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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.

168,982 papers · 148 categories

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67134200267 · Jun 202019922001200920172026
48 results for high-dimensional actions

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.

AQL uses amortized inference to handle high-dimensional action spaces in Q-learning.

problem Difficulty in maximizing over large action spaces in Q-learning.
method Replace expensive maximization over all actions with a maximization over a small subset sampled from a learned proposal distribution.
result AQL outperforms existing methods on continuous control tasks with up to 21 dimensional actions.

Study cyclic group actions on specific high-dimensional manifolds.

problem Classify smooth actions of cyclic groups on certain high-dimensional manifolds.
method Analyzes smooth orientation-preserving actions of Z/m\mathbb Z/m on (n1)(n-1)-connected 2n2n-manifolds.
result Classifications up to smooth conjugation for specific cases of nn and mm.

The paper proves rigidity for mapping class group actions on metrics of positive scalar curvature.

problem Rigidity of mapping class group actions on metrics of positive scalar curvature.
method Parametrised Morse theory, 2-index theorem, sphere computations.
result Rigidity theorem for mapping class group action on positive scalar curvature metrics.

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.

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 ↗

New method reduces bias in high-dimensional action spaces for efficient reinforcement learning.

problem Large bias and difficulty in reusing old samples in high-dimensional action spaces.
method Dimension-wise IS weight clipping to control bias and adaptively manage IS weights.
result Proposed method outperforms PPO and other RL algorithms in various tasks.

Mutual-information regularization improves RL algorithms, especially in high-dimensional domains.

problem Value overestimation and exploration in reinforcement learning.
method Developed a novel mutual-information regularized actor-critic learning (MIRACLE) algorithm.
result MIRACLE outperforms state-of-the-art algorithms in continuous action spaces.

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 ↗

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 ↗

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 ↗

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.

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.

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 ↗

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.

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.

Action-bisimulation learns long-horizon controllability for reinforcement learning.

problem Learning relevant state features in high-dimensional observations for robust reinforcement learning.
method Action-bisimulation encoding, inspired by bisimulation invariance, extends single-step controllability to multi-step.
result Action-bisimulation pretraining improves sample efficiency in various environments.

Study shows high-dimensional sparse RL hardness and Lasso Q-iteration's nearly dimension-free regret.

problem Hardness of online sparse reinforcement learning in high-dimensional MDPs.
method Lower bound construction and Lasso fitted Q-iteration analysis.
result Lasso Q-iteration achieves nearly dimension-free regret of O~(s2/3N2/3)\tilde{O}(s^{2/3}N^{2/3}) with oracle access to a good exploratory policy.

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.

We introduce the notion of an EZ-structure on a group. Delta-hyperbolic groups and CAT(0)-groups have EZ-structures. We show torsion-free groups having an EZ-structure automatically have an action by homeomorphisms on a closed (high-dimensional) ball, which is well-behaved away from a "bad limit set" in the boundary of…

2004-05-13abs ↗pdf ↗

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 ↗

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 ↗

HashReward improves imitation learning in high-dimensional environments by balancing reward generation and dimensionality reduction.

problem Making policies generalize well in high-dimensional state-action spaces, especially in game playing with raw pixel inputs.
method HashReward uses supervised hashing to balance reward generation and dimensionality reduction.
result HashReward outperforms state-of-the-art methods in high-dimensional environments.

Study dynamic batch learning in high-dimensional sparse linear bandits.

problem Dynamic batch learning in high-dimensional sparse linear contextual bandits under batch constraints.
method Characterized fundamental learning limits via regret lower bound and provided matching upper bound.
result Prescribed an optimal scheme for dynamic batch learning in high-dimensional sparse linear contextual bandits.

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.

Random small feature subsets outperform FS in diverse datasets.

problem The significance of selected features in high-dimensional datasets is questionable.
method Analysis of 28 diverse datasets (microarray, RNA-Seq, etc.).
result Any arbitrary set of features performs as well as or better than selected features across datasets.

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 ↗

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.

Successor Options discovers reusable skills using landmark states.

problem Discovering reusable skills in reinforcement learning.
method Leverages Successor Representations to build a state space model and learns intra-option policies using a novel pseudo-reward.
result Demonstrates the approach's efficacy on grid-worlds and high-dimensional robotic control environments.

A new reinforcement learning method reduces action complexity for robust control.

problem Deep reinforcement learning's susceptibility to spurious correlations.
method Minimizing trajectory entropy to encourage simple, predictable actions.
result Trajectory Entropy Reinforcement Learning achieves superior performance and robustness.

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 ↗

Minimum attention improves reinforcement learning performance in high-dimensional dynamics.

problem Improving reinforcement learning performance in high-dimensional nonlinear dynamics.
method Applying minimum attention as a regularization technique in reinforcement learning, including model-based and model-free approaches.
result Minimum attention outperforms state-of-the-art algorithms in few-shot adaptation and variance reduction.

New model for bandit problem with linear rewards and side information.

problem Hidden Markovian bandit problem with linear rewards and side information.
method Presented a model and algorithm with regret analysis for the problem.
result Logarithmic regret achieved even in high-dimensional problems with structural side information.

Due to the capability of deep learning to perform well in high dimensional problems, deep reinforcement learning agents perform well in challenging tasks such as Atari 2600 games. However, clearly explaining why a certain action is taken by the agent can be as important as the decision itself. Deep reinforcement learni…

2019-02-01abs ↗pdf ↗