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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.

168,657 papers · 148 categories

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4498981,3471,796 · Jun 202019922001200920172026
48 results for reinforcement learning algorithms

Study on meta-reinforcement learning generalization in high-dimensional tasks.

problem Generalization performance of meta-reinforcement learning algorithms in high-dimensional tasks.
method High-dimensional, procedurally generated environments.
result Meta-reinforcement learning algorithms exhibit strong overfitting on challenging tasks.

New method improves consistency of reinforcement learning performance evaluations.

problem Inconsistent performance results in reinforcement learning due to flawed evaluation metrics.
method Proposes a new comprehensive evaluation methodology for reinforcement learning algorithms.
result Demonstrates improved reliability of performance measurements for reinforcement learning algorithms.

evo-RL combines evolutionary computation with reinforcement learning for better adaptability.

problem Improving reinforcement learning algorithms' adaptability and performance in environments with rewardless states.
method Embedding reinforcement learning in an evolutionary cycle, distinguishing instinctive from learnable behavior.
result evo-RL leads to state-of-the-art performance on OpenAI Gym control problems with rewardless states.

Meta-learning algorithms use past experience to learn to quickly solve new tasks. In the context of reinforcement learning, meta-learning algorithms acquire reinforcement learning procedures to solve new problems more efficiently by utilizing experience from prior tasks. The performance of meta-learning algorithms depe…

2018-06-12abs ↗pdf ↗

New algorithm improves reinforcement learning from partial observations.

problem Inferior performance of algorithms in real-world reinforcement learning due to partial observability.
method Representation-based approach to POMDPs, leading to a tractable algorithm.
result Empirically demonstrates superior performance with partial observations.

Paper tackles reinforcement learning with complex observations and simple latent dynamics.

problem Understanding reinforcement learning with complex observations and simple latent dynamics.
method Statistical and algorithmic analysis of reinforcement learning under general latent dynamics.
result Identifies latent pushforward coverability as a condition for statistical tractability.

Algorithm tackles constrained reinforcement learning with concave-convex and knapsack constraints.

problem Constrained episodic reinforcement learning with concave rewards and convex constraints.
method Modular analysis with strong theoretical guarantees for concave-convex and knapsack settings.
result Significantly outperforms existing approaches in constrained episodic environments.

Quantum algorithms speed up reinforcement learning policies in large state-action spaces.

problem Limitations of quantum access in training reinforcement learning policies.
method Designing quantum algorithms to train reinforcement learning policies.
result Quantum algorithms offer full quadratic speed-ups in sample complexity for well-behaved policies.

New algorithms improve reinforcement learning stability and performance.

problem Stability issues in TD learning algorithms with function approximation and off-policy sampling.
method Developed and adapted emphatic temporal difference (ETD(λλ)) algorithms for deep reinforcement learning.
result Demonstrated improved performance in Atari games and small problems.

Deep RL for portfolio management shows poor robustness.

problem Robustness of Deep RL algorithms in online portfolio management.
method Proposed a training and evaluation process for assessing DRL algorithms.
result Most Deep RL algorithms are not robust, generalizing poorly and degrading quickly.

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 robustifies reinforcement learning with risk-averse methods.

problem Making predictions robust to changes in system dynamics or rewards.
method Approximates Robust Reinforcement Learning using ΦΦ-divergence and Risk-Averse formulation.
result Classical Reinforcement Learning can be robustified using standard deviation penalization.

Recent advances in Reinforcement Learning, grounded on combining classical theoretical results with Deep Learning paradigm, led to breakthroughs in many artificial intelligence tasks and gave birth to Deep Reinforcement Learning (DRL) as a field of research. In this work latest DRL algorithms are reviewed with a focus …

2019-06-24abs ↗pdf ↗

Study on teaching reinforcement learning with Q-learning, reducing sample complexity.

problem Reducing sample complexity in reinforcement learning.
method Characterized teaching dimension for Q-learning under different teacher control, presented optimal teaching algorithms.
result Minimum number of samples needed for reinforcement learning is characterized.

Automatically generates a deep RL curriculum for faster and more stable learning.

problem How to automatically generate a curriculum for deep RL agents.
method Interprets curriculum generation as an inference problem, learning task distributions progressively.
result Curricula significantly improve learning performance across various environments and deep RL algorithms.

This research integrates human interaction into reinforcement learning to improve sample efficiency and real-time learning.

problem Current reinforcement learning requires thousands of samples to converge, and is prone to catastrophic failures.
method Integrates human interaction modalities (demonstrations, interventions, evaluations) into the reinforcement learning loop.
result Human interaction accelerates learning and improves sample efficiency.

