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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.

168,742 papers · 148 categories

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48 results for categorical reinforcement

Distributional approaches to value-based reinforcement learning model the entire distribution of returns, rather than just their expected values, and have recently been shown to yield state-of-the-art empirical performance. This was demonstrated by the recently proposed C51 algorithm, based on categorical distributiona…

2018-02-22abs ↗pdf ↗

A new gradient estimator for categorical distributions reduces bias and variance.

problem Intractability of gradients for categorical distributions in discrete latent variable models.
method CatLog-Derivative trick and IndeCateR gradient estimator.
result IndeCateR reduces bias and variance of gradients for categorical distributions.

Survey categorizes methods for learning state representations in reinforcement learning.

problem Addressing challenges in complex observation spaces for sequential decision making.
method Categorizes six main classes of methods for learning state representations.
result Enhances understanding of state representation learning in reinforcement learning.

Researchers propose better probabilistic models for deep learning.

problem Using cross-entropy loss for non-categorical data.
method Introducing continuous-categorical distribution and proposing probabilistic alternatives.
result Potential for outperformance in deep learning models with proper probabilistic treatment.

The study categorizes reward errors in reinforcement learning, finding some can be beneficial.

problem Training language models with imperfect proxy rewards.
method Theoretical analysis of policy gradient optimization and categorization of reward errors.
result Reward errors can be benign or even beneficial, preventing policy from stalling.

New method learns disentangled discrete representations using categorical variational autoencoders.

problem Learning disentangled representations from discrete latent spaces.
method Replaced standard Gaussian VAE with a categorical VAE to mitigate rotational invariance.
result Categorical distributions improve learning of disentangled representations.

Reward-poisoning attacks can force RL agents to learn bad policies, and we categorize and quantify their feasibility.

problem Reward-poisoning attacks can manipulate RL agents to learn undesirable policies.
method Categorize attacks by infinity-norm constraint, provide thresholds for feasibility, and develop adaptive attack strategies.
result Adaptive reward-poisoning attacks can achieve the nefarious policy in polynomial steps, while non-adaptive attacks require exponential steps.

Paper proposes a novel trading strategy combining clustering and reinforcement learning for multi-period portfolio management.

problem Developing an effective trading strategy for multi-period portfolio management.
method The paper integrates clustering techniques with reinforcement learning to categorize and manage stocks across multiple trading periods.
result The proposed strategy outperforms conventional techniques in various metrics, achieving an average return of 151% over 360 trading periods.

New gradient estimators for discrete variables improve model training.

problem Training models with discrete latent variables is challenging due to high gradient variance.
method Introduced novel gradient estimators based on importance sampling and statistical couplings, extending to categorical variables.
result Proposed gradient estimators outperform previous methods in systematic experiments.

This paper analyzes generalization issues in deep reinforcement learning.

problem Understanding and improving generalization capabilities of deep reinforcement learning policies.
method Formalizing and categorizing solutions to address overfitting in deep reinforcement learning.
result A comprehensive analysis of generalization challenges and solutions in deep reinforcement learning.

This paper studies the potential of the return distribution for exploration in deterministic reinforcement learning (RL) environments. We study network losses and propagation mechanisms for Gaussian, Categorical and Gaussian mixture distributions. Combined with exploration policies that leverage this return distributio…

2018-06-11abs ↗pdf ↗

Study uses RL to optimize dynamic portfolios, addressing non-stationarity and constraints.

problem Non-stationarity and investment constraints in dynamic portfolio optimization.
method Reinforcement learning with regime change variables and practical constraints integration.
result Enhanced prediction accuracy through incorporation of regime change variables.

This paper shows using classification instead of regression improves deep RL scalability.

problem Challenges in training value functions for large networks in deep RL.
method Used categorical cross-entropy loss instead of mean squared error regression.
result Significant improvements in performance and scalability across various domains.

New algorithms for multivariate RL improve decision-making in complex systems.

problem Complex multi-objective decision-making in reinforcement learning.
method Oracle-free and computationally-tractable algorithms for multivariate distributional RL.
result Convergence rates match scalar reward settings and provide insights into reward dimensionality.

