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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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120240360480 · Jun 202019922001200920172026
48 results for policy-based estimators

This work improves policy-based training by proposing an evaluation balance objective for GFlowNets.

problem Reliable estimation of policy divergence under directed acyclic graphs remains challenging.
method Proposes an evaluation balance objective over partial episodes to measure policy divergence and improve policy-based training reliability.
result Evaluation balance strengthens policy-based training reliability and broadens its flexibility.

Overparameterized models generalize well in offline contextual bandits, but policy-based algorithms struggle.

problem The performance gap between value-based and policy-based algorithms in offline contextual bandits with overparameterized models.
method Analysis of action-stability in objectives and formal proofs of regret bounds.
result The performance gap is due to action-stability of objectives, with value-based objectives being stable and policy-based objectives unstable.

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.

This work explores representation complexity in RL paradigms, revealing model-based RL as the easiest task.

problem Investigating the representation complexity gap among model-based, policy-based, and value-based RL.
method Demonstrated through analysis of Markov decision processes (MDPs) and introduced new classes of MDPs.
result Representation complexity hierarchy: model-based RL > policy-based RL > value-based RL.

This work highlights problems with off-policy estimation in recommender systems due to unobserved confounders.

problem Evaluation of recommender systems under unobserved confounders.
method Policy-based estimators and characterisation of statistical bias due to confounding.
result Naive propensity estimation under confounding leads to severely biased metric estimates.

New algorithm reduces dynamic regret for MDPs with unknown transition and adversarial rewards.

problem Episodic linear mixture MDPs with unknown transition and adversarial rewards.
method Combines occupancy-measure-based global optimization and policy-based variance-aware value-targeted regression.
result Achieves near-optimal dynamic regret of O~(dH3K+HK(H+PˉK))\widetilde{\mathcal{O}}(d \sqrt{H^3 K} + \sqrt{HK(H + \bar{P}_K)}).

New method defends RL agents from poisoning attacks without MDP knowledge.

problem Poisoning attacks on RL systems can cause learning failures.
method Generic poisoning framework for online RL, Vulnerability-Aware Adversarial Critic Poison (VA2C-P).
result Successfully prevents RL agents from learning good policies or converging to target policies.

We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL in real-world problems. Despite its importance, existing general methods either h…

2015-11-11abs ↗pdf ↗

New RL algorithm tackles non-stationary environments with flexible policy updates.

problem Non-stationary reinforcement learning with time-varying rewards and transition probabilities.
method Model-free policy-based algorithm NS-NAC with restart-based exploration and dynamic learning rates.
result Dynamic regret of ildeO(S1/2A1/2ΔT1/6T5/6) ilde{\mathscr O}(|S|^{1/2}|A|^{1/2}Δ_T^{1/6}T^{5/6}) for both algorithms.

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 ↗

VA-OPE improves OPE by incorporating variance information, achieving tighter error bounds.

problem Estimating value function of a target policy from offline data collected by a behavior policy.
method Proposes VA-OPE, an algorithm that reweights Bellman residual using estimated variance of the value function.
result Achieves a tighter error bound than the best-known result.

Study improves off-policy evaluation from non-i.i.d. bandit samples.

problem Improving off-policy evaluation from non-independent bandit samples.
method Constructing an estimator from a standardized martingale difference sequence.
result Proposed estimator performs better than existing methods.

Paper addresses OPE for dependent bandit samples using MDS and batch updates.

problem Evaluating policies from non-i.i.d. historical data in contextual bandits.
method Constructs an MDS-based estimator for dependent samples, solves batch update and deficient support issues.
result Derives an asymptotically normal estimator for evaluation policy value.

We study the problem of offline policy optimization in stochastic contextual bandit problems, where the goal is to learn a near-optimal policy based on a dataset of decision data collected by a suboptimal behavior policy. Rather than making any structural assumptions on the reward function, we assume access to a given …

2023-09-27abs ↗pdf ↗

The paper analyzes RLHF with human feedback and provides convergence results for MLE and pessimistic MLE.

problem Improving RLHF with human feedback from pairwise or KK-wise comparisons.
method Theoretical framework for RLHF with convergence analysis of MLE and pessimistic MLE.
result MLE fails but pessimistic MLE provides improved policies under certain coverage assumptions.

