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.
Many reinforcement-learning researchers treat the reward function as a part of the environment, meaning that the agent can only know the reward of a state if it encounters that state in a trial run. However, we argue that this is an unnecessary limitation and instead, the reward function should be provided to the learn…
We present a novel method for learning a set of disentangled reward functions that sum to the original environment reward and are constrained to be independently obtainable. We define independent obtainability in terms of value functions with respect to obtaining one learned reward while pursuing another learned reward…
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 here adopt Bayesian nonparametric mixture models to extend multi-armed bandits in general, and Thompson sampling in particular, to scenarios where there is reward model uncertainty. In the stochastic multi-armed bandit, the reward for the played arm is generated from an unknown distribution. Reward uncertainty, i.e.…
EBRM improves robustness and generalization of language model rewards.
problem Challenges in capturing complex human preferences and generalizing to unseen data in reward models.
method Energy-Based Reward Model (EBRM) that models reward distribution explicitly, using conflict-aware data filtering, label-noise-aware contrastive training, and hybrid initialization.
result Significant improvements in robustness and generalization, up to 5.97% improvement in safety-critical alignment tasks.
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…
Optimizing rewards under budget constraints with correlated costs and rewards.
problem Maximizing total expected reward under a budget constraint on total cost with correlated and potentially heavy-tailed cost-reward pairs.
method Proposes algorithms exploiting correlation between cost and reward via linear minimum mean-square error estimation to achieve tight regret bounds.
result Achieves O(logB) regret for a budget B>0 under certain moment conditions.
Reinforcement learning usually uses the feedback rewards of environmental to train agents. But the rewards in the actual environment are sparse, and even some environments will not rewards. Most of the current methods are difficult to get good performance in sparse reward or non-reward environments. Although using shap…
We propose a bandit algorithm that explores by randomizing its history of rewards. Specifically, it pulls the arm with the highest mean reward in a non-parametric bootstrap sample of its history with pseudo rewards. We design the pseudo rewards such that the bootstrap mean is optimistic with a sufficiently high probabi…
We consider the problem of learning from sparse and underspecified rewards, where an agent receives a complex input, such as a natural language instruction, and needs to generate a complex response, such as an action sequence, while only receiving binary success-failure feedback. Such success-failure rewards are often …
Study non-linear combinatorial bandits with polynomial rewards, finding significant differences from linear cases.
problem Adversarial combinatorial bandits with general non-linear reward functions.
method Extending existing work on adversarial linear combinatorial bandits, analyzing minimax optimal regret for polynomial and non-polynomial reward functions.
result Minimax optimal regret bounds for adversarial combinatorial bandits with general non-linear reward functions.
Reinforcement learning (RL) has achieved tremendous success as a general framework for learning how to make decisions. However, this success relies on the interactive hand-tuning of a reward function by RL experts. On the other hand, inverse reinforcement learning (IRL) seeks to learn a reward function from readily-obt…
One obstacle to applying reinforcement learning algorithms to real-world problems is the lack of suitable reward functions. Designing such reward functions is difficult in part because the user only has an implicit understanding of the task objective. This gives rise to the agent alignment problem: how do we create age…
A new method recovers rewards from behavior policies using classification and regression.
problem Recovering meaningful rewards from observed behavior in reinforcement learning.
method GenPQR, a modular procedure that estimates behavior policy, evaluates soft Q-function, and recovers normalized reward using classification and regression.
result GenPQR matches or improves reward recovery compared to DeepPQR, while being simpler and more modular.
In spite of the success of existing meta reinforcement learning methods, they still have difficulty in learning a meta policy effectively for RL problems with sparse reward. In this respect, we develop a novel meta reinforcement learning framework called Hyper-Meta RL(HMRL), for sparse reward RL problems. It is consist…
This paper explores a simple regularizer for reinforcement learning by proposing Generative Adversarial Self-Imitation Learning (GASIL), which encourages the agent to imitate past good trajectories via generative adversarial imitation learning framework. Instead of directly maximizing rewards, GASIL focuses on reproduc…
Diversified risk parity strategies outperform equally-weighted portfolios in various asset universes.
problem Finding optimal portfolio allocations that balance risk and reward.
method Integrates various reward-risk measures and generic allocation rules into diversified risk parity.
result Diversified reward-risk parity strategies exhibit higher average returns, Sharpe ratios, and Calmar ratios compared to equally-weighted risk portfolios.