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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.

168,786 papers · 148 categories

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3877741,1601,547 · Jun 202019922001200920172026
48 results for value-function learning

Develops hierarchical reinforcement learning value function approximators.

problem Estimating long-term returns in reinforcement learning with multiple goals.
method Introduces hierarchical universal value function approximators (H-UVFAs) using the options framework.
result Demonstrates generalization and improved performance of H-UVFAs over UVFAs.

We study the use of randomized value functions to guide deep exploration in reinforcement learning. This offers an elegant means for synthesizing statistically and computationally efficient exploration with common practical approaches to value function learning. We present several reinforcement learning algorithms that…

2017-03-22abs ↗pdf ↗

PBVFs generalize across policies using learned value functions.

problem RL algorithms forget information about old policies when updating value functions to track the learned policy.
method Introduce Parameter-Based Value Functions (PBVFs) that include policy parameters in their inputs, enabling them to generalize across different policies.
result PBVFs enable zero-shot learning of new policies that outperform any policy seen during training.

New RL method learns value function for many policies using few key states.

problem Evaluate and improve policies in continuous control problems.
method Combines actor-critic architecture and policy embedding to learn a single value function for many policies.
result Value function minimizes prediction error by learning a small set of 'probing states' and their impact on policies' returns.

Paper presents an efficient exploration method for reinforcement learning.

problem Efficient exploration in reinforcement learning with uncertainty quantification.
method Parameterized Indexed Value Function (PIV) using index sampling.
result Proves the regret bound for learning PIV in a tabular setting and proposes PINs for computational learning.

Novel framework for Bayesian reinforcement learning infers value function distributions.

problem Bayesian reinforcement learning's challenges in inferring value function distributions.
method Inferential Induction framework for Bayesian reinforcement learning, developing Bayesian Backwards Induction algorithm.
result Proposed algorithm is competitive with state-of-the-art methods.

Estimating the value function for a fixed policy is a fundamental problem in reinforcement learning. Policy evaluation algorithms---to estimate value functions---continue to be developed, to improve convergence rates, improve stability and handle variability, particularly for off-policy learning. To understand the prop…

2018-08-28abs ↗pdf ↗

A reinforcement learning framework combining value function and tree search planner for strategic and tactical decisions.

problem Strategic and tactical decision-making in discrete environments.
method Combines value function and tree search planner, using uncertainty modeling and risk measurement.
result Improves performance and learning speed on hard exploration environments.

In a discounted reward Markov Decision Process (MDP), the objective is to find the optimal value function, i.e., the value function corresponding to an optimal policy. This problem reduces to solving a functional equation known as the Bellman equation and a fixed point iteration scheme known as the value iteration is u…

2019-03-09abs ↗pdf ↗

Paper develops efficient RL algorithm for general value function approximation.

problem Lack of theory for RL with general value function approximation.
method Provable efficient RL algorithm using bounded eluder dimension.
result Achieves a regret bound of O~(poly(dH)T)\widetilde{O}(\mathrm{poly}(dH)\sqrt{T}).

Despite recent successes in Reinforcement Learning, value-based methods often suffer from high variance hindering performance. In this paper, we illustrate this in a continuous control setting where state of the art methods perform poorly whenever sensor noise is introduced. To overcome this issue, we introduce Recurre…

2019-05-23abs ↗pdf ↗

We establish geometric and topological properties of the space of value functions in finite state-action Markov decision processes. Our main contribution is the characterization of the nature of its shape: a general polytope (Aigner et al., 2010). To demonstrate this result, we exhibit several properties of the structu…

2019-01-31abs ↗pdf ↗

A novel approach uses an ensemble of Gaussian processes for robust and adaptive reinforcement learning.

problem Adaptive reinforcement learning in large or continuous state spaces.
method Online scalable (OS) approach with a weighted ensemble of Gaussian processes.
result The ensemble approach improves performance in adversarial settings.

PPG separates policy and value function training phases for better reinforcement learning efficiency.

problem Challenges in traditional reinforcement learning methods for policy and value function optimization.
method Integrates Phasic Policy Gradient framework that splits policy and value function training into distinct phases.
result Significantly improves sample efficiency on Procgen Benchmark compared to PPO.

This paper introduces a new framework for learning nearly decomposable Q-functions via communication minimization.

problem Challenges in multi-agent reinforcement learning, especially scalability and non-stationarity.
method Learning nearly decomposable Q-functions (NDQ) via communication minimization, introducing two information-theoretic regularizers.
result Significantly outperforms baseline methods on the StarCraft unit micromanagement benchmark.

