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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.

168,657 papers · 148 categories

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3867731,1591,545 · Jun 202019922001200920172026
48 results for Reinforcement Learning

Proof of convergence for multi-objective optimization using inverse reinforcement learning.

problem Proving convergence in multi-objective optimization problems.
method Wasserstein inverse reinforcement learning with projective subgradient method and gradient descent.
result Convergence of inverse reinforcement learning for multi-objective optimization.

A lifelong reinforcement learning system is a learning system that has the ability to learn through trail-and-error interaction with the environment over its lifetime. In this paper, I give some arguments to show that the traditional reinforcement learning paradigm fails to model this type of learning system. Some insi…

2020-01-27abs ↗pdf ↗

This paper analyzes generalization issues in deep reinforcement learning.

problem Understanding and improving generalization capabilities of deep reinforcement learning policies.
method Formalizing and categorizing solutions to address overfitting in deep reinforcement learning.
result A comprehensive analysis of generalization challenges and solutions in deep reinforcement learning.

Paper robustifies reinforcement learning with risk-averse methods.

problem Making predictions robust to changes in system dynamics or rewards.
method Approximates Robust Reinforcement Learning using ΦΦ-divergence and Risk-Averse formulation.
result Classical Reinforcement Learning can be robustified using standard deviation penalization.

We propose to use boosted regression trees as a way to compute human-interpretable solutions to reinforcement learning problems. Boosting combines several regression trees to improve their accuracy without significantly reducing their inherent interpretability. Prior work has focused independently on reinforcement lear…

2018-09-19abs ↗pdf ↗

The abstract explores connections between reinforcement learning, scaling, and diffusion.

problem Aligning reinforcement learning with human feedback and scaling techniques.
method Clarifying connections between reinforcement learning, scaling, and diffusion.
result Introducing a resampling approach for alignment and reward-directed diffusion models.

Non-stationary reinforcement learning is challenging due to the complexity of updating value functions.

problem Challenges in non-stationary reinforcement learning, especially in updating value functions.
method Proved a worst-case complexity result for modifying reinforcement learning problems.
result Modifying reinforcement learning problems requires an amount of time almost as large as the number of states.

Deep reinforcement learning has become popular over recent years, showing superiority on different visual-input tasks such as playing Atari games and robot navigation. Although objects are important image elements, few work considers enhancing deep reinforcement learning with object characteristics. In this paper, we p…

2018-09-17abs ↗pdf ↗

Deep RL for portfolio management shows poor robustness.

problem Robustness of Deep RL algorithms in online portfolio management.
method Proposed a training and evaluation process for assessing DRL algorithms.
result Most Deep RL algorithms are not robust, generalizing poorly and degrading quickly.

Study on meta-reinforcement learning generalization in high-dimensional tasks.

problem Generalization performance of meta-reinforcement learning algorithms in high-dimensional tasks.
method High-dimensional, procedurally generated environments.
result Meta-reinforcement learning algorithms exhibit strong overfitting on challenging tasks.

Study OOD generalization in meta-reinforcement learning using information theory.

problem Understanding how meta-reinforcement learning handles distribution shifts.
method Information-theoretic analysis of Markov Decision Processes and gradient-based algorithms.
result Established fine-grained generalization bounds for meta-reinforcement learning.

MineRL Competition reduced reinforcement learning sample needs.

problem Sample inefficiency in reinforcement learning.
method Human demonstrations and imitation learning integrated into reinforcement learning algorithms.
result Top solutions used deep reinforcement learning and imitation learning.

Meta-learning algorithms use past experience to learn to quickly solve new tasks. In the context of reinforcement learning, meta-learning algorithms acquire reinforcement learning procedures to solve new problems more efficiently by utilizing experience from prior tasks. The performance of meta-learning algorithms depe…

2018-06-12abs ↗pdf ↗

This research integrates human interaction into reinforcement learning to improve sample efficiency and real-time learning.

problem Current reinforcement learning requires thousands of samples to converge, and is prone to catastrophic failures.
method Integrates human interaction modalities (demonstrations, interventions, evaluations) into the reinforcement learning loop.
result Human interaction accelerates learning and improves sample efficiency.

Deep reinforcement learning is poised to revolutionise the field of AI and represents a step towards building autonomous systems with a higher level understanding of the visual world. Currently, deep learning is enabling reinforcement learning to scale to problems that were previously intractable, such as learning to p…

2017-08-19abs ↗pdf ↗

Physics-guided reinforcement learning optimizes swimming in turbulent flows.

problem Optimizing swimming efforts to maintain proximity in turbulent environments.
method Physics-informed actor-physicist reinforcement learning algorithm.
result Physics-informed reinforcement learning outperforms standard methods in turbulent flow control.

New method improves consistency of reinforcement learning performance evaluations.

problem Inconsistent performance results in reinforcement learning due to flawed evaluation metrics.
method Proposes a new comprehensive evaluation methodology for reinforcement learning algorithms.
result Demonstrates improved reliability of performance measurements for reinforcement learning algorithms.

