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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 centralised policy gradients

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.

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).

We refine Cohen and Lustig's description of centralisers of Dehn twists of free groups. We show that the centraliser of a Dehn twist of a free group has a subgroup of finite index that has a finite classifying space. We describe an algorithm to find a presentation of the centraliser. We use this algorithm to give an ex…

2012-06-25abs ↗pdf ↗

This work benchmarks MARL algorithms in cooperative tasks.

problem Lack of evaluation tasks and criteria for comparing MARL algorithms.
method Systematic evaluation of three MARL algorithm classes in diverse cooperative tasks.
result Insights into the effectiveness of different learning approaches.

The virtually cyclic dimension of Out(F_N) is finite and related properties are established.

problem Understanding the virtually cyclic dimension of Out(F_N) and related properties.
method Proving properties of finite index congruence subgroups and using exact sequences.
result The virtually cyclic dimension of Out(F_N) is finite.

The paper studies algebraic structures related to quantum groups.

problem Understanding centralisers of tensor representations of Uq(glN)U_q(gl_N).
method Introducing fused permutations and braids, proving Schur--Weyl duality, and describing centralisers.
result A conjecture about a generating element of centralisers is proven in some cases.

Study of automorphisms and splittings of special groups, showing infinite groups under certain conditions.

problem Understanding the structure and automorphisms of special groups GG.
method Constructing and analyzing non-small, stable GG-actions on R\mathbb{R}-trees.
result Conditions for the existence of infinite-order automorphisms and splittings.

The thesis explores centralisers and Hecke algebras in representation theory with applications to knots and physics.

problem Understanding centralisers and Hecke algebras in representation theory.
method Review of classical and quantum Schur-Weyl duality, discussion of quantum groups and their centralisers, and application to knot theory and physics.
result New insights into centralisers and Hecke algebras, leading to solutions for the Yang-Baxter equation and link invariants.

This paper introduces a new metric to improve the performance of AMMs over centralised exchanges.

problem Lack of a precise metric to compare AMM performance with centralised exchanges.
method Introduces Rebalancing-versus-Rebalancing (RVR) to measure AMM performance more accurately.
result AMMs can offer superior execution and rebalancing efficiency compared to centralised exchanges, even with low fees.

Centralised training with decentralised execution is an important setting for cooperative deep multi-agent reinforcement learning due to communication constraints during execution and computational tractability in training. In this paper, we analyse value-based methods that are known to have superior performance in com…

2019-10-16abs ↗pdf ↗

We introduce the palindromic automorphism group and the palindromic Torelli group of a right-angled Artin group A_G. The palindromic automorphism group Pi A_G is related to the principal congruence subgroups of GL(n,Z) and to the hyperelliptic mapping class group of an oriented surface, and sits inside the centraliser …

2015-10-14abs ↗pdf ↗

Policy gradient aims to maximize expected return using gradient ascent.

problem Finding a policy that maximizes expected return in a given class of policies.
method Gradient ascent applied to a differentiable model of the policy, estimating the gradient of expected return.
result Policy gradient methods require on-policy data for gradient estimation, limiting sample efficiency.

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 ↗

Paper tackles efficient policy gradient estimation from off-policy data.

problem Estimating policy gradients from off-policy data is challenging and inefficient.
method Derives asymptotic lower bounds, proposes a meta-algorithm with 3-way robustness, and establishes convergence guarantees.
result Meta-algorithm achieves the lower bound on mean-squared error without parametric assumptions.

New kk-step policy gradient method avoids local optima in restricted policy classes.

problem Suboptimal local optima in policy gradient methods for restricted policy classes.
method Proposes a kk-step policy gradient method to escape myopic local optima.
result The method converges to near optimal solutions exponentially close to the optimal deterministic policy.

Due to the high variance of policy gradients, on-policy optimization algorithms are plagued with low sample efficiency. In this work, we propose Augment-Reinforce-Merge (ARM) policy gradient estimator as an unbiased low-variance alternative to previous baseline estimators on tasks with binary action space, inspired by …

2019-03-13abs ↗pdf ↗

Policy gradient methods are widely used for control in reinforcement learning, particularly for the continuous action setting. There have been a host of theoretically sound algorithms proposed for the on-policy setting, due to the existence of the policy gradient theorem which provides a simplified form for the gradien…

2018-11-22abs ↗pdf ↗

The paper interprets policy-gradient algorithms using continuation theory.

problem Optimizing nonconvex functions in reinforcement learning.
method Formulates policy optimization as optimization by continuation, interprets policy-gradient algorithms as implicitly optimizing deterministic policies.
result Exploration in policy-gradient algorithms is seen as computing a continuation of the return of the policy.

