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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.

168,982 papers · 148 categories

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4248471,2711,694 · Jun 202019922001200920172026
48 results for Stochastic Inverse Reinforcement Learning

SIRL recovers reward function probability distribution from expert actions.

problem Recovering reward functions from expert demonstrations in reinforcement learning.
method Monte Carlo Expectation-Maximization (MCEM) method to estimate reward function probability distribution.
result SIRL provides a robust and transferable solution to the IRL problem.

Paper proposes Langevin dynamics for adaptive IRL of stochastic gradient algorithms.

problem Estimating reward functions from noisy gradient estimates of stochastic gradient agents.
method Generalized Langevin dynamics algorithm for IRL.
result Proposed algorithms asymptotically generate samples proportional to exp(R(θ)).

Paper analyzes PSGLD for adaptive IRL with finite-sample bounds.

problem Estimating cost function of a forward learner using noisy gradients.
method Passive stochastic gradient Langevin dynamics (PSGLD) algorithm.
result Explicit bounds on 2-Wasserstein distance between PSGLD sample measure and stationary measure.

Modeling driver trajectories using inverse reinforcement learning and random utility.

problem Modeling rational driver behavior in road networks from sparse sensor data.
method Apply random utility theory to model unknown reward function, introduce extended state, and use Markov decision process.
result Maximum entropy inverse reinforcement learning is a special case of the proposed approach.

PQR estimates reward functions from actions and states without assuming state-only rewards.

problem Estimating reward functions from actions and states without state-only assumptions.
method Deep learning approach that sequentially estimates policy, Q-function, and reward.
result PQR uniquely recovers true reward with known transitions and bounds error with unknown transitions.

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents are trying to solve. To do so, we extend previous probabilistic approaches for in…

2014-08-09abs ↗pdf ↗

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents are trying to solve. To do so, we extend previous probabilistic approaches for in…

2013-07-14abs ↗pdf ↗

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.

Paper investigates IRL for learning expert agents' reward functions in LOB dynamics.

problem Learning expert agents' reward functions in LOB dynamics.
method Investigates IRL methods to infer reward functions from expert demonstrations in LOB environments.
result GP-based and BNN methods can discover non-linear reward functions in LOB dynamics.

Active learning improves RS-IRL by querying expert demonstrations to uncover risk boundaries.

problem Efficient learning from expert demonstrations in risk-sensitive IRL.
method Probabilistic disturbance sampling scheme for active learning.
result Our approach accelerates RS-IRL convergence with lower variance and unbiased results.

Paper presents a rank-1 approximation method for natural policy gradients in deep RL.

problem Computing natural gradients requires inverting the Fisher Information Matrix, which is computationally expensive.
method Develops a rank-1 approximation to the inverse Fisher Information Matrix for efficient natural policy optimization.
result The rank-1 approximation converges faster and has similar sample complexity to stochastic policy gradient methods.

Adversarial RL recovers agent rewards from financial market data simulations.

problem Recovering agent rewards in volatile financial markets with unknown dynamics.
method Adversarial inverse reinforcement learning in latent space simulations.
result Adversarial RL can robustly recover agent rewards from latent space representations of real market data.

Paper uses reinforcement learning to optimize bid-ask spreads in OTC markets.

problem Optimizing bid-ask spreads in over-the-counter markets with dynamic order sizes.
method Reinforcement learning to solve high-dimensional stochastic control problem.
result Optimal bid-ask spreads follow a Gaussian distribution under certain conditions.

Learning customer preferences from an observed behaviour is an important topic in the marketing literature. Structural models typically model forward-looking customers or firms as utility-maximizing agents whose utility is estimated using methods of Stochastic Optimal Control. We suggest an alternative approach to stud…

2017-12-13abs ↗pdf ↗

Proof shows imitation of expert's reward and solutions in multi-objective optimization.

problem Multi-objective optimization with reward and solution imitation.
method Wasserstein inverse reinforcement learning.
result Wasserstein inverse reinforcement learning enables imitation of expert's reward and solutions in multi-objective optimization.

This paper solves inverse reinforcement learning with options framework.

problem Reinforcement learning in complex environments with expert demonstrations.
method Gradient method for parametrized options, deducing Q-feature and reward feature spaces, optimal reward function selection.
result Recovered rewards provide effective solution to IRL problem and accelerate transfer learning.

Framework uses IRL and RL to elicit and optimize risk preferences robustly to noise.

problem Eliciting and optimizing risk preferences in noisy environments.
method Adaptive Bayesian IRL for elicitation, model-free RL for optimization, using quantile networks.
result Framework achieves convergence rate of O(exp(cm+O(mlogm)))O(\exp(-cm+O(\sqrt{m\log m}))).

Develops statistical framework for resolving reward function ambiguity in inverse reinforcement learning.

problem Non-uniqueness of reward functions in inverse reinforcement learning.
method Entropy regularization combined with least-squares reconstruction of the reward from the soft Bellman residual.
result Least-squares reward function is unique and consistent with the expert policy.

We state the problem of inverse reinforcement learning in terms of preference elicitation, resulting in a principled (Bayesian) statistical formulation. This generalises previous work on Bayesian inverse reinforcement learning and allows us to obtain a posterior distribution on the agent's preferences, policy and optio…

2011-04-29abs ↗pdf ↗

AIRL learns robust, generalizable reward functions from demonstrations.

problem Learning robust reward functions from demonstrations for changing environments.
method Adversarial Inverse Reinforcement Learning (AIRL) with hierarchical disentangled rewards.
result Generalizable policies and comparable results to state-of-the-art methods.

