Paper introduces PRMs to learn non-Markovian stochastic rewards for reinforcement learning.
problem Lack of structured representation for non-Markovian stochastic rewards in reinforcement learning.
method Introduces probabilistic reward machines (PRMs) and presents an algorithm to learn them from decision processes.
result Algorithm proves correct and convergent for learning PRMs from decision processes.
New algorithm optimally identifies best arm in both stochastic and adversarial settings.
problem Best arm identification in stochastic and adversarial reward scenarios.
method Parameter-free algorithm designed to be robust to adversarial rewards and optimal in stochastic problems.
result Algorithm's error rate matches optimal bounds in stochastic problems and is robust to adversarial rewards.
Trade-R1 bridges verifiable rewards to stochastic financial markets via process-level reasoning verification.
problem Extending RL to financial markets where rewards are verifiable but noisy.
method A verification method that transforms reasoning over financial documents into a structured RAG task, using a triangular consistency metric.
result DSR achieves superior cross-market generalization while maintaining reasoning consistency.
Reinforcement Learning (RL) agents require the specification of a reward signal for learning behaviours. However, introduction of corrupt or stochastic rewards can yield high variance in learning. Such corruption may be a direct result of goal misspecification, randomness in the reward signal, or correlation of the rew…
Unified algorithm for optimizing rewards in stochastic path problems.
problem Optimizing rewards in stochastic path problems with unknown reward scales.
method A simple optimistic algorithm with regret guarantees.
result Regret bound matches best known results for SSP with all non-positive rewards.
Method predicts future rewards from past actions in a linear Gaussian system.
problem Maximizing cumulative reward in a stochastic multi-armed bandit with linear Gaussian dynamics.
method Proposes a method using a modified Kalman filter to predict future rewards based on past rewards.
result Reward from any action can be used to predict another action's future reward.
New concept: reward hacking, where optimizing a flawed reward function can hurt performance.
problem Optimizing imperfect reward functions leads to poor performance.
method Formal definition and analysis of reward hacking, examining conditions for unhackability.
result Reward functions are usually hackable, making it hard to align AI with human values.
Algorithm maximizes rewards with a budget and giving up option.
problem Sequential decision-making with stochastic rewards and resource consumption.
method Upper Confidence Bound (UCB) algorithm for maximizing cumulative reward.
result Logarithmic regret bound with improved dependence on problem parameters.
Adaptive MAB algorithms handle composite, anonymous feedback without reward interval knowledge.
problem Multi-armed bandit with composite and anonymous feedback, especially without reward interval size knowledge.
method Proposed adaptive algorithms for stochastic and adversarial cases, without reward interval knowledge.
result First algorithm for adversarial case handling non-oblivious adversary and unknown reward interval size.
We explore a novel setting of the Multi-Armed Bandit (MAB) problem inspired from real world applications which we call bandits with "stochastic delayed composite anonymous feedback (SDCAF)". In SDCAF, the rewards on pulling arms are stochastic with respect to time but spread over a fixed number of time steps in the fut…
Combines multiple bandit algorithms to create a nearly optimal single algorithm.
problem Designing a single bandit algorithm that performs nearly as well as the best individual algorithm in a stochastic environment.
method Develops two general corralling algorithms that achieve favorable regret guarantees.
result The regret of the corralling algorithms is no worse than the best individual algorithm's performance.
Optimizes liquidity provision intervals for profitable AMM participation.
problem Financial losses from poor liquidity provision intervals and reallocation costs.
method Developed a tractable stochastic optimization problem.
result Computes optimal liquidity provision intervals for profitable liquidity concentration.
This work analyzes nonexpansive stochastic approximations with Markovian noise, proving convergence in reinforcement learning.
problem Applying stochastic approximation to reinforcement learning settings with nonexpansive operators.
method Investigates nonexpansive stochastic approximations with Markovian noise, providing asymptotic and finite sample analysis.
result First-time proof of convergence for classical tabular average reward temporal difference learning.
New models for bandit problems with fidelity rewards are introduced and analyzed.
problem Fidelity rewards in bandit problems to incentivize loyalty.
method Two models (loyalty-points and subscription) for fidelity rewards; stochastic and adversarial settings considered.
result Sublinear regret bounds for some models, worst case lower bounds for others.
New algorithm for shareable arms with load-dependent rewards in stochastic bandits.
problem Learning optimal play strategy with shareable finite-capacity arms in stochastic bandits.
method Developed a capacity estimator and online learning algorithm for MP-MAB with shareable arms.
result Regret upper bound matches the lower bound, validating the algorithm's performance.
