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.
Model-free deep reinforcement learning has been shown to exhibit good performance in domains ranging from video games to simulated robotic manipulation and locomotion. However, model-free methods are known to perform poorly when the interaction time with the environment is limited, as is the case for most real-world ro…
The paper analyzes the convergence rates of Q-learning with entropy regularization and linear function approximation.
problem Analyzing the convergence rates of Q-learning with entropy regularization and linear function approximation.
method The paper derives rates of convergence using the high-dimensional central limit theorem, linearization of the soft Bellman recursion, and Gaussian approximation for the leading martingale term.
result The algorithm's last iterate satisfies high-order moment bounds, with a Gaussian approximation bound of order n−1/4.
A new method stabilizes deep reinforcement learning by using QGraphs to retain replay memory information.
problem Stabilizing model-free off-policy deep reinforcement learning with soft divergence.
method Representing past experiences as a QGraph, selecting a subgraph with favorable structure, and using lower bounds for temporal difference learning.
result QG-DDPG method is less prone to soft divergence and more robust to hyperparameters.
We investigate adversarial learning in the case when only an unnormalized form of the density can be accessed, rather than samples. With insights so garnered, adversarial learning is extended to the case for which one has access to an unnormalized form u(x) of the target density function, but no samples. Further, new c…
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…
Model-free deep reinforcement learning (RL) algorithms have been demonstrated on a range of challenging decision making and control tasks. However, these methods typically suffer from two major challenges: very high sample complexity and brittle convergence properties, which necessitate meticulous hyperparameter tuning…
Many recent successful (deep) reinforcement learning algorithms make use of regularization, generally based on entropy or Kullback-Leibler divergence. We propose a general theory of regularized Markov Decision Processes that generalizes these approaches in two directions: we consider a larger class of regularizers, and…
There has recently been significant interest in hard attention models for tasks such as object recognition, visual captioning and speech recognition. Hard attention can offer benefits over soft attention such as decreased computational cost, but training hard attention models can be difficult because of the discrete la…
Linear Q-learning converges to a bounded set without divergence.
problem Proving linear Q-learning does not diverge and converges to a bounded set.
method No modifications to the original linear Q-learning algorithm, no Bellman completeness or near-optimality assumptions, only an ε-softmax behavior policy with adaptive temperature.
result First L2 convergence rate of linear Q-learning iterates to a bounded set.
Study shows offline RL under Q⋆-approximation and partial coverage is harder than previously thought.
problem Theoretical limits of offline reinforcement learning under Q⋆-approximation and partial coverage.
method Introduced a decision-estimation framework to decompose offline RL complexity into decision and value estimation errors.
result Answered the open question by proving sample inefficiency under partial coverage is not guaranteed by Q⋆-realizability and Bellman completeness.
Q-learning requires more samples than minimax bounds suggest for optimal Q-function approximation.
problem Understanding the sample complexity of Q-learning in synchronous settings.
method Analyzing Q-learning in synchronous MDPs with state and action spaces, proving minimax optimal sample complexity for TD learning and Q-learning under certain conditions.
result Q-learning requires more samples than minimax bounds suggest, revealing strict sub-optimality when action space is more than one.