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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.

168,695 papers · 148 categories

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53106158211 · Jun 202019922001200920172026
48 results for greedy policy

Greedy policies perform poorly in imperfectly observed contextual bandits.

problem Performance of Greedy policies in bandits with partially observed contexts.
method Analysis of Greedy reinforcement learning policies under imperfectly observed contextual bandits.
result Worst-case regret grows poly-logarithmically with the time horizon and the failure probability.

Recent successful deep reinforcement learning algorithms, such as Trust Region Policy Optimization (TRPO) or Proximal Policy Optimization (PPO), are fundamentally variations of conservative policy iteration (CPI). These algorithms iterate policy evaluation followed by a softened policy improvement step. As so, they are…

2019-07-02abs ↗pdf ↗

A major problem in data augmentation is to ensure that the generated new samples cover the search space. This is a challenging problem and requires exploration for data augmentation policies to ensure their effectiveness in covering the search space. In this paper, we propose Greedy AutoAugment as a highly efficient se…

2019-08-02abs ↗pdf ↗

Paper analyzes Greedy-GQ for reinforcement learning with Markovian noise.

problem Analyzing Greedy-GQ for reinforcement learning with Markovian noise.
method Develops finite-sample analysis for Greedy-GQ with linear function approximation under Markovian noise.
result Provides theoretical justification for choosing stepsizes for faster convergence.

Optimizes state monitoring in Markovian systems with cost constraints.

problem Balancing state queries with prediction costs in Markovian systems.
method Greedy policy and SGD-based learning variant for optimal predict-query tradeoff.
result Greedy policy is suboptimal but performs close to optimal under certain conditions.

Entropy regularization improves policy optimization in reinforcement learning.

problem Improving policy optimization in reinforcement learning.
method Entropy regularization is introduced to soften the greedy policy towards a more diverse softmax policy, leading to a continuously parameterized algorithm that interpolates between policy gradient and Q-learning.
result An intermediate algorithm can improve performance in reinforcement learning.

New distributions allow greedy arm selection in sparse bandit problems.

problem Sparse contextual bandit problem with sparse parameters and feature distributions.
method Introduced new distribution classes and demonstrated that mixtures of these distributions are also greedy-applicable.
result Greedy algorithm applicable to a wider range of arm feature distributions, including those with origin-asymmetric support.

Simple policy search outperforms advanced learnable test-time augmentation techniques.

problem Improving predictive performance through test-time data augmentation.
method Greedy policy search (GPS) for learning test-time augmentation policies.
result Augmentation policies learned with GPS achieve superior predictive performance and robustness.

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.

This paper analyzes the sample complexity of two timescale reinforcement learning algorithms.

problem Analyzing the sample complexity of two timescale reinforcement learning algorithms.
method Non-asymptotic analysis of linear and nonlinear TDC and Greedy-GQ algorithms under Markovian sampling with constant stepsize.
result The paper provides non-asymptotic convergence results for two timescale linear and nonlinear TDC and Greedy-GQ algorithms.

ETGL-DDPG improves DDPG for sparse reward control with new exploration and replay techniques.

problem Sparse reward continuous control in reinforcement learning.
method Introduces εtεt-greedy search and GDRB framework for efficient exploration and reward use.
result ETGL-DDPG outperforms DDPG and other methods on sparse-reward continuous benchmarks.

Bayesian approach improves ε\varepsilon-greedy exploration in RL.

problem Improving ε\varepsilon-greedy exploration in model-free RL.
method Introducing a Bayesian model update for ε\varepsilon based on BMC.
result Proposed ε\varepsilon- exttt{BMC} algorithm efficiently balances exploration and exploitation.

Real Time Dynamic Programming (RTDP) is an online algorithm based on Dynamic Programming (DP) that acts by 1-step greedy planning. Unlike DP, RTDP does not require access to the entire state space, i.e., it explicitly handles the exploration. This fact makes RTDP particularly appealing when the state space is large and…

2019-09-10abs ↗pdf ↗

Cramming method evaluates learned policies from contextual bandits efficiently.

problem Evaluating final learned policies from contextual bandit algorithms.
method On-policy evaluation using a single pass of data, ensuring consistency and asymptotic normality.
result Cramming method reduces evaluation standard error by approximately 40% compared to off-policy methods.

