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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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1223 · Feb 202019922001200920172026
15 results for non-episodic

This paper explores how environmental properties can simplify reinforcement learning in non-episodic settings.

problem Challenges in reinforcement learning with continuous interaction and sparse delayed rewards.
method Analysis of environment shaping and dynamism properties to simplify learning.
result Properties like environment shaping and dynamism can significantly ease learning in non-episodic, sparse reward settings.

New algorithms reduce reinforcement learning regret in factored MDPs.

problem Optimizing reinforcement learning in non-episodic factored MDPs.
method Proposed two near-optimal and oracle-efficient algorithms for FMDPs.
result Oracle-efficient algorithms achieve near-optimal regret bounds of O(DSAT)O(DS\sqrt{AT}).

We give a simple optimistic algorithm for which it is easy to derive regret bounds of O~(tmixSAT)\tilde{O}(\sqrt{t_{\rm mix} SAT}) after TT steps in uniformly ergodic Markov decision processes with SS states, AA actions, and mixing time parameter tmixt_{\rm mix}. These bounds are the first regret bounds in the general, non-epi…

2018-08-06abs ↗pdf ↗

New RL method learns K-step lookahead Q-functions for fixed-horizon MDPs.

problem Challenges in online reinforcement learning for non-episodic, finite-horizon MDPs.
method Introduces a K-step lookahead Q-function with a time-varying threshold for selecting actions.
result Achieves minimax optimal constant regret for K=1 and O(max((K1),CK1)SATlog(T))\mathcal{O}(\max((K-1),C_{K-1})\sqrt{SAT\log(T)}) regret for K ≥ 2.

Control of non-episodic, finite-horizon dynamical systems with uncertain dynamics poses a tough and elementary case of the exploration-exploitation trade-off. Bayesian reinforcement learning, reasoning about the effect of actions and future observations, offers a principled solution, but is intractable. We review, then…

2015-10-13abs ↗pdf ↗

Restless bandit problems assume time-varying reward distributions of the arms, which adds flexibility to the model but makes the analysis more challenging. We study learning algorithms over the unknown reward distributions and prove a sub-linear, O(TlogT)O(\sqrt{T}\log T), regret bound for a variant of Thompson sampling. Our…

2019-10-12abs ↗pdf ↗

Study designs incentives for adapting multi-agent systems without knowing their learning dynamics.

problem Designing incentives for an adapting population in multi-agent systems without prior knowledge of their learning dynamics.
method Introduces a model-based non-episodic Reinforcement Learning (RL) formulation for steering Markovian agents towards desired policies, focusing on history-dependent strategies to handle model uncertainty.
result Identifies conditions for the existence of steering strategies to guide agents to desired policies and provides empirical algorithms to approximately solve the objective.

A new reinforcement learning method improves Max-Cut solutions without needing training data.

problem Max-Cut problem is NP-hard, and existing methods struggle with generalizability and scalability.
method Training-data-free reinforcement learning approach to hyperplane rounding for Max-Cut optimization.
result Our method consistently achieves better Max-Cut solutions across various graph types.

New algorithm for average reward learning with bounded hitting time assumption.

problem Minimizing regret in average reward reinforcement learning with bounded hitting time.
method Optimistic Q-learning with a novel L\overline{L} operator for bounded hitting time.
result Regret bound of ildeO(H5SAT) ilde{O}(H^5 S\sqrt{AT}) for average reward learning.

This paper sets communication complexity bounds for distributed RL.

problem Establishing minimum communication requirements for distributed RL.
method Information-theoretic lower bounds and algorithm development.
result Developed algorithms achieving optimal risk up to logarithmic factors.

New algorithm reduces sample complexity for online reinforcement learning.

problem Reducing sample complexity for online reinforcement learning in nonlinear systems.
method Generalized algorithm for various dynamical systems, including neural networks.
result Achieves policy regret of O(Nε^2 + d_u ln(m(ε))/ε^2) in general settings.