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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.

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95189284378 · Jun 202019922001200920172026
48 results for action-value gradient

Off-policy stochastic actor-critic methods rely on approximating the stochastic policy gradient in order to derive an optimal policy. One may also derive the optimal policy by approximating the action-value gradient. The use of action-value gradients is desirable as policy improvement occurs along the direction of stee…

2017-03-06abs ↗pdf ↗

New method QMLE performs well in complex action spaces without policy gradients.

problem Why policy gradients outperform action-value methods in complex action spaces.
method QMLE framework for action-value methods based on three principles.
result QMLE performs comparably to policy gradient methods in complex action spaces.

MAGE optimizes policies using action gradients from model-based learning.

problem Lack of direct gradient information from critics in actor-critic methods.
method Model-based actor-critic algorithm that learns action-value gradient.
result MAGE outperforms model-free and model-based baselines on continuous control tasks.

Reinforcement learning (RL) in discrete action space is ubiquitous in real-world applications, but its complexity grows exponentially with the action-space dimension, making it challenging to apply existing on-policy gradient based deep RL algorithms efficiently. To effectively operate in multidimensional discrete acti…

2020-02-10abs ↗pdf ↗

We propose a new algorithm, Mean Actor-Critic (MAC), for discrete-action continuous-state reinforcement learning. MAC is a policy gradient algorithm that uses the agent's explicit representation of all action values to estimate the gradient of the policy, rather than using only the actions that were actually executed. …

2017-09-01abs ↗pdf ↗

New approach for open ad hoc teamwork using graph-based policy learning.

problem Designing autonomous agents to collaborate with changing teams without prior coordination.
method Graph-based policy learning to adapt to dynamic team compositions.
result Successfully models the effects of other agents, leading to robust adaptation and superior performance.

New framework for modular reinforcement learning reduces sample complexity.

problem Achieving independent credit assignment in reinforcement learning.
method Defining modular credit assignment as minimizing algorithmic mutual information, introducing modularity criterion for causal analysis.
result Single-step temporal difference action-value methods meet the modularity criterion, improving sample efficiency.

Policy gradient methods with aggregated states can achieve better performance than approximate policy iteration.

problem Approximation errors in policy and value function approximations.
method State-aggregated representations and policy gradient methods.
result Policy gradient methods can achieve a per-period regret bounded by ε, while approximate policy iteration and value iteration have a higher regret.

Q(ΔΔ)-Learning improves Q-Learning by separating action-value functions into different time scales.

problem Q-Learning struggles with bias-variance trade-off, especially in long-term rewards.
method Introduces Q(ΔΔ)-Learning, extending TD(ΔΔ) to decompose Q(ΔΔ)-function into distinct discount factors.
result Q(ΔΔ)-Learning achieves better stability and scalability, especially for long-term tasks.

We adapt the optimization's concept of momentum to reinforcement learning. Seeing the state-action value functions as an analog to the gradients in optimization, we interpret momentum as an average of consecutive qq-functions. We derive Momentum Value Iteration (MoVI), a variation of Value Iteration that incorporates …

2019-10-21abs ↗pdf ↗

Sample inefficiency is a long-lasting problem in reinforcement learning (RL). The state-of-the-art estimates the optimal action values while it usually involves an extensive search over the state-action space and unstable optimization. Towards the sample-efficient RL, we propose ranking policy gradient (RPG), a policy …

2019-06-24abs ↗pdf ↗

Policy gradient is an efficient technique for improving a policy in a reinforcement learning setting. However, vanilla online variants are on-policy only and not able to take advantage of off-policy data. In this paper we describe a new technique that combines policy gradient with off-policy Q-learning, drawing experie…

2016-11-05abs ↗pdf ↗

We present an off-policy actor-critic algorithm for Reinforcement Learning (RL) that combines ideas from gradient-free optimization via stochastic search with learned action-value function. The result is a simple procedure consisting of three steps: i) policy evaluation by estimating a parametric action-value function;…

2018-12-05abs ↗pdf ↗

In classical Q-learning, the objective is to maximize the sum of discounted rewards through iteratively using the Bellman equation as an update, in an attempt to estimate the action value function of the optimal policy. Conventionally, the loss function is defined as the temporal difference between the action value and…

2019-06-24abs ↗pdf ↗

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.

