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.
POWSS simplifies Q-value estimation in POMDPs with continuous observations.
problem Lack of theoretical justification for online sampling-based algorithms in POMDPs with continuous observation spaces.
method Developed POWSS, a simplified algorithm that estimates Q-values accurately with high probability and can approach optimality with increased computational power.
result POWSS provides formal theoretical guarantees for Q-value estimation in POMDPs with continuous observations.
A new method stabilizes deep reinforcement learning by using QGraphs to retain replay memory information.
problem Stabilizing model-free off-policy deep reinforcement learning with soft divergence.
method Representing past experiences as a QGraph, selecting a subgraph with favorable structure, and using lower bounds for temporal difference learning.
result QG-DDPG method is less prone to soft divergence and more robust to hyperparameters.
We analyze a notion of multiple valued sections of a vector bundle over an abstract smooth Riemannian manifold, which was suggested by W. Allard in the unpublished note "Some useful techniques for dealing with multiple valued functions" and generalizes Almgren's Q-valued functions. We study some relevant properties o…
We methodologically address the problem of Q-value overestimation in deep reinforcement learning to handle high-dimensional state spaces efficiently. By adapting concepts from information theory, we introduce an intrinsic penalty signal encouraging reduced Q-value estimates. The resultant algorithm encompasses a wide r…
We give a formula of the Upsilon invariant of any L-space cable knot Kp,q using p,ΥK and ΥTp,q. The integral value of the Upsilon invariant gives a Q-valued knot concordance invariant. We compute the integral values for L-space iterated cable knots.
Being able to reach any desired location in the environment can be a valuable asset for an agent. Learning a policy to navigate between all pairs of states individually is often not feasible. An all-goals updating algorithm uses each transition to learn Q-values towards all goals simultaneously and off-policy. However …
Policy gradient is an efficient technique for improving a policy in a reinforcement learning setting. However, vanilla online variants are on-policy only and not able to take advantage of off-policy data. In this paper we describe a new technique that combines policy gradient with off-policy Q-learning, drawing experie…
We construct Lipschitz Q-valued functions which approximate carefully integral currents when their cylindrical excess is small and they are almost minimizing in a suitable sense. This result is used in two subsequent works to prove the discreteness of the singular set for the following three classes of 2-dimensiona…
We study reinforcement learning (RL) in high dimensional episodic Markov decision processes (MDP). We consider value-based RL when the optimal Q-value is a linear function of d-dimensional state-action feature representation. For instance, in deep-Q networks (DQN), the Q-value is a linear function of the feature repres…
We propose RUDDER, a novel reinforcement learning approach for delayed rewards in finite Markov decision processes (MDPs). In MDPs the Q-values are equal to the expected immediate reward plus the expected future rewards. The latter are related to bias problems in temporal difference (TD) learning and to high variance p…
In this paper we study the singular set of Dirichlet-minimizing Q-valued maps from Rm into a smooth compact manifold N without boundary. Similarly to what happens in the case of single valued minimizing harmonic maps, we show that this set is always (m−3)-rectifiable with uniform Minkowski b…
Instability and variability of Deep Reinforcement Learning (DRL) algorithms tend to adversely affect their performance. Averaged-DQN is a simple extension to the DQN algorithm, based on averaging previously learned Q-values estimates, which leads to a more stable training procedure and improved performance by reducing …
We develop a multivalued theory for the stability operator of (a constant multiple of) a minimally immersed submanifold Σ of a Riemannian manifold M. We define the multiple valued counterpart of the classical Jacobi fields as the minimizers of the second variation functional defined on a Sobolev space of …
A framework for estimating both epistemic and aleatoric uncertainties in reinforcement learning.
problem Estimating risk and uncertainty in deep reinforcement learning.
method Proposed a framework for disentangling and estimating epistemic and aleatoric uncertainties on learned Q-values, derived unbiased estimators, and introduced an uncertainty-aware DQN algorithm.
result The uncertainty-aware DQN algorithm exhibits safe learning behavior and outperforms other DQN variants on the MinAtar testbed.
Q-Ensembles are a model-free approach where input images are fed into different Q-networks and exploration is driven by the assumption that uncertainty is proportional to the variance of the output Q-values obtained. They have been shown to perform relatively well compared to other exploration strategies. Further, mode…
Deep Reinforcement Learning (RL) recently emerged as one of the most competitive approaches for learning in sequential decision making problems with fully observable environments, e.g., computer Go. However, very little work has been done in deep RL to handle partially observable environments. We propose a new architec…
We present a method for a certain class of Markov Decision Processes (MDPs) that can relate the optimal policy back to one or more reward sources in the environment. For a given initial state, without fully computing the value function, q-value function, or the optimal policy the algorithm can determine which rewards w…