Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

4559101,3641,819 · Jun 202019922001200920172026
48 results for Deep Value Model Predictive Control

Robot-assisted dressing offers an opportunity to benefit the lives of many people with disabilities, such as some older adults. However, robots currently lack common sense about the physical implications of their actions on people. The physical implications of dressing are complicated by non-rigid garments, which can r…

2017-09-27abs ↗pdf ↗

Proposes a method to quantify the reliability of salient regions in deep learning models using p-values.

problem Difficulty in assessing the reliability of saliency maps generated by deep learning models.
method Proposes a selective inference framework to quantify the reliability of salient regions as selected hypotheses by deep learning models.
result The method can provably control the probability of false positive detections of salient regions.

We propose the use of Bayesian networks, which provide both a mean value and an uncertainty estimate as output, to enhance the safety of learned control policies under circumstances in which a test-time input differs significantly from the training set. Our algorithm combines reinforcement learning and end-to-end imita…

2018-03-27abs ↗pdf ↗

Study optimizes GCS operations with deep learning and reinforcement learning.

problem Maximizing storage performance in GCS with resource-efficient simulations.
method Introduces MLD model for fast flow prediction and well control optimization, combining deep learning and reinforcement learning.
result Achieves highest NPV while reducing computational resources by over 60%.

We adapt Shapley values to explain model uncertainty, connecting it to information theory.

problem Explaining uncertainty in model predictions.
method Adapted Shapley value framework to quantify feature contributions to predictive uncertainty.
result Deep connections between Shapley values and information theory quantities.

FavMac maximizes value while controlling cost in multi-label prediction.

problem Value-maximizing predictions with strict cost control in multi-label scenarios.
method FavMac pipeline combining any multi-label classifier with online update mechanism.
result FavMac achieves higher value with strict cost control compared to baselines.

A novel model combines deep learning and extreme value theory for multivariate cyber risk prediction.

problem High dimensionality and heavy tails in multivariate cyber risk patterns.
method Combines deep learning for point predictions and extreme value theory for quantile predictions.
result The model provides satisfactory high quantile predictions and accurate point predictions.

DSPPs improve predictive distributions in scalable regression tasks.

problem Improving predictive distributions in scalable regression tasks.
method Inspired by DGPs, DSPPs use mini-batch training and kernel basis functions for uncertainty control.
result DSPPs provide significantly better calibrated predictive distributions than other methods.

RKHS-SHAP uses Shapley values for kernel methods to provide feature attributions.

problem Feature attribution for kernel methods is often heuristic and not individualised.
method RKHS-SHAP uses Shapley values from coalition game theory to compute feature attributions for kernel machines efficiently.
result RKHS-SHAP can compute both Interventional and Observational Shapley values.

Deep learning solves complex stochastic control with jumps.

problem Solving high-dimensional stochastic control tasks with jumps.
method Model-based approach using two neural networks, iteratively trained with objectives derived from the Hamilton-Jacobi-Bellman equation.
result Demonstrates effectiveness in solving complex high-dimensional stochastic control tasks.

PIVEN predicts both specific values and prediction intervals.

problem Improving robustness of neural nets in regression tasks.
method PIVEN is a deep neural network that produces both a prediction interval and a specific value prediction.
result PIVEN produces tighter uncertainty bounds than state-of-the-art approaches for prediction intervals.

DVA framework attributes value of predictive models to features, configurations, and interactions.

problem Lack of explanation for how predictive models influence operational decisions.
method Shapley-based cooperative game theory applied to predict-then-optimize systems.
result DVA can guide targeted interventions to align model beliefs with operational performance.

Self-consistent models improve reinforcement learning by aligning predictions with future values.

problem Improving reinforcement learning by aligning model predictions with future values.
method Proposes multiple self-consistency updates to encourage a learned model and value function to be consistent with each other.
result Self-consistency helps both policy evaluation and control in both tabular and function approximation settings.

Researchers develop a method to control nonlinear systems with Koopman operator regression.

problem Controlling nonlinear systems with finite action spaces.
method Koopman operator regression for dynamics estimation and model predictive control for control.
result The method yields a linear switching predictive model for control.