Adjoint Matching improves flow and diffusion models with reward fine-tuning.
problem Improving generative models with reward fine-tuning.
method Casting reward fine-tuning as stochastic optimal control (SOC) and enforcing a specific noise schedule.
result Adjoint Matching outperforms existing SOC algorithms.
PQR estimates reward functions from actions and states without assuming state-only rewards.
problem Estimating reward functions from actions and states without state-only assumptions.
method Deep learning approach that sequentially estimates policy, Q-function, and reward.
result PQR uniquely recovers true reward with known transitions and bounds error with unknown transitions.
A new algorithm improves stochastic linear bandit performance using residual bootstrap.
problem Improving performance in stochastic linear bandit problems.
method Residual bootstrap exploration to estimate mean reward and pull the arm with the highest estimate.
result Proposed algorithm exttt{LinReBoot} achieves high-probability sub-linear regret under mild conditions.
ESPD improves learning efficiency in sparse reward reinforcement learning.
problem Sparse reward reinforcement learning challenges.
method Evolutionary Stochastic Policy Distillation (ESPD) based on drifted random walk insight.
result High learning efficiency demonstrated in MuJoCo robotics control suite experiments.
New insights into balancing reward and fairness in stochastic MAB.
problem Balancing reward and fairness in stochastic multi-armed bandits.
method Formulated a penalization framework and proposed a hard-threshold UCB-like algorithm.
result Asymptotic fairness, nearly optimal regret, better reward-fairness tradeoff.
We propose an online algorithm for cumulative regret minimization in a stochastic multi-armed bandit. The algorithm adds O ( t ) O(t) O ( t ) i.i.d. pseudo-rewards to its history in round t t t and then pulls the arm with the highest average reward in its perturbed history. Therefore, we call it perturbed-history exploration (PHE). Th…
Motivated by applications of bandit algorithms in education, we consider a stochastic multi-armed bandit problem with ε \varepsilon ε -contaminated rewards. We allow an adversary to give arbitrary unbounded contaminated rewards with full knowledge of the past and future. We impose the constraint that for each time t t t the…
In reinforcement learning episodes, the rewards and punishments are often non-deterministic, and there are invariably stochastic elements governing the underlying situation. Such stochastic elements are often numerous and cannot be known in advance, and they have a tendency to obscure the underlying rewards and punishm…
Paper improves SLCB regret bound for bounded noise.
problem Stochastic linear contextual bandits with bounded noise.
method Set-membership estimation (SME) and optimism in the face of uncertainty (OFU).
result Improved regret bound of O ( log T ) O(\log T) O ( log T ) . MFMs enable efficient reward alignment for generative models.
problem Computational bottleneck in controlling generative models.
method Meta Flow Maps (MFMs) extend consistency models and flow maps to stochastic regime for efficient value function estimation.
result MFMs enable inference-time steering and unbiased, off-policy fine-tuning to general rewards efficiently.
New method modifies diffusions for singular rewards.
problem Handling singular rewards in diffusions.
method Malliavin calculus for non-differentiable rewards.
result Stable and reliable training of diffusions.
A scalable algorithm for sampling and fine-tuning models using Tilt Matching.
problem Efficient sampling and fine-tuning of generative models.
method Tilt Matching, arising from a dynamical equation, minimizes variance and inherits regularity from stochastic interpolants.
result Empirically verified to be efficient and highly scalable, providing state-of-the-art results.
We study the Combinatorial Pure Exploration problem with Continuous and Separable reward functions (CPE-CS) in the stochastic multi-armed bandit setting. In a CPE-CS instance, we are given several stochastic arms with unknown distributions, as well as a collection of possible decisions. Each decision has a reward accor…
Novel framework for risk-sensitive reinforcement learning using martingale decomposition.
problem Risk sensitivity in sequential decision-making with uncertain rewards.
method Martingale decomposition and chaotic variation for reward uncertainty, integrated into model-free reinforcement learning algorithms.
result Demonstrated relevance of risk-sensitive reinforcement learning in grid world and portfolio optimization problems.
New algorithm for fair ranking in contextual bandits with concave rewards.
problem Fair ranking in recommendation systems.
method Geometric interpretation of CBCR as optimization, Frank-Wolfe analyses.
result First algorithm with provably vanishing regret for CBCR.
Paper addresses privacy and robustness in stochastic linear bandits.
problem Stochastic linear bandits with differential privacy and adversarial robustness.
method Logarithmic batch queries, arm elimination algorithm, two privacy models.
result First algorithms providing differential privacy and adversarial robustness.
