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.
Model-based reinforcement learning algorithms tend to achieve higher sample efficiency than model-free methods. However, due to the inevitable errors of learned models, model-based methods struggle to achieve the same asymptotic performance as model-free methods. In this paper, We propose a Policy Optimization method w…
We compare the model-free reinforcement learning with the model-based approaches through the lens of the expressive power of neural networks for policies, Q-functions, and dynamics. We show, theoretically and empirically, that even for one-dimensional continuous state space, there are many MDPs whose optimal Q-func…
Model-based reinforcement learning has the potential to be more sample efficient than model-free approaches. However, existing model-based methods are vulnerable to model bias, which leads to poor generalization and asymptotic performance compared to model-free counterparts. In addition, they are typically based on the…
Designing effective model-based reinforcement learning algorithms is difficult because the ease of data generation must be weighed against the bias of model-generated data. In this paper, we study the role of model usage in policy optimization both theoretically and empirically. We first formulate and analyze a model-b…
Model-free reinforcement learning methods such as the Proximal Policy Optimization algorithm (PPO) have successfully applied in complex decision-making problems such as Atari games. However, these methods suffer from high variances and high sample complexity. On the other hand, model-based reinforcement learning method…
Model-based reinforcement learning approaches carry the promise of being data efficient. However, due to challenges in learning dynamics models that sufficiently match the real-world dynamics, they struggle to achieve the same asymptotic performance as model-free methods. We propose Model-Based Meta-Policy-Optimization…
In this work, we aim to solve data-driven optimization problems, where the goal is to find an input that maximizes an unknown score function given access to a dataset of inputs with corresponding scores. When the inputs are high-dimensional and valid inputs constitute a small subset of this space (e.g., valid protein s…
This work considers the sample and computational complexity of obtaining an ε-optimal policy in a discounted Markov Decision Process (MDP), given only access to a generative model. In this work, we study the effectiveness of the most natural plug-in approach to model-based planning: we build the maximum likelihood es…
The most data-efficient algorithms for reinforcement learning in robotics are model-based policy search algorithms, which alternate between learning a dynamical model of the robot and optimizing a policy to maximize the expected return given the model and its uncertainties. However, the current algorithms lack an effec…
Model-based reinforcement learning (RL) has proven to be a data efficient approach for learning control tasks but is difficult to utilize in domains with complex observations such as images. In this paper, we present a method for learning representations that are suitable for iterative model-based policy improvement, e…
Model-based reinforcement learning (RL) is considered to be a promising approach to reduce the sample complexity that hinders model-free RL. However, the theoretical understanding of such methods has been rather limited. This paper introduces a novel algorithmic framework for designing and analyzing model-based RL algo…
RH-UCRL combines pessimism and optimism for robust RL.
problem Ensuring reliable performance in real-world RL tasks with worst-case scenarios.
method RH-UCRL is a model-based RL algorithm that optimizes between an agent and an adversary, distinguishing between epistemic and aleatoric uncertainty.
result RH-UCRL achieves near-optimal sample complexity guarantees and outperforms other robust RL algorithms in adversarial environments.
Traditional model-based reinforcement learning approaches learn a model of the environment dynamics without explicitly considering how it will be used by the agent. In the presence of misspecified model classes, this can lead to poor estimates, as some relevant available information is ignored. In this paper, we introd…
Model-based clustering approaches concern the paradigm of exploratory data analysis relying on the finite mixture model to automatically find a latent structure governing observed data. They are one of the most popular and successful approaches in cluster analysis. The mixture density estimation is generally performed …
We propose a penalized likelihood method to jointly estimate multiple precision matrices for use in quadratic discriminant analysis and model based clustering. A ridge penalty and a ridge fusion penalty are used to introduce shrinkage and promote similarity between precision matrix estimates. Block-wise coordinate desc…