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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.

168,742 papers · 148 categories

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48 results for model-free reinforcement learning

Paper shows intrinsic motivation boosts exploration efficiency in HRL.

problem Efficient exploration and subgoal discovery in model-free HRL.
method Unsupervised learning over agent's experiences for subgoal discovery.
result Intrinsic motivation learning improves exploration efficiency.

Simple model-based reinforcement learning outperforms model-free methods in complex tasks.

problem Lagging performance of model-based reinforcement learning agents in non-trivial environments.
method Combining soft value estimates with stochastic value gradients.
result Simple model-based agents achieve state-of-the-art results in a high-dimensional humanoid control task.

Efficient Reinforcement Learning usually takes advantage of demonstration or good exploration strategy. By applying posterior sampling in model-free RL under the hypothesis of GP, we propose Gaussian Process Posterior Sampling Reinforcement Learning(GPPSTD) algorithm in continuous state space, giving theoretical justif…

2018-12-11abs ↗pdf ↗

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 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.

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.

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.

We provide the first solution for model-free reinforcement learning of ω-regular objectives for Markov decision processes (MDPs). We present a constructive reduction from the almost-sure satisfaction of ω-regular objectives to an almost- sure reachability problem and extend this technique to learning how to control an …

2018-09-26abs ↗pdf ↗

The OGY method is one of control methods for a chaotic system. In the method, we have to calculate a stabilizing periodic orbit embedded in its chaotic attractor. Thus, we cannot use this method in the case where a precise mathematical model of the chaotic system cannot be identified. In this case, the delayed feedback…

2019-07-16abs ↗pdf ↗

PPOPT uses pretraining to speed up reinforcement learning in physics simulations.

problem High computational costs and inefficiency in reinforcement learning with small training samples.
method A novel policy neural network architecture that combines pretraining and fully-connected networks.
result PPOPT outperforms classic PPO on small training samples in terms of rewards and stability.

Model-free Reinforcement Learning (RL) algorithms such as Q-learning [Watkins, Dayan 92] have been widely used in practice and can achieve human level performance in applications such as video games [Mnih et al. 15]. Recently, equipped with the idea of optimism in the face of uncertainty, Q-learning algorithms [Jin, Al…

2019-05-01abs ↗pdf ↗

This work proposes robust reinforcement learning methods using both offline and online data.

problem Designing robust policies against parameter uncertainties in high-dimensional systems.
method Proposes RPQ for model-free learning with historical data and HyTQ for hybrid learning with both historical and online data.
result Unified analysis and theoretical guarantees for robust optimal policies in high-dimensional systems.

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 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.

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.

Discovering and exploiting the causal structure in the environment is a crucial challenge for intelligent agents. Here we explore whether causal reasoning can emerge via meta-reinforcement learning. We train a recurrent network with model-free reinforcement learning to solve a range of problems that each contain causal…

2019-01-23abs ↗pdf ↗

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.

Unified Latent Dynamics unifies model-free and model-based reinforcement learning.

problem Combining the efficiency of model-free methods with the representational strengths of model-based approaches.
method Embedding state-action pairs into a latent space where the true value function is approximately linear, using synchronized updates of encoder, value, and policy networks.
result ULD achieves cross-domain competence with minimal tuning and a fraction of the parameter footprint.

The study compares reinforcement learning models and finds model-based approaches superior for complex MDPs.

problem Complexity of optimal Q-functions and policies in MDPs exceeds dynamics, hindering model-free methods.
method Theoretical analysis and empirical testing of neural network expressivity for policies, Q-functions, and dynamics.
result Model-based planning yields better policies for complex MDPs, improving performance on MuJoCo tasks.

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.

The paper tackles model-based RL's inaccuracy issue by dynamically adjusting planning horizons.

problem Model-based RL's failure due to model inaccuracy over long planning horizons.
method State-dependent planning horizon, learning cumulative model errors with Temporal Difference methods.
result The proposed method successfully adapts planning horizons to state-dependent model accuracy, improving policy learning efficiency.

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.

We study an exploration method for model-free RL that generalizes the counter-based exploration bonus methods and takes into account long term exploratory value of actions rather than a single step look-ahead. We propose a model-free RL method that modifies Delayed Q-learning and utilizes the long-term exploration bonu…

2018-08-31abs ↗pdf ↗

A new method stabilizes deep reinforcement learning by using QGraphs to retain replay memory information.

problem Stabilizing model-free off-policy deep reinforcement learning with soft divergence.
method Representing past experiences as a QGraph, selecting a subgraph with favorable structure, and using lower bounds for temporal difference learning.
result QG-DDPG method is less prone to soft divergence and more robust to hyperparameters.

Hybrid controller combines model-based and policy-based reinforcement learning.

problem Combining model-based and policy-based reinforcement learning for stability and robustness.
method Designs a hybrid controller that interpolates a model-based linear controller and a differentiable policy.
result Proven to maintain stability and universal approximation properties.

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…

2018-11-18abs ↗pdf ↗

The paper tackles robust reinforcement learning with performance guarantees.

problem Finding a robust policy for RMDP with state space uncertainties.
method Proposes RLSPI algorithm for learning optimal robust policy with performance bounds.
result Demonstrates the performance of RLSPI on standard benchmark problems.

Combines model-based and model-free RL for better financial market performance.

problem Challenges of Reinforcement Learning in volatile financial markets.
method Adapts model-based RL with model-free RL, incorporating contextual signals and walk-forward analysis.
result Outperforms traditional financial models in various metrics.

Model-free deep reinforcement learning has been shown to exhibit good performance in domains ranging from video games to simulated robotic manipulation and locomotion. However, model-free methods are known to perform poorly when the interaction time with the environment is limited, as is the case for most real-world ro…

2018-03-19abs ↗pdf ↗

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.

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.