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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.

168,694 papers · 148 categories

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3773110146 · Jun 202019922001200920172026
48 results for optimistic action

We discuss the relative merits of optimistic and randomized approaches to exploration in reinforcement learning. Optimistic approaches presented in the literature apply an optimistic boost to the value estimate at each state-action pair and select actions that are greedy with respect to the resulting optimistic value f…

2017-06-13abs ↗pdf ↗

Proposes Optimistic Pessimistically Initialised Q-Learning (OPIQ) for better exploration in RL.

problem Pessimistic initialisation of Q-values in deep RL leads to poor exploration performance.
method Augments pessimistically initialised Q-values with count-based bonuses to ensure optimism.
result OPIQ outperforms non-optimistic DQN variants in hard exploration tasks.

New algorithm reduces regret in sequential decision-making problems.

problem Balancing exploration and exploitation in online sequential decision problems.
method Variational Bayesian optimistic sampling (VBOS) for optimizing policies.
result VBOS achieves ildeO(AT) ilde O(\sqrt{AT}) Bayesian regret for stochastic multi-armed bandits.

Optimistic Hedge achieves optimal regret bounds in two-player zero-sum games.

problem Achieving optimal regret bounds for optimistic Hedge in two-player zero-sum games.
method Refined regret analysis and optimization problem formulation.
result Optimistic Hedge achieves O(logmlogn)O(\sqrt{\log m \log n}) regret bounds, matching upper and lower bounds.

New algorithm optimizes online decision-making with dynamically generated actions.

problem Balancing action generation costs with optimal decision-making in online learning.
method Doubly-optimistic algorithm using LCB for action selection and UCB for action generation.
result Achieves optimal regret bound of O(Tdd+2ddd+2+dTlogT)O(T^{\frac{d}{d+2}}d^{\frac{d}{d+2}} + d\sqrt{T\log T}).

In many cases an intelligent agent may want to learn how to mimic a single observed demonstrated trajectory. In this work we consider how to perform such procedural learning from observation, which could help to enable agents to better use the enormous set of video data on observation sequences. Our approach exploits t…

2019-04-17abs ↗pdf ↗

Proposes H-UCRL for efficient model-based RL with sublinear regret.

problem Greedy policy exploration in model-based RL ignores epistemic uncertainty.
method Reparameterizes plausible models, hallucinates control, augments input space, solves with greedy planners.
result H-UCRL achieves provably sublinear regret for Gaussian Process models.

A new framework for structured bandits using influence diagrams and variational Thompson sampling.

problem Complex statistical dependencies in structured bandit problems.
method Influence diagram framework, variational Thompson sampling, tracking structured posterior distribution.
result Empirically evaluated algorithms perform as well as or better than existing baselines.

We consider the problem of online planning in a Markov Decision Process when given only access to a generative model, restricted to open-loop policies - i.e. sequences of actions - and under budget constraint. In this setting, the Open-Loop Optimistic Planning (OLOP) algorithm enjoys good theoretical guarantees but is …

2019-04-09abs ↗pdf ↗

Optimistic Thompson Sampling reduces regret in unknown multi-player games.

problem Navigating uncertainty in unknown multi-player games with strategic decision-making.
method Introduces Thompson Sampling algorithms that exploit opponents' actions and reward structures.
result Achieves over tenfold improvements in experimental budgets with logarithmic regret bound.

Algorithm converges to Nash equilibria in competitive games.

problem Finding Nash equilibria in decentralized, competitive Markov games.
method Decentralized Optimistic Gradient Descent/Ascent with a critic.
result Converges to the set of Nash equilibria under self-play.

Actor-critic methods, a type of model-free Reinforcement Learning, have been successfully applied to challenging tasks in continuous control, often achieving state-of-the art performance. However, wide-scale adoption of these methods in real-world domains is made difficult by their poor sample efficiency. We address th…

2019-10-28abs ↗pdf ↗

Optimistic Q-learning reduces sample complexity for systems with known dynamics.

problem Sample efficiency in reinforcement learning with partial dynamics knowledge.
method Optimistic Q-learning algorithm for systems with additive disturbance model.
result Achieves ildeO(extPoly(H)T) ilde{\mathcal{O}}( ext{Poly}(H)\sqrt{T}) regret under perfect knowledge of dynamics.

