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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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21426384 · May 202619922001200920172026
48 results for state-action paths

Develops a new method for optimizing policies in hierarchical models.

problem Optimizing complex policies in hierarchical models.
method Applies second-order methods in the space of state-action paths.
result The natural path gradient method can be computed exactly and reflects state-space hierarchy.

Inverse reinforcement learning (IRL) aims to explain observed strategic behavior by fitting reinforcement learning models to behavioral data. However, traditional IRL methods are only applicable when the observations are in the form of state-action paths. This assumption may not hold in many real-world modeling setting…

2017-03-28abs ↗pdf ↗

New algorithms minimize regret in SSP with optimal sparse updates.

problem Minimizing regret in Stochastic Shortest Path models.
method Implicit finite-horizon approximation for analysis, model-free and model-based algorithms developed.
result Minimax optimal regret for both model-free and model-based algorithms.

The paper uses a novel framework to learn option prices by imitating principal investor behavior.

problem Challenges in modeling stock price changes and decision making in equity markets.
method Non-deterministic Markov decision process, Bayesian deep neural network, reinforcement learning.
result Optimal option prices learned through imitation of principal investor behavior.

Paper identifies reductive MDPs, solving them in polynomial time.

problem Computational hardness of general MDPs and tractability of finite-horizon MDPs.
method Defines reductivity, a new class of SSPs, and develops a polynomial-time solution.
result Optimal policies can be found in polynomial time for reductive SSPs and MDPs.

New RL method handles large state-action spaces with complex models.

problem Complex models and large state-action spaces in reinforcement learning.
method π-KRVI, an optimistic modification of least-squares value iteration using kernel ridge regression.
result First order-optimal regret guarantees under general settings, improving over state of the art.

HiDe learns hierarchical control for complex tasks by separating planning and control.

problem Solving long horizon control tasks with generalization to unseen scenarios.
method Functional decomposition of state-action spaces, RL-based planner, modular transfer of policy layers.
result Generalizes across unseen test environments and scales to longer horizons.

New method recovers diverse policies from expert data using state-action pair weighting.

problem Recovering diverse policies from expert trajectories.
method Pointwise mutual information weighted behavioral cloning.
result Effective in focusing on state-action pairs most representative of the style.

A new RL paradigm reduces state-action-value function approximation inefficiency.

problem Challenges in state-action-value function approximation for RL.
method State Action Separable Reinforcement Learning (sasRL) decouples action space from value function learning.
result sasRL achieves up to 75% better performance than state-of-the-art MDP-based RL algorithms.

This work tackles model-based RL by optimizing state-action queries to learn policies with minimal data.

problem Expensive state transitions in practical RL problems limit the use of standard RL algorithms.
method Bayesian optimal experimental design to guide selection of state-action queries.
result Data-efficient RL approach that learns optimal policies with up to 1,000x less data.

Study online learning in MDPs with aggregate bandit feedback, achieving low regret in both stochastic and adversarial settings.

problem Online learning in finite-horizon episodic MDPs with aggregate bandit feedback.
method Best-of-both-worlds (BOBW) algorithms using FTRL over occupancy measures, self-bounding techniques, and new loss estimators.
result First BOBW algorithms for episodic tabular MDPs with aggregate bandit feedback achieving O(logT)O(\log T) regret in stochastic and O(T){O}(\sqrt{T}) regret in adversarial settings.

Kernel-UCBVI algorithm balances exploration and exploitation in metric state-action spaces.

problem Exploration-exploitation dilemma in finite-horizon reinforcement learning with metric state-action spaces.
method Kernel-UCBVI, leveraging smoothness and kernel estimators of rewards and transitions.
result First regret bound for kernel-based RL using smoothing kernels, O(H3K2d/(2d+1))O(H^3 K^{2d/(2d+1)}).

A new method, Count-MORL, improves offline reinforcement learning by using state-action frequency.

problem Improving offline reinforcement learning performance.
method Integrates count-based conservatism into model-based offline reinforcement learning.
result The learned policy is near-optimal and outperforms existing methods.

New findings reveal discount regularization can be seen as a strong prior, leading to poor performance in unevenly sampled data.

problem Discount regularization leads to poor performance in unevenly sampled data.
method Equivalence theorem showing discount regularization as a strong prior, setting regularization parameters locally for individual state-action pairs.
result Discount regularization can be seen as a strong prior, leading to poor performance in unevenly sampled data.

The paper introduces a new intrinsic reward method for exploration in reinforcement learning.

problem Improving exploration in reinforcement learning agents.
method Intrinsic rewards proportional to the entropy of future state-action features.
result The new objective leads to improved visitation of features within individual trajectories.

This paper unifies three regularization methods in batch reinforcement learning.

problem Learning overly-complex models in batch reinforcement learning.
method Unified weighted average transition matrix framework for three regularization methods.
result Empirical evaluation confirms intuitions about regularization methods' performance.

Paper introduces SALE for better state-action learning in RL.

problem Challenges in representation learning for low-level states in RL.
method Introduces SALE, a novel approach for learning embeddings of state-action interactions.
result TD7 algorithm significantly outperforms existing continuous control algorithms.

SPEDER extracts state-action abstraction from dynamics for reinforcement learning.

problem Curse of dimensionality and limited applicability of spectral methods.
method Spectral Decomposition Representation (SPEDER) that extracts state-action abstraction from dynamics without policy dependence.
result Theoretical analysis establishes sample efficiency in online and offline settings.