Develops new reinforcement learning methods for complex constrained decision-making problems.

problem Complex constrained decision-making problems with a continuum of constraints.
method Proposes semi-infinitely constrained Markov decision processes (SICMDPs) and two reinforcement learning algorithms: SI-CRL and SI-CPO.
result Demonstrates the effectiveness of SI-CRL and SI-CPO in solving complex sequential decision-making tasks.

Distributional approaches to value-based reinforcement learning model the entire distribution of returns, rather than just their expected values, and have recently been shown to yield state-of-the-art empirical performance. This was demonstrated by the recently proposed C51 algorithm, based on categorical distributiona…

2018-02-22abs ↗pdf ↗

Meta-algorithm for efficient reinforcement learning from human preferences.

problem Learning from human preference comparisons in Markov decision processes.
method Randomized exploration and experimental design for batch comparison queries.
result Meta-algorithm achieves both regret and last-iterate guarantees with minimal preference queries.

Improves imitation learning in RL by learning reward function efficiently.

problem Lack of effective reward function approximation in AIRL for imitation tasks.
method Proposes Off-Policy AIRL that combines adversarial learning with efficient reward function approximation.
result Shows superior imitation performance and efficiency compared to state-of-the-art AIL algorithms.

Research integrates sentiment analysis with reinforcement learning for better trading strategies.

problem Improving trading performance by integrating sentiment data.
method Developed a sentiment-driven trading system using a large language model and reinforcement learning.
result Sentiment signals from FinGPT improve trading performance when combined with technical indicators.

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.

Transformers learn to make decisions in new contexts from offline data.

problem Understanding when and how transformers can perform in-context reinforcement learning.
method Theoretical framework analyzing supervised pretraining for ICRL, including algorithm distillation and decision-pretrained transformers.
result Transformers can efficiently approximate optimal reinforcement learning algorithms for various environments.

A quantum reinforcement learning algorithm reduces sample complexity.

problem Quantum reinforcement learning under model-free settings with quantum oracle access.
method Quantum Natural Policy Gradient (QNPG) algorithm replacing random sampling with deterministic gradient estimation.
result QNPG achieves a sample complexity of ildeO(ε1.5) ilde{\mathcal{O}}(ε^{-1.5}) for queries to the quantum oracle, significantly improving classical lower bound.

Many practical applications of reinforcement learning constrain agents to learn from a fixed batch of data which has already been gathered, without offering further possibility for data collection. In this paper, we demonstrate that due to errors introduced by extrapolation, standard off-policy deep reinforcement learn…

2018-12-07abs ↗pdf ↗

Transformers can implement reinforcement learning algorithms from data without updates.

problem Training reinforcement learning algorithms from data without parameter updates.
method Design a teacher-mimicking training procedure for transformers to implement policy-improvement methods.
result Gradient flow converges to an optimal parameter manifold corresponding to the desired RL update.

Deep reinforcement learning is poised to revolutionise the field of AI and represents a step towards building autonomous systems with a higher level understanding of the visual world. Currently, deep learning is enabling reinforcement learning to scale to problems that were previously intractable, such as learning to p…

2017-08-19abs ↗pdf ↗

In reinforcement learning an agent interacts with the environment by taking actions and observing the next state and reward. When sampled probabilistically, these state transitions, rewards, and actions can all induce randomness in the observed long-term return. Traditionally, reinforcement learning algorithms average …

2017-10-27abs ↗pdf ↗

New reinforcement learning algorithm achieves instance-optimal sample complexity.

problem Achieving low regret and identifying optimal policies in reinforcement learning.
method A novel planning-based algorithm that explicitly accounts for state visitation distributions.
result The proposed algorithm attains nearly minimax optimal sample complexity, improving over worst-case bounds.

Proposes a method to avoid excessive exploration in reinforcement learning.

problem Avoiding excessive exploration in reinforcement learning to deploy it in practice.
method Designs a novel algorithm using UCB reinforcement learning policy with adaptive exploration constraints.
result Proves that the approach remains conservative while minimizing regret in tabular settings and validates on real-world tasks.

Kernel-based function approximation improves reinforcement learning performance.

problem Average reward reinforcement learning in infinite horizon settings.
method Optimistic algorithm based on kernel ridge regression.
result No-regret performance guarantees and confidence intervals for kernel-based predictions.