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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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64128191255 · Jun 202019922001200920172026
48 results for Weighted Q-Learning

Deep Reinforcement Learning improves with Weighted Q-Learning to reduce bias and uncertainty.

problem Overestimation and high variance in Q-Learning cause learning algorithms to diverge in complex environments.
method Deep Weighted Q-Learning (Deep WQL) uses Dropout and Monte Carlo sampling to approximate WQL's weights and reduce bias.
result Deep WQL reduces bias and improves performance on benchmarks compared to existing methods.

Linear Q-learning converges to a bounded set without divergence.

problem Proving linear Q-learning does not diverge and converges to a bounded set.
method No modifications to the original linear Q-learning algorithm, no Bellman completeness or near-optimality assumptions, only an ε-softmax behavior policy with adaptive temperature.
result First L2L^2 convergence rate of linear Q-learning iterates to a bounded set.

We seek to learn an effective policy for a Markov Decision Process (MDP) with continuous states via Q-Learning. Given a set of basis functions over state action pairs we search for a corresponding set of linear weights that minimizes the mean Bellman residual. Our algorithm uses a Kalman filter model to estimate those …

2013-09-26abs ↗pdf ↗

Federated Q-learning achieves linear speedup with heterogeneity, improving sample complexity.

problem Collaborative learning in distributed RL settings with limited data sharing.
method Analyzes synchronous and asynchronous federated Q-learning, proposes importance averaging.
result Achieves linear speedup with heterogeneity, robust to local trajectory heterogeneity.

Improved Q-learning for multi-agent reinforcement learning by weighting joint action values.

problem QMIX restricts QQ-values to monotonic mixtures, limiting complex value functions.
method Introduced weighted projection to recover optimal policies, improving performance.
result CW QMIX and OW QMIX outperform baseline QMIX on multi-agent tasks.

The paper develops a method to learn cost-optimal sequential testing policies from retrospective data.

problem Learning cost-optimal sequential decision policies from retrospective data with missing test results.
method Doubly robust Q-learning framework with path-specific inverse probability weights.
result The method reduces testing cost without compromising predictive accuracy.

Paper presents a new method for Bayesian deep learning that scales to Atari games.

problem Training neural networks on complex environments like Atari games is challenging.
method Adapted temporal difference Q-learning to work with Bayesian inference.
result TAGI allows for analytical inference of neural network parameters, achieving performance comparable to gradient-based methods.

Proposes Constrained Q-learning for reinforcement learning with constraints.

problem Optimizing multiple objectives while adhering to constraints in reinforcement learning.
method Directly restricts the action space in Q-update to learn optimal Q-function for constrained MDP.
result Improves safety and optimality in high-level decision making for autonomous driving.

Double Q-learning has the same mean-squared error as Q-learning under certain conditions.

problem Comparing the mean-squared error of Double Q-learning and Q-learning.
method Theoretical analysis based on Lyapunov equations for both tabular and linear function approximation settings.
result The asymptotic mean-squared error of Double Q-learning is exactly equal to that of Q-learning under specific conditions.

DisCor corrects reinforcement learning issues by re-weighting collected data.

problem Reinforcement learning algorithms struggle with instability and sensitivity to hyperparameters.
method DisCor reweights collected data to mitigate issues caused by the distribution of experience.
result DisCor improves reinforcement learning in challenging settings like multi-task learning and noisy reward signals.

This paper analyzes momentum Q-learning with finite-sample guarantees.

problem Improving Q-learning performance with momentum schemes.
method Proposes MomentumQ algorithm integrating Nesterov and Polyak's momentum schemes, analyzes convergence for function approximations.
result Establishes finite-sample convergence rates for MomentumQ, demonstrating better performance than vanilla Q-learning.

New self-imitation learning method improves performance in continuous control tasks.

problem Improving off-policy learning in continuous control tasks.
method Proposes a n-step lower bound to generalize lower-bound Q-learning and introduces a new family of self-imitation learning algorithms.
result n-step lower bound Q-learning achieves a better trade-off between bias and contraction rate, leading to improved performance.

A new Q-learning variant reduces underestimation bias in deep reinforcement learning.

problem Underestimation bias in deep reinforcement learning policies.
method Introducing a novel, parameter-free Deep Q-learning variant.
result Significantly outperforms existing approaches and improves state-of-the-art performance.

Q-learning requires more samples than minimax bounds suggest for optimal Q-function approximation.

problem Understanding the sample complexity of Q-learning in synchronous settings.
method Analyzing Q-learning in synchronous MDPs with state and action spaces, proving minimax optimal sample complexity for TD learning and Q-learning under certain conditions.
result Q-learning requires more samples than minimax bounds suggest, revealing strict sub-optimality when action space is more than one.

SUNRISE improves off-policy RL algorithms by integrating ensemble methods.

problem Stability and exploration issues in off-policy RL algorithms.
method SUNRISE combines ensemble-based weighted Bellman backups and upper-confidence bounds for efficient exploration.
result SUNRISE improves the performance of off-policy RL algorithms across various domains.

