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.

168,695 papers · 148 categories

Trend · papers per month

116231347462 · Jun 202019922001200920172026
48 results for policy design

Step-DAD improves BED by periodically updating a design policy during experiments.

problem Improving flexibility and robustness in Bayesian experimental design.
method Semi-amortized, policy-based approach that updates a design policy during data collection.
result Consistently superior decision-making and robustness compared to current BED methods.

Presents SPEED, an algorithm for optimal policy evaluation in linear bandits with heteroscedastic noise.

problem Optimal data collection for policy evaluation in linear bandits with heteroscedastic reward noise.
method Formulated an optimal design for weighted least squares estimates, derived the optimal sample allocation, introduced SPEED algorithm, and derived regret bounds.
result SPEED leads to policy evaluation with MSE comparable to oracle strategy and significantly lower than random policy execution.

New policy optimizes risk and optimality in stochastic bandits.

problem Optimizing risk in stochastic bandits with heavy-tailed risk.
method Designing policies with worst-case optimality for expected regret and light-tailed risk distribution.
result Achieves worst-case optimality for expected regret and light-tailed risk distribution.

Bayesian sOED uses PG reinforcement learning for efficient experiment design.

problem Optimizing sequential experiments for nonlinear models with limited data.
method Formulated as POMDP, solved via PG methods with neural network parameterization.
result Demonstrated advantages over batch and greedy designs in contaminant source inversion.

Survey explores geometric aspects of policy optimization in control systems.

problem Understanding the geometric relationships between control design and optimization.
method Geometric perspective on policy optimization, focusing on parameterization and topology.
result Implications of policy geometry on stability and performance of local search algorithms.

Algorithm improves reinforcement learning policies using offline data.

problem Improving reinforcement learning policies with limited online data.
method Designs a single non-reactive policy using offline data with provable guarantees.
result Algorithm achieves better policy quality with less online data.

Designs a single policy for collecting data to train near-optimal policies.

problem Engineering overhead in deploying minimax procedures for stochastic linear contextual bandits.
method Designs a single stochastic policy to collect data from which a near-optimal policy can be extracted.
result The designed policy can collect data from which a near-optimal policy can be extracted.

In many reinforcement learning tasks, the goal is to learn a policy to manipulate an agent, whose design is fixed, to maximize some notion of cumulative reward. The design of the agent's physical structure is rarely optimized for the task at hand. In this work, we explore the possibility of learning a version of the ag…

2018-10-09abs ↗pdf ↗

Paper proposes a new method to optimize robot body structure and control policy.

problem Optimizing robot body structure and control policy in a coupled manner.
method Revisits co-design problem as a Stackelberg game, incorporating control adaptation dynamics.
result Stackelberg PPO outperforms standard PPO in stability and performance.

iDAD uses neural networks to quickly adapt experiments without likelihoods.

problem Performing adaptive experiments in real-time with implicit models.
method iDAD learns a design policy network upfront to make quick design decisions.
result iDAD can make design decisions in milliseconds, unlike traditional BOED approaches.

Algorithm optimizes system design and control for better rewards.

problem Optimizing system design and control for maximum rewards.
method Deep reinforcement learning combining policy gradient and model-based optimization.
result DEPS algorithm outperforms state-of-the-art methods in various environments.

Measures policy-violating content prevalence with ML-assisted sampling and LLM labeling.

problem Accurate measurement of content violations that are often rare and costly to label.
method Design-based measurement system using ML-assisted probability sampling and LLM labeling.
result Produces unbiased prevalence estimates with confidence intervals and dashboard drilldowns.

In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identification problem, instead of minimizing the accumulative regret as done in existing works, the learner aims to obtain an accurate estimate of the u…

2018-12-02abs ↗pdf ↗

Study evaluates reinforcement learning algorithms for sequential experimental design.

problem Lack of generalization in reinforcement learning for experimental design.
method Investigated several reinforcement learning algorithms for sequential experimental design.
result Certain algorithms, using dropout or ensemble approaches, show attractive generalization properties.

Estimates funding impact from an algorithmic relief rule, finding little effect on hospital activities.

problem Evaluating the impact of algorithmic policy decisions.
method Developed a treatment-effect estimator using algorithmic decisions as instruments.
result Funding from an algorithmic relief rule had little effect on COVID-19-related hospital activities.

