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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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164329493657 · Jun 202019922001200920172026
48 results for high-dimensional action spaces

A new benchmark task for evaluating policy learning in complex, high-dimensional action spaces.

problem Lack of a commonly accepted benchmark for evaluating policy learning in hierarchical tasks with high-dimensional action spaces.
method Proposed DinerDash Gym benchmark and Decomposed Policy Graph Modelling (DPGM) algorithm.
result DPGM achieves significant improvement over baselines and effectively injects domain knowledge.

Hybridizes CEM and gradient descent for efficient model-predictive control.

problem Efficiently planning optimal action sequences in high-dimensional spaces.
method Interleaves Cross-Entropy Method (CEM) and gradient descent steps.
result Faster convergence and avoidance of local optima compared to CEM.

We present a rigidity theorem for the action of the mapping class group π0(Diff(M))π_0(\mathrm{Diff}(M)) on the space R+(M)\mathcal{R}^+(M) of metrics of positive scalar curvature for high dimensional manifolds MM. This result is applicable to a great number of cases, for example to simply connected 66-manifolds and high dimensi…

2019-12-18abs ↗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 ↗

Algorithm learns diffusion processes with high-dimensional state spaces.

problem Stochastic control of unbounded diffusion processes with high-dimensional state spaces.
method Adaptive partitioning and learning algorithm that refines discretization based on estimation bias and statistical confidence.
result Established regret bounds that depend on problem parameters, extending to unbounded diffusion processes.

This research tackles intervention-centric causal reasoning in learning agents by using meta-learning.

problem Learning agents lack the concept of interventions, making causal learning challenging.
method A meta-reinforcement learning algorithm is used to learn causal relationships from observational data.
result The approach enables agents to learn and manipulate the environment effectively.

Randomized value functions offer a promising approach towards the challenge of efficient exploration in complex environments with high dimensional state and action spaces. Unlike traditional point estimate methods, randomized value functions maintain a posterior distribution over action-space values. This prevents the …

2018-06-06abs ↗pdf ↗

Policy optimization on high-dimensional continuous control tasks exhibits its difficulty caused by the large variance of the policy gradient estimators. We present the action subspace dependent gradient (ASDG) estimator which incorporates the Rao-Blackwell theorem (RB) and Control Variates (CV) into a unified framework…

2018-05-09abs ↗pdf ↗

Deep reinforcement learning (RL) methods generally engage in exploratory behavior through noise injection in the action space. An alternative is to add noise directly to the agent's parameters, which can lead to more consistent exploration and a richer set of behaviors. Methods such as evolutionary strategies use param…

2017-06-06abs ↗pdf ↗

A new method for sparse linear bandits reduces exploration-exploitation tradeoff.

problem Sparse linear bandits in high-dimensional settings with finite actions.
method Best subset selection for parameter estimation and doubly growing epochs for regret minimization.
result Achieves nearly dimension-independent regret of ildeO(sT) ilde{\mathcal{O}}(s\sqrt{T}) with high probability.

High-dimensional representations often have a lower dimensional underlying structure. This is particularly the case in many decision making settings. For example, when the representation of actions is generated from a deep neural network, it is reasonable to expect a low-rank structure whereas conventional structures l…

2019-01-28abs ↗pdf ↗

A planning approach learns skills from interactions, balancing exploration and exploitation.

problem Learning robust high-level skills in noisy environments with unknown pre-conditions.
method Formulates skills as high-level policies, learns plans via bandit problems, balances exploration and exploitation.
result A planner capable of learning robust high-level skills in high-dimensional state spaces.

Real-world applications require RL algorithms to act safely. During learning process, it is likely that the agent executes sub-optimal actions that may lead to unsafe/poor states of the system. Exploration is particularly brittle in high-dimensional state/action space due to increased number of low-performing actions. …

2019-02-23abs ↗pdf ↗

Data-efficient learning in continuous state-action spaces using very high-dimensional observations remains a key challenge in developing fully autonomous systems. In this paper, we consider one instance of this challenge, the pixels to torques problem, where an agent must learn a closed-loop control policy from pixel i…

2015-02-08abs ↗pdf ↗

RANDPOL uses randomized networks for efficient reinforcement learning in continuous state and action MDPs.

problem Efficient reinforcement learning in environments with continuous state and action spaces.
method RANDPOL uses randomized function approximation to represent policy and value functions, providing finite time guarantees and improved numerical performance.
result RANDPOL achieves better numerical performance and provides finite time guarantees compared to deep neural network based algorithms.

Exploration is an extremely challenging problem in reinforcement learning, especially in high dimensional state and action spaces and when only sparse rewards are available. Effective representations can indicate which components of the state are task relevant and thus reduce the dimensionality of the space to explore.…

2019-05-27abs ↗pdf ↗

Many sequential decision-making tasks require choosing at each decision step the right action out of the vast set of possibilities by extracting actionable intelligence from high-dimensional data streams. Most of the times, the high-dimensionality of actions and data makes learning of the optimal actions by traditional…

2019-07-01abs ↗pdf ↗

The paper extends a learning heuristic to high-dimensional contexts, reducing the risk of unusual actions.

problem Sequential learning problems in high dimensions, especially in dynamic pricing and auctions.
method Introducing a conservative εtε_t-greedy rule that limits the adoption of new actions to a focused set of promising actions.
result Reasonable bounds for cumulative regret and improved regret bound for conservative version compared to non-conservative.

