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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.

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84168252336 · Jun 202019922001200920172026
48 results for Policy Mirror Descent

DDO-RM improves reward-based policies by converting reward scores into a target distribution.

problem Improving reward-based policies when the reward function is simpler than the policy.
method Converts reward scores into a target distribution and uses KL-regularized mirror-descent updates.
result DDO-RM outperforms DPO in pair accuracy and mean margin.

Novel framework for policy optimization with general parameterization and linear convergence.

problem Lack of theoretical guarantees for policy optimization with general parameterization schemes.
method Mirror descent approach for policy optimization with general parameterization.
result First result of linear convergence for policy-gradient-based method with general parameterization.

GPMD solves regularized RL with linear convergence, promoting structural policies.

problem Regularized reinforcement learning to encourage exploration and structural policies.
method Policy mirror descent with generalized convex regularizers and Bregman divergence.
result GPMD converges linearly to the global solution over a wide range of learning rates.

Unified framework for solving MDPs with stochastic mirror descent.

problem Approximately solving infinite-horizon Markov decision processes (MDPs).
method Primal-dual stochastic mirror descent for MDPs with a unified framework.
result Computes ε-optimal policies with expected samples for both average-reward and discounted MDPs.

Improving sample efficiency has been a longstanding goal in reinforcement learning. This paper proposes VRMPO\mathtt{VRMPO} algorithm: a sample efficient policy gradient method with stochastic mirror descent. In VRMPO\mathtt{VRMPO}, a novel variance-reduced policy gradient estimator is presented to improve sample efficiency.…

2019-06-25abs ↗pdf ↗

A new parallel algorithm for learning optimal policies in MDPs with low communication costs.

problem Learning optimal policies for infinite-horizon MDPs.
method Primal-Dual Stochastic Mirror Descent for convex programming problems with inexact constraints.
result First parallel algorithm for average-reward MDPs with generative model and low communication costs.

NPMD uses CNNs to optimize policies on low-dimensional manifolds, reducing sample complexity.

problem Explaining the effectiveness of deep policy gradient methods in high-dimensional RL.
method Neural policy mirror descent (NPMD) with CNNs, considering state spaces as low-dimensional manifolds.
result NPMD finds ε-optimal policies with O(ε^(-d/α-2)) samples, leveraging low-dimensional structure.

New RL method nearly optimally learns policies with generative models.

problem Finding optimal policies in reinforcement learning with generative models.
method Mirror descent value iteration with KL divergence and entropy regularization.
result The method is nearly minimax-optimal for small ε\varepsilon-optimal policies.

Revel tackles safe exploration in RL with verified symbolic policies.

problem Computational infeasibility of verifying neural networks in RL learning loops.
method Two policy classes: neurosymbolic with approximate gradients and symbolic policies for efficient verification. Mirror descent over policies to safely update and project policies.
result Revel discovers policies that outperform prior approaches to verified exploration.

Adaptive OMD reduces variance in learning optimal strategies for imperfect information games.

problem High variance in learning optimal strategies for imperfect information games.
method Fixed sampling approach with locally applied Online Mirror Descent (OMD) algorithm.
result Convergence rate of ildeO(T1/2) ilde{\mathcal{O}}(T^{-1/2}) with high probability.

This paper balances bias and variance in adaptive importance sampling using mirror descent.

problem Large variance in adaptive importance sampling weights.
method Regularization strategy with power raised importance weights connected to mirror descent.
result The regularization parameter balances bias and variance.

DORIS algorithm achieves no-regret learning in Markov games with adversarial opponents.

problem Decentralized policy learning in Markov games with nonstationary opponents.
method DORIS algorithm using optimistic hyperpolicy mirror descent.
result Achieves K\sqrt{K}-regret in general function approximation.

New algorithm for reinforcement learning reduces complexity and guarantees convergence.

problem Reinforcement learning problems with convex occupancy measures.
method MD-CURL, inspired by mirror descent, uses non-standard regularization.
result Achieves convergence guarantees and simple closed-form solution.

Reparameterizes mirror descent as gradient descent for efficient sparse learning.

problem Efficiently training small sparse networks with mirror descent.
method Develops a framework to convert mirror descent updates into gradient descent updates on different parameters.
result Mirror descent can be reparameterized as gradient descent on modified parameters, facilitating standard backpropagation.

New analysis shows GMD can converge linearly under PL-like conditions.

problem Establishing linear convergence for generalized mirror descent.
method PL-based analysis for time-dependent mirrors, Taylor-series approach for stochastic GMD.
result Linear convergence of stochastic GMD under PL-like conditions.

