Recent advances in reinforcement learning in finance
The rapid changes in the finance industry due to the increasing amount of data have
revolutionized the techniques on data processing and data analysis and brought new …
revolutionized the techniques on data processing and data analysis and brought new …
Foundation models for decision making: Problems, methods, and opportunities
Foundation models pretrained on diverse data at scale have demonstrated extraordinary
capabilities in a wide range of vision and language tasks. When such models are deployed …
capabilities in a wide range of vision and language tasks. When such models are deployed …
Bridging offline reinforcement learning and imitation learning: A tale of pessimism
Offline (or batch) reinforcement learning (RL) algorithms seek to learn an optimal policy from
a fixed dataset without active data collection. Based on the composition of the offline dataset …
a fixed dataset without active data collection. Based on the composition of the offline dataset …
Morel: Model-based offline reinforcement learning
R Kidambi, A Rajeswaran… - Advances in neural …, 2020 - proceedings.neurips.cc
In offline reinforcement learning (RL), the goal is to learn a highly rewarding policy based
solely on a dataset of historical interactions with the environment. This serves as an extreme …
solely on a dataset of historical interactions with the environment. This serves as an extreme …
The statistical complexity of interactive decision making
A fundamental challenge in interactive learning and decision making, ranging from bandit
problems to reinforcement learning, is to provide sample-efficient, adaptive learning …
problems to reinforcement learning, is to provide sample-efficient, adaptive learning …
Pessimistic q-learning for offline reinforcement learning: Towards optimal sample complexity
Offline or batch reinforcement learning seeks to learn a near-optimal policy using history
data without active exploration of the environment. To counter the insufficient coverage and …
data without active exploration of the environment. To counter the insufficient coverage and …
Nearly minimax optimal reinforcement learning for linear mixture markov decision processes
We study reinforcement learning (RL) with linear function approximation where the
underlying transition probability kernel of the Markov decision process (MDP) is a linear …
underlying transition probability kernel of the Markov decision process (MDP) is a linear …
Robust reinforcement learning using offline data
The goal of robust reinforcement learning (RL) is to learn a policy that is robust against the
uncertainty in model parameters. Parameter uncertainty commonly occurs in many real …
uncertainty in model parameters. Parameter uncertainty commonly occurs in many real …
Fast global convergence of natural policy gradient methods with entropy regularization
Natural policy gradient (NPG) methods are among the most widely used policy optimization
algorithms in contemporary reinforcement learning. This class of methods is often applied in …
algorithms in contemporary reinforcement learning. This class of methods is often applied in …
Spectral methods for data science: A statistical perspective
Spectral methods have emerged as a simple yet surprisingly effective approach for
extracting information from massive, noisy and incomplete data. In a nutshell, spectral …
extracting information from massive, noisy and incomplete data. In a nutshell, spectral …