Trajectory-based learning speeds up deep RL in Ball-in-Maze games.
problem Lack of sample efficiency in deep reinforcement learning.
method Use of trajectories generated by a simulator to improve learning speed.
result Achieved a 2-3x speed-up in learning process for Ball-in-Maze games.
The paper develops no arbitrage results for trajectory based models by imposing general constraints on the trading portfolios. The main condition imposed, in order to avoid arbitrage opportunities, is a local continuity requirement on the final portfolio value considered as a functional on the trajectory space. The pap…
A new method for efficient distributed optimization using trajectory-based normalized gradients.
problem Efficient communication in large-scale distributed optimization.
method A bijective mapping between gradient distributions, using normalized gradients and dynamically extracted references.
result Trajectory-based normalized gradients (TNG) improves communication efficiency in distributed optimization.
New adversarial method detects abnormal trajectories from unlabeled data.
problem Detecting abnormal events from trajectory data without manual threshold setting.
method Generative adversarial network (GAN) framework for unsupervised learning.
result Best accuracy for abnormal trajectory detection on urban traffic videos.
Study compares RL and DT-based control for hedging European call options.
problem Optimizing hedging strategies for European call options with transaction costs.
method Reinforcement Learning vs. Deep Trajectory-based Stochastic Control.
result RL and DT-based methods perform differently under stepwise mean-variance hedging.
Persistent neurons improve neural network optimization by leveraging previous solutions.
problem Improving neural network optimization under different initialization and data distributions.
method Persistent neurons use information from previous converged solutions to explore new landscapes and avoid local minima.
result Persistent neurons converge to more optimal solutions and improve model performance under various initializations.
The paper studies sub and super-replication price bounds for contingent claims defined on general trajectory based market models. No prior probabilistic or topological assumptions are placed on the trajectory space, trading is assumed to take place at a finite number of occasions but not bounded in number nor necessari…
We introduce a novel class of rotation invariants of two dimensional curves based on iterated integrals. The invariants we present are in some sense complete and we describe an algorithm to calculate them, giving explicit computations up to order six. We present an application to online (stroke-trajectory based) charac…
Enhances reinforcement learning from sparse data.
problem Limