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.
This paper investigates how to efficiently transition and update policies, trained initially with demonstrations, using off-policy actor-critic reinforcement learning. It is well-known that techniques based on Learning from Demonstrations, for example behavior cloning, can lead to proficient policies given limited data…
The paper provides theoretical guarantees for behavior cloning using generative models.
problem Behavior cloning of complex expert demonstrations using generative models.
method The paper proposes a theoretical framework invoking low-level controllers to stabilize imitation around expert demonstrations. It shows that with suitable low-level stability guarantees and powerful generative models, pure supervised behavior cloning can match expert trajectories.
result The paper proves that with a suitable low-level stability guarantee and a powerful enough generative model, pure supervised behavior cloning can generate trajectories matching the per-time step distribution of essentially arbitrary expert trajectories in an optimal transport cost.
We address the problem of imitation learning with multi-modal demonstrations. Instead of attempting to learn all modes, we argue that in many tasks it is sufficient to imitate any one of them. We show that the state-of-the-art methods such as GAIL and behavior cloning, due to their choice of loss function, often incorr…
The majority of cancer treatments end in failure due to Intra-Tumor Heterogeneity (ITH). ITH in cancer is represented by clonal evolution where different sub-clones compete with each other for resources under conditions of Darwinian natural selection. Predicting the growth of these sub-clones within a tumour is among t…
Imitation learning trains a policy from expert demonstrations. Imitation learning approaches have been designed from various principles, such as behavioral cloning via supervised learning, apprenticeship learning via inverse reinforcement learning, and GAIL via generative adversarial learning. In this paper, we propose…
It is difficult to be able to imitate well in unknown states from a small amount of expert data and sampling data. Supervised learning methods such as Behavioral Cloning do not require sampling data, but usually suffer from distribution shift. The methods based on reinforcement learning, such as inverse reinforcement l…
Imitation learning is the problem of recovering an expert policy without access to a reward signal. Behavior cloning and GAIL are two widely used methods for performing imitation learning. Behavior cloning converges in a few iterations but doesn't achieve peak performance due to its inherent iid assumption about the st…
ORIL learns a reward function from unlabeled data to improve robot learning.
problem Leveraging unlabeled data for robot learning.
method ORIL learns a reward function from demonstrator and unlabeled trajectories, annotates data, and trains an agent via offline reinforcement learning.
result ORIL consistently outperforms BC agents on various robotic tasks.
The susceptibility of deep learning to adversarial attack can be understood in the framework of the Renormalisation Group (RG) and the vulnerability of a specific network may be diagnosed provided the weights in each layer are known. An adversary with access to the inputs and outputs could train a second network to clo…
This thesis proposes a derivatives hedging framework using deep learning and reinforcement learning.
problem Traditional hedging models fail in complex, uncertain markets due to assumptions like continuous trading and zero transaction costs.
method Integrates deep learning and reinforcement learning, using a spatiotemporal attention-based Transformer for probabilistic forecasting and hedging.
result The proposed method significantly outperforms traditional approaches in U.S. and Chinese financial markets.
Comma.ai's approach to Artificial Intelligence for self-driving cars is based on an agent that learns to clone driver behaviors and plans maneuvers by simulating future events in the road. This paper illustrates one of our research approaches for driving simulation. One where we learn to simulate. Here we investigate v…
Deep Neural Networks (DNNs) are susceptible to model stealing attacks, which allows a data-limited adversary with no knowledge of the training dataset to clone the functionality of a target model, just by using black-box query access. Such attacks are typically carried out by querying the target model using inputs that…
Imitation learning, followed by reinforcement learning algorithms, is a promising paradigm to solve complex control tasks sample-efficiently. However, learning from demonstrations often suffers from the covariate shift problem, which results in cascading errors of the learned policy. We introduce a notion of conservati…
Behavioral cloning reduces policy learning to supervised learning by training a discriminative model to predict expert actions given observations. Such discriminative models are non-causal: the training procedure is unaware of the causal structure of the interaction between the expert and the environment. We point out …
Deep reinforcement learning has led to several recent breakthroughs, though the learned policies are often based on black-box neural networks. This makes them difficult to interpret and to impose desired specification constraints during learning. We present an iterative framework, MORL, for improving the learned polici…
Model-free reinforcement learning (RL) requires a large number of trials to learn a good policy, especially in environments with sparse rewards. We explore a method to improve the sample efficiency when we have access to demonstrations. Our approach, Backplay, uses a single demonstration to construct a curriculum for a…