A new method for estimating joint value functions in multi-scene reinforcement learning.

problem High variance in samples for policy gradient computations in multi-scene environments.
method Sparse attention mechanism over multiple value function hypotheses to approximate the true joint value function.
result Significant improvements in reward scores and enhanced navigation efficiency across OpenAI ProcGen environments.

Paper introduces a new value function for state transitions and optimal policy learning.

problem Learning optimal policies from state transitions and actions.
method Develops a forward dynamics model to maximize a novel value function Q(s,s)Q(s, s').
result Demonstrates benefits in value function transfer, redundant action spaces, and off-policy learning.

This paper interpolates reward functions to predict optimal value functions in MORL.

problem Finding optimal value functions in MORL requires recomputing for each set of weights.
method Interpolating reward function weights to smooth value function transformations.
result Smooth interpolation of optimal value functions over reward function weights.

In many finite horizon episodic reinforcement learning (RL) settings, it is desirable to optimize for the undiscounted return - in settings like Atari, for instance, the goal is to collect the most points while staying alive in the long run. Yet, it may be difficult (or even intractable) mathematically to learn with th…

2019-02-05abs ↗pdf ↗

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.

We propose a flexible method for estimating value functions in reinforcement learning without parametric assumptions.

problem Lack of interpretability in reinforcement learning models, especially in healthcare applications.
method Nonparametric additive model using local kernel regression and basis expansion.
result Personalized, adaptive recommendations for postoperative recovery.

UVU simplifies value uncertainty quantification in RL.

problem Estimating epistemic uncertainty in value functions for reinforcement learning.
method UVU uses squared prediction errors between an online learner and a fixed, randomly initialized target network, incorporating policy-conditional value uncertainty.
result UVU achieves equal performance to large ensembles on challenging offline RL settings, with computational savings.

The goal of reinforcement learning algorithms is to estimate and/or optimise the value function. However, unlike supervised learning, no teacher or oracle is available to provide the true value function. Instead, the majority of reinforcement learning algorithms estimate and/or optimise a proxy for the value function. …

2018-05-24abs ↗pdf ↗

We propose randomized least-squares value iteration (RLSVI) -- a new reinforcement learning algorithm designed to explore and generalize efficiently via linearly parameterized value functions. We explain why versions of least-squares value iteration that use Boltzmann or epsilon-greedy exploration can be highly ineffic…

2014-02-04abs ↗pdf ↗

Offline RL struggles with sample efficiency due to fundamental barriers.

problem Sample efficiency in offline RL with value function approximation.
method Analyzes the necessity of distributional and representational assumptions.
result Even with concentrability and realizability, sample complexity is polynomial in state space size.

Temporal difference learning and Residual Gradient methods are the most widely used temporal difference based learning algorithms; however, it has been shown that none of their objective functions is optimal w.r.t approximating the true value function VV. Two novel algorithms are proposed to approximate the true value…

2017-04-17abs ↗pdf ↗

Paper tackles transfer RL under unobserved context, developing methods to reduce bias.

problem Transfer RL with unobserved contextual information leading to biased models.
method Develops causal bounds on transition and reward functions using demonstrator's data.
result Proposes Q learning and UCB-Q learning algorithms that converge to true value function without bias.

We present a framework to derive risk bounds for vector-valued learning with a broad class of feature maps and loss functions. Multi-task learning and one-vs-all multi-category learning are treated as examples. We discuss in detail vector-valued functions with one hidden layer, and demonstrate that the conditions under…

2016-06-05abs ↗pdf ↗

This paper shows using classification instead of regression improves deep RL scalability.

problem Challenges in training value functions for large networks in deep RL.
method Used categorical cross-entropy loss instead of mean squared error regression.
result Significant improvements in performance and scalability across various domains.

A new estimator for evaluating policies in unknown environments.

problem Evaluating policies when both logging policy and value function are unknown.
method Doubly-Robust (DR) off-policy evaluation (OPE) estimator, DRUnknown, that estimates both the logging policy and value function.
result DRUnknown achieves the smallest asymptotic variance and is optimal when both models are correctly specified.

Paper analyzes distributional reinforcement learning with value function approximation, introducing Bellman unbiasedness and a new algorithm.

problem Improving reinforcement learning by capturing environmental stochasticity and addressing infinite dimensionality.
method Introduces Bellman unbiasedness and proposes SF-LSVI algorithm for provably efficient distributional reinforcement learning.
result Achieves a tight regret bound of O(d_E H^3/2 √K) for distributional reinforcement learning.