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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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4079119158 · Jun 202019922001200920172026
48 results for Suboptimal Actions

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.

New study shows exponential lower bound for RL even with constant suboptimality gap.

problem Can RL be sample-efficient with a constant suboptimality gap?
method Analyzes reinforcement learning in the online setting with a linearly realizable optimal Q-function.
result An exponential sample complexity lower bound still holds even with a constant suboptimality gap.

MaxMax Q-Learning improves coordination in multi-agent reinforcement learning by refining action selection.

problem Relative over-generalization in decentralized multi-agent reinforcement learning.
method MaxMax Q-Learning employs iterative sampling and evaluation of potential next states to refine approximations of ideal state transitions.
result MaxMax Q-Learning frequently outperforms existing baselines, demonstrating enhanced convergence and sample efficiency.

Curriculum learning has been successfully used in reinforcement learning to accelerate the learning process, through knowledge transfer between tasks of increasing complexity. Critical tasks, in which suboptimal exploratory actions must be minimized, can benefit from curriculum learning, and its ability to shape explor…

2019-06-13abs ↗pdf ↗

Improved reinforcement learning for episodes with varying action sets.

problem Reinforcement learning with context-dependent action sets.
method Extends MVP algorithm to handle adversarial and stochastic contexts.
result Established minimax regret bounds of O(SAH3KlogL)O(\sqrt{SAH^3K\log L}) for adversarial contexts.

The Bellman error is a poor proxy for value function accuracy, even with all state-action pairs.

problem The Bellman error is a poor proxy for the accuracy of the value function.
method Study of the Bellman equation as a surrogate objective for value prediction accuracy.
result The magnitude of the Bellman error is only weakly related to the distance to the true value function, even with all state-action pairs.

Paper explores limits of imitation learning in MDPs, setting new suboptimality bounds.

problem Understanding the statistical limits of imitation learning in MDPs.
method Analyzes minimax statistical limits in two settings: pre-interaction and interaction.
result Establishes suboptimality bounds for imitation learning in MDPs, showing improvements with knowledge of transition.

New method identifies flawed internal models of the world in animals.

problem How animals make decisions with partial sensory information.
method Generalizes Inverse Rational Control to continuous nonlinear dynamics and noise.
result Identifies the best internal model explaining an agent's actions.

A reinforcement learning agent tries to maximize its cumulative payoff by interacting in an unknown environment. It is important for the agent to explore suboptimal actions as well as to pick actions with highest known rewards. Yet, in sensitive domains, collecting more data with exploration is not always possible, but…

2019-01-21abs ↗pdf ↗

New algorithms tackle robust RL with linear models, revealing unique challenges.

problem Distributionally robust offline RL with uncertainty in dynamics.
method Proposes minimax optimal and computationally efficient algorithms using novel function approximation mechanisms.
result Function approximation in robust offline RL is distinct and harder than in standard offline RL.

Most methods for decision-theoretic online learning are based on the Hedge algorithm, which takes a parameter called the learning rate. In most previous analyses the learning rate was carefully tuned to obtain optimal worst-case performance, leading to suboptimal performance on easy instances, for example when there ex…

2011-10-28abs ↗pdf ↗

We consider the restless Markov bandit problem, in which the state of each arm evolves according to a Markov process independently of the learner's actions. We suggest an algorithm that after TT steps achieves O~(T)\tilde{O}(\sqrt{T}) regret with respect to the best policy that knows the distributions of all arms. No ass…

2012-09-12abs ↗pdf ↗

Boltzmann exploration is a classic strategy for sequential decision-making under uncertainty, and is one of the most standard tools in Reinforcement Learning (RL). Despite its widespread use, there is virtually no theoretical understanding about the limitations or the actual benefits of this exploration scheme. Does it…

2017-05-29abs ↗pdf ↗

We address reinforcement learning problems with finite state and action spaces where the underlying MDP has some known structure that could be potentially exploited to minimize the exploration rates of suboptimal (state, action) pairs. For any arbitrary structure, we derive problem-specific regret lower bounds satisfie…

2018-06-03abs ↗pdf ↗

In the context of tree-search stochastic planning algorithms where a generative model is available, we consider on-line planning algorithms building trees in order to recommend an action. We investigate the question of avoiding re-planning in subsequent decision steps by directly using sub-trees as action recommender. …

2018-05-03abs ↗pdf ↗

SAVO actor improves reinforcement learning by avoiding local optima in complex Q-functions.

problem Gradient ascent in complex Q-functions leads to suboptimal solutions.
method SAVO actor generates multiple action proposals and truncates poor local optima.
result SAVO actor finds optimal actions more frequently and outperforms other architectures.