Multi-step greedy policies have been extensively used in model-based reinforcement learning (RL), both when a model of the environment is available (e.g.,~in the game of Go) and when it is learned. In this paper, we explore their benefits in model-free RL, when employed using multi-step dynamic programming algorithms: …

2019-10-07abs ↗pdf ↗

Bayesian sOED uses PG reinforcement learning for efficient experiment design.

problem Optimizing sequential experiments for nonlinear models with limited data.
method Formulated as POMDP, solved via PG methods with neural network parameterization.
result Demonstrated advantages over batch and greedy designs in contaminant source inversion.

New guarantees for adaptive combinatorial maximization with various objectives.

problem Maximizing under cardinality constraints and minimum cost coverage in adaptive settings.
method Bayesian approach with comprehensive approximation guarantees for various utility functions.
result Maximal gain ratio is a new parameter that provides stronger approximation guarantees than greedy policies.

Proposes H-UCRL for efficient model-based RL with sublinear regret.

problem Greedy policy exploration in model-based RL ignores epistemic uncertainty.
method Reparameterizes plausible models, hallucinates control, augments input space, solves with greedy planners.
result H-UCRL achieves provably sublinear regret for Gaussian Process models.

A new RL approach learns near-equivalent actions for healthcare decisions.

problem Finding optimal actions in healthcare settings where actions may be near-equivalent.
method Temporal difference learning with a near-greedy heuristic for action selection.
result The proposed algorithm discovers meaningful near-equivalent actions and converges well.

The question of how to explore, i.e., take actions with uncertain outcomes to learn about possible future rewards, is a key question in reinforcement learning (RL). Here, we show a surprising result: We show that Q-learning with nonlinear Q-function and no explicit exploration (i.e., a purely greedy policy) can learn s…

2018-05-29abs ↗pdf ↗

New method learns decisions from collective preferences without individual covariates.

problem Making decisions online without individual covariates.
method Collaborative filtering, matrix completion bandit, ε-greedy policy, online gradient descent, inverse propensity weighting.
result Method outperforms benchmarks and reveals new discoveries.

Simplifies RL training with fewer techniques, reducing bias and instability.

problem Training instabilities and high sample complexity in RL.
method Introduced a simple deterministic policy gradient, used propensity estimation, and delayed policy updates.
result Improved performance and reduced sample complexity through these techniques.

The famous Policy Iteration algorithm alternates between policy improvement and policy evaluation. Implementations of this algorithm with several variants of the latter evaluation stage, e.g, nn-step and trace-based returns, have been analyzed in previous works. However, the case of multiple-step lookahead policy impr…

2018-02-10abs ↗pdf ↗

Study improves CTS's approximation regret for combinatorial bandits.

problem Improving CTS's performance on non-exact oracles.
method Develops a new O(log(T)/Δ)\mathcal{O}(\log(T)/Δ) upper bound for CTS under specific conditions.
result First O(log(T)/Δ)\mathcal{O}(\log(T)/Δ) approximation regret upper bound for CTS.

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 algorithm for reinforcement learning reduces complexity and guarantees convergence.

problem Reinforcement learning problems with convex occupancy measures.
method MD-CURL, inspired by mirror descent, uses non-standard regularization.
result Achieves convergence guarantees and simple closed-form solution.

GPE algorithm optimizes nonparametric contextual bandits with efficient regret bounds.

problem Optimizing nonparametric contextual bandits with efficient regret bounds.
method Inspired by Policy Elimination, GPE uses oracle-efficient techniques for nonparametric classes with infinite VC-dimension.
result GPE is regret-optimal for policy classes with integrable entropy, and for larger entropy, it provides an ε\varepsilon-greedy algorithm with matching regret bounds.