New research shows exponential lower bounds for planning in MDPs with linearly-realizable optimal action-value functions.

problem Determining the minimum number of queries needed for sound planners in MDPs with linear function approximation.
method Analyzing fixed-horizon and discounted MDPs with a generative model, showing lower bounds on the number of queries required.
result Sound planners need at least exponential number of queries in both fixed-horizon and discounted settings.

A critical and challenging problem in reinforcement learning is how to learn the state-action value function from the experience replay buffer and simultaneously keep sample efficiency and faster convergence to a high quality solution. In prior works, transitions are uniformly sampled at random from the replay buffer o…

2018-04-23abs ↗pdf ↗

FACMAC combines deep policy gradients with factored critic for multi-agent reinforcement learning.

problem Cooperative multi-agent reinforcement learning in discrete and continuous action spaces.
method FACMAC uses a centralised but factored critic, combining per-agent utilities into a joint action-value function.
result FACMAC outperforms MADDPG and other baselines on multi-agent particle environments and StarCraft II tasks.

QR-MIX models joint state-action values as a distribution to handle randomness in MARL.

problem Randomness in rewards and observations leads to randomness in long-term returns in MARL.
method QR-MIX uses quantile regression and combines it with QMIX and IQN to model joint state-action values as a distribution.
result QR-MIX outperforms QMIX in the StarCraft Multi-Agent Challenge (SMAC) environment.

Bayesian framework for learning optimal action-value function in MDPs.

problem Uncertainty quantification in MDPs for optimal decision-making strategies.
method Full Bayesian framework including modelling, inference, and decision-making.
result Demonstrates exploration benefits of posterior sampling in MDPs.

QMIX combines per-agent values to create decentralised policies.

problem Training decentralised policies from centralised learning.
method QMIX uses a mixing network to estimate joint action-values as a monotonic combination of per-agent values.
result QMIX significantly outperforms existing methods on the StarCraft Multi-Agent Challenge (SMAC).

New algorithm borrows future randomness to stabilize model-free control.

problem Double sampling problem in model-free control with nonlinear approximations.
method Borrowing from the future (BFF) algorithm to approximate re-sampling of next states.
result BFF is close to unbiased SGD under smooth dynamics, validated by simulations.

A new RL paradigm reduces state-action-value function approximation inefficiency.

problem Challenges in state-action-value function approximation for RL.
method State Action Separable Reinforcement Learning (sasRL) decouples action space from value function learning.
result sasRL achieves up to 75% better performance than state-of-the-art MDP-based RL algorithms.

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.

Bayesian network approach for efficient cooperative MARL.

problem Leveraging inter-agent coupling information for scalable MARL algorithms.
method Modeling cooperative MARL via Bayesian networks, identifying value dependency sets, proposing P-DTDE paradigm.
result P-DTDE policy gradient estimator has lower total variance than CTDE.

QTRAN++ improves MARL performance in complex environments.

problem Poor empirical performance of QTRAN in complex environments.
method Stabilizing training objective, removing role separation, and introducing a multi-head mixing network.
result QTRAN++ achieves state-of-the-art performance in the Starcraft Multi-Agent Challenge (SMAC).

Latent variable models improve RL by facilitating efficient learning and exploration.

problem Improving sample efficiency in reinforcement learning.
method Representation view of latent variable models for state-action value functions, incorporating kernel embeddings and UCB exploration.
result Established sample complexity of the proposed approach in online and offline settings, demonstrated superior performance in benchmarks.

The paper tackles reward-relevance in offline RL with sparse decision dynamics.

problem Offline reinforcement learning with sparse decision dynamics and estimation sparsity.
method Reward-filtered least-squares policy evaluation using thresholded lasso.
result The method provides theoretical guarantees with sample complexity dependent on sparse component size.

We introduce "Search with Amortized Value Estimates" (SAVE), an approach for combining model-free Q-learning with model-based Monte-Carlo Tree Search (MCTS). In SAVE, a learned prior over state-action values is used to guide MCTS, which estimates an improved set of state-action values. The new Q-estimates are then used…

2019-12-05abs ↗pdf ↗

Band-limited SAC improves learning efficiency and stability in simulated environments.

problem Improving sample efficiency and stability in SAC algorithms.
method Artificially bandlimiting the target critic's spatial resolution using a convolutional filter.
result Bandlimited SAC outperforms classic twin-critic SAC in various Gym environments and is more stable.