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.
Policy gradient methods have enjoyed great success in deep reinforcement learning but suffer from high variance of gradient estimates. The high variance problem is particularly exasperated in problems with long horizons or high-dimensional action spaces. To mitigate this issue, we derive a bias-free action-dependent ba…
Policy gradient methods are a widely used class of model-free reinforcement learning algorithms where a state-dependent baseline is used to reduce gradient estimator variance. Several recent papers extend the baseline to depend on both the state and action and suggest that this significantly reduces variance and improv…
Policy gradient methods have achieved remarkable successes in solving challenging reinforcement learning problems. However, it still often suffers from the large variance issue on policy gradient estimation, which leads to poor sample efficiency during training. In this work, we propose a control variate method to effe…
In a previous paper we constructed classical spin Chern-Simons for any compact Lie group G: a gauge theory whose action depends on the spin structure of the 3-manifold. Here we apply geometric quantization to the classical Hamiltonian theory and investigate the formal properties of the partition function in the Lagra…
Efficient driving in urban traffic scenarios requires foresight. The observation of other traffic participants and the inference of their possible next actions depending on the own action is considered cooperative prediction and planning. Humans are well equipped with the capability to predict the actions of multiple i…
New method learns from either positive or negative feedback alone.
problem Limited applicability of existing preference optimization methods in scenarios with only unpaired feedback.
method Decouples learning from positive and negative feedback, using expectation-maximization (EM) to optimize probability of positive outcomes and explicitly incorporate negative examples.
result Stable learning from negative feedback alone demonstrated.
User preferences for items can be inferred from either explicit feedback, such as item ratings, or implicit feedback, such as rental histories. Research in collaborative filtering has concentrated on explicit feedback, resulting in the development of accurate and scalable models. However, since explicit feedback is oft…
Recommender systems recommend items more accurately by analyzing users' potential interest on different brands' items. In conjunction with users' rating similarity, the presence of users' implicit feedbacks like clicking items, viewing items specifications, watching videos etc. have been proved to be helpful for learni…
Let G be a group and let M be a CAT(0) proper metric space (e.g. a simply connected complete Riemannian manifold of non-positive sectional curvature or a locally finite tree). Isometric actions of G on M are (by definition) points in the space R := Hom(G, Isom(M)) with the compact open topology. Sample theorems: 1. The…
The problem of feedback equivalence for control systems is considered. An algebra of differential invariants and criteria for the feedback equivalence for regular control systems are found.
We present a study on reinforcement learning (RL) from human bandit feedback for sequence-to-sequence learning, exemplified by the task of bandit neural machine translation (NMT). We investigate the reliability of human bandit feedback, and analyze the influence of reliability on the learnability of a reward estimator,…
We propose a generalization of the best arm identification problem in stochastic multi-armed bandits (MAB) to the setting where every pull of an arm is associated with delayed feedback. The delay in feedback increases the effective sample complexity of standard algorithms, but can be offset if we have access to partial…
We use online convex optimization (OCO) for setpoint tracking with uncertain, flexible loads. We consider full feedback from the loads, bandit feedback, and two intermediate types of feedback: partial bandit where a subset of the loads are individually observed and the rest are observed in aggregate, and Bernoulli feed…
We consider combinatorial online learning with subset choices when only relative feedback information from subsets is available, instead of bandit or semi-bandit feedback which is absolute. Specifically, we study two regret minimisation problems over subsets of a finite ground set [n], with subset-wise relative prefe…