Method predicts hardware resource usage by control software with guaranteed linear convergence.

problem Predicting time-varying hardware resource availability in control software.
method Path structured multimarginal Schrödinger bridge (MSBP) for learning stochastic resource usage.
result Guaranteed linear convergence to accurate prediction of hardware resource utilization.

Optimizes investment model using LSTM for better risk control.

problem Enhancing risk control in multi-factor investment models.
method Combines LSTM with multi-factor investment model for factor selection and weight determination.
result LSTM model outperforms benchmark in risk control metrics.

MEMEC improves sample efficiency in reinforcement learning.

problem Lack of sample efficiency in reinforcement learning.
method Proposes MEMEC, a Boltzmann policy with state-dependent temperature for more principled exploration.
result MEMEC outperforms other methods on classic RL environments and Atari games.

Deep neural nets approximate high-dimensional HJB equations efficiently.

problem Approximating solutions to high-dimensional HJB equations.
method Deep neural networks for approximating solutions.
result Deep neural networks can approximate solutions without the curse of dimensionality.

Reinforcement learning algorithms such as the deep deterministic policy gradient algorithm (DDPG) has been widely used in continuous control tasks. However, the model-free DDPG algorithm suffers from high sample complexity. In this paper we consider the deterministic value gradients to improve the sample efficiency of …

2019-09-09abs ↗pdf ↗

Variational inference transforms posterior inference into parametric optimization thereby enabling the use of latent variable models where otherwise impractical. However, variational inference can be finicky when different variational parameters control variables that are strongly correlated under the model. Traditiona…

2019-03-07abs ↗pdf ↗

It has long been assumed that high dimensional continuous control problems cannot be solved effectively by discretizing individual dimensions of the action space due to the exponentially large number of bins over which policies would have to be learned. In this paper, we draw inspiration from the recent success of sequ…

2017-05-14abs ↗pdf ↗

A method selects candidates based on predictions with statistical control.

problem Screening candidates for resource-intensive steps like hiring or drug discovery.
method Wraps around any prediction model to produce a subset of candidates with controlled false selection rate.
result Empirically demonstrates selection of candidates whose predictions exceed a data-dependent threshold.

Paper introduces solving financial problems using time-stepped FBSDE and deep learning.

problem Quantitative finance problems under specific dynamics and instruments.
method Formulate as FBSDE, turn into control problems, time-step, solve with optimization and deep learning.
result Solves financial problems with new methods and deep learning.

Quantile deep learning improves time series prediction accuracy and uncertainty quantification.

problem Uncertainty in multi-step time series prediction.
method Developed a novel quantile regression deep learning framework for multi-step time series prediction.
result Integrating quantile loss function with deep learning provides additional predictions for selected quantiles without loss in accuracy.

We demonstrate that there is significant redundancy in the parameterization of several deep learning models. Given only a few weight values for each feature it is possible to accurately predict the remaining values. Moreover, we show that not only can the parameter values be predicted, but many of them need not be lear…

2013-06-03abs ↗pdf ↗

Dissipative SymODEN learns dynamics with dissipation and control from data.

problem Learning dynamics with dissipation and control from observed data.
method Dissipative SymODEN encodes port-Hamiltonian dynamics into a deep learning architecture.
result The learned model reveals key aspects of the system, such as inertia, dissipation, and potential energy.

Paper uses deep reinforcement learning for better control of rocket engines during start-up phases.

problem Lack of optimal control during transient phases of liquid rocket engines.
method Deep reinforcement learning approach for optimal control of a gas-generator engine's continuous start-up phase.
result Deep reinforcement learning controller achieves highest performance and minimal computational effort.

Data-efficient learning in continuous state-action spaces using very high-dimensional observations remains a key challenge in developing fully autonomous systems. In this paper, we consider one instance of this challenge, the pixels to torques problem, where an agent must learn a closed-loop control policy from pixel i…

2015-02-08abs ↗pdf ↗

Extends conformal prediction for controlling expected risk of monotone loss functions.

problem Controlling expected risk of monotone loss functions.
method Generalizes split conformal prediction with coverage guarantee, extending to distribution shift, quantile risk, multiple, adversarial, and expectations of U-statistics.
result Tight up to an O(1/n)\mathcal{O}(1/n) factor, with worked examples in computer vision and natural language processing.