POLAR learns efficient data acquisition policies using pretrained belief representations.

problem Challenges in learning effective policies for adaptive data acquisition.
method POLAR decouples representation learning from policy learning by leveraging pretrained predictive foundation models as belief-state encoders.
result POLAR outperforms state-of-the-art methods across diverse tasks while requiring fewer training samples.

New method optimizes experiments under constraints.

problem Adapting BED to dynamic constraints in real-world tasks.
method Offline pre-training of an amortized policy and posterior network with online multi-step lookahead planning.
result Significantly more informative design sequences than existing methods.

Designing RNA molecules has garnered recent interest in medicine, synthetic biology, biotechnology and bioinformatics since many functional RNA molecules were shown to be involved in regulatory processes for transcription, epigenetics and translation. Since an RNA's function depends on its structural properties, the RN…

2018-12-31abs ↗pdf ↗

Very recently proximal policy optimization (PPO) algorithms have been proposed as first-order optimization methods for effective reinforcement learning. While PPO is inspired by the same learning theory that justifies trust region policy optimization (TRPO), PPO substantially simplifies algorithm design and improves da…

2018-04-17abs ↗pdf ↗

vsOED optimizes experiment design with reinforcement learning for Bayesian models.

problem Optimizing the sequence of experiments in Bayesian models for efficient data collection.
method Reinforcement learning with variational posterior approximations to optimize design policy.
result vsOED achieves superior sample efficiency compared to existing methods.

Optimizes regret distribution in stochastic bandits for risk balance.

problem Balancing regret expectation and tail risk in stochastic bandits.
method Characterizes optimal regret tail probability for any threshold, proposes new policies.
result Discovers an intrinsic gap in optimal tail rate based on time horizon uncertainty.

ADAC uses analogous policies to improve RL exploration without sacrificing stability.

problem Improving RL exploration without compromising stability and expressiveness.
method Disentangled actor-critic approach with analogous pairs of actors and critics.
result Empirical evaluation shows ADAC outperforms alternatives in challenging exploration tasks.

We use deep reinforcement learning to optimize experimental designs efficiently.

problem Optimizing sequential experimental designs with limited exploration and black-box models.
method Reduced the optimal design problem to an MDP and solved it with deep reinforcement learning.
result Our approach achieves state-of-the-art performance on both continuous and discrete design spaces.

Designs efficient factorial experiments for product design under budget constraints.

problem Designing effective experiments for product design with limited traffic and overlapping experiments.
method Two-stage design: first stage samples and infers performance, second stage selects a final policy.
result The method outperforms one-shot tensor completion and unstructured best-arm benchmarks.

Efficiently selects top-m designs for various contexts using sequential sampling.

problem Optimizing selection of top-m designs across different contexts.
method Formulated as a stochastic dynamic programming problem, developed sequential sampling policy.
result Asymptotically optimal sampling ratios for efficient selection.

DABS uses a policy network to select experiments in high-dimensional design spaces.

problem Adaptive factorial screening in high-dimensional discrete design spaces.
method DABS learns a policy network offline to sequentially select experiments, incorporating sparsity and interactions via a spike-and-slab prior.
result DABS achieves superior accuracy and scalability over classical and Bayesian baselines under tight experimental budgets.

Study uses contextual bandits to optimize charity exposure in donation solicitation.

problem Optimizing charity exposure in donation solicitation using survey responses.
method Adaptive experiment design to balance cumulative regret minimization and simple regret minimization.
result Adaptive experimentation yields better policy learning outcomes than uniform randomization.

In many sequential decision making tasks, it is challenging to design reward functions that help an RL agent efficiently learn behavior that is considered good by the agent designer. A number of different formulations of the reward-design problem, or close variants thereof, have been proposed in the literature. In this…

2018-04-17abs ↗pdf ↗

Algorithm extsc{Pedel} learns near-optimal policies efficiently on specific problems.

problem Learning near-optimal policies in linear MDPs with minimal samples.
method Online experiment design to focus exploration on relevant directions.
result Achieves instance-dependent complexity, outperforming minimax-optimal algorithms.