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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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22446587 · Jun 202019922001200920172026
48 results for block MDPs

We decode latent states in Block MDPs and learn near-optimal policies.

problem Model estimation and reward-free learning in Block MDPs.
method Information-theoretical lower bound and efficient model estimation algorithm.
result Our algorithm approaches the information-theoretical limit for latent state decoding and converges to optimal policies.

This work extends HiP-MDPs to robust state abstractions for multi-task and meta-reinforcement learning.

problem Limited observability of state in HiP-MDPs for real-world scenarios with rich observation spaces.
method Inspired by Block MDPs, the work extends HiP-MDPs to enable robust state abstractions for multi-task and meta-reinforcement learning.
result Transfer and generalization bounds based on task and state similarity, and sample complexity bounds that depend on the aggregate number of samples across tasks.

Paper learns meaningful state and action representations from MDP trajectories.

problem Learning good state and action representations from MDP trajectories.
method Tensor decomposition, kernelization, importance sampling, low-Tucker-rank approximation.
result The learned state/action abstractions provide accurate approximations to latent block structures.

New algorithm learns sparse linear MDPs with polynomial interactions, improving sample complexity.

problem Learning optimal policies in sparse linear MDPs with limited interactions and unknown features.
method Developed a polynomial-time algorithm using feature selection and emulator for sparse linear MDPs.
result First polynomial-time algorithm for learning near-optimal policies in k-sparse linear MDPs.

Transformers can implement reinforcement learning algorithms from data without updates.

problem Training reinforcement learning algorithms from data without parameter updates.
method Design a teacher-mimicking training procedure for transformers to implement policy-improvement methods.
result Gradient flow converges to an optimal parameter manifold corresponding to the desired RL update.

Study agnostic RL in large state spaces with weak function approximation.

problem Statistical intractability of agnostic policy learning in various environments.
method Investigates agnostic policy learning with different forms of environment access.
result Agnostic policy learning remains statistically intractable with certain forms of environment access.

RLMM extends psychometric models to larger tasks.

problem Sequential process data from interactive assessments are not well handled by conventional models.
method RLMM decouples person-level choice sensitivity from task-level value representation through a shared parametric action-value function.
result RLMM achieves higher estimation accuracy and lower runtime than MDP-MM in peg-solitaire simulations and AQUALAB gameplay logs.

Develops algorithms to optimize machine replacement schedules using operational data.

problem Optimizing machine replacement intervals when the lifetime distribution is unknown.
method Formulates as a stochastic multi-armed bandit problem and proposes Hoeffding- and Bernstein-based algorithms.
result Achieves optimal or near-optimal replacement intervals with minimal regret.

VRCQ algorithm reduces variance in Q-learning for MDPs, achieving optimal sample complexity.

problem Estimating the optimal Q-function in MDPs with synchronous sampling.
method VRCQ combines direct variance reduction and Cascade Q-learning.
result VRCQ is minimax optimal and instance optimal for single-action problems.

New approach optimizes policies in adversarial MDPs using adversarial learning.

problem Optimizing policies in adversarial Markov decision processes.
method Adversarial learning on advantage functions, extending previous reductions.
result Stronger regret criteria and performance guarantees for policy optimization.

We study Exo-MDPs to reduce sample complexity in reinforcement learning.

problem Reducing sample complexity in reinforcement learning for structured MDPs.
method Introducing Exo-MDPs and proving structural equivalence to linear mixture MDPs, establishing regret bounds.
result Proved O(H3/2dK)O(H^{3/2}d\sqrt{K}) regret bound for Exo-MDPs, matching lower bounds.

New method approximates POMDPs with PB-MDPs, providing error bounds and practical algorithms.

problem Difficulty in solving POMDPs with continuous or hybrid state and observation spaces.
method Bounding particle filtering error and adapting MDP algorithms to POMDPs.
result General theory and practical algorithms for POMDPs with no direct dependence on state and observation space sizes.

We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic programming for small to medium sized problems. However, due to the "curse of dimen…

2013-06-26abs ↗pdf ↗

Optimizes learning policies in MDPs with weakly communicating structure.

problem Learning optimal policies in weakly communicating MDPs with generative model.
method Span-based approach, reducing to discounted MDPs for analysis.
result First minimax optimal sample complexity bound for weakly communicating MDPs.

New method removes oracle and reduces memory usage for robust MDPs.

problem Applying robust MDPs in practice due to model estimation and oracle requirements.
method Transformed robust MDPs into an alternative form allowing stochastic gradient methods and model-free approach.
result Sample-efficient algorithm with lower storage requirement and no oracle.