New findings on universal learning in contextual bandits with adversarial rewards.

problem Learning in contextual bandits with time-varying, adversarial rewards.
method Characterization of learnable processes and necessary/sufficient conditions for universal learning.
result Optimistic universal learning for contextual bandits with adversarial rewards is impossible in general.

Improved POMDP regret to sqrt(T) with known observation model.

problem Average-reward POMDPs with unknown transition model but known observation model.
method Optimistic algorithm using deterministic policies and novel estimation techniques.
result First approach with regret guarantee of sqrt(T) against optimal policy.

OPSRL algorithm reduces regret with few samples in reinforcement learning.

problem High regret in reinforcement learning with limited data.
method Optimistic Posterior Sampling (OPSRL) with logarithmic sample complexity.
result Guaranteed high-probability regret bound of O~(H3SAT)\widetilde{\mathcal{O}}(\sqrt{H^3SAT}).

Optimistic estimate predicts best fitting performance of nonlinear models.

problem Evaluating the potential of nonlinear models in fitting.
method Proposes an optimistic estimate to quantify the smallest sample size for fitting nonlinear models.
result Predicts specific subsets of targets that can be fitted at overparameterization.

Optimistic NPG improves policy optimization in online RL with efficient sample complexity.

problem Limited theoretical understanding of policy optimization, especially in online RL.
method Combines natural policy gradient with optimistic policy evaluation.
result Achieves optimal dimension dependence sample complexity for learning near-optimal policies.

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 ↗

We show how to take any two parameter-free online learning algorithms with different regret guarantees and obtain a single algorithm whose regret is the minimum of the two base algorithms. Our method is embarrassingly simple: just add the iterates. This trick can generate efficient algorithms that adapt to many norms s…

2019-02-24abs ↗pdf ↗

Paper optimizes reinforcement learning in self-play games with reduced steps.

problem Optimizing reinforcement learning algorithms for self-play in two-player zero-sum games.
method Proposes optimistic Nash Q-learning and Nash V-learning algorithms with improved sample complexity.
result Achieves sample complexity of O(SAB)O(SAB) for Nash Q-learning and O(S(A+B))O(S(A+B)) for Nash V-learning, closing the gap with lower bounds.

Real-world applications require RL algorithms to act safely. During learning process, it is likely that the agent executes sub-optimal actions that may lead to unsafe/poor states of the system. Exploration is particularly brittle in high-dimensional state/action space due to increased number of low-performing actions. …

2019-02-23abs ↗pdf ↗

We study online reinforcement learning for finite-horizon deterministic control systems with {\it arbitrary} state and action spaces. Suppose that the transition dynamics and reward function is unknown, but the state and action space is endowed with a metric that characterizes the proximity between different states and…

2019-05-05abs ↗pdf ↗

Kernel-UCBVI algorithm balances exploration and exploitation in metric state-action spaces.

problem Exploration-exploitation dilemma in finite-horizon reinforcement learning with metric state-action spaces.
method Kernel-UCBVI, leveraging smoothness and kernel estimators of rewards and transitions.
result First regret bound for kernel-based RL using smoothing kernels, O(H3K2d/(2d+1))O(H^3 K^{2d/(2d+1)}).

We establish that an optimistic variant of Q-learning applied to a fixed-horizon episodic Markov decision process with an aggregated state representation incurs regret O~(H5MK+εHK)\tilde{\mathcal{O}}(\sqrt{H^5 M K} + εHK), where HH is the horizon, MM is the number of aggregate states, KK is the number of episodes, and εε is …

2019-12-13abs ↗pdf ↗

New RL algorithm learns good actions from offline data, reducing uncertainty and divergence.

problem Limited applicability of current RL algorithms in real-world settings due to high costs of exploration.
method Proposes an algorithm for batch RL using a fixed offline dataset, with penalties for policy and value constraints.
result Compared favorably to state-of-the-art methods on 32 continuous-action benchmarks.

Efficiently solves exploration-exploitation in LQR using Lagrangian relaxation.

problem Exploration-exploitation dilemma in linear quadratic regulator (LQR) setting.
method Relax optimistic optimization into a constrained extended LQR problem, then solve using Riccati equations.
result Computes εε-optimistic controller efficiently with O(log(1/ε))O\big(\log(1/ε)\big) Riccati equations.

New RL method handles large state-action spaces with complex models.

problem Complex models and large state-action spaces in reinforcement learning.
method π-KRVI, an optimistic modification of least-squares value iteration using kernel ridge regression.
result First order-optimal regret guarantees under general settings, improving over state of the art.