MO2 learns useful behaviours from past experience for new tasks.

problem Discovering useful behaviours from past experience and transferring them to new tasks.
method Model-Based Offline Options (MO2) framework supporting sample-efficient bottleneck option discovery over continuous state-action spaces.
result MO2 outperforms recent option learning methods on complex long-horizon continuous control tasks.

New RL approach uses future state and action visitation measures for better exploration.

problem Improving exploration in reinforcement learning.
method Intrinsic reward based on future state and action visitation measures, using contraction operators.
result Policies achieve good state-action space coverage and high performance.

We consider the problem of learning a policy for a Markov decision process consistent with data captured on the state-actions pairs followed by the policy. We assume that the policy belongs to a class of parameterized policies which are defined using features associated with the state-action pairs. The features are kno…

2017-01-21abs ↗pdf ↗

The Bellman error is a poor proxy for value function accuracy, even with all state-action pairs.

problem The Bellman error is a poor proxy for the accuracy of the value function.
method Study of the Bellman equation as a surrogate objective for value prediction accuracy.
result The magnitude of the Bellman error is only weakly related to the distance to the true value function, even with all state-action pairs.

Federated Q-learning achieves linear speedup with heterogeneity, improving sample complexity.

problem Collaborative learning in distributed RL settings with limited data sharing.
method Analyzes synchronous and asynchronous federated Q-learning, proposes importance averaging.
result Achieves linear speedup with heterogeneity, robust to local trajectory heterogeneity.

Paper proposes efficient sample collection strategy for RL.

problem Balancing exploration and exploitation in reinforcement learning.
method Decoupled approach with objective-specific and objective-agnostic strategies.
result Improved or novel sample complexity guarantees for various RL settings.

We tackle the Multi-task Batch Reinforcement Learning problem. Given multiple datasets collected from different tasks, we train a multi-task policy to perform well in unseen tasks sampled from the same distribution. The task identities of the unseen tasks are not provided. To perform well, the policy must infer the tas…

2019-09-25abs ↗pdf ↗

ZoomRL learns efficient strategies for large state-action spaces using a metric.

problem Handling large state-action spaces in reinforcement learning.
method ZoomRL leverages continuous bandits to adaptively discretize the joint space.
result Achieves worst-case regret of $ ilde{O}(H^{ rac{5}{2}} K^{ rac{d+1}{d+2}})$.

A critical and challenging problem in reinforcement learning is how to learn the state-action value function from the experience replay buffer and simultaneously keep sample efficiency and faster convergence to a high quality solution. In prior works, transitions are uniformly sampled at random from the replay buffer o…

2018-04-23abs ↗pdf ↗

The paper proposes a principle for dynamically adjusting the granularity of reinforcement learning abstractions.

problem Lack of general principles for dynamically adjusting the granularity of reinforcement learning abstractions.
method The paper proposes a principle based on rate-distortion theory, formalized through a performance certificate decomposing value error into learning and abstraction error bounds.
result Soft state-action abstractions can achieve near-optimal performance under substantial lossy compression of state and action information.

The paper improves Q-learning by incorporating pessimism for better sample efficiency.

problem Improving sample efficiency in asynchronous Q-learning with non-i.i.d. data.
method Developed an algorithmic framework that incorporates the principle of pessimism into asynchronous Q-learning, penalizing infrequently-visited state-action pairs based on suitable lower confidence bounds (LCBs).
result Achieved near-optimal sample complexity, providing theoretical support for the use of pessimism in non-i.i.d. data.

QR-MIX models joint state-action values as a distribution to handle randomness in MARL.

problem Randomness in rewards and observations leads to randomness in long-term returns in MARL.
method QR-MIX uses quantile regression and combines it with QMIX and IQN to model joint state-action values as a distribution.
result QR-MIX outperforms QMIX in the StarCraft Multi-Agent Challenge (SMAC) environment.

Develops a dynamic mean field theory for reinforcement learning.

problem Finite state and action Bayesian reinforcement learning in large state spaces.
method Analogies with statistical physics, interpreting probabilities as couplings and values as spins, solving mean field equations.
result State-action values are statistically independent in the asymptotic state space limit, with exact or approximate equations for computation.

Estimation of importance sampling weights for off-policy evaluation of contextual bandits often results in imbalance - a mismatch between the desired and the actual distribution of state-action pairs after weighting. In this work we present balanced off-policy evaluation (B-OPE), a generic method for estimating weights…

2019-06-09abs ↗pdf ↗

KeRNS tackles non-stationary reinforcement learning in metric spaces.

problem Non-stationary reinforcement learning in metric spaces.
method KeRNS uses time-dependent kernels to model non-stationary Markov Decision Processes (MDPs).
result KeRNS achieves a regret bound that scales with the covering dimension and total variation of the MDP.

Model-free learning for multi-agent stochastic games is an active area of research. Existing reinforcement learning algorithms, however, are often restricted to zero-sum games, and are applicable only in small state-action spaces or other simplified settings. Here, we develop a new data efficient Deep-Q-learning method…

2019-04-23abs ↗pdf ↗

Model-free Reinforcement Learning (RL) algorithms such as Q-learning [Watkins, Dayan 92] have been widely used in practice and can achieve human level performance in applications such as video games [Mnih et al. 15]. Recently, equipped with the idea of optimism in the face of uncertainty, Q-learning algorithms [Jin, Al…

2019-05-01abs ↗pdf ↗