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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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2356 · Jul 202019922001200920172026
48 results for Q-value

The paper improves energy decay estimates for Dir-stationary Q-valued functions and applies them to Liouville-type theorems and continuity.

problem Improving energy decay estimates for Dir-stationary Q-valued functions.
method Establishing improved decay estimates and applying them to derive Liouville-type theorems and continuity.
result Dir-stationary Q-valued functions exhibit the Lebesgue property and reside in a generalized Campanato-Morrey space.

Q-Distribution Guided Q-Learning corrects overestimation of uncertain OOD actions in offline RL.

problem Overestimation of Q-values for out-of-distribution actions in offline reinforcement learning.
method QDQ applies a pessimistic adjustment to Q-values in uncertain OOD regions based on a consistency model.
result QDQ improves performance on the D4RL benchmark and achieves significant improvements across many tasks.

Investigates Q value evolution in Stable Baselines for DQL in simple vs complex environments.

problem DQL in Stable Baselines struggles with simple non-game environments.
method Comparison of TrafficLight and FrozenLake environments; Q value decomposition analysis.
result Q values meander far from optimal in complex relationships between states.

A new DQN algorithm improves portfolio management and risk assessment in digital assets.

problem Singular prediction mode and limited data source in deep learning models for asset management.
method Introduced DQN algorithm into asset management portfolios, considering market risk.
result Performance exceeds benchmark, proving DRL algorithm's effectiveness in portfolio management.

We investigate statistical uncertainty quantification for reinforcement learning (RL) and its implications in exploration policy. Despite ever-growing literature on RL applications, fundamental questions about inference and error quantification, such as large-sample behaviors, appear to remain quite open. In this paper…

2019-10-12abs ↗pdf ↗

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.

Proposes Optimistic Pessimistically Initialised Q-Learning (OPIQ) for better exploration in RL.

problem Pessimistic initialisation of Q-values in deep RL leads to poor exploration performance.
method Augments pessimistically initialised Q-values with count-based bonuses to ensure optimism.
result OPIQ outperforms non-optimistic DQN variants in hard exploration tasks.

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 approach optimizes policies in adversarial MDPs using adversarial learning.

problem Optimizing policies in adversarial Markov decision processes.
method Adversarial learning on advantage functions, extending previous reductions.
result Stronger regret criteria and performance guarantees for policy optimization.

Improved Q-learning for multi-agent reinforcement learning by weighting joint action values.

problem QMIX restricts QQ-values to monotonic mixtures, limiting complex value functions.
method Introduced weighted projection to recover optimal policies, improving performance.
result CW QMIX and OW QMIX outperform baseline QMIX on multi-agent tasks.

KL regularization helps RL algorithms by implicitly averaging q-values.

problem Understanding why KL regularization improves RL performance.
method An approximate value iteration scheme, studying KL and entropy regularization.
result Strong performance bound combining linear horizon dependency and averaging effect of estimation errors.

We give a formula of the Upsilon invariant of any L-space cable knot Kp,qK_{p,q} using p,ΥKp,Υ_K and ΥTp,qΥ_{T_{p,q}}. The integral value of the Upsilon invariant gives a Q{\mathbb Q}-valued knot concordance invariant. We compute the integral values for L-space iterated cable knots.

2017-03-26abs ↗pdf ↗

The paper proposes a method to infer Q-values online with Q-Learning.

problem High variance and instability in reinforcement learning algorithms.
method Adapting FCLT for a modified Q-learning approach and constructing confidence intervals.
result The proposed method provides more stable and reliable inference of Q-values.

Study Q-learning with averaging for reinforcement learning, proving efficient inference and error bounds.

problem Efficient inference and error bounds for Q-learning with averaging.
method Functional central limit theorem and asymptotic linear estimator for optimal Q-value function.
result Standardized partial-sum process converges weakly to a rescaled Brownian motion, matching instance-dependent lower bound for error.

