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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.

168,695 papers · 148 categories

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48 results for batch reinforcement learning

The paper proposes an iterative approach to batch reinforcement learning for safer and more informative data collection.

problem Learning policies that are too rigid and do not adapt to new data.
method Safe diversified model-based policy search in an iterative batch reinforcement learning framework.
result Improved learned policies through continuous data collection and adaptation.

Many practical applications of reinforcement learning constrain agents to learn from a fixed batch of data which has already been gathered, without offering further possibility for data collection. In this paper, we demonstrate that due to errors introduced by extrapolation, standard off-policy deep reinforcement learn…

2018-12-07abs ↗pdf ↗

This paper unifies three regularization methods in batch reinforcement learning.

problem Learning overly-complex models in batch reinforcement learning.
method Unified weighted average transition matrix framework for three regularization methods.
result Empirical evaluation confirms intuitions about regularization methods' performance.

Widely-used deep reinforcement learning algorithms have been shown to fail in the batch setting--learning from a fixed data set without interaction with the environment. Following this result, there have been several papers showing reasonable performances under a variety of environments and batch settings. In this pape…

2019-10-03abs ↗pdf ↗

We study a security threat to batch reinforcement learning and control where the attacker aims to poison the learned policy. The victim is a reinforcement learner / controller which first estimates the dynamics and the rewards from a batch data set, and then solves for the optimal policy with respect to the estimates. …

2019-10-13abs ↗pdf ↗

ABS dynamically adjusts batch size based on policy stability, improving RL performance.

problem Diminishing returns with large batch sizes in RL due to non-stationary data.
method Adaptive Batch Scaling (ABS) with Behavioral Divergence metric.
result Larger batch sizes can improve RL performance, contrary to conventional wisdom.

Two new algorithms improve Q* approximation in batch RL with linear error propagation.

problem Improving Q* approximation in batch reinforcement learning.
method Two novel algorithms that estimate Bellman error directly, without quadratic dependence.
result Linear-in-horizon error propagation for batch RL algorithms.

Paper proposes a method to improve off-policy reinforcement learning in batch settings.

problem Challenges in applying off-policy reinforcement learning to batch data.
method Uses a learned prior, the advantage-weighted behavior model (ABM), to bias RL policies.
result Improves performance on various RL tasks, including robot control.

New RL algorithm learns good actions from offline data, reducing uncertainty and divergence.

problem Limited applicability of current RL algorithms in real-world settings due to high costs of exploration.
method Proposes an algorithm for batch RL using a fixed offline dataset, with penalties for policy and value constraints.
result Compared favorably to state-of-the-art methods on 32 continuous-action benchmarks.

New algorithm learns optimal policy with multi-step lookahead information.

problem Learning optimal policy in reinforcement learning with multi-step lookahead information is NP-hard.
method Adaptive batching policies that process lookahead in state-dependent chunks.
result Order-optimal regret bounds up to a constant factor of lookahead horizon.

Sparse feature selection improves batch RL efficiency.

problem High-dimensional batch RL with many features.
method Sparse linear function approximation, Lasso, group Lasso, fitted Q-evaluation, fitted Q-iteration.
result Sparse feature selection makes batch RL more sample efficient.

Study batch reinforcement learning methods for personalized medical treatments.

problem Batch reinforcement learning for personalized medical treatments.
method Direct policy learning and model-based learning approaches.
result Model-based learning is impossible with finite model classes but feasible with relaxed conditions.

The paper analyzes risk bounds and Rademacher complexity in batch RL.

problem Estimating/minimizing Bellman error with general value function approximation.
method Characterizes generalization performance using Rademacher complexities of function classes.
result Risk bounds and Rademacher complexities provide insights into batch RL.

Efficient RL algorithms for linear function approximation with limited adaptivity constraints.

problem Limited adaptivity in reinforcement learning with linear function approximation.
method Proposed two efficient online RL algorithms for episodic linear Markov decision processes under batch learning and rare policy switch models.
result Achieved efficient regret bounds for both batch learning and rare policy switch models, with substantial reduction in adaptivity.

