly.
result Induces a semiparametric single-index binary choice model for policy alignment.

A key problem in reinforcement learning for control with general function approximators (such as deep neural networks and other nonlinear functions) is that, for many algorithms employed in practice, updates to the policy or QQ-function may fail to improve performance---or worse, actually cause the policy performance …

2016-02-29abs ↗pdf ↗

PPG separates policy and value function training phases for better reinforcement learning efficiency.

problem Challenges in traditional reinforcement learning methods for policy and value function optimization.
method Integrates Phasic Policy Gradient framework that splits policy and value function training into distinct phases.
result Significantly improves sample efficiency on Procgen Benchmark compared to PPO.

VA-OPE improves OPE by incorporating variance information, achieving tighter error bounds.

problem Estimating value function of a target policy from offline data collected by a behavior policy.
method Proposes VA-OPE, an algorithm that reweights Bellman residual using estimated variance of the value function.
result Achieves a tighter error bound than the best-known result.

The paper analyzes the sample complexities for policy evaluation with linear function approximation.

problem Policy evaluation with linear function approximation in discounted infinite horizon Markov decision processes.
method Investigates sample complexities for two policy evaluation algorithms: TD and TDC.
result Establishes high-probability sample complexity bounds for policy evaluation algorithms.

Policy evaluation or value function or Q-function approximation is a key procedure in reinforcement learning (RL). It is a necessary component of policy iteration and can be used for variance reduction in policy gradient methods. Therefore its quality has a significant impact on most RL algorithms. Motivated by manifol…

2017-10-15abs ↗pdf ↗

Entropy regularization improves policy optimization in reinforcement learning.

problem Improving policy optimization in reinforcement learning.
method Entropy regularization is introduced to soften the greedy policy towards a more diverse softmax policy, leading to a continuously parameterized algorithm that interpolates between policy gradient and Q-learning.
result An intermediate algorithm can improve performance in reinforcement learning.

Learning an optimal policy from a multi-modal reward function is a challenging problem in reinforcement learning (RL). Hierarchical RL (HRL) tackles this problem by learning a hierarchical policy, where multiple option policies are in charge of different strategies corresponding to modes of a reward function and a gati…

2017-11-28abs ↗pdf ↗

Estimates and infers multi-stage stationary treatment policies with variable selection.

problem Valid inference for multi-stage stationary treatment policies with high-dimensional feature variables.
method Estimate the value function using augmented inverse probability weighted estimator, apply penalty for variable selection, construct one-step improvements for valid inference.
result Improved estimators are asymptotically normal, valid inference for policy parameters demonstrated.

Paper introduces a new value function for state transitions and optimal policy learning.

problem Learning optimal policies from state transitions and actions.
method Develops a forward dynamics model to maximize a novel value function Q(s,s)Q(s, s').
result Demonstrates benefits in value function transfer, redundant action spaces, and off-policy learning.

Paper presents a new policy gradient theorem using weak derivatives for reinforcement learning.

problem Continuous state-action reinforcement learning problems.
method Introduced an alternative policy gradient theorem using weak derivatives.
result The new approach yields algorithms that converge almost surely to stationary points of the value function.

New method for evaluating policies in complex decision-making models with hidden variables.

problem Evaluating policies in partially observable Markov decision processes with hidden confounders.
method Introduces novel identification methods and minimax estimation techniques for linking target policy's value and observed data distribution.
result Proposes three estimators for off-policy evaluation in POMDPs with latent confounders, demonstrating their effectiveness through nonasymptotic and asymptotic analysis.

Study agnostic RL in large state spaces with weak function approximation.

problem Statistical intractability of agnostic policy learning in various environments.
method Investigates agnostic policy learning with different forms of environment access.
result Agnostic policy learning remains statistically intractable with certain forms of environment access.

Policy gradient methods with aggregated states can achieve better performance than approximate policy iteration.

problem Approximation errors in policy and value function approximations.
method State-aggregated representations and policy gradient methods.
result Policy gradient methods can achieve a per-period regret bounded by ε, while approximate policy iteration and value iteration have a higher regret.

This work explains why online imitation learning improves faster than theory predicts.

problem Online imitation learning's empirical policy improvement speed exceeds theoretical predictions.
method The authors analyze online imitation learning with a convex, smooth, and non-negative loss function, proving policy improvement in expectation and high probability.
result Adopting a sufficiently expressive policy class in online IL increases both policy improvement speed and performance bias.

Improves imitation learning in RL by learning reward function efficiently.

problem Lack of effective reward function approximation in AIRL for imitation tasks.
method Proposes Off-Policy AIRL that combines adversarial learning with efficient reward function approximation.
result Shows superior imitation performance and efficiency compared to state-of-the-art AIL algorithms.

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value function takes a known parametric form in the treatment, but we are agnostic on how i…

2019-05-24abs ↗pdf ↗

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 ↗

Signalized intersections are managed by controllers that assign right of way (green, yellow, and red lights) to non-conflicting directions. Optimizing the actuation policy of such controllers is expected to alleviate traffic congestion and its adverse impact. Given such a safety-critical domain, the affiliated actuatio…

2019-12-23abs ↗pdf ↗

This paper improves reinforcement learning policies in a scalable way.

problem Ensuring monotonic policy improvement in entropy-regularized RL.
method Derives an entropy-aware lower bound and proposes a novel RL algorithm.
result Demonstrates effectiveness in continuous-state tasks using a linear function approximator.

We compare the model-free reinforcement learning with the model-based approaches through the lens of the expressive power of neural networks for policies, QQ-functions, and dynamics. We show, theoretically and empirically, that even for one-dimensional continuous state space, there are many MDPs whose optimal QQ-func…

2019-10-14abs ↗pdf ↗

DSPI connects natural policy gradient to policy iteration, proving global convergence.

problem Optimizing policies in reinforcement learning.
method DSPI framework, combining smoothed policy iteration and natural policy gradient.
result DSPI achieves geometric convergence and optimal complexity for policy optimization.

Study policy gradient and actor-critic methods for continuous-time reinforcement learning.

problem Continuous-time reinforcement learning with policy gradient and actor-critic approaches.
method Regularized exploratory formulation, martingale approach, simultaneous policy and value function updates.
result Proposed two types of actor-critic algorithms for online and offline learning.

This work provides guarantees for off-policy function estimation under realizability assumptions.

problem Estimating the value function of a policy under user-specified error-measuring distributions.
method The approach involves imposing a flexible regularization on the MIS objectives to account for an arbitrary user-specified distribution.
result Exact characterization of the optimal dual solution that determines the data-coverage assumption in the case of value-function learning.