Study on adversarial training's impact on deep neural reinforcement learning policies.

problem Vulnerability of deep neural reinforcement learning policies to imperceptible adversarial perturbations.
method Two parallel approaches: Fourier spectrum analysis and feature sensitivity measurement.
result Adversarially trained policies are more sensitive to low frequency perturbations.

RANDomized-exploration policy Optimization via Multiple Importance Sampling with Truncation (RANDOMIST) for PO with mediator feedback.

problem Policy Optimization in continuous control tasks.
method RANDomized-exploration policy Optimization via Multiple Importance Sampling with Truncation (RANDOMIST) for regret minimization in PO.
result Achieving constant regret under certain circumstances in PO with mediator feedback.

The paper analyzes optimal liquidation strategies for cryptocurrencies considering both temporary and permanent price impacts.

problem Optimal liquidation strategies for cryptocurrencies in the presence of price impacts.
method Analytical and numerical solutions, including finite differences and optimal policy iteration.
result Optimal liquidation policies vary based on the functional form of temporary and permanent price impacts.

The problem of retrosynthetic planning can be framed as one player game, in which the chemist (or a computer program) works backwards from a molecular target to simpler starting materials though a series of choices regarding which reactions to perform. This game is challenging as the combinatorial space of possible cho…

2019-01-19abs ↗pdf ↗

A new imitation learning method uses random search for simple policies, outperforming complex models.

problem Complexity and reward dependency issues in imitation learning.
method Derivative-free optimization with simple linear policies and random search.
result The proposed method achieves competitive performance on MuJoCo locomotion tasks without a direct reward signal.

Off-policy learning in dynamic decision problems is essential for providing strong evidence that a new policy is better than the one in use. But how can we prove superiority without testing the new policy? To answer this question, we introduce the G-SCOPE algorithm that evaluates a new policy based on data generated by…

2015-02-11abs ↗pdf ↗

This work develops confidence intervals for off-policy evaluation.

problem Estimating expected reward with uncertainty quantification.
method Primal-dual optimization with kernel Bellman loss and martingale concentration inequality.
result Developed practical algorithm for non-asymptotic confidence intervals.

Recent studies have shown that reinforcement learning (RL) models are vulnerable in various noisy scenarios. For instance, the observed reward channel is often subject to noise in practice (e.g., when rewards are collected through sensors), and is therefore not credible. In addition, for applications such as robotics, …

2018-10-02abs ↗pdf ↗

As the Portable Document Format (PDF) file format increases in popularity, research in analysing its structure for text extraction and analysis is necessary. Detecting headings can be a crucial component of classifying and extracting meaningful data. This research involves training a supervised learning model to detect…

2018-08-31abs ↗pdf ↗

POTEC tackles off-policy learning in large action spaces, improving effectiveness.

problem Existing OPL methods fail in large discrete action spaces due to bias or variance issues.
method Two-stage algorithm: cluster selection via policy-based approach, action selection via regression-based approach.
result POTEC provides substantial improvements in off-policy learning effectiveness, especially in large and structured action spaces.

New algorithm finds near-optimal policies efficiently in zero-sum games.

problem Lack of provable efficiency guarantees for policy optimization in zero-sum games.
method Policy optimization algorithm with function approximation.
result Proves efficient convergence to near-optimal policies with polynomial samples and iterations.

Privileged Information Dropout improves RL performance without distillation.

problem Improving sample efficiency and performance in reinforcement learning.
method Introducing Privileged Information Dropout to directly incorporate privileged information into RL agent inputs.
result Privileged Information Dropout outperforms distillation and auxiliary tasks in a partially-observed environment.

Neuroscientific theory suggests that dopaminergic neurons broadcast global reward prediction errors to large areas of the brain influencing the synaptic plasticity of the neurons in those regions. We build on this theory to propose a multi-agent learning framework with spiking neurons in the generalized linear model (G…

2019-10-15abs ↗pdf ↗

BLOB combines organic and bandit signals for better user interest estimation.

problem Combining organic and bandit signals for improved user interest estimation.
method Bayesian Latent Organic Bandit (BLOB) model using variational auto-encoders and local re-parametrization.
result BLOB outperforms organic and bandit-based methods in both organic and bandit-rich environments.

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…

2019-04-06abs ↗pdf ↗