Research
On-device research index

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

Trend · papers per month

6.3%12.5%18.8%25.0% · Oct 199319922001200920172026
48 results for offline approximation

Transforms offline algorithms to online with low regret in random order model.

problem Developing online algorithms with low approximate regret from offline approximation algorithms.
method General reduction theorem and coreset construction method.
result Achieves polylogarithmic ε-approximate regret for various online problems.

New algorithm for offline RL with linear approx in MDPs and MGs, nearly optimal.

problem Offline RL with linear function approximation in MDPs and MGs.
method Pessimism-based algorithm with uncertainty decomposition via reference function.
result Nearly minimax optimal performance in offline RL for MDPs and MGs.

Offline RL struggles with sample efficiency due to fundamental barriers.

problem Sample efficiency in offline RL with value function approximation.
method Analyzes the necessity of distributional and representational assumptions.
result Even with concentrability and realizability, sample complexity is polynomial in state space size.

Efficient offline reinforcement learning with neural networks using differentiable function approximation.

problem Statistical efficiency of offline reinforcement learning with function approximators.
method Pessimistic fitted Q-learning (PFQL) and differentiable function approximation.
result Provably efficient offline reinforcement learning with differentiable function approximation.

New algorithms tackle robust RL with linear models, revealing unique challenges.

problem Distributionally robust offline RL with uncertainty in dynamics.
method Proposes minimax optimal and computationally efficient algorithms using novel function approximation mechanisms.
result Function approximation in robust offline RL is distinct and harder than in standard offline RL.

Papers learn from data to make decisions without interacting, improving on previous methods.

problem Achieving optimal decision-making from offline data with non-linear function approximation.
method Pessimistic Nonlinear Least-Square Value Iteration (PNLSVI) with three innovative components.
result Achieves minimax optimal instance-dependent regret for non-linear function approximation.

Paper develops neural network approximation for pessimistic offline RL with theoretical guarantees.

problem Challenges in offline reinforcement learning with deep neural networks and data dependence.
method Establishes estimation error for pessimistic offline RL using neural network approximation with C\mathcal{C}-mixing data.
result Explicit efficiency of deep adversarial offline RL frameworks demonstrated with two converging error components.

Study minimax-optimal rates for offline decision-making with function approximation.

problem Statistical complexity of offline decision-making with function approximation.
method Near minimax-optimal rates for stochastic contextual bandits and Markov decision processes, using pseudo-dimension and behavior policy.
result Established performance limits and new characterization of behavior policy.

New offline RL algorithms tackle partial data coverage with optimal performance and practicality.

problem Partial data coverage in offline RL datasets.
method Augmented Lagrangian method applied to MIS formulation for optimal offline RL.
result Statistically optimal offline RL with practical performance, eliminating conservatism.

Paper analyzes sample complexity for offline RL with deep ReLU networks.

problem Theoretical analysis of sample complexity for offline RL with deep ReLU networks.
method Establishes sample complexity for offline RL with deep ReLU networks, considering Besov dynamic closure and correlated structure.
result First theoretical characterization of sample complexity for offline RL with deep neural network function approximation.

Study efficient offline RL in Markov games with general models.

problem Learn approximate equilibria from offline data in Markov games.
method Use Bellman-consistent pessimism for interval estimation and optimize gap relaxation.
result First framework for sample-efficient offline learning in Markov games, handling all equilibria.

New offline RL study shows exponential sample requirement for accurate policy evaluation.

problem Understanding statistical limits of offline RL with linear function approximation.
method Analyzes necessary representational and distributional conditions for sample-efficient offline reinforcement learning.
result Even with realizability and good feature coverage, offline RL requires exponential samples for accurate policy evaluation.

New offline RL method works with limited data and function approximators.

problem Sample efficiency with limited data and weak function approximators.
method Pessimistic algorithm based on version space formed by marginalized importance sampling (MIS), with gap assumption.
result Guarantees sample efficiency for simple algorithm under specific assumptions.

Pessimistic Minimax Value Iteration finds efficient NE policies from offline data.

problem Finding an approximate Nash equilibrium in offline Markov games with non-uniform coverage.
method Pessimistic Minimax Value Iteration (PMVI) constructs pessimistic value function estimates and solves NEs.
result Established a nearly minimax optimal result for offline Markov games with function approximation.

