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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.

168,742 papers · 148 categories

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3876114152 · Jun 202019922001200920172026
48 results for soft actor critic

Soft Actor-Critic is a state-of-the-art reinforcement learning algorithm for continuous action settings that is not applicable to discrete action settings. Many important settings involve discrete actions, however, and so here we derive an alternative version of the Soft Actor-Critic algorithm that is applicable to dis…

2019-10-16abs ↗pdf ↗

Band-limited SAC improves learning efficiency and stability in simulated environments.

problem Improving sample efficiency and stability in SAC algorithms.
method Artificially bandlimiting the target critic's spatial resolution using a convolutional filter.
result Bandlimited SAC outperforms classic twin-critic SAC in various Gym environments and is more stable.

LC-SAC tackles non-stationary dynamics in reinforcement learning.

problem Degradation of deep RL methods in non-stationary environments.
method LC-SAC uses latent context encoders and contrastive loss for dynamic information capture.
result LC-SAC outperforms SAC on environments with drastic dynamics changes.

Robust Reinforcement Learning aims to derive optimal behavior that accounts for model uncertainty in dynamical systems. However, previous studies have shown that by considering the worst case scenario, robust policies can be overly conservative. Our soft-robust framework is an attempt to overcome this issue. In this pa…

2018-03-11abs ↗pdf ↗

Meta-SAC automatically tunes SAC's entropy temperature for better exploration.

problem Exploration-exploitation dilemma in reinforcement learning.
method Meta-SAC uses metagradient and a novel meta objective to automatically adjust SAC's entropy temperature.
result Meta-SAC outperforms SAC-v2 by 10% on the humanoid-v2 task.

Deep RL agent secures 2nd place in CityLearn Challenge for district demand management.

problem Optimizing electrical demand of diverse buildings in a district.
method Centralised 'Soft Actor Critic' deep reinforcement learning agent.
result Achieved an averaged score of 0.967 on challenge dataset.

New method combines value function decomposition and policy gradients for cooperative multi-agent reinforcement learning.

problem Challenges in cooperative multi-agent reinforcement learning, especially credit assignment and large action spaces.
method Decomposed Soft Actor-Critic (mSAC) method with Q network architecture, discrete probabilistic policy, and counterfactual advantage function.
result Significantly outperforms policy-based approach COMA and achieves competitive results with SOTA value-based approach Qmix.

ESAC combines genetic methods with RL to improve scalability and efficiency.

problem Combining genetic scalability with RL's data efficiency and optimal control.
method Combines Evolution Strategies (ES) with Soft Actor-Critic (SAC) to enable skill transfer and reduce hyperparameter sensitivity.
result Demonstrates improved performance and sample efficiency in challenging tasks.

CSAC enables cooperative reinforcement learning for multi-stage tasks.

problem Coordinating consecutive reinforcement learning agents for long-term multi-stage tasks.
method CSAC modifies each agent's policy to maximize both current and next agent's critic.
result CSAC outperforms uncooperative policies and single-agent training in multi-room maze domain.

USAC balances pessimism and optimism in actor-critic training for better exploration and performance.

problem Excessive pessimism limits exploration, while excessive optimism leads to high-risk behaviors.
method Utility Soft Actor-Critic (USAC) dynamically adapts exploration based on critic uncertainty.
result USAC consistently outperforms state-of-the-art algorithms in continuous control tasks.

New reinforcement learning bound improves generalization for sequential data.

problem Challenges in obtaining generalization guarantees for reinforcement learning due to sequential data.
method PAC-Bayesian reinforcement learning with consideration of Markov dependencies and mixing time.
result Demonstrated practical utility through PB-SAC, providing meaningful confidence certificates.

Paper improves AIRL by enhancing policy imitation and addressing reward recovery issues.

problem Inadequate policy imitation and limited transferable reward recovery in AIRL.
method Substituted built-in algorithm with SAC for policy updating and proposed PPO-AIRL + SAC hybrid framework.
result SAC improves policy imitation but hinders reward recovery; PPO-AIRL + SAC achieves satisfactory transfer effect.

Model-free deep reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. However, these methods typically suffer from two major challenges: high sample complexity and brittleness to hyperparameters. Both of these challenges limit the a…

2018-12-13abs ↗pdf ↗

Recent successful deep reinforcement learning algorithms, such as Trust Region Policy Optimization (TRPO) or Proximal Policy Optimization (PPO), are fundamentally variations of conservative policy iteration (CPI). These algorithms iterate policy evaluation followed by a softened policy improvement step. As so, they are…

2019-07-02abs ↗pdf ↗

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 ↗

SLM Lab is a framework for reproducible RL research with modular algorithms.

problem Reproducibility in deep reinforcement learning.
method Modular software framework for RL algorithms, synchronous/asynchronous execution, hyperparameter search, result analysis.
result Comprehensive benchmark and novel RL algorithms (e.g., discrete-AC variant, hybrid training method).

