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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.

169,051 papers · 148 categories

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220440659879 · Jun 202019922001200920182026
48 results for model-free algorithms

New model-free DR-RL algorithm with finite sample complexity.

problem Limited model-free DR-RL methods with convergence guarantees or sample complexities.
method Integrates Multi-level Monte Carlo (MLMC) technique with threshold mechanism.
result First model-free DR-RL approach with finite sample complexity for total variation and Chi-square divergence.

A new model-free algorithm achieves near-optimal regret for infinite-horizon MDPs.

problem Model-free reinforcement learning for infinite-horizon average-reward MDPs.
method Exploration Enhanced Q-learning (EE-QL) for weakly communicating MDPs.
result Achieves O(T)O(\sqrt{T}) regret bound for general weakly communicating MDPs.

New RL algorithms show model-based methods are more efficient than model-free ones in complex decision processes.

problem Efficient reinforcement learning in contextual decision processes with strategic exploration.
method Design of new model-based RL algorithms with sample complexity governed by witness rank.
result Exponential separation between model-based and model-free RL in some rich-observation settings.

Optimizes control of noisy discrete systems without system matrix knowledge.

problem Optimal control of discrete-time systems with additive and multiplicative noises.
method Stochastic Lyapunov and Riccati equations, model-free reinforcement learning.
result Model-free reinforcement learning algorithm converges to optimal control policy.

New model-free algorithms learn representations for low-rank MDPs efficiently.

problem Learning representations in reinforcement learning for low-rank MDPs.
method Developed minimax representation learning objective and interleaved with reward-free exploration.
result Proven sample efficiency and scalability to complex environments.

New algorithm borrows future randomness to stabilize model-free control.

problem Double sampling problem in model-free control with nonlinear approximations.
method Borrowing from the future (BFF) algorithm to approximate re-sampling of next states.
result BFF is close to unbiased SGD under smooth dynamics, validated by simulations.

DREAM learns optimal strategies in imperfect games without needing a simulator.

problem Learning optimal strategies in imperfect-information games with multiple agents.
method DREAM is a deep reinforcement learning algorithm that converges to Nash Equilibria and coarse correlated equilibria.
result DREAM achieves state-of-the-art performance in benchmark games and is competitive with simulator-based algorithms.

Paper develops efficient algorithms for zero-sum Markov games with general function classes.

problem Challenging settings in zero-sum Markov games with parameterized value functions or models.
method Developed new model-free and model-based algorithms for decoupled and coordinated settings.
result Improved sample complexity and regret bounds for various settings.

Model-free approaches for reinforcement learning (RL) and continuous control find policies based only on past states and rewards, without fitting a model of the system dynamics. They are appealing as they are general purpose and easy to implement; however, they also come with fewer theoretical guarantees than model-bas…

2018-04-17abs ↗pdf ↗

New algorithms for model selection in off-policy evaluation of reinforcement learning.

problem Hyperparameter tuning for off-policy evaluation methods in reinforcement learning.
method Developed new model-free and model-based selectors with theoretical guarantees and a new experimental protocol.
result New model-free selector, LSTD-Tournament, demonstrates promising empirical performance.

New algorithm improves sample efficiency for zero-sum Markov games.

problem Improving sample efficiency for model-free algorithms in zero-sum Markov games.
method Proposes a model-free stage-based Q-learning algorithm using variance reduction techniques.
result Achieves optimal sample complexity for finding ε-optimal Nash Equilibrium.

Proposes model-free learning for solving optimization problems with constraints.

problem Hard or impossible to derive expressions for objective function or constraints in optimization problems.
method Uses neural networks to parameterize the function and constraints, trains all networks simultaneously, and connects to reinforcement learning.
result Demonstrates the efficiency of model-free learning in power control problems.

POME combines model-free and model-based methods to improve reinforcement learning performance.

problem Combining model-free and model-based reinforcement learning methods to improve performance.
method POME uses a model-free component for action value estimation and a model-based component for state value prediction, adding the error of these estimations as exploration value.
result POME outperforms PPO on 33 out of 49 Atari 2600 games.

Improved model-free reinforcement learning with decision-estimation coefficient.

problem Interactive decision making, including structured bandits and reinforcement learning.
method Combining Estimation-to-Decisions with optimistic estimation to achieve better regret bounds.
result Regret bounds for model-free reinforcement learning with value function approximation.

New method tackles reinforcement learning of complex ω-regular objectives without models.

problem Learning ω-regular objectives in unknown MDPs.
method Constructive reduction to almost-sure reachability, compilation to limit-deterministic Buechi automata.
result Optimal strategies computed from MDP observations using reinforcement learning.

MOOSE improves offline RL robustness by using dynamics models.

problem Low robustness of model-free offline RL algorithms in industrial settings.
method MOOSE uses dynamics models to assess policy performance, keeping policies within data support.
result MOOSE outperforms state-of-the-art model-free offline RL algorithms in robust performance.

Algorithm learns NE in imperfect information games with imperfect feedback.

problem Learning Nash equilibrium in imperfect information games with bandit feedback.
method IXOMD algorithm for model-free learning with 1/T1/\sqrt{T} convergence rate.
result IXOMD achieves 1/T1/\sqrt{T} convergence rate to NE.

Study shows model-based methods require fewer samples than model-free methods for LQR tasks.

problem Comparing model-based and model-free methods in reinforcement learning for continuous control tasks.
method An asymptotic analysis of sample complexity for policy evaluation in LQR tasks.
result Model-based methods require asymptotically less samples than model-free methods for policy evaluation in LQR tasks.

Policy Prediction Network improves continuous control problems with model-free and model-based learning.

problem Improving sample complexity and performance in continuous control problems.
method Integrates model-free and model-based reinforcement learning, introduces implicit model-based learning for continuous action space.
result First to introduce implicit model-based learning to Policy Gradient algorithms for continuous action space.

AOP combines model-based planning with model-free learning to handle lifelong learning challenges.

problem Learning control in an online reset-free lifelong learning scenario where mistakes can compound and dynamics change.
method Adaptive Online Planning (AOP) that combines model-based planning with model-free learning, approximating uncertainty to call upon planning only when necessary.
result Achieves strong performance in lifelong learning challenges, gracefully adapting behaviors in the face of unpredictable changes.

New model-free RL algorithm tackles robust average-reward problems with finite sample complexity analysis.

problem Long-term decision-making in environments with varying dynamics.
method Proposes Robust Halpern Iteration (RHI) algorithm based on a black-box sampling oracle and multi-level Monte-Carlo estimator.
result Achieves ε-optimal robust policy with sample complexity of O(1/ε^(2+o(1))) under generative model setting.

New algorithm improves RL performance across different environments.

problem Improving reinforcement learning performance across various environments.
method Designing a fully model-free DRRL algorithm that learns from a single trajectory.
result Demonstrates superior robustness and sample efficiency compared to existing methods.

Study compares model-free valuation to actual financial outcomes, finds it slightly conservative.

problem Evaluating the quality of model-free valuation approaches for financial derivatives.
method Empirical analysis using historical option prices from S&P 500 constituents.
result Model-free valuation approaches are only marginally more conservative than industry-standard models.

Unified framework for policy improvement in RL with benefits in data efficiency and computation.

problem Improving data efficiency and computation in reinforcement learning for continuous control.
method Local, regularized policy improvement with tree search for continuous action spaces.
result Improves data efficiency and reduces wall-clock time in high-dimensional domains.