Paper uses deep reinforcement learning for optimal stock portfolio management.

problem Optimizing stock portfolio choices in complex market environments.
method Direct deep reinforcement learning to learn factor representations and make optimal decisions.
result Deep learning outperforms average market performance in portfolio allocation.

Survey of reinforcement learning for sustainable energy challenges.

problem Sequential decision-making challenges in sustainable energy.
method Reinforcement learning applied to energy production, storage, transmission, and consumption.
result Survey identifies various reinforcement learning themes and potential future directions.

Paper develops robust policy evaluation for reinforcement learning with outlier and heavy-tailed rewards.

problem Outlier contamination and heavy-tailed rewards in reinforcement learning.
method Develops a fully online robust policy evaluation procedure and efficient statistical inference.
result Establishes the Bahadur-type representation of the estimator and develops an online inference procedure.

Study on teaching reinforcement learning with Q-learning, reducing sample complexity.

problem Reducing sample complexity in reinforcement learning.
method Characterized teaching dimension for Q-learning under different teacher control, presented optimal teaching algorithms.
result Minimum number of samples needed for reinforcement learning is characterized.

Research integrates sentiment analysis with reinforcement learning for better trading strategies.

problem Improving trading performance by integrating sentiment data.
method Developed a sentiment-driven trading system using a large language model and reinforcement learning.
result Sentiment signals from FinGPT improve trading performance when combined with technical indicators.

evo-RL combines evolutionary computation with reinforcement learning for better adaptability.

problem Improving reinforcement learning algorithms' adaptability and performance in environments with rewardless states.
method Embedding reinforcement learning in an evolutionary cycle, distinguishing instinctive from learnable behavior.
result evo-RL leads to state-of-the-art performance on OpenAI Gym control problems with rewardless states.

Quantum variational circuits improve reinforcement learning efficiency.

problem Improving reinforcement learning algorithms using quantum computing.
method Investigation of quantum variational circuits for DQN and Double DQN, encoding classical data for quantum circuits.
result Quantum variational circuits can solve reinforcement learning tasks with a smaller parameter space.

Paper tackles action delays in reinforcement learning, proposing a delay-aware framework.

problem Action delays degrade reinforcement learning performance in real-world systems.
method Formal definition of delay-aware MDP, transformation into standard MDP with augmented states, delay-aware model-based reinforcement learning framework.
result Proposed framework is more efficient in training and transferable between systems with various delay durations.

GPs with neural network dual kernels improve reinforcement learning performance.

problem Combining the strengths of DNNs and GPs for reinforcement learning.
method Apply GPs with neural network dual kernels to solve reinforcement learning tasks.
result GPs with neural network dual kernels perform at least as well as conventional methods on the mountain-car problem.

Framework uses expert intervention to solve long-horizon reinforcement learning tasks.

problem Long horizon robot learning tasks with sparse rewards.
method Option templates and expert intervention to enable high-level task understanding.
result Framework outperforms state-of-the-art approaches by two orders of magnitude.

Algorithm tackles constrained reinforcement learning with concave-convex and knapsack constraints.

problem Constrained episodic reinforcement learning with concave rewards and convex constraints.
method Modular analysis with strong theoretical guarantees for concave-convex and knapsack settings.
result Significantly outperforms existing approaches in constrained episodic environments.

Paper proposes a deep RL method for hedging variable annuities, outperforming misspecified models.

problem Model miscalibration in variable annuity contracts with GMMB and GMDB riders.
method Two-phase deep reinforcement learning approach: training phase in a controlled environment, online learning phase in real market.
result Trained reinforcement learning agent hedges equally well as correct Delta in training phase and outperforms misspecified Deltas.

Develops new reinforcement learning methods for complex constrained decision-making problems.

problem Complex constrained decision-making problems with a continuum of constraints.
method Proposes semi-infinitely constrained Markov decision processes (SICMDPs) and two reinforcement learning algorithms: SI-CRL and SI-CPO.
result Demonstrates the effectiveness of SI-CRL and SI-CPO in solving complex sequential decision-making tasks.

Model-free reinforcement learning has recently been shown to successfully learn navigation policies from raw sensor data. In this work, we address the problem of learning driving policies for an autonomous agent in a high-fidelity simulator. Building upon recent research that applies deep reinforcement learning to navi…

2019-02-11abs ↗pdf ↗

A novel Q-learning variant reduces underestimation bias in deep actor-critic methods for reinforcement learning.

problem Underestimation bias in deep actor-critic methods for reinforcement learning.
method Introduces a parameter-free Q-learning variant that combines maximum and minimum operators to bound value estimates.
result Improves state-of-the-art performance on OpenAI Gym tasks.

Paper introduces PRMs to learn non-Markovian stochastic rewards for reinforcement learning.

problem Lack of structured representation for non-Markovian stochastic rewards in reinforcement learning.
method Introduces probabilistic reward machines (PRMs) and presents an algorithm to learn them from decision processes.
result Algorithm proves correct and convergent for learning PRMs from decision processes.