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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.

168,695 papers · 148 categories

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35810 · Jun 202019922001200920172026
48 results for Q-functions

A new algorithm reduces sample complexity for learning Q-functions in reinforcement learning.

problem Efficiently learning Q-functions in reinforcement learning with continuous state and action spaces.
method Developed a simple, iterative learning algorithm that estimates low-rank Q-functions.
result Achieved exponential improvement in sample complexity for low-rank Q-functions.

SAVO actor improves reinforcement learning by avoiding local optima in complex Q-functions.

problem Gradient ascent in complex Q-functions leads to suboptimal solutions.
method SAVO actor generates multiple action proposals and truncates poor local optima.
result SAVO actor finds optimal actions more frequently and outperforms other architectures.

The paper introduces a new method for estimating optimal policies in dynamic treatment regimes using information geometry.

problem Estimating optimal policies in dynamic treatment regimes.
method Minimum information divergence method based on γγ-power divergence.
result The γγ-power divergence method effectively seeks the optimal policy by vanishing the divergence between policy-equivalent Q-functions.

Study on QQ-function estimation for continuous state-action MDPs, deriving rates and conditions.

problem Estimating QQ-function in off-policy evaluation for continuous state-action Markov decision processes.
method Reformulated as nonparametric instrumental variables (NPIV) problem, derived minimax lower bounds, proposed sieve two-stage least squares estimator.
result First minimax lower bounds for QQ-function and its derivatives in sup-norm and L2L^2-norm, same as classical nonparametric regression.

New algorithms estimate Q-functions under partial coverage and realizability, improving offline RL guarantees.

problem Offline RL with limited exploration and assumptions about data coverage and Q-function realizability.
method Proposes minimax learning algorithms to estimate soft or vanilla Q-functions with L2L^2-convergence guarantees.
result PAC guarantees for offline RL under partial coverage and realizability conditions.

Q-learning is one of the most popular methods in Reinforcement Learning (RL). Transfer Learning aims to utilize the learned knowledge from source tasks to help new tasks to improve the sample complexity of the new tasks. Considering that data collection in RL is both more time and cost consuming and Q-learning converge…

2018-09-21abs ↗pdf ↗

Improves DRL for long-term causal inference with semiparametric methods.

problem Efficient inference for policy values in nonparametric MDPs with stringent conditions.
method Semiparametric Double Reinforcement Learning (DRL) with superefficient nonparametric estimators.
result Relaxes overlap conditions and reduces high-dimensional density-ratio estimation.

This paper explores how IV methods can improve Q-function estimates in offline policy evaluation.

problem Confounding in estimating Q-function using reinforcement learning.
method Integrates IV techniques into offline policy evaluation (OPE) to improve Q-function estimates.
result State-of-the-art OPE methods are closely matched in performance by some IV methods.

We present a new Q-function operator for temporal difference (TD) learning methods that explicitly encodes robustness against significant rare events (SRE) in critical domains. The operator, which we call the κκ-operator, allows to learn a robust policy in a model-based fashion without actually observing the SRE. We i…

2019-01-23abs ↗pdf ↗

The paper proves the convergence of Q-value for Gaussian rewards.

problem Existing proofs cannot guarantee convergence of the Q-function for Gaussian rewards.
method Using the central limit theorem and relaxing the condition to E[r(s,a)2]<E[r(s,a)^2]<\infty.
result Proves the convergence of the Q-function under the condition of E[r(s,a)2]<E[r(s,a)^2]<\infty.

New RL method learns K-step lookahead Q-functions for fixed-horizon MDPs.

problem Challenges in online reinforcement learning for non-episodic, finite-horizon MDPs.
method Introduces a K-step lookahead Q-function with a time-varying threshold for selecting actions.
result Achieves minimax optimal constant regret for K=1 and O(max((K1),CK1)SATlog(T))\mathcal{O}(\max((K-1),C_{K-1})\sqrt{SAT\log(T)}) regret for K ≥ 2.

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 ↗

Proposes a RL method using simulators for stabilizing uncertain systems.

problem Limited experiences and potential dangerous actions during RL learning of real systems.
method Two-stage approach: virtual systems for Q-function learning, real system interactions for final policy.
result Proposed method improves RL performance in uncertain discrete-time systems.

New method estimates and optimizes policy differences using orthogonal learning.

problem Offline reinforcement learning with safety concerns and cost limitations.
method Dynamic R-learner for estimating and optimizing Qπ(s,1)Qπ(s,0)Q^π(s,1)-Q^π(s,0), leveraging orthogonal estimation.
result Consistent policy optimization with improved convergence rates.