A model learns rewards from diverse demonstrations for structurally similar tasks.

problem Difficulty in learning reward functions from demonstrations in real-world applications.
method Deep latent variable model that infers rewards from heterogeneous demonstrations of related tasks.
result Model can infer rewards for new tasks from a single demonstration.

Paper proposes adaptive control for unknown systems using reinforcement learning.

problem Adaptive control for unknown, linearizable systems.
method On-policy reinforcement learning for discrete-time, stochastic systems.
result Stability and tracking errors concentrate near zero with high probability.

RIDM combines imitation and RL with a single demo, no action info needed.

problem Learning from a single observed demonstration without action information.
method Reinforced Inverse Dynamics Modeling (RIDM) that operates on raw state features.
result RIDM performs favorably compared to baseline on simulated and real tasks.

Improves imitation learning in RL by learning reward function efficiently.

problem Lack of effective reward function approximation in AIRL for imitation tasks.
method Proposes Off-Policy AIRL that combines adversarial learning with efficient reward function approximation.
result Shows superior imitation performance and efficiency compared to state-of-the-art AIL algorithms.

This paper sets a lower bound for sample complexity in inverse reinforcement learning.

problem Finding a reward function that generates a desired optimal policy in MDPs.
method Information-theoretic lower bound using geometric construction and Fano's inequality.
result An O(nlogn)O(n \log n) sample complexity lower bound for IRL problems.

T-REX improves reinforcement learning from suboptimal demonstrations.

problem Inability of existing IRL methods to significantly outperform the demonstrator.
method Trajectory-ranked Reward EXtrapolation (T-REX) algorithm.
result T-REX outperforms state-of-the-art methods on Atari and MuJoCo tasks.

New approach uses inverse reinforcement learning to improve language model training.

problem Training large language models using imitation learning methods.
method Developed a new method of inverse reinforcement learning to optimize sequences directly.
result IRL-based fine-tuning leads to better performance and diversity in language generation.

We address the problem of inverse reinforcement learning in Markov decision processes where the agent is risk-sensitive. In particular, we model risk-sensitivity in a reinforcement learning framework by making use of models of human decision-making having their origins in behavioral psychology, behavioral economics, an…

2017-03-29abs ↗pdf ↗

Rewriting history improves RL algorithms for solving multiple tasks.

problem Improving sample efficiency in multi-task reinforcement learning.
method Introducing hindsight relabeling as inverse RL to generalize goal-relabeling techniques.
result Relabeling data using inverse RL accelerates learning in multi-task settings.

New algorithm reduces performance loss in IRL with mismatched transition dynamics.

problem Performance degradation in inverse reinforcement learning due to mismatched transition dynamics.
method Proposed a robust Maximum Causal Entropy (MCE) IRL algorithm leveraging robust reinforcement learning insights.
result Empirically demonstrated stable performance improvement under transition dynamics mismatches.

PCHID improves sample efficiency in reinforcement learning tasks.

problem Sparse rewards make learning policies difficult in reinforcement learning.
method Hindsight Inverse Dynamics with Hindsight Experience Replay and Policy Continuation.
result PCHID significantly improves sample efficiency and final performance on multi-goal tasks.

Novel algorithm reduces computational burden in IRL with finite-time guarantees.

problem Efficiently recover reward function and optimal policy from expert behavior.
method Single-loop algorithm that maximizes likelihood after each policy improvement step.
result Algorithm provably converges to a stationary solution with finite-time guarantees.

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.

Study shows fast rates for inverse reinforcement learning with linear rewards.

problem Entropy-regularized min-max inverse reinforcement learning in finite-horizon MDPs.
method Structural and statistical analysis of Min-Max-IRL with pseudo-self-concordance.
result Both trajectory-level KL divergence and parameter error decay at O(n1)\mathcal{O}(n^{-1}).

Active learning from demonstration allows a robot to query a human for specific types of input to achieve efficient learning. Existing work has explored a variety of active query strategies; however, to our knowledge, none of these strategies directly minimize the performance risk of the policy the robot is learning. U…

2019-01-08abs ↗pdf ↗

We propose a new approach to inverse reinforcement learning (IRL) based on the deep Gaussian process (deep GP) model, which is capable of learning complicated reward structures with few demonstrations. Our model stacks multiple latent GP layers to learn abstract representations of the state feature space, which is link…

2015-12-26abs ↗pdf ↗

New IRL algorithm for continuous state spaces with formal guarantees.

problem Finding a reward function for expert behavior in continuous state spaces.
method Modeling the system using orthonormal functions and providing correctness proofs.
result Proof of correctness and formal guarantees on sample and time complexity.

Novel IRL method identifies suboptimal medical decisions in ICU data.

problem Identifying suboptimal medical decisions in clinical settings.
method Incorporates Inverse Reinforcement Learning with a pruning step to identify and remove suboptimal actions.
result Pruning step effectively identifies clinical priorities and values from suboptimal data.

Paper improves teaching by considering learner's preferences and constraints.

problem Teaching without considering learner's preferences and constraints.
method Design of learner-aware teaching algorithms that account for learner's preferences and constraints.
result Significant performance improvements over learner-agnostic teaching.