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…

2016-11-05abs ↗pdf ↗

Bayesian approach improves ε\varepsilon-greedy exploration in RL.

problem Improving ε\varepsilon-greedy exploration in model-free RL.
method Introducing a Bayesian model update for ε\varepsilon based on BMC.
result Proposed ε\varepsilon- exttt{BMC} algorithm efficiently balances exploration and exploitation.

New method estimates optimal Q-values with better accuracy for specific problems.

problem Estimating optimal Q-values in reinforcement learning is difficult and varies by problem instance.
method Local minimax framework and variance-reduced Q-learning.
result Sharp lower bounds on estimation accuracy for Q-learning.

In a discounted reward Markov Decision Process (MDP), the objective is to find the optimal value function, i.e., the value function corresponding to an optimal policy. This problem reduces to solving a functional equation known as the Bellman equation and a fixed point iteration scheme known as the value iteration is u…

2019-03-09abs ↗pdf ↗

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…

2018-02-13abs ↗pdf ↗

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…

2018-06-20abs ↗pdf ↗

Bayes-UCBVI tackles reinforcement learning with a new upper confidence bound method.

problem Optimizing exploration in reinforcement learning without bonuses.
method Bayes-UCBVI uses a quantile of a Q-value function posterior as an upper confidence bound.
result Proves a regret bound of order O~(H3SAT)\widetilde{O}(\sqrt{H^3SAT}) for tabular reinforcement learning.

Reinforcement learning agents are faced with two types of uncertainty. Epistemic uncertainty stems from limited data and is useful for exploration, whereas aleatoric uncertainty arises from stochastic environments and must be accounted for in risk-sensitive applications. We highlight the challenges involved in simultan…

2019-05-23abs ↗pdf ↗

A RL approach optimizes metal AM process parameters for consistent melt pool depth.

problem Optimizing process parameters for metal additive manufacturing to ensure repeatability and control microstructure.
method A Reinforcement Learning (RL) framework based on Q-learning is applied to find optimal laser power and scan velocity combinations.
result The RL framework learns optimal process parameters without prior knowledge, providing a model-free approach.

The paper proposes a structure learning model for efficient reinforcement learning.

problem Efficient sample-based decision making in complex environments.
method Temporal Gaussian Mixture Model with structure learning.
result The model discovers the number of states and transition probabilities.

We develop a multivalued theory for the stability operator of (a constant multiple of) a minimally immersed submanifold ΣΣ of a Riemannian manifold M\mathcal{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 …

2017-01-30abs ↗pdf ↗

Paper provides estimates for varifolds with critical mean curvature.

problem Estimating tilt-excess on varifolds with critical mean curvature.
method Generalizing Lipschitz approximation and Sobolev-Poincaré estimates to almost-integral rectifiable varifolds.
result VMO-type estimates for quadratic tilt-excess on varifolds with critical mean curvature.

Study invariants of elliptic curves in LCS manifolds, leading to new phenomena in Riemann-Finsler geometry.

problem Defining and studying invariants of elliptic curves in locally conformally symplectic manifolds.
method Using JJ-holomorphic curves and Gromov-Witten theory to define and study invariants.
result Found new phenomena in Riemann-Finsler geometry and an analogue of the Weinstein conjecture.

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…

2018-04-17abs ↗pdf ↗

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…

2018-06-09abs ↗pdf ↗

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.

Optimizes mobile notifications for multiple objectives using reinforcement learning.

problem Optimizing mobile notification systems for multiple objectives.
method End-to-end offline reinforcement learning with Double Deep Q-network and Conservative Q-learning.
result Demonstrates improved performance and benefits of the proposed approach.

Optimal trade execution is an important problem faced by essentially all traders. Much research into optimal execution uses stringent model assumptions and applies continuous time stochastic control to solve them. Here, we instead take a model free approach and develop a variation of Deep Q-Learning to estimate the opt…

2018-12-17abs ↗pdf ↗