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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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3867721,1571,543 · Jun 202019922001200920172026
48 results for episodic learning

Algorithm tackles constrained reinforcement learning with concave-convex and knapsack constraints.

problem Constrained episodic reinforcement learning with concave rewards and convex constraints.
method Modular analysis with strong theoretical guarantees for concave-convex and knapsack settings.
result Significantly outperforms existing approaches in constrained episodic environments.

Algorithm improves online learning in adversarial bandits.

problem Online learning in adversarial multi-armed bandits with non-uniform best arm distribution.
method Online-within-online setup, inner and outer learners, leveraging non-uniform empirical distribution of best arms.
result Improves regret bounds for non-uniform best arm distributions.

Many interesting real world domains involve reinforcement learning (RL) in partially observable environments. Efficient learning in such domains is important, but existing sample complexity bounds for partially observable RL are at least exponential in the episode length. We give, to our knowledge, the first partially …

2016-05-25abs ↗pdf ↗

We introduce a new class of reinforcement learning methods referred to as {\em episodic multi-armed bandits} (eMAB). In eMAB the learner proceeds in {\em episodes}, each composed of several {\em steps}, in which it chooses an action and observes a feedback signal. Moreover, in each step, it can take a special action, c…

2015-08-04abs ↗pdf ↗

We consider online learning in episodic loop-free Markov decision processes (MDPs), where the loss function can change arbitrarily between episodes, and the transition function is not known to the learner. We show O~(LXAT)\tilde{O}(L|X|\sqrt{|A|T}) regret bound, where TT is the number of episodes, XX is the state space, $A…

2019-05-19abs ↗pdf ↗

We introduce a lifelong language learning setup where a model needs to learn from a stream of text examples without any dataset identifier. We propose an episodic memory model that performs sparse experience replay and local adaptation to mitigate catastrophic forgetting in this setup. Experiments on text classificatio…

2019-06-03abs ↗pdf ↗

This paper explores how environmental properties can simplify reinforcement learning in non-episodic settings.

problem Challenges in reinforcement learning with continuous interaction and sparse delayed rewards.
method Analysis of environment shaping and dynamism properties to simplify learning.
result Properties like environment shaping and dynamism can significantly ease learning in non-episodic, sparse reward settings.

New algorithm for average reward learning with bounded hitting time assumption.

problem Minimizing regret in average reward reinforcement learning with bounded hitting time.
method Optimistic Q-learning with a novel L\overline{L} operator for bounded hitting time.
result Regret bound of ildeO(H5SAT) ilde{O}(H^5 S\sqrt{AT}) for average reward learning.

MEMEC improves sample efficiency in reinforcement learning.

problem Lack of sample efficiency in reinforcement learning.
method Proposes MEMEC, a Boltzmann policy with state-dependent temperature for more principled exploration.
result MEMEC outperforms other methods on classic RL environments and Atari games.

Paper proposes RRD to learn proxy rewards for sparse delayed rewards in episodic reinforcement learning.

problem Learning from sparse and delayed rewards in reinforcement learning.
method Randomized Return Decomposition (RRD) algorithm to redistribute rewards.
result Substantial improvement over baseline algorithms in experiments.

Improved reinforcement learning for episodes with varying action sets.

problem Reinforcement learning with context-dependent action sets.
method Extends MVP algorithm to handle adversarial and stochastic contexts.
result Established minimax regret bounds of O(SAH3KlogL)O(\sqrt{SAH^3K\log L}) for adversarial contexts.

Long horizon reinforcement learning is as hard as short horizon learning.

problem Understanding the difficulty of long horizon reinforcement learning problems.
method Introduced new concepts: ε-net for optimal policies and Online Trajectory Synthesis algorithm.
result Proved that sample complexity scales logarithmically with the planning horizon, refuting the conjecture.

In continual learning (CL), an agent learns from a stream of tasks leveraging prior experience to transfer knowledge to future tasks. It is an ideal framework to decrease the amount of supervision in the existing learning algorithms. But for a successful knowledge transfer, the learner needs to remember how to perform …

2019-02-27abs ↗pdf ↗

Meta-learning agents excel at rapidly learning new tasks from open-ended task distributions; yet, they forget what they learn about each task as soon as the next begins. When tasks reoccur - as they do in natural environments - metalearning agents must explore again instead of immediately exploiting previously discover…

2018-05-24abs ↗pdf ↗

Reinforcement learning (RL) algorithms have made huge progress in recent years by leveraging the power of deep neural networks (DNN). Despite the success, deep RL algorithms are known to be sample inefficient, often requiring many rounds of interaction with the environments to obtain satisfactory performance. Recently,…

2018-05-19abs ↗pdf ↗

State of the art deep reinforcement learning algorithms take many millions of interactions to attain human-level performance. Humans, on the other hand, can very quickly exploit highly rewarding nuances of an environment upon first discovery. In the brain, such rapid learning is thought to depend on the hippocampus and…

2016-06-14abs ↗pdf ↗

PS4POMDPs algorithm simplifies online learning for episodic POMDPs with unknown models.

problem Learning in POMDPs is harder than in MDPs; online learning is especially challenging.
method Posterior Sampling-based reinforcement learning algorithm (PS4POMDPs)
result Bayesian regret scales as √number of episodes and is polynomial in other parameters.