STEEL tackles batch RL with singularity, improving policy optimization.

problem Existing RL methods assume absolutely continuous data, but STEEL handles non-overlapping regions.
method Proposes STEEL algorithm using maximum mean discrepancy and distributionally robust optimization.
result First finite-sample regret guarantee for batch RL with singularity.

Meta-algorithm for efficient reinforcement learning from human preferences.

problem Learning from human preference comparisons in Markov decision processes.
method Randomized exploration and experimental design for batch comparison queries.
result Meta-algorithm achieves both regret and last-iterate guarantees with minimal preference queries.

New batched Langevin Thompson Sampling reduces communication costs for sequential decision making.

problem Efficiently learning unknown reward distributions and transition dynamics in batched settings.
method Langevin Thompson Sampling with logarithmic communication costs.
result Order-optimal regret guarantees for stochastic MABs and RL.

Value-function approximation methods that operate in batch mode have foundational importance to reinforcement learning (RL). Finite sample guarantees for these methods often crucially rely on two types of assumptions: (1) mild distribution shift, and (2) representation conditions that are stronger than realizability. H…

2019-05-01abs ↗pdf ↗

The paper improves model-based reinforcement learning by using multi-timestep objectives.

problem Compounding errors in one-step dynamics models as trajectory length increases.
method Developed a multi-timestep objective as a weighted sum of losses at various future horizons.
result Exponentially decaying weights significantly improve long-horizon performance.

The paper proposes a method to explain expert decisions by modeling preferences with 'what if' outcomes.

problem Interpreting and auditing decision-making policies in institutions.
method Integrating counterfactual reasoning into batch inverse reinforcement learning.
result The method effectively recovers accurate and interpretable descriptions of expert behavior.

A new approach to reinforcement learning improves policy performance by adjusting control frequency.

problem Improving reinforcement learning performance by optimizing control frequency.
method Introducing action persistence and a novel algorithm, PFQI, to learn optimal value function at a given persistence.
result PFQI effectively learns optimal value function with action persistence, improving reinforcement learning performance.

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.

A new method for risk-averse decision-making in Markov processes with improved regret bounds.

problem Risk-averse decision-making in Markov processes.
method Introduces mini-batch measures and multipattern risk-averse problems in a feature-based QQ-learning method.
result Proves a high-probability regret bound of O(H2NHK)\mathcal{O}\big(H^2 N^H \sqrt{ K}\big) for the QQ-learning method.

We study reinforcement learning of chatbots with recurrent neural network architectures when the rewards are noisy and expensive to obtain. For instance, a chatbot used in automated customer service support can be scored by quality assurance agents, but this process can be expensive, time consuming and noisy. Previous …

2017-02-10abs ↗pdf ↗

Deep reinforcement learning (DRL) methods such as the Deep Q-Network (DQN) have achieved state-of-the-art results in a variety of challenging, high-dimensional domains. This success is mainly attributed to the power of deep neural networks to learn rich domain representations for approximating the value function or pol…

2017-05-21abs ↗pdf ↗

Bayesian sOED uses PG reinforcement learning for efficient experiment design.

problem Optimizing sequential experiments for nonlinear models with limited data.
method Formulated as POMDP, solved via PG methods with neural network parameterization.
result Demonstrated advantages over batch and greedy designs in contaminant source inversion.

New algorithm identifies near-optimal policies in adversarial distributed RL settings.

problem Adversarial agents in distributed RL settings that can collude and report arbitrary data.
method Weighted-Clique algorithm for robust mean estimation from batches, combined with novel distributed algorithms.
result Achieves superior robustness guarantees and near-optimal sample complexities in both offline and online settings.

Batch Reinforcement Learning (RL) algorithms attempt to choose a policy from a designer-provided class of policies given a fixed set of training data. Choosing the policy which maximizes an estimate of return often leads to over-fitting when only limited data is available, due to the size of the policy class in relatio…

2014-05-12abs ↗pdf ↗

In an increasing number of domains it has been demonstrated that deep learning models can be trained using relatively large batch sizes without sacrificing data efficiency. However the limits of this massive data parallelism seem to differ from domain to domain, ranging from batches of tens of thousands in ImageNet to …

2018-12-14abs ↗pdf ↗