FinFlowRL learns from experts to optimize financial control in changing markets.

problem Traditional finance control methods fail in real-world, non-stationary markets.
method Imitation-Reinforcement Learning framework that pretrains on expert strategies and finetunes in noise space.
result Consistently outperforms individually optimized experts across diverse market conditions.

POLAR optimizes treatment strategies in dynamic settings with statistical guarantees.

problem Optimizing sequential decisions in dynamic treatment regimes with robustness and statistical guarantees.
method Pessimistic model-based approach estimating transition dynamics and incorporating uncertainty penalties.
result Offers statistical and computational guarantees, including finite-sample bounds on policy suboptimality.

New suboptimal algorithm for best subset selection in high-dimensional data.

problem Nonconvex and computationally challenging best subset selection in linear regression.
method Introducing a new suboptimal algorithm and comparing it with other popular methods.
result The new procedure is a competitive suboptimal algorithm for high-dimensional data.

Paper tackles RLHF with DCPPO method, proving near-optimal suboptimality.

problem Challenges in offline RLHF with limited human feedback and bounded rationality.
method DCPPO method involving three stages: MLE, reward function recovery, and pessimistic value iteration.
result DCPPO's suboptimality almost matches classical pessimistic offline RL in terms of distribution shift and dimension.

The maximum a posteriori (MAP) configuration of binary variable models with submodular graph-structured energy functions can be found efficiently and exactly by graph cuts. Max-product belief propagation (MP) has been shown to be suboptimal on this class of energy functions by a canonical counterexample where MP conver…

2011-05-05abs ↗pdf ↗

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.

PFPN uses particle filtering to improve character control in physics-based simulations.

problem Premature commitment to suboptimal actions in high-dimensional continuous control problems for articulated characters.
method Proposes a particle-based action policy using particle filtering to dynamically explore and discretize the action space.
result Demonstrates better imitation performance and robustness to external perturbations compared to Gaussian policies.

New algorithm tackles confounding in offline RL for partially observable MDPs.

problem Confounding in offline reinforcement learning for partially observable MDPs.
method P3O algorithm using proximal causal inference and pessimistic confidence regions.
result Achieves n1/2n^{-1/2}-suboptimality for offline RL in POMDPs with confounded data.

Markov Decision Processes (MDPs), the mathematical framework underlying most algorithms in Reinforcement Learning (RL), are often used in a way that wrongfully assumes that the state of an agent's environment does not change during action selection. As RL systems based on MDPs begin to find application in real-world sa…

2019-11-11abs ↗pdf ↗

Diffusion-QL uses diffusion models to improve offline RL performance.

problem Offline RL struggles with function approximation errors on out-of-distribution actions.
method Diffusion-QL represents the policy as a conditional diffusion model and optimizes action-values.
result Diffusion-QL achieves state-of-the-art performance on D4RL benchmark tasks.

Curriculum learning in reinforcement learning is used to shape exploration by presenting the agent with increasingly complex tasks. The idea of curriculum learning has been largely applied in both animal training and pedagogy. In reinforcement learning, all previous task sequencing methods have shaped exploration with …

2019-01-31abs ↗pdf ↗

Study shows how to learn optimal policies quickly in stochastic control problems.

problem Learning optimal policies in large, continuous state and action spaces with limited data.
method Analyzes three geometric exponents to quantify fast policy regret convergence.
result Shows that fast policy regret convergence is induced by specific geometric structures.

We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have achieved by picking, in hindsight, the best possible action. Our goal is to unde…

2012-04-20abs ↗pdf ↗

A new algorithm for offline RL with trajectory-wise reward reduces bias and variance errors.

problem Offline RL with trajectory-wise reward incurs large bias and variance errors.
method PARTED algorithm that decomposes trajectory return into proxy rewards and performs pessimistic value iteration.
result PARTED achieves provably efficient suboptimality bounds in general MDPs with trajectory-wise reward.

The paper improves Q-learning by incorporating pessimism for better sample efficiency.

problem Improving sample efficiency in asynchronous Q-learning with non-i.i.d. data.
method Developed an algorithmic framework that incorporates the principle of pessimism into asynchronous Q-learning, penalizing infrequently-visited state-action pairs based on suitable lower confidence bounds (LCBs).
result Achieved near-optimal sample complexity, providing theoretical support for the use of pessimism in non-i.i.d. data.

Off-policy reinforcement learning aims to leverage experience collected from prior policies for sample-efficient learning. However, in practice, commonly used off-policy approximate dynamic programming methods based on Q-learning and actor-critic methods are highly sensitive to the data distribution, and can make only …

2019-06-03abs ↗pdf ↗