We consider a reinforcement learning (RL) setting in which the agent interacts with a sequence of episodic MDPs. At the start of each episode the agent has access to some side-information or context that determines the dynamics of the MDP for that episode. Our setting is motivated by applications in healthcare where ba…

2017-11-15abs ↗pdf ↗

Current deep neural networks can achieve remarkable performance on a single task. However, when the deep neural network is continually trained on a sequence of tasks, it seems to gradually forget the previous learned knowledge. This phenomenon is referred to as \textit{catastrophic forgetting} and motivates the field c…

2019-09-25abs ↗pdf ↗

StepMix algorithm ensures safe exploration in reinforcement learning with near-optimal performance.

problem Conservative exploration in reinforcement learning under episode-wise constraints.
method StepMix algorithm balances exploitation and exploration while ensuring episode-wise conservative constraint.
result StepMix achieves near-optimal regret order as in the constraint-free setting.

Most provably-efficient learning algorithms introduce optimism about poorly-understood states and actions to encourage exploration. We study an alternative approach for efficient exploration, posterior sampling for reinforcement learning (PSRL). This algorithm proceeds in repeated episodes of known duration. At the sta…

2013-06-04abs ↗pdf ↗

Quantum UCB algorithm reduces reinforcement learning regret exponentially.

problem Episodic reinforcement learning with quantum state evolution.
method Upper Confidence Bound (UCB) quantum algorithm with quantum mean estimation.
result Exponential improvement in regret from $\Tilde{\mathcal{O}}(\sqrt{K})$ to $\Tilde{\mathcal{O}}(1)$.

The success of popular algorithms for deep reinforcement learning, such as policy-gradients and Q-learning, relies heavily on the availability of an informative reward signal at each timestep of the sequential decision-making process. When rewards are only sparsely available during an episode, or a rewarding feedback i…

2018-05-25abs ↗pdf ↗

We propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive) latent variable models such as hidden Markov models, POMDPs are more challenging…

2016-02-25abs ↗pdf ↗

New algorithm reduces reinforcement learning complexity, approaching contextual bandits.

problem Episodic reinforcement learning's difficulty compared to contextual bandits.
method Proposes MVP algorithm with a new Bernstein-type bonus for episodic reinforcement learning.
result Achieves near-optimal regret bound of $O\left(\left(\sqrt{SAK} + S^2A ight) \poly\log \left(SAHK ight) ight)$, improving state-of-the-art results.

Algorithm learns both stochastic and adversarial MDPs with best-of-both-worlds guarantees.

problem Learning episodic MDPs with known transition and bandit feedback.
method Follow-the-Regularized-Leader method with a hybrid regularizer.
result Achieves O(logT)\mathcal{O}(log T) regret for stochastic losses and ildeO(T) ilde{\mathcal{O}}(\sqrt{T}) regret for adversarial losses.

New algorithm reduces regret and constraint violation in adversarial CMDP learning.

problem Online learning for episodic stochastically constrained Markov decision processes (CMDPs) with adversarial loss.
method Upper Confidence Primal-Dual Reinforcement Learning (UC-PDL) algorithm.
result Achieves O~(LSAT)\widetilde{\mathcal{O}}(L|\mathcal{S}|\sqrt{|\mathcal{A}|T}) upper bounds of both regret and constraint violation.

Efficiently stores and retrieves past states for faster learning in reinforcement learning.

problem Data inefficiency and memory limitations in reinforcement learning.
method Dynamic online k-means for state clustering and prioritization.
result Dynamic online k-means improves performance with smaller memory sizes.

UC-SSP algorithm tackles exploration in stochastic shortest path problems without loop-free assumption.

problem Exploration in goal-oriented reinforcement learning problems under stochastic shortest path formulation.
method UC-SSP algorithm with a novel stopping rule to interrupt and switch policies.
result Regret bound of O~(DSADK)\displaystyle \widetilde{\mathcal{O}}( D S \sqrt{ A D K}) after KK episodes.

This paper studies poisoning attacks in episodic RL and discovers their effectiveness depends on reward bounds.

problem Understanding security threats to RL algorithms through poisoning attacks.
method Examined two types of poisoning attacks: reward and action manipulation, in bounded and unbounded reward settings.
result The effectiveness of poisoning attacks depends on reward bounds, with different attack costs and success rates.

UDRL fails to converge in stochastic environments with episodic resets.

problem UDRL's convergence in stochastic environments with resets is questioned.
method UDRL is a supervised learning approach that does not use value functions.
result UDRL diverges in a simple stochastic environment with resets.

Study shows reinforcement learning is possible with once-per-episode feedback.

problem Challenges of reinforcement learning with sparse feedback.
method Introduced a model where trajectory labels are generated by an unknown parametric model and developed an algorithm for sublinear regret.
result Achieved sublinear regret with a statistically and computationally efficient algorithm.