arXiv Machine Learning
Jun 18
Wasserstein Policy Learning for Distributional Outcomes
arXiv:2606. 19117v1 Announce Type: cross Abstract: Offline policy learning has received growing attention in causal inference.
Statistical Efficiency and Inference of Quantile Distributional Reinforcement Learning
arXiv:2607. 08444v1 Announce Type: cross Abstract: In this paper, we study quantile-based distributional reinforcement learning from the perspective of statistical efficiency.
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arXiv AI
6d ago
Post-Training with Policy Gradients: Optimality and the Base Model Barrier
arXiv:2603. 06957v2 Announce Type: replace-cross Abstract: We study post-training linear autoregressive models with outcome and process rewards.
arXiv Machine Learning
2d ago
Online Inference in Distributional Temporal-Difference Learning
arXiv:2608. 14408v1 Announce Type: cross Abstract: We study online statistical inference for functionals of the return distribution under a fixed policy.
arXiv Machine Learning
Aug 11
Conditional Diffusion for Nonparametric Instrumental Variable Quantile Regression
arXiv:2608. 08204v1 Announce Type: cross Abstract: This work proposes deep nonparametric Instrumental variable quantile regression (IVQR), a two-stage estimator that combines conditional diffusion modeling with a kernel-smoothed conditional moment formulation.
arXiv Machine Learning
Jul 7
Reliability and Identifiability in Persona-Trained Monte Carlo: Variance Decomposition, Stability Bounds, and the Identifiability of Heterogeneous News Reaction
arXiv:2607. 04627v1 Announce Type: new Abstract: Persona-Trained Monte Carlo (PTMC) estimates distributions of market-outcome functionals by repeatedly simulating limit-order-book interaction among $K$ neural policy bots whose behavioral personas are drawn from a learned heterogeneity distribution $\mathcal{P}$.
Hugging Face Trending Papers
Jun 22
Minimax Quantile Lower Bounds for Interactive Statistical Decision Making with Privacy
Minimax risk and regret are expectation-based criteria and do not capture rare but consequential failures. To address this concern, we develop a $δ$-explicit minimax-quantile theory for interactive statistical decision making (ISDM).
arXiv Machine Learning
2d ago
Offline Deep Q* Estimation with Diffusion Models
arXiv:2608. 14401v1 Announce Type: cross Abstract: In offline RL, estimating the optimal action-value function $Q^*$ can be formulated as solving the optimal Bellman equation based solely on offline observations.
arXiv Machine Learning
5d ago
Online Inference for Quantile Temporal Difference Learning in Distributional Reinforcement Learning
arXiv:2608. 12973v1 Announce Type: cross Abstract: In this paper, we study how to perform statistical inference for quantile temporal difference learning (QTD) in distributional reinforcement learning.
arXiv Machine Learning
Aug 12
A Joint-Distribution Route to Fair Representations with Continuous Sensitive Attributes
arXiv:2608. 10470v1 Announce Type: new Abstract: Fair representation learning with a continuous sensitive attribute $S$ requires a representation $Z$ that is statistically independent of $S$.
arXiv Machine Learning
Jun 9
Asymptotic Optimality of Thompson Sampling for Risk-Averse Bandits with Sub-Gaussian Rewards
arXiv:2606. 09191v1 Announce Type: new Abstract: We prove that $\rho\text{-}\mathrm{NPTS}_{\mathrm{SG}}$, an anchor-free nonparametric Thompson Sampling algorithm for risk-averse bandits, achieves regret matching the instance-dependent lower bound to leading order in $\log n$, establishing it as asymptotically optimal for any continuous risk functional $\rho$ (CVaR, mean-variance, Sharpe ratio, distortion risk measures, and more) on the class of distributions with bounded density and sub-Gaussian tails, including Gaussian arms.
Hugging Face Trending Papers
Jun 8
Asymptotic Optimality of Thompson Sampling for Risk-Averse Bandits with Sub-Gaussian Rewards
We prove that $ρ\text{-}\mathrm{NPTS}_{\mathrm{SG}}$, an anchor-free nonparametric Thompson Sampling algorithm for risk-averse bandits, achieves regret matching the instance-dependent lower bound to leading order in $\log n$, establishing it as asymptotically optimal for any continuous risk functional $ρ$ (CVaR, mean-variance, Sharpe ratio, distortion risk measures, and more) on the class of distributions with bounded density and sub-Gaussian tails, including Gaussian arms. Both this result and its bounded-support counterpart require only continuity of $ρ$: strictly weaker than the dominance condition of prior parametric Thompson Sampling results, and strictly weaker than the Lipschitz condition of UCB-type algorithms, yielding the first instance-optimal guarantees for non-Lipschitz functionals such as the Sharpe ratio without parametric reward assumptions.
arXiv Machine Learning
Jun 26
Asymptotically Optimal Learning for Parametric Prophet Inequalities
arXiv:2606. 26893v1 Announce Type: new Abstract: We study learning in prophet inequalities with i.