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.
Experience replay is an important technique for addressing sample-inefficiency in deep reinforcement learning (RL), but faces difficulty in learning from binary and sparse rewards due to disproportionately few successful experiences in the replay buffer. Hindsight experience replay (HER) was recently proposed to tackle…
There exist a number of reinforcement learning algorithms which learnby climbing the gradient of expected reward. Their long-runconvergence has been proved, even in partially observableenvironments with non-deterministic actions, and without the need fora system model. However, the variance of the gradient estimator ha…
Q-Learning overestimation bias influenced by learning rate, discount factor, and reward signal.
problem Overestimation bias in Q-Learning algorithm.
method Investigated the influence of learning rate, discount factor, and reward signal on Q-Learning's overestimation bias. Tuned parameters and used an exponential moving average of reward signal.
result Q-Learning can achieve more accurate value estimates by tuning parameters and using an exponential moving average of reward signal.
This study mainly investigates two common decoding problems in neural keyphrase generation: sequence length bias and beam diversity. To tackle the problems, we introduce a beam search decoding strategy based on word-level and ngram-level reward function to constrain and refine Seq2Seq inference at test time. Results sh…
Deep Reinforcement Learning has been shown to be very successful in complex games, e.g. Atari or Go. These games have clearly defined rules, and hence allow simulation. In many practical applications, however, interactions with the environment are costly and a good simulator of the environment is not available. Further…
We propose a generic, Bayesian, information geometric approach to the exploration--exploitation trade-off in multi-armed bandit problems. Our approach, BelMan, uniformly supports pure exploration, exploration--exploitation, and two-phase bandit problems. The knowledge on bandit arms and their reward distributions is su…
We identify two issues with the family of algorithms based on the Adversarial Imitation Learning framework. The first problem is implicit bias present in the reward functions used in these algorithms. While these biases might work well for some environments, they can also lead to sub-optimal behavior in others. Secondl…
Text generation is a crucial task in NLP. Recently, several adversarial generative models have been proposed to improve the exposure bias problem in text generation. Though these models gain great success, they still suffer from the problems of reward sparsity and mode collapse. In order to address these two problems, …
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…
problem Off-policy evaluation in MDPs with MNAR rewards
method Formalizing a reward-dependent propensity model and using future states as shadow variables
result Proposed an Fitted-Q-Evaluation-style estimator that propagates recovered rewards while allowing target policies to depend on past missingness indicators
Our goal is for agents to optimize the right reward function, despite how difficult it is for us to specify what that is. Inverse Reinforcement Learning (IRL) enables us to infer reward functions from demonstrations, but it usually assumes that the expert is noisily optimal. Real people, on the other hand, often have s…
A new algorithm CAP learns optimal policies from observational data with confounding bias and missing observations.
problem Offline contextual bandit with confounding bias and missing observations.
method CAP policy learning, forming reward function as solution of integral equation system, building confidence set, and greedily taking action with pessimism.
result Developed an upper bound to the suboptimality of CAP for the offline contextual bandit problem.
New estimator improves off-policy evaluation for large action spaces.
problem Conventional importance-weighting approaches suffer from excessive variance in off-policy evaluation for large discrete action spaces.
method Proposes OffCEM estimator based on conjunct effect model (CEM), applying importance weighting only to action clusters and using model-based reward estimation for residual effects.
result Proposed estimator is unbiased under local correctness condition, providing substantial improvements in OPE especially with many actions.
Ranking metrics are a family of metrics largely used to evaluate recommender systems. However they typically suffer from the fact the reward is affected by the order in which recommended items are displayed to the user. A classical way to overcome this position bias is to uniformly shuffle a proportion of the recommend…