This paper extends rack and quandle covering theory using higher categorical Galois theory.

problem Developing a higher covering theory of racks and quandles.
method Applying techniques from higher categorical Galois theory to extend and clarify the foundations of rack and quandle coverings.
result Identification of meaningful higher-dimensional centrality conditions defining higher coverings of racks and quandles.

Survey of deep RL in intelligent transportation systems.

problem Optimizing traffic signals and autonomous driving using deep RL.
method Comprehensive review of deep RL applications in traffic control and autonomous driving.
result Summarizes existing works in deep RL-based transportation applications.

SymCircuit learns PC structure via entropy-regularized RL, improving inference efficiency and accuracy.

problem Greedy algorithms in PC structure learning lead to suboptimal solutions.
method Entropy-regularized reinforcement learning to train a learned generative policy for PC structure inference.
result SymCircuit learns the optimal policy as a tempered Bayesian posterior, improving inference efficiency and accuracy.

New algorithms improve distributional TD learning with linear approximations.

problem Estimating return distributions in reinforcement learning.
method Fine-grained analysis of linear-categorical Bellman equation, variance reduction techniques.
result Tight sample complexity bounds for distributional TD learning with linear approximations.

StructureBoost improves gradient boosting for complex categorical variables efficiently.

problem Efficiently handling complex categorical variables with known structure.
method Two methods to overcome computational obstacles in SCDT enumeration for structured categorical variables.
result StructureBoost outperforms existing packages on complex categorical problems.

Categorical bundles provide a natural framework for gauge theories involving multiple gauge groups. Unlike the case of traditional bundles there are distinct notions of triviality, and hence also of local triviality, for categorical bundles. We study categorical principal bundles that are product bundles in the categor…

2015-06-14abs ↗pdf ↗

Survey of RL methods for optimizing power grid topologies.

problem Optimizing power grid operation with adaptive control strategies.
method Reinforcement Learning (RL) for dynamic and uncertain environments.
result Comprehensive evaluation of RL-based methods for power grid topology optimization.

Bayesian model improves categorization of explosions from sparse data.

problem Challenges in categorizing explosions from limited data.
method Bayesian update to Event Categorization Matrix model with Bayesian Decision Theory.
result Consistent gains in overall accuracy and lower false negative rates.

A deep RL approach generates counterfactual instances efficiently.

problem Efficient generation of counterfactual instances for large datasets and diverse models.
method Deep reinforcement learning to optimize counterfactual instances in a single forward pass.
result Model-agnostic and scalable counterfactual generation.

UNTIE learns representations of coupled categorical data.

problem Challenges in learning from unlabeled categorical data with complex couplings.
method UNTIE approach for unsupervised representation learning of heterogeneous couplings.
result UNTIE significantly improves categorical data representations on 25 diverse datasets.

Paper introduces Categorical Normalizing Flows for better handling of categorical data.

problem Limited application of normalizing flows on categorical data due to lack of intrinsic order.
method Categorical Normalizing Flows use continuous transformations to model latent relations in categorical data, optimizing both continuous representation and model likelihood.
result GraphCNF, a permutation-invariant generative model, outperforms state-of-the-art on molecule generation.

This paper proposes a method to reduce complexity in GLMs with categorical predictors.

problem Wasteful, hard-to-interpret, and prone to overfitting of traditional one-hot encoding for high-cardinality categorical predictors.
method Clustering categories of categorical predictors through a numerical method that preserves or improves accuracy while reducing the number of coefficients.
result Clustering categories of categorical predictors reduces complexity substantially without harming accuracy.

The paper shows how integrating categorical semantics can enhance unsupervised domain translation.

problem Improving unsupervised domain translation between perceptually different domains.
method Learning invariant categorical semantic features in an unsupervised manner and conditioning them on the style encoder.
result Conditioning the style encoder on learned categorical semantics improves translation and stylization.

Categorical variables are a natural choice for representing discrete structure in the world. However, stochastic neural networks rarely use categorical latent variables due to the inability to backpropagate through samples. In this work, we present an efficient gradient estimator that replaces the non-differentiable sa…

2016-11-03abs ↗pdf ↗

Study categorizes mutual funds using natural language processing from unstructured data.

problem Categorizing mutual funds using unstructured data for financial analysis.
method Used natural language processing models to classify mutual funds from their investment strategy descriptions.
result High accuracy in categorizing mutual funds using NLP from unstructured data.