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.
method The authors analyze online imitation learning with a convex, smooth, and non-negative loss function, proving policy improvement in expectation and high probability.
result Adopting a sufficiently expressive policy class in online IL increases both policy improvement speed and performance bias.
Transfer learning significantly accelerates the reinforcement learning process by exploiting relevant knowledge from previous experiences. The problem of optimally selecting source policies during the learning process is of great importance yet challenging. There has been little theoretical analysis of this problem. In…
Paper addresses online alignment of large language models under uncertain preference feedback.
problem Online alignment of large language models with misspecified preference feedback.
method Formulates an oracle-robust objective as a worst-case optimization problem for log-linear policies, and develops projected stochastic composite updates.
result Shows that the robust objective admits an exact closed-form decomposition and achieves O(ε−2) oracle complexity.
This paper presents competitive algorithms for a novel class of online optimization problems with memory. We consider a setting where the learner seeks to minimize the sum of a hitting cost and a switching cost that depends on the previous p decisions. This setting generalizes Smoothed Online Convex Optimization. The…
In this paper, we propose a novel framework for approximating the explicit MPC law for linear parameter-varying systems using supervised learning. In contrast to most existing approaches, we not only learn the control policy, but also a "certificate policy", that allows us to estimate the sub-optimality of the learned …
Model-based reinforcement learning (MBRL) with model-predictive control or online planning has shown great potential for locomotion control tasks in terms of both sample efficiency and asymptotic performance. Despite their initial successes, the existing planning methods search from candidate sequences randomly generat…
In real-world machine learning applications, there is a cost associated with sampling of different features. Budgeted learning can be used to select which feature-values to acquire from each instance in a dataset, such that the best model is induced under a given constraint. However, this approach is not possible in th…
We consider a learning system based on the conventional multiplicative weight (MW) rule that combines experts' advice to predict a sequence of true outcomes. It is assumed that one of the experts is malicious and aims to impose the maximum loss on the system. The loss of the system is naturally defined to be the aggreg…
We introduce Bayesian least-squares policy iteration (BLSPI), an off-policy, model-free, policy iteration algorithm that uses the Bayesian least-squares temporal-difference (BLSTD) learning algorithm to evaluate policies. An online variant of BLSPI has been also proposed, called randomised BLSPI (RBLSPI), that improves…
New method for efficient online exploration in RLHF reduces regret.
problem Efficiently collecting new preference data in RLHF to refine reward model and policy.
method Proposes a new exploration scheme that directs preference queries toward reducing uncertainty in reward differences most relevant to policy improvement.
result Establishes regret bounds of order T(β+1)/(β+2) for online RLHF, with polynomial scaling in all model parameters.
We present a predictor-corrector framework, called PicCoLO, that can transform a first-order model-free reinforcement or imitation learning algorithm into a new hybrid method that leverages predictive models to accelerate policy learning. The new "PicCoLOed" algorithm optimizes a policy by recursively repeating two ste…
In this paper, we develop a multi-agent reinforcement learning (MARL) framework to obtain online power control policies for a large energy harvesting (EH) multiple access channel, when only causal information about the EH process and wireless channel is available. In the proposed framework, we model the online power co…