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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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62125187249 · Jun 202019922001200920172026
48 results for discrete actions

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 ↗

Soft Actor-Critic is a state-of-the-art reinforcement learning algorithm for continuous action settings that is not applicable to discrete action settings. Many important settings involve discrete actions, however, and so here we derive an alternative version of the Soft Actor-Critic algorithm that is applicable to dis…

2019-10-16abs ↗pdf ↗

We provide an action for gauge theories discretized on simplicial meshes, inspired by finite element methods. The action is discretely gauge invariant and we give a proof of consistency. A discrete Noether's theorem that can be applied to our setting, is also proved.

2010-06-10abs ↗pdf ↗

Groups can act on 3-manifolds if their Cayley complex can embed in specific types of 3-manifolds.

problem Understanding group actions on 3-manifolds.
method Proving groups admit actions on 3-manifolds if their Cayley complexes can embed in specific 3-manifolds.
result Groups with embeddable Cayley complexes can act on four specific types of 3-manifolds.

Hybrid Policy Optimization tackles reinforcement learning in hybrid spaces, improving performance over PPO.

problem Credit assignment issues and biased gradients in hybrid discrete-continuous action spaces.
method Mixed gradient estimator combining pathwise and score-function gradients, reformulating problems in hybrid form.
result HPO substantially outperforms PPO on inventory control and switched systems, with performance gaps increasing with continuous action dimension.

We propose here a new discretization method for a class continuum gauge theories which action functionnals are polynomials of the curvature. Based on the notion of holonomy, this discretization procedure appears gauge-invariant for discretized analogs of Yang-Mills theories, and hence gauge-fixing is fully rigorous for…

2017-06-29abs ↗pdf ↗

Study on 2-valued dynamics on complex plane, showing some dynamics can't be group actions.

problem Whether 2-valued dynamics can be defined by the action of a 2-valued group.
method Construction of examples of dynamics that are or are not group actions.
result Some 2-valued dynamics on complex plane cannot be defined by the action of a 2-valued group.

Study circle actions on unitary manifolds with discrete fixed points.

problem Understanding circle actions on compact unitary manifolds with discrete fixed points.
method Prove relationships between weights at fixed points and derive results regarding the first equivariant Chern class and Hirzebruch χyχ_y-genus.
result Derive a multigraph encoding fixed point data, leading to new insights into unitary S1S^1-manifolds.

Hybrid RL method optimizes trading by balancing continuous and discrete actions.

problem Optimal execution in algorithmic trading with continuous-discrete action space.
method Combines continuous and discrete RL agents for better trading decisions.
result Significantly outperforms existing methods in trading efficiency and stability.

Local-to-global principle for Morse actions on symmetric spaces.

problem Recognizing Morse actions on symmetric spaces.
method Equivariant Morse quasiisometric embeddings of trees into symmetric spaces.
result Algorithmic recognizability of Morse actions and construction of Morse Schottky subgroups.

New method constructs proper affine actions of groups in higher dimensions.

problem Finding proper affine actions of discrete groups in higher-dimensional spaces.
method Higher strip deformations and Margulis invariant for properness.
result Affine actions of convex cocompact groups and virtually free groups are constructed properly.

Being able to reason in an environment with a large number of discrete actions is essential to bringing reinforcement learning to a larger class of problems. Recommender systems, industrial plants and language models are only some of the many real-world tasks involving large numbers of discrete actions for which curren…

2015-12-24abs ↗pdf ↗

We translate a classification scheme for periodic CMC surfaces developed by J. Dorfmeister and the author to discrete CMC surfaces in the sense of A. Bobenko and U. Pinkall. The scheme uses the dressing action on discrete CMC surfaces to arrive at a classification for periodic discrete CMC surfaces.

1997-11-21abs ↗pdf ↗

In this technical note we give a purely geometric understanding of discrete torsion, as an analogue of orbifold Wilson lines for two-form tensor field potentials. In order to introduce discrete torsion in this context, we describe gerbes and the description of certain type II supergravity tensor field potentials as con…

1999-09-15abs ↗pdf ↗

It has long been assumed that high dimensional continuous control problems cannot be solved effectively by discretizing individual dimensions of the action space due to the exponentially large number of bins over which policies would have to be learned. In this paper, we draw inspiration from the recent success of sequ…

2017-05-14abs ↗pdf ↗

In this paper we propose a process of lagrangian reduction and reconstruction for nonholonomic discrete mechanical systems where the action of a continuous symmetry group makes the configuration space a principal bundle. The result of the reduction process is a discrete dynamical system that we call the discrete reduce…

2010-04-24abs ↗pdf ↗

Defines discrete symmetry of manifolds and proves bounds on its value.

problem Understanding the symmetry of manifolds and proving bounds on their discrete symmetry.
method Defining discrete degree of symmetry and proving bounds using effective actions of groups.
result Proves discsym(X)3n/2disc-sym(X) \leq 3n/2 for connected manifolds and provides evidence for discsym(X)ndisc-sym(X) \leq n.

Develops a statistical learning framework for personalized asset allocation.

problem Continuous-action decision-making with a large number of characteristics.
method Discretization approach with generalized penalties for penalized regression.
result Improves financial well-being with individualized optimal asset allocation.

The action dimension of a discrete group GG is the minimum dimension of contractible manifold that admits a proper GG-action. We compute the action dimension of the direct limit of a simple complex of groups for several classes of examples including: 1) Artin groups, 2) graph products of groups, and 3) fundamental gr…

2018-03-12abs ↗pdf ↗

We identify action representations from video data, proving their statistical benefits.

problem Identifying latent action policies from video data.
method Entropy-regularized LAPO objective, formalizing desiderata for action representations.
result Entropy-regularized LAPO identifies action representations satisfying desiderata under suitable conditions.

The paper extends invariant theory to non-compact and non-reductive actions, classifying four regimes.

problem Extending invariant theory to non-compact and non-reductive actions.
method Examined two specific settings: discrete subgroups of Lorentz group acting on Rn,1\mathbb{R}^{n,1} and cocompact actions on smooth manifolds.
result Classification of invariant-theoretic regimes into four categories, identifying boundaries of Hilbert--Weyl and Schwarz theorems.

Deep network predicts action sequences for complex tasks from a scene image.

problem Scalable task and motion planning from initial scene images.
method Deep convolutional recurrent neural network that predicts action sequences.
result Predicts promising action sequences, reducing motion planning problems.

A discrete conformal map (DCM) maps the square lattice to the Riemann sphere such that the image of every irreducible square has the same cross-ratio. This paper shows that every periodic DCM can be determined from spectral data (a hyperelliptic compact Riemann surface, called the spectral curve, equipped with some mar…

1999-05-19abs ↗pdf ↗