Large deviations theory applied to policy gradient methods.

problem Understanding convergence of policy gradient methods in reinforcement learning.
method Large deviation rate function and contraction principle from large deviations theory.
result Convergence properties of policy gradient methods can be extended to various policy parametrizations.

We propose expected policy gradients (EPG), which unify stochastic policy gradients (SPG) and deterministic policy gradients (DPG) for reinforcement learning. Inspired by expected sarsa, EPG integrates across the action when estimating the gradient, instead of relying only on the action in the sampled trajectory. We es…

2017-06-15abs ↗pdf ↗

Proposes CoPO, a new policy optimization method for competitive games.

problem Designing efficient optimization methods for competitive Markov decision processes.
method Competitive policy optimization (CoPO) approach that exploits game-theoretic nature of competitive games.
result Stable optimization, convergence to sophisticated strategies, and higher scores compared to baseline methods.

We propose expected policy gradients (EPG), which unify stochastic policy gradients (SPG) and deterministic policy gradients (DPG) for reinforcement learning. Inspired by expected sarsa, EPG integrates (or sums) across actions when estimating the gradient, instead of relying only on the action in the sampled trajectory…

2018-01-10abs ↗pdf ↗

Develops DPG methods for continuous-time RL with deterministic policies.

problem High variance and slow convergence in stochastic policy RL methods.
method Derives continuous-time policy gradient formula and proposes CT-DDPG algorithm.
result CT-DDPG achieves superior stability and faster convergence in continuous-time RL.

Recent advances in policy gradient methods and deep learning have demonstrated their applicability for complex reinforcement learning problems. However, the variance of the performance gradient estimates obtained from the simulation is often excessive, leading to poor sample efficiency. In this paper, we apply the stoc…

2017-10-17abs ↗pdf ↗

DSPI connects natural policy gradient to policy iteration, proving global convergence.

problem Optimizing policies in reinforcement learning.
method DSPI framework, combining smoothed policy iteration and natural policy gradient.
result DSPI achieves geometric convergence and optimal complexity for policy optimization.

Paper proposes a policy gradient method for confounded POMDPs.

problem Estimating policy gradients for confounded POMDPs with continuous state and observation spaces.
method Developed a novel identification result to estimate policy gradients using offline data, solved conditional moment restrictions, and applied min-max learning with function approximation.
result Showed global convergence of the proposed algorithm in finding the optimal policy.

Proposes log density gradient to improve reinforcement learning sample complexity.

problem Residual error in gradient estimation in policy gradient methods.
method Log density gradient method to correct residual error, using state-action discounted distributional formulation.
result Min-max optimization method to approximate log density gradient with on-policy samples, achieving sample complexity of m1/2m^{-1/2}.

New methods estimate policy value and gradients for deterministic policies from off-policy data.

problem Estimating policy value and gradients for deterministic policies from off-policy data.
method Proposed new doubly robust estimators based on kernelization approaches.
result Demonstrated a rate independent of horizon length for policy value and gradient estimation.

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.

We study the problem of off-policy policy optimization in Markov decision processes, and develop a novel off-policy policy gradient method. Prior off-policy policy gradient approaches have generally ignored the mismatch between the distribution of states visited under the behavior policy used to collect data, and what …

2019-04-17abs ↗pdf ↗

Softmax policy gradient achieves global optimality in wide neural networks with entropy regularization.

problem Optimizing softmax policies with neural networks in the mean-field regime.
method Modeling neural networks as Wasserstein gradient flows and proving global optimality of fixed points.
result Global optimality of softmax policy gradient in wide single hidden layer neural networks with entropy regularization.

Paper analyzes convergence of dynamic policy gradient for MDPs, improving performance in finite-time problems.

problem Optimal policies in finite-time MDPs are not stationary and require epoch-specific training.
method Introduces dynamic policy gradient combining dynamic programming and policy gradient, analyzes convergence for softmax parametrisation.
result Dynamic policy gradient training exploits finite-time structure, leading to better convergence bounds.

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 propose a new objective, the counterfactual objective, unifying existing objectives for off-policy policy gradient algorithms in the continuing reinforcement learning (RL) setting. Compared to the commonly used excursion objective, which can be misleading about the performance of the target policy when deployed, our…

2019-03-27abs ↗pdf ↗

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.

We address the challenge of effective exploration while maintaining good performance in policy gradient methods. As a solution, we propose diverse exploration (DE) via conjugate policies. DE learns and deploys a set of conjugate policies which can be conveniently generated as a byproduct of conjugate gradient descent. …

2019-02-10abs ↗pdf ↗