We consider the problem of contextual bandits with stochastic experts, which is a variation of the traditional stochastic contextual bandit with experts problem. In our problem setting, we assume access to a class of stochastic experts, where each expert is a conditional distribution over the arms given a context. We p…
EgalMAB solves fair resource allocation in stochastic bandits.
problem Fair resource allocation in a stochastic multi-armed bandit setting.
method Design and analysis of UCB-based policy EgalUCB.
result Established upper bounds on cumulative regret.
Demon aligns diffusion models without retraining or backpropagation.
problem Aligning diffusion models with user preferences.
method Stochastic optimization to control noise distribution.
result Significantly improves aesthetics scores for text-to-image generation.
This paper augments the reward received by a reinforcement learning agent with potential functions in order to help the agent learn (possibly stochastic) optimal policies. We show that a potential-based reward shaping scheme is able to preserve optimality of stochastic policies, and demonstrate that the ability of an a…
Flexible algorithms for maximizing rewards in structured bandits.
problem Reward maximization in structured stochastic multi-armed bandit problems.
method Asymptotically optimal algorithms using iterative saddle-point solvers.
result Achieves optimal performance with minimal computational burden.
Revisits VIC method to correct intrinsic reward bias in stochastic environments.
problem Intrinsic reward bias in VIC leading to suboptimal solutions.
method Proposes two methods based on transitional probability model and Gaussian mixture model to correct bias.
result Achieves maximal empowerment through corrected intrinsic reward.
IDS optimizes regret in stochastic partial monitoring with linear rewards.
problem Optimizing decision-making in uncertain environments with linear rewards.
method Information Directed Sampling (IDS) for stochastic partial monitoring.
result Achieves optimal regret rates in all observable game regimes.
Multi-agent learning is a promising method to simulate aggregate competitive behaviour in finance. Learning expert agents' reward functions through their external demonstrations is hence particularly relevant for subsequent design of realistic agent-based simulations. Inverse Reinforcement Learning (IRL) aims at acquir…
NeuralRBMLE tackles explore-exploit trade-offs in contextual bandits with neural networks.
problem Stochastic contextual bandit problem with general bounded reward functions.
method Reward-biased maximum likelihood estimation with neural networks to enforce exploration.
result Both NeuralRBMLE variants achieve O ~ ( T ) \widetilde{\mathcal{O}}(\sqrt{T}) O ( T ) regret. New method makes reinforcement learning robust to heavy-tailed rewards.
problem Heavy-tailed rewards cause statistical outliers in reinforcement learning.
method Dynamic gradient clipping in TD learning and NAC.
result Provably robust TD and NAC achieve optimal sample complexities.
INF-clip optimizes heavy-tailed MAB problems with improved performance.
problem Optimizing multi-armed bandit problems with heavy-tailed rewards.
method INF-clip algorithm for adversarial and stochastic heavy-tailed MAB settings.
result INF-clip is optimal for linear and non-linear heavy-tailed stochastic MAB problems.
New method uses hindsight to make exploration robust in stochastic environments.
problem Exploration in sparse-reward or reward-free environments, especially in stochastic settings.
method Learn representations of the future that capture unpredictable aspects, using them to predict and reward only the predictable parts of the world.
result Improves exploration in Atari games and Montezuma's Revenge, robust to stochasticity.
Paper develops robust estimators and strategies for stochastic MABs with heavy-tailed rewards.
problem Stochastic multi-armed bandits with heavy-tailed rewards.
method Proposes a novel robust estimator and perturbation-based exploration strategy.
result Develops upper and lower regret bounds for various perturbations.
New model for display advertising with stochastic and adversarial components.
problem Display advertising with stochastic and adversarial click-through-rates.
method Adversarial scaling model; two algorithms tested: action elimination and mirror descent.
result Two algorithms are robust to adversarial scaling.
Optimal strategy proposed for maximizing cumulative reward in continuum-armed bandits.
problem Maximizing cumulative reward in a scenario with limited resources and unknown stochastic rewards.
method Proposed an optimal strategy for a nonparametric setting with side information on actions.
result Optimal regret scales as \(O(T^{1/3})\) up to poly-logarithmic factors when \(T\) is proportional to \(N\).
We characterize learnability for stochastic noisy bandits, identifying optimal query complexities.
problem Learnability of stochastic noisy bandit models.
method Complete characterization through model class analysis and proof of optimal query complexities.
result Characterization of learnability for stochastic noisy bandit models.
This paper optimizes attacks on stochastic bandits and proposes defenses against them.
problem Optimizing adversarial attacks on stochastic bandit algorithms.
method Designs optimal attack strategies and proposes defense algorithms.
result Optimal attack strategies and defense algorithms achieve near perfect performance.