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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.

168,932 papers · 148 categories

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11233445 · Jun 202019922001200920172026
48 results for off-policy Q-learning

New algorithm BEAR reduces instability in off-policy Q-learning.

problem High sensitivity of off-policy Q-learning methods to data distribution.
method Identified and mitigated bootstrapping error through constrained action selection.
result BEAR algorithm learns robustly from various off-policy distributions.

SUNRISE improves off-policy RL algorithms by integrating ensemble methods.

problem Stability and exploration issues in off-policy RL algorithms.
method SUNRISE combines ensemble-based weighted Bellman backups and upper-confidence bounds for efficient exploration.
result SUNRISE improves the performance of off-policy RL algorithms across various domains.

Policy gradient is an efficient technique for improving a policy in a reinforcement learning setting. However, vanilla online variants are on-policy only and not able to take advantage of off-policy data. In this paper we describe a new technique that combines policy gradient with off-policy Q-learning, drawing experie…

2016-11-05abs ↗pdf ↗

New self-imitation learning method improves performance in continuous control tasks.

problem Improving off-policy learning in continuous control tasks.
method Proposes a n-step lower bound to generalize lower-bound Q-learning and introduces a new family of self-imitation learning algorithms.
result n-step lower bound Q-learning achieves a better trade-off between bias and contraction rate, leading to improved performance.

Minimal assumptions analysis of Q-learning with time-varying policies.

problem Finite-time analysis of Q-learning with time-varying policies for discounted MDPs.
method Minimal assumptions, Poisson equation decomposition, sensitivity analysis.
result Established convergence rate and sample complexity for Q-learning.

Despite remarkable successes, Deep Reinforcement Learning (DRL) is not robust to hyperparameterization, implementation details, or small environment changes (Henderson et al. 2017, Zhang et al. 2018). Overcoming such sensitivity is key to making DRL applicable to real world problems. In this paper, we identify sensitiv…

2019-01-28abs ↗pdf ↗

Improved sample complexity for target Q-learning in finite MDPs with generative oracle.

problem Sample complexity of target Q-learning in finite MDPs with a generative oracle.
method Analyzed target Q-learning algorithm in tabular case with a generative oracle, improved sample complexity.
result Improved sample complexity for target Q-learning in various scenarios.

Q(ΔΔ)-Learning improves Q-Learning by separating action-value functions into different time scales.

problem Q-Learning struggles with bias-variance trade-off, especially in long-term rewards.
method Introduces Q(ΔΔ)-Learning, extending TD(ΔΔ) to decompose Q(ΔΔ)-function into distinct discount factors.
result Q(ΔΔ)-Learning achieves better stability and scalability, especially for long-term tasks.

New insights into experience replay in RL algorithms.

problem Understanding the impact of replay capacity and replay ratio in Q-learning.
method Systematic and extensive analysis of experience replay in Q-learning methods, focusing on replay capacity and replay ratio.
result Greater replay capacity significantly improves performance for certain algorithms, while other techniques offer limited benefit.

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.

Study evaluates reinforcement learning for trading diverse stocks, finds Q-learning outperforms.

problem Evaluating reinforcement learning for trading diverse stocks.
method Implemented Value Iteration (VI), State-action-reward-state-action (SARSA), and Q-Learning on a diverse stock portfolio dataset.
result Q-learning performs better than VI and SARSA during testing, but performance varies based on market conditions.

RL enhances LLM planning but introduces spurious solutions and diversity collapse.

problem Theoretical understanding of RL's benefits and limitations in LLM planning.
method Graph-based abstraction, policy gradient, Q-learning, supervised fine-tuning.
result RL's exploration is crucial for generalization, but PG suffers from diversity collapse.

Paper presents a new method for Bayesian deep learning that scales to Atari games.

problem Training neural networks on complex environments like Atari games is challenging.
method Adapted temporal difference Q-learning to work with Bayesian inference.
result TAGI allows for analytical inference of neural network parameters, achieving performance comparable to gradient-based methods.

Experience replay (ER) is a fundamental component of off-policy deep reinforcement learning (RL). ER recalls experiences from past iterations to compute gradient estimates for the current policy, increasing data-efficiency. However, the accuracy of such updates may deteriorate when the policy diverges from past behavio…

2018-07-16abs ↗pdf ↗

Novel RL algorithms learn from human interaction data without exploration.

problem Efficiently learning from off-policy data in reinforcement learning.
method Developed off-policy batch RL algorithms using KL-control and dropout-based uncertainty.
result Successfully learned multiple reward functions from human interaction data.