New algorithm uses Whittle index to improve Q-learning for restless bandits.

problem Optimizing decision-making in multiarmed restless bandits with average reward.
method Introduces a novel reinforcement learning algorithm combining Q-learning and Whittle index policy.
result Demonstrates significant computational gains and excellent empirical performance.

We propose a method for modeling and learning turn-taking behaviors for accessing a shared resource. We model the individual behavior for each agent in an interaction and then use a multi-agent fusion model to generate a summary over the expected actions of the group to render the model independent of the number of age…

2018-12-10abs ↗pdf ↗

This paper analyzes how periodic and soft target updates stabilize linear Q-learning.

problem Theoretical explanation of stabilization mechanisms for linear Q-learning.
method Exact analysis using switched linear system dynamics and the joint spectral radius.
result Periodic and soft target updates can guarantee convergence to the exact projected Q-Bellman solution under specific conditions.

The use of target networks is a common practice in deep reinforcement learning for stabilizing the training; however, theoretical understanding of this technique is still limited. In this paper, we study the so-called periodic Q-learning algorithm (PQ-learning for short), which resembles the technique used in deep Q-le…

2020-02-23abs ↗pdf ↗

Paper addresses underestimation bias in double Q-learning, proposing a method to improve learning performance.

problem Underestimation bias in double Q-learning leading to non-optimal fixed points.
method Proposes a simple approach using approximate dynamic programming to bound the target value.
result Significant improvement in learning performance over baseline algorithms in Atari benchmark tasks.

New algorithm reduces sample and communication complexities in federated Q-learning.

problem Optimal Q-function learning in federated Q-learning with limited communication.
method Introduced Fed-DVR-Q algorithm for order-optimal sample and communication complexities.
result Complete characterization of sample-communication complexity trade-off.

This paper improves Q-learning bounds using reference-advantage decomposition.

problem Improving Q-learning bounds in MDPs with positive suboptimality gaps.
method Develops a novel error decomposition framework to prove gap-dependent regret bounds.
result Establishes logarithmic gap-dependent regret bounds for Q-learning.

Study Whittle index learning algorithms for restless bandits with constant stepsizes.

problem Optimizing decisions in restless multi-armed bandits with constant stepsizes.
method Developed Q-learning algorithms with constant stepsizes for index learning in restless bandits, extending to DQN and function approximations.
result The algorithms learn the Whittle index effectively.

Proposes a new Q-learning method for survival outcomes in clinical trials.

problem Incomplete follow-up data and nonlinear covariate effects in clinical trials.
method Combines Buckley-James boosting with flexible base learners for estimating optimal treatment regimes.
result Improves treatment decision accuracy and stability in longitudinal clinical trials.

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.

Q-learning is one of the most popular methods in Reinforcement Learning (RL). Transfer Learning aims to utilize the learned knowledge from source tasks to help new tasks to improve the sample complexity of the new tasks. Considering that data collection in RL is both more time and cost consuming and Q-learning converge…

2018-09-21abs ↗pdf ↗

This paper introduces sample-averaged Q-learning for better RL performance.

problem Improving reinforcement learning algorithms by managing uncertainty.
method Integrates statistical inference into Q-learning through sample averaging and functional central limit theorem.
result Establishes a unified theoretical foundation for sample-averaged Q-learning.

Improved sample complexity for target Q-learning in finite MDPs with generative oracle.

problem Sample complexity of target Q-learning in finite MDPs with a generative oracle.
method Analyzed target Q-learning algorithm in tabular case with a generative oracle, improved sample complexity.
result Improved sample complexity for target Q-learning in various scenarios.

The paper analyzes Q-learning in 2-player Markov games and provides gap-dependent logarithmic regret bounds.

problem Analyzing the cumulative regret of Nash Q-learning in 2-player turn-based stochastic Markov games.
method Proposed gap-dependent logarithmic upper bounds for cumulative regret in episodic tabular setting and discounted game setting.
result The proposed bounds match theoretical lower bounds up to a logarithmic term.

New Q-learning algorithms reduce regret in inventory control problems.

problem Efficiently learning optimal policies in inventory control problems with limited feedback.
method Proposed Elimination-Based Half-Q-Learning (HQL) and Full-Q-Learning (FQL) algorithms with theoretical regret bounds.
result HQL incurs ildeO(H3T) ilde{\mathcal{O}}(H^3\sqrt{ T}) regret, FQL incurs ildeO(H2T) ilde{\mathcal{O}}(H^2\sqrt{ T}) regret, independent of state and action space sizes.

Study Q-learning with constant stepsize, proving convergence and bias, and applying extrapolation.

problem Understanding and optimizing Q-learning with constant stepsize.
method Connecting Q-learning to a Markov chain, proving distributional convergence and bias, applying Richardson-Romberg extrapolation.
result Explicit expression for the linear coefficient of the asymptotic bias and improvement of RR extrapolation method.

Implicit Q-learning and SARSA adjust step-sizes automatically, improving stability and performance.

problem Numerical instability and slow progress in Q-learning and SARSA due to step-size calibration.
method Reformulate iterative updates as fixed-point equations, scaling step-sizes inversely with feature norms.
result Implicit methods maintain stability over broader step-size ranges and achieve comparable convergence rates.