In this paper, two Q-learning (QL) methods are proposed and their convergence theories are established for addressing the model-free optimal control problem of general nonlinear continuous-time systems. By introducing the Q-function for continuous-time systems, policy iteration based QL (PIQL) and value iteration based…

2014-10-11abs ↗pdf ↗

New approach transfers rewards learned in one environment to reinforcement learning in a new environment.

problem Transfer of rewards learned using inverse reinforcement learning from one environment to a new, different environment.
method Formulate the problem as a joint system of Bellman equations, develop minimax estimators for the target soft-qq-function, solve the source and target system of equations jointly.
result The coupled approach removes the first-order influence of source Bellman residual error compared to the sequential approach.

DQNs can approximate optimal Q-functions with high accuracy on compact sets.

problem Approximating optimal Q-functions in continuous-time Markov Decision Processes.
method Stochastic control, FBSDEs, residual network approximation theorems, large deviation bounds, viscosity solutions.
result DQNs can approximate optimal Q-functions on compact sets with arbitrary accuracy and high probability.

MACC learns communication protocols by adapting counterfactual reasoning.

problem Credit assignment and non-stationarity in communication environments.
method Adapts counterfactual reasoning to overcome credit assignment and uses action policy and Q-function of other agents to handle non-stationarity.
result MACC outperforms state-of-the-art baselines in four scenarios.

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 ↗

SF-DQN improves RL transfer by learning successor features.

problem Transfer RL with shared dynamics but different reward functions.
method Decomposes Q-function into SF and reward mapping; uses GPI for policy improvement.
result SF-DQN with GPI converges faster and generalizes better than traditional RL methods.

A new method reduces complexity in estimating dynamic choice models.

problem Estimating structural parameters in dynamic discrete choice models using behavioral data.
method Two-stage approach: inverse reinforcement learning for Q-function estimation, state selection via clustering, and maximum likelihood estimation with nested fixed-point algorithm.
result The method mitigates the curse of dimensionality and provides finite-sample bounds on estimation error.

Explains agent behavior through intended outcomes in reinforcement learning.

problem Proving impossibility of general post-hoc explanations in reinforcement learning.
method Derives local explanations based on intention for Q-function approximations, proving consistency with learned Q-values.
result Demonstrates the necessity of collecting information during training for accurate explanations.

CQL learns conservative Q-functions to improve offline RL performance.

problem Leveraging large, static datasets in reinforcement learning without further interaction.
method Conservative Q-learning (CQL) which learns a conservative Q-function to lower-bound policy values.
result CQL substantially outperforms existing offline RL methods, often achieving 2-5 times higher final returns.

The paper explores when and why value decomposition algorithms work in cooperative multi-agent reinforcement learning.

problem The applicability and convergence properties of value decomposition algorithms in cooperative multi-agent reinforcement learning are unclear.
method The paper introduces decomposable games and proves that applying the multi-agent fitted Q-Iteration algorithm leads to an optimal Q-function in these games.
result The paper offers theoretical insights into when and why value decomposition algorithms converge in cooperative multi-agent reinforcement learning.

Algorithm learns Nash equilibria in stochastic games using entropy-regularized policies.

problem Learning Nash equilibria in zero-sum stochastic games is computationally expensive.
method Entropy-regularized soft policies for Q-function updates.
result Algorithm converges to Nash equilibrium under certain conditions.

This work improves sample efficiency in neural function approximation for reinforcement learning.

problem Improving sample efficiency in reinforcement learning with neural function approximation.
method Study of function approximation with two-layer neural networks (ReLU and polynomial activations) under generative and realizability models.
result Significant improvement in sample complexity compared to linear methods.

We show how an ensemble of QQ^*-functions can be leveraged for more effective exploration in deep reinforcement learning. We build on well established algorithms from the bandit setting, and adapt them to the QQ-learning setting. We propose an exploration strategy based on upper-confidence bounds (UCB). Our experimen…

2017-06-05abs ↗pdf ↗

Asynchronous Q-learning achieves optimal Q-function estimation with reduced sample complexity.

problem Learning the optimal Q-function in asynchronous Q-learning with limited samples.
method Demonstrates sample complexity bound with variance reduction for γγ-discounted MDPs.
result Sample complexity improved by a factor of SA|\mathcal{S}||\mathcal{A}| and tmixSAt_{mix}|\mathcal{S}||\mathcal{A}|.

Previous work in hierarchical reinforcement learning has faced a dilemma: either ignore the values of different possible exit states from a subroutine, thereby risking suboptimal behavior, or represent those values explicitly thereby incurring a possibly large representation cost because exit values refer to nonlocal a…

2012-06-27abs ↗pdf ↗