CQL learns conservative Q-functions to improve offline RL performance.

problem Leveraging large, static datasets in reinforcement learning without further interaction.
method Conservative Q-learning (CQL) which learns a conservative Q-function to lower-bound policy values.
result CQL substantially outperforms existing offline RL methods, often achieving 2-5 times higher final returns.

Proposes Constrained Q-learning for reinforcement learning with constraints.

problem Optimizing multiple objectives while adhering to constraints in reinforcement learning.
method Directly restricts the action space in Q-update to learn optimal Q-function for constrained MDP.
result Improves safety and optimality in high-level decision making for autonomous driving.

Enhances SAC for better sample efficiency in continuous-action tasks.

problem Improving sample efficiency in soft actor-critic algorithms.
method Integrating Emphasizing Recent Experience (ERE) with Soft Actor-Critic (SAC) and Priority Experience Replay (PER).
result ERE significantly improves sample efficiency compared to vanilla SAC, especially for continuous-action tasks.

We establish a new connection between value and policy based reinforcement learning (RL) based on a relationship between softmax temporal value consistency and policy optimality under entropy regularization. Specifically, we show that softmax consistent action values correspond to optimal entropy regularized policy pro…

2017-02-28abs ↗pdf ↗

Unified framework for finite-sample RL algorithms using Lyapunov theory.

problem Finite-sample convergence guarantees of asynchronous RL algorithms.
method Reformulate RL algorithms as Markovian SA, develop Lyapunov analysis.
result Mean-square error bounds and convergence for various RL algorithms.

In this paper, two Q-learning (QL) methods are proposed and their convergence theories are established for addressing the model-free optimal control problem of general nonlinear continuous-time systems. By introducing the Q-function for continuous-time systems, policy iteration based QL (PIQL) and value iteration based…

2014-10-11abs ↗pdf ↗

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 ↗

Paper establishes convergence rates and concentration bounds for stochastic approximation and reinforcement learning with Markovian noise.

problem Analyzing convergence rates and concentration bounds for stochastic approximation and reinforcement learning with Markovian noise.
method Novel discretization of the mean ODE of stochastic approximation algorithms using intervals with diminishing length.
result First almost sure convergence rate and maximal concentration bound with exponential tails for contractive stochastic approximation algorithms with Markovian noise.

Value function learning plays a central role in many state-of-the-art reinforcement-learning algorithms. Many popular algorithms like Q-learning do not optimize any objective function, but are fixed-point iterations of some variant of Bellman operator that is not necessarily a contraction. As a result, they may easily …

2019-05-25abs ↗pdf ↗

Double Q-learning has the same mean-squared error as Q-learning under certain conditions.

problem Comparing the mean-squared error of Double Q-learning and Q-learning.
method Theoretical analysis based on Lyapunov equations for both tabular and linear function approximation settings.
result The asymptotic mean-squared error of Double Q-learning is exactly equal to that of Q-learning under specific conditions.

This paper explores a new DRL algorithm that approximates both state-value and state-action functions.

problem Overestimation bias in state-action value function.
method Developed and analyzed the Deep Quality-Value (DQV) algorithm to approximate both VV and QQ functions.
result DQV and DQV-Max algorithms perform better due to less overestimation bias in QQ function.

This paper analyzes momentum Q-learning with finite-sample guarantees.

problem Improving Q-learning performance with momentum schemes.
method Proposes MomentumQ algorithm integrating Nesterov and Polyak's momentum schemes, analyzes convergence for function approximations.
result Establishes finite-sample convergence rates for MomentumQ, demonstrating better performance than vanilla Q-learning.

Linear Q-learning converges to a bounded set without divergence.

problem Proving linear Q-learning does not diverge and converges to a bounded set.
method No modifications to the original linear Q-learning algorithm, no Bellman completeness or near-optimality assumptions, only an ε-softmax behavior policy with adaptive temperature.
result First L2L^2 convergence rate of linear Q-learning iterates to a bounded set.

Study off-policy evaluation in partially observable environments, reducing bias and errors.

problem Bias and large errors in off-policy evaluation for partially observable environments.
method Defined and solved off-policy evaluation for POMDPs, introduced Decoupled POMDP model.
result Demonstrated and compared off-policy evaluation methods, showing benefits of new approach.

Q-learning requires more samples than minimax bounds suggest for optimal Q-function approximation.

problem Understanding the sample complexity of Q-learning in synchronous settings.
method Analyzing Q-learning in synchronous MDPs with state and action spaces, proving minimax optimal sample complexity for TD learning and Q-learning under certain conditions.
result Q-learning requires more samples than minimax bounds suggest, revealing strict sub-optimality when action space is more than one.