Continuous-time mirror descent solves sparse phase retrieval efficiently.

problem Recovering sparse signals from magnitude-only measurements.
method Continuous-time mirror descent applied to unconstrained empirical risk minimization problem.
result Mirror descent recovers kk-sparse vectors with minimum non-zero entry order of x2/k\| \mathbf{x}^\star \|_2/\sqrt{k} from k2k^2 Gaussian measurements.

Mirror descent linked to information ratio via Bayesian regret bounds.

problem Understanding stability in mirror descent and its relation to information ratio.
method Developed a connection between mirror descent and information ratio using Bayesian regret bounds.
result Mirror descent with suitable estimators and distributions achieves bounds similar to information-directed sampling.

The paper connects tempering and entropic mirror descent for sampling.

problem Sampling from a target distribution with known unnormalized density.
method Establishes the connection between tempering SMC and entropic mirror descent, deriving convergence rates and geometric insights.
result Tempering SMC iterates correspond to entropic mirror descent on the reverse KL divergence, providing new optimization perspectives.

Paper studies early-stopped mirror descent for noisy sparse phase retrieval.

problem Recovering a sparse signal from noisy quadratic measurements.
method Early-stopped mirror descent with hyperbolic entropy mirror map.
result Achieves nearly minimax-optimal rate of convergence for kk-sparse signals.

Continuous-time distributed mirror descent with integral feedback converges to global optimum.

problem Distributed optimization of a global strongly convex function with local convex components.
method Continuous-time distributed mirror descent with integral feedback.
result Asymptotic convergence to global optimum with constant step-size.

Improved reinforcement learning algorithm with linear approximation for unknown dynamics.

problem Reinforcement learning with adversarial changing cost functions and bandit feedback.
method Combines mirror-descent and least squares policy evaluation in an auxiliary MDP.
result Obtains an O~(K6/7)\widetilde O(K^{6/7}) regret bound, significantly improving over previous methods.

This paper explores a new framework for reinforcement learning based on online convex optimization, in particular mirror descent and related algorithms. Mirror descent can be viewed as an enhanced gradient method, particularly suited to minimization of convex functions in highdimensional spaces. Unlike traditional grad…

2012-10-16abs ↗pdf ↗

Information geometry applies concepts in differential geometry to probability and statistics and is especially useful for parameter estimation in exponential families where parameters are known to lie on a Riemannian manifold. Connections between the geometric properties of the induced manifold and statistical properti…

2013-10-29abs ↗pdf ↗

New RL algorithms learn policies competitive with best in class without assuming optimal policy.

problem Agnostic RL where best policy not necessarily optimal.
method First-order optimization in non-Euclidean space, reducing to policy learning.
result Sample complexity upper bounds for three algorithms under VGD condition.

The paper improves convergence for linear systems using entropic mirror descent with Polyak stepsizes.

problem Convergence analysis for linear systems with unbounded domain.
method Entropic mirror descent with Polyak stepsizes, sublinear and linear convergence results.
result Generalized convergence result for arbitrary convex functions.

Stochastic mirror descent improves performance on ensemble models.

problem Improving performance of ensemble models using stochastic mirror descent.
method Utilizes mirror potential to influence training algorithm's implicit bias, mapping evolution to continuous time process.
result Converges to a nonlinear PDE in asymptotic regime of large networks, with mirror potential affecting gradient flow.

Paper accelerates Bayesian few-shot classification using mirror descent.

problem Non-conjugate inference in Bayesian few-shot classification.
method Integrates mirror descent-based variational inference into Gaussian process-based few-shot classification.
result Accelerated convergence and improved uncertainty quantification.

Matrix SMD converges to unique solution minimizing Bregman divergence.

problem High-dimensional multi-output classification and matrix completion problems.
method Stochastic Mirror Descent with matrix parameters and matrix mirror functions.
result Matrix SMD converges exponentially to the unique solution minimizing Bregman divergence.

Recently there has been a surge of interest in understanding implicit regularization properties of iterative gradient-based optimization algorithms. In this paper, we study the statistical guarantees on the excess risk achieved by early-stopped unconstrained mirror descent algorithms applied to the unregularized empiri…

2020-02-01abs ↗pdf ↗

Study shows Stochastic Mirror Descent optimizes convex problems with infinite noise variance.

problem Optimizing convex problems with infinite noise variance.
method Stochastic Mirror Descent algorithm with uniformly convex mirror maps.
result Demonstrates convergence rate quantified in terms of iterations, dimensionality, and geometric parameters.