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 investigate the existence of homotopy comoment maps (comoments) for high-dimensional spheres seen as multisymplectic manifolds. Especially, we solve the existence problem for compact effective group actions on spheres and provide explicit constructions for such comoments in interesting particular cases.

2019-06-20abs ↗pdf ↗

Visual observations of dynamic phenomena, such as human actions, are often represented as sequences of smoothly-varying features . In cases where the feature spaces can be structured as Riemannian manifolds, the corresponding representations become trajectories on manifolds. Analysis of these trajectories is challengin…

2016-03-07abs ↗pdf ↗

We explicitly classify all pairs (M,G)(M,G), where MM is a connected complex manifold of dimension n2n\ge 2 and GG is a connected Lie group acting properly and effectively on MM by holomorphic transformations and having dimension dGd_G satisfying n2+2dG<n2+2nn^2+2\le d_G<n^2+2n. These results extend -- in the complex case -- the…

2006-10-10abs ↗pdf ↗

Model-based reinforcement learning (MBRL) with model-predictive control or online planning has shown great potential for locomotion control tasks in terms of both sample efficiency and asymptotic performance. Despite their initial successes, the existing planning methods search from candidate sequences randomly generat…

2019-06-20abs ↗pdf ↗

ESAC combines genetic methods with RL to improve scalability and efficiency.

problem Combining genetic scalability with RL's data efficiency and optimal control.
method Combines Evolution Strategies (ES) with Soft Actor-Critic (SAC) to enable skill transfer and reduce hyperparameter sensitivity.
result Demonstrates improved performance and sample efficiency in challenging tasks.

Approximate linear programming (ALP) represents one of the major algorithmic families to solve large-scale Markov decision processes (MDP). In this work, we study a primal-dual formulation of the ALP, and develop a scalable, model-free algorithm called bilinear ππ learning for reinforcement learning when a sampling or…

2018-04-27abs ↗pdf ↗

Jointly tackles assortment and pricing in retail, using bandit models.

problem Maximizing revenue or profit in retail through optimal assortment and pricing.
method Contextual bandits with a flexible, interpretable model for high-dimensional contexts and actions.
result Proves lower regret compared to state-of-the-art methods in various bandit and pricing models.

Scalable and effective exploration remains a key challenge in reinforcement learning (RL). While there are methods with optimality guarantees in the setting of discrete state and action spaces, these methods cannot be applied in high-dimensional deep RL scenarios. As such, most contemporary RL relies on simple heuristi…

2016-05-31abs ↗pdf ↗

Algorithm estimates human decision-making in high-dimensional states with finite-time guarantees.

problem Estimating optimal policies and measures of fit in dynamic decision models with high-dimensional state spaces.
method Single-loop estimation algorithm with stochastic gradient steps for reward maximization.
result Algorithm converges to a stationary solution with finite-time guarantees and approximates maximum likelihood sublinearly.

In this paper, we present our approach to solve a physics-based reinforcement learning challenge "Learning to Run" with objective to train physiologically-based human model to navigate a complex obstacle course as quickly as possible. The environment is computationally expensive, has a high-dimensional continuous actio…

2017-11-18abs ↗pdf ↗

Imitation from observation (IfO) is the problem of learning directly from state-only demonstrations without having access to the demonstrator's actions. The lack of action information both distinguishes IfO from most of the literature in imitation learning, and also sets it apart as a method that may enable agents to l…

2018-07-17abs ↗pdf ↗

One of the key issues for imitation learning lies in making policy learned from limited samples to generalize well in the whole state-action space. This problem is much more severe in high-dimensional state environments, such as game playing with raw pixel inputs. Under this situation, even state-of-the-art adversary-b…

2019-09-09abs ↗pdf ↗

The paper analyzes Q-learning convergence rates with asynchronous updates.

problem Analyzing convergence rates of asynchronous Q-learning algorithms.
method Derives rates of convergence using high-dimensional central limit theorems.
result Establishes a rate of order up to n1/6log4(nSA)n^{-1/6} \log^{4} (nS A) for hyper-rectangles.

Paper solves POMDPs in continuous time and discrete spaces.

problem Optimal decision making in discrete state and action space systems under partial observability.
method Combining optimal filtering theory and deep learning to solve a Hamilton-Jacobi-Bellman equation.
result Derives a mathematical description and solution approach for continuous-time POMDPs.

The paper calculates the value of information in high-dimensional decision making.

problem Determining the value of acquiring new information in high-dimensional decision problems.
method Using tools from sub-Gaussian processes and generic chaining for asymptotic analysis.
result Asymptotic results on the expected value of information as dimensionality increases.

Proposes a novel algorithm for multi-objective reinforcement learning.

problem Challenges in setting numerical preferences for objectives in different units and scales.
method Learn action distributions for each objective and use supervised learning to fit a parametric policy.
result Demonstrates effectiveness on robotics tasks, allowing tracing out the space of nondominated solutions.