This work bridges offline RL and DRL to address distributional shift.

problem Distributional shift in offline RL due to difference in state-action visitation distributions.
method Proposes offline RL algorithms using DRL framework, characterizes sample complexity under single policy concentrability.
result Demonstrates superior performance of proposed algorithms through simulations.

Study shows offline RL under QQ^\star-approximation and partial coverage is harder than previously thought.

problem Theoretical limits of offline reinforcement learning under QQ^\star-approximation and partial coverage.
method Introduced a decision-estimation framework to decompose offline RL complexity into decision and value estimation errors.
result Answered the open question by proving sample inefficiency under partial coverage is not guaranteed by QQ^\star-realizability and Bellman completeness.

The paper investigates heavy-tailed behavior in offline SGD, showing it approximates power-law tails.

problem Understanding heavy-tailed behavior in offline (multi-pass) SGD with finite data.
method Proves nonasymptotic Wasserstein convergence bounds for offline SGD to online SGD.
result Offline SGD exhibits approximate power-law tails as the number of data points increases.

Normalizing flow regression approximates posterior distributions without additional sampling.

problem Bayesian inference with computationally expensive likelihood evaluations.
method Normalizing flow regression (NFR) for offline inference.
result NFR yields a tractable posterior approximation through regression on existing log-density evaluations.

Paper tackles stochastic kk-submodular bandits with full feedback, achieving sublinear regret.

problem Online optimization of kk-submodular functions with full-bandit feedback.
method Proposes online algorithms for various kk-submodular stochastic combinatorial multi-armed bandit problems.
result Achieves sublinear αα-regret bounds for multiple kk-submodular stochastic combinatorial multi-armed bandit problems.

Transforms offline greedy algorithms to online algorithms for combinatorial problems.

problem Online decision-making in time-varying combinatorial environments.
method General framework using Blackwell approachability and Bandit Blackwell approachability.
result Achieves O(T)O(\sqrt{T}) regret in full information setting and O(T2/3)O(T^{2/3}) regret in bandit setting.

Paper offers a fast convergence theory for offline decision making.

problem Offline decision making problems, including reinforcement learning and off-policy evaluation.
method Introduces a framework (DMOF) and algorithm (EDD) with a fast convergence guarantee.
result Demonstrates a fast convergence guarantee with a lower bound complement.

The paper analyzes the sample complexity of offline RL with linear approximations, identifying a hard regime and providing an algorithm.

problem Sample complexity of policy evaluation in infinite-horizon offline reinforcement learning with linear function approximation.
method Identification of a hard regime and construction of hard instances; algorithm with sample complexity bound.
result An algorithm that guarantees approximation to the value function up to an additive error of ε with high probability.

This work characterizes conditions for offline policy evaluation in reinforcement learning.

problem Understanding when classical methods succeed in offline policy evaluation for linear function approximation.
method Control-theoretic and linear-algebraic conditions for classical methods (FQI and LSTD).
result A precise hierarchy of regimes under which these estimators succeed, and a complete picture of their behavior.

Framework reduces contextual bandit learning to offline regression with near-optimal regret.

problem Efficient learning with large action spaces and complex reward functions.
method Offline Estimation to Decisions (OE2D) algorithm that minimizes regret with near-optimal oracle calls.
result Near-optimal regret for contextual bandits with large action spaces and O(log(T))O(log(T)) offline oracle calls.

New algorithm fills gaps in offline data for hybrid RL, achieving similar gains without coverage assumptions.

problem Lack of provable benefits in hybrid RL with coverage assumptions.
method Warm-starting optimistic online algorithms with offline data in experience replay buffer.
result Hybrid RL gains similar to offline-only RL without coverage assumptions, demonstrating efficient exploration.

Oracle-efficient algorithm for offline RL with partial data coverage.

problem Offline reinforcement learning with partial data coverage and constraints.
method PDOCRL, a primal-dual algorithm with decomposed linear-programming formulation.
result Near-optimal, near-feasible policy with \(\widetilde{\mathcal O}(ε^{-2})\) sample guarantee.

