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.
Greedy policies in model-based RL achieve tight regret bounds without full planning.
Improved online planning with lookahead policies for large state spaces.
We study the arbitrage opportunities in the presence of transaction costs in a sequence of binary markets approximating the fractional Black-Scholes model. This approximating sequence was constructed by Sottinen and named fractional binary markets. Since, in the frictionless case, these markets admit arbitrage, we aim …
Enhances PMD with lookahead to improve RL performance.
Study non-negative curvature Markov chains, proving entropy contraction.
QAOA matches classical tensor power iteration in spiked tensor model recovery.
We consider an on-line system identification setting, in which new data become available at given time steps. In order to meet real-time estimation requirements, we propose a tailored Bayesian system identification procedure, in which the hyper-parameters are still updated through Marginal Likelihood maximization, but …
Multiple-step lookahead policies have demonstrated high empirical competence in Reinforcement Learning, via the use of Monte Carlo Tree Search or Model Predictive Control. In a recent work \cite{efroni2018beyond}, multiple-step greedy policies and their use in vanilla Policy Iteration algorithms were proposed and analy…
Improves RL planning by proposing sub-goals hierarchically.
New method designs fairer transport plans with uncertainty.
We aim to reduce the burden of programming and deploying autonomous systems to work in concert with people in time-critical domains, such as military field operations and disaster response. Deployment plans for these operations are frequently negotiated on-the-fly by teams of human planners. A human operator then trans…
Study integrates reliability constraints into generation planning models.
New approach improves black-box planning efficiency by discovering focused macros.
Study motion planning for points avoiding obstacles in a plane.
Selective planning with imperfect models reduces harmful effects of model inadequacy.
CoMPNetX uses neural networks to efficiently solve constrained motion planning problems.
This article asks how planning scholarship may effectively gain impact in planning practice through media exposure. In liberal democracies the public sphere is dominated by mass media. Therefore, working with such media is a prerequisite for effective public impact of planning research. Using the example of megaproject…
We introduce Dynamic Planning Networks (DPN), a novel architecture for deep reinforcement learning, that combines model-based and model-free aspects for online planning. Our architecture learns to dynamically construct plans using a learned state-transition model by selecting and traversing between simulated states and…
New method combines heuristics and search techniques to speed up cooperative planning for autonomous vehicles.
The paper bounds estimation and prediction errors in time series using entropy.
This paper presents a unifying framework for reinforcement learning and planning.
A planning approach learns skills from interactions, balancing exploration and exploitation.
Survey of integrating planning and learning in model-based reinforcement learning.
Fast and efficient motion planning algorithms are crucial for many state-of-the-art robotics applications such as self-driving cars. Existing motion planning methods become ineffective as their computational complexity increases exponentially with the dimensionality of the motion planning problem. To address this issue…
New approach for obstacle avoidance in robotics using learned representations.
Reinforcement learning and symbolic planning have both been used to build intelligent autonomous agents. Reinforcement learning relies on learning from interactions with real world, which often requires an unfeasibly large amount of experience. Symbolic planning relies on manually crafted symbolic knowledge, which may …
A key challenge in complex visuomotor control is learning abstract representations that are effective for specifying goals, planning, and generalization. To this end, we introduce universal planning networks (UPN). UPNs embed differentiable planning within a goal-directed policy. This planning computation unrolls a for…
This work clarifies the role of inference types in planning.
In recent years, deep generative models have been shown to 'imagine' convincing high-dimensional observations such as images, audio, and even video, learning directly from raw data. In this work, we ask how to imagine goal-directed visual plans -- a plausible sequence of observations that transition a dynamical system …
This work tackles long-term visual planning by goal-conditioned hierarchical predictors.
Improved motion planning for dynamic environments using RL.
We present DCSVM, an efficient algorithm for multi-class classification using Support Vector Machines. DCSVM is a divide and conquer algorithm which relies on data sparsity in high dimensional space and performs a smart partitioning of the whole training data set into disjoint subsets that are easily separable. A singl…
Knowledge-based planning (KBP) is an automated approach to radiation therapy treatment planning that involves predicting desirable treatment plans before they are then corrected to deliverable ones. We propose a generative adversarial network (GAN) approach for predicting desirable 3D dose distributions that eschews th…
We designed a grid world task to study human planning and re-planning behavior in an unknown stochastic environment. In our grid world, participants were asked to travel from a random starting point to a random goal position while maximizing their reward. Because they were not familiar with the environment, they needed…
This work defines a complexity measure for BAMDP planning and introduces state abstraction for more efficient approximate planning.
Information planning enables faster learning with fewer training examples. It is particularly applicable when training examples are costly to obtain. This work examines the advantages of information planning for text data by focusing on three supervised models: Naive Bayes, supervised LDA and deep neural networks. We s…
Hierarchical Foresight improves robot vision tasks by planning long-term goals.
PALM learns abstract models for efficient planning and task transfer.
Conventional wisdom holds that model-based planning is a powerful approach to sequential decision-making. It is often very challenging in practice, however, because while a model can be used to evaluate a plan, it does not prescribe how to construct a plan. Here we introduce the "Imagination-based Planner", the first m…
The computational costs of inference and planning have confined Bayesian model-based reinforcement learning to one of two dismal fates: powerful Bayes-adaptive planning but only for simplistic models, or powerful, Bayesian non-parametric models but using simple, myopic planning strategies such as Thompson sampling. We …
CoTj improves diffusion model quality and stability via graph planning.
AOP combines model-based planning with model-free learning to handle lifelong learning challenges.
Neural A* uses machine learning to improve path planning efficiency.
We introduce the value iteration network (VIN): a fully differentiable neural network with a `planning module' embedded within. VINs can learn to plan, and are suitable for predicting outcomes that involve planning-based reasoning, such as policies for reinforcement learning. Key to our approach is a novel differentiab…
End-to-end learnable network for safer self-driving with interpretable intermediate representations.
CoverNet predicts urban driving trajectories using diverse sets of possible actions.
EBMs improve sample efficiency and generalization in RL.
Certified guidance ensures generative models always meet planning objectives.