Paper uses RL to optimize multi-asset portfolios in fluctuating markets.

problem Optimizing multi-asset portfolios in time-varying financial markets.
method Soft Actor-Critic (SAC) algorithm for policy learning, policy iteration process.
result SAC algorithm outperforms in various criteria in simulated and real financial markets.

Improved model-based reinforcement learning for interactive dialogue tasks reduces sample needs and improves performance.

problem Limited data and high sample cost in interactive dialogue systems.
method Model-based actor-critic approach with an environment model and planner.
result 70 times fewer samples required compared to baseline model-free algorithm, with 2x better asymptotic performance.

Hybrid SAC improves RL for video games with discrete, continuous actions.

problem Improving RL performance in video games with practical constraints.
method Extension of Soft Actor-Critic (SAC) for handling discrete, continuous, and parameterized actions.
result Hybrid SAC successfully solves a high-speed driving task and is competitive on parameterized actions benchmarks.

Improved SAC with AWMP for better control tasks.

problem Discontinuous and non-smooth optimal policies in reinforcement learning.
method Advantage Weighted Mixture Policy (AWMP) for SAC, learning state-specific weights.
result SAC with AWMP outperforms SAC in four control tasks.

PI-SAC agents learn predictive information to improve RL efficiency.

problem Improving sample efficiency in reinforcement learning.
method PI-SAC agents use a contrastive version of Conditional Entropy Bottleneck to learn predictive information from past and future states.
result PI-SAC agents significantly improve sample efficiency on challenging continuous control tasks.

Applying probabilistic models to reinforcement learning (RL) enables the application of powerful optimisation tools such as variational inference to RL. However, existing inference frameworks and their algorithms pose significant challenges for learning optimal policies, e.g., the absence of mode capturing behaviour in…

2018-11-03abs ↗pdf ↗

Pretraining reinforcement learning methods with demonstrations has been an important concept in the study of reinforcement learning since a large amount of computing power is spent on online simulations with existing reinforcement learning algorithms. Pretraining reinforcement learning remains a significant challenge i…

2019-05-09abs ↗pdf ↗

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 ↗

Paper proposes methods to use observational data for reinforcement learning, addressing confounding issues.

problem Using observational data for reinforcement learning can lead to misleading outcomes due to unobserved confounders.
method The paper introduces two deconfounding methods in deep reinforcement learning to adjust for confounders.
result The proposed deconfounding methods improve the accuracy of reinforcement learning models using observational data.

Markov Decision Processes (MDPs), the mathematical framework underlying most algorithms in Reinforcement Learning (RL), are often used in a way that wrongfully assumes that the state of an agent's environment does not change during action selection. As RL systems based on MDPs begin to find application in real-world sa…

2019-11-11abs ↗pdf ↗

The paper analyzes an actor-critic algorithm with target networks for deep reinforcement learning.

problem Lack of theoretical understanding of target networks in actor-critic methods.
method Proposes a theoretical analysis of an online target-based actor-critic algorithm with linear function approximation.
result Establishes asymptotic convergence results and finite-time analysis for both critic and actor.

Actor-critic methods solve reinforcement learning problems by updating a parameterized policy known as an actor in a direction that increases an estimate of the expected return known as a critic. However, existing actor-critic methods only use values or gradients of the critic to update the policy parameter. In this pa…

2017-05-22abs ↗pdf ↗

Entropy regularization is an important idea in reinforcement learning, with great success in recent algorithms like Soft Q Network (SQN) and Soft Actor-Critic (SAC1). In this work, we extend this idea into the on-policy realm. We propose the soft policy gradient theorem (SPGT) for on-policy maximum entropy reinforcemen…

2019-12-02abs ↗pdf ↗

Single-timescale actor-critic finds globally optimal policy.

problem Finding globally optimal policy in reinforcement learning.
method Simultaneous actor and critic updates with linear or deep neural network approximations.
result Actor sequence converges to globally optimal policy at O(K1/2)O(K^{-1/2}) rate.

Smaller actor-critic models lead to performance degradation and overfitting, highlighting the critic's role in value underestimation.

problem Performance degradation and overfitting in actor-critic models with smaller actors.
method Broad empirical investigations and analyses of asymmetric actor-critic setups, exploring techniques to mitigate value underestimation.
result Value underestimation is a key cause of performance degradation in smaller actor-critic models, and the critic plays a crucial role in mitigating this.