Paper optimizes GAIL for online and offline learning with linear approximations.

problem Imitation learning from expert demonstrations with linear function approximations.
method Proposes optimistic and pessimistic algorithms for online and offline settings.
result Proves optimality and efficiency of proposed algorithms.

New offline RL algorithm with optimal sample complexity using LP and error bounds.

problem Finding optimal policies from offline data with limited coverage and function approximation.
method Developed a new LP reformulation with error bounds and constraints for offline RL.
result Achieved optimal O(1/n)O(1/\sqrt{n}) sample complexity under various assumptions.

OE2D framework reduces contextual bandits to offline regression for near-optimal regret.

problem Efficiently learning contextual bandits with large action spaces and complex reward functions.
method Offline Estimation to Decisions (OE2D) algorithm that reduces contextual bandits to offline regression.
result Near-optimal regret for contextual bandits with large action spaces and O(logT)O(\log T) calls to an offline regression oracle.

New RL method explores environments without rewards, achieving efficient policy generation.

problem Efficiently exploring unknown environments without predefined rewards.
method Optimistic value-iteration algorithm with kernel and neural function approximations.
result Achieves O~(1/ε2)\widetilde{\mathcal{O}}(1 /\varepsilon^2) sample complexity for generating policies or equilibria.

Hierarchical clustering is a widely used approach for clustering datasets at multiple levels of granularity. Despite its popularity, existing algorithms such as hierarchical agglomerative clustering (HAC) are limited to the offline setting, and thus require the entire dataset to be available. This prohibits their use o…

2019-09-20abs ↗pdf ↗

New method learns policies from offline data using operator models.

problem Limited understanding of approximation errors in offline reinforcement learning.
method Linking reinforcement learning to Hamilton-Jacobi-Bellman equation, proposing operator-theoretic algorithm.
result Global convergence of the value function and finite-sample guarantees derived.

Study tight offline learning bounds for linear MDPs using variance information.

problem Understanding statistical limits with linear function representations in offline reinforcement learning.
method Variance-aware pessimistic value iteration (VAPVI) that reweights Bellman residuals based on estimated variances.
result Improved offline learning bounds expressed in terms of system quantities.

Paper tackles sample-efficient offline RL, proposing data diversity and unified algorithms.

problem Sample-efficient learning from historical data for sequential decision-making.
method Proposes data diversity and unifies three offline RL algorithm classes: VS, RO, and PS.
result Comparable sample efficiency for VS, RO, and PS algorithms under standard assumptions.

CPPO learns policies from partial offline data in MDPs with structural assumptions.

problem Offline Reinforcement Learning with partial coverage assumption.
method Constrained Pessimistic Policy Optimization (CPPO) using a function class and model class constraint.
result CPPO achieves PAC guarantee with partial coverage, learning competitive policies.

Algorithm learns optimal dynamic mechanisms from data.

problem Designing optimal mechanisms for dynamic settings with unknown reward functions.
method Offline reinforcement learning with pessimism principle.
result Learned mechanisms are efficient, individually rational, and truthful.

Paper studies offline RL with linear approx, focusing on inherent Bellman error.

problem Offline RL with linear approx, focusing on inherent Bellman error.
method Algorithm that succeeds under single-policy coverage condition, leveraging inherent Bellman error.
result Algorithm yields first known guarantee under single-policy coverage, even for linear Bellman completeness.

A new method calibrates value predictions in offline RL to improve reliability.

problem Difficulty in long-horizon value prediction in offline reinforcement learning.
method Bellman calibration, a weak reliability criterion, and Iterated Bellman Calibration.
result Finite-sample guarantees show that Bellman calibration error is controlled at nonparametric rates.

LazyDINO efficiently solves high-dimensional Bayesian inverse problems with fast and scalable solutions.

problem High-dimensional nonlinear Bayesian inverse problems with expensive parameter-to-observable maps.
method LazyDINO combines derivative-informed neural surrogates and lazy map variational inference for efficient posterior approximation.
result Significant cost reduction in amortized Bayesian inversion, achieving one to two orders of magnitude improvement.