Two algorithms tackle heavy-tailed rewards in reinforcement learning with linear function approximation.

problem Online sequential decision-making with heavy-tailed rewards.
method AdaOFUL and VARA algorithms for linear stochastic bandits and MDPs, using modified adaptive Huber regression.
result Achieved state-of-the-art and variance-aware regret bounds for heavy-tailed rewards.

DeepAveragers solves offline RL by solving derived MDPs from static data.

problem Offline reinforcement learning with limited data.
method Solves derived non-parametric MDPs (DAC-MDPs) using deep representations and costs for under-represented parts.
result The approach can lower-bound performance and scale to complex offline RL problems.

New RL method learns to skip states in linearly qπq^π-realizable MDPs, simplifying to linear MDPs.

problem Online RL in episodic MDPs with linearly qπq^π-realizable action-values.
method Derives a novel algorithm that learns to skip states and applies a linear MDP algorithm.
result First polynomial-sample-complexity online RL algorithm for linearly qπq^π-realizable MDPs.

Efficiently plans large MDPs with weak function approximations.

problem Planning in large MDPs with limited function approximation capabilities.
method Uses linear value function approximation with weak requirements and a generative oracle.
result Produces almost-optimal actions for any state with polynomial computation time.

Practical reinforcement learning problems are often formulated as constrained Markov decision process (CMDP) problems, in which the agent has to maximize the expected return while satisfying a set of prescribed safety constraints. In this study, we propose a novel simulator-based method to approximately solve a CMDP pr…

2019-09-20abs ↗pdf ↗

The paper addresses statistical estimation in MDPs with confounders using instrumental variables.

problem Statistical estimation of value functions in MDPs with unobservable confounders.
method Two-stage estimator based on instrumental variables for confounded linear MDPs.
result Established statistical properties of the two-stage estimator, including error bounds and asymptotic normality.

Improved regret bound for MNL MDPs with variance-aware approach.

problem Optimal reinforcement learning for MNL MDPs with structured variance.
method Introducing a problem-dependent constant measuring average variance, proposing an algorithm with improved regret bound.
result Minimax optimal regret bound of O(dH2σˉTT)O(dH^2\barσ_T\sqrt{T}) for structured MDPs.

A new parallel algorithm for learning optimal policies in MDPs with low communication costs.

problem Learning optimal policies for infinite-horizon MDPs.
method Primal-Dual Stochastic Mirror Descent for convex programming problems with inexact constraints.
result First parallel algorithm for average-reward MDPs with generative model and low communication costs.

It has recently been shown that if feedback effects of decisions are ignored, then imposing fairness constraints such as demographic parity or equality of opportunity can actually exacerbate unfairness. We propose to address this challenge by modeling feedback effects as Markov decision processes (MDPs). First, we prop…

2019-01-24abs ↗pdf ↗

The paper introduces MDP homomorphic networks for faster reinforcement learning.

problem Current reinforcement learning approaches do not exploit symmetries in the joint state-action space.
method Equivariant neural networks with group-structured symmetries (reflections, rotations).
result MDP homomorphic networks converge faster than unstructured baselines on various tasks.

New RL approach tackles non-linear MDPs without linear assumptions.

problem Sample efficiency in RL for complex, nonlinear MDPs with continuous states.
method Introduces EPW condition to relax linear structure requirements; provides sample-efficient RL algorithm.
result EPW condition allows solving MDPs without linear assumptions, including Atari games.

New method for estimating and optimizing MDPs without stationarity.

problem Challenges in offline contextual MDP estimation without stationarity.
method Introduces a new adaptive estimation and cost optimization approach for contextual MDPs.
result First robust, theoretically backed method for offline contextual MDP estimation.

Unified framework for solving MDPs with stochastic mirror descent.

problem Approximately solving infinite-horizon Markov decision processes (MDPs).
method Primal-dual stochastic mirror descent for MDPs with a unified framework.
result Computes ε-optimal policies with expected samples for both average-reward and discounted MDPs.

Optimistic PPO variant solves linear MDPs with improved regret bound.

problem Understanding theoretical limits of PPO in linear MDPs.
method Proposes an optimistic variant of PPO for episodic adversarial linear MDPs with full-information feedback.
result Establishes a ildeO(d3/4H2K3/4) ilde{\mathcal{O}}(d^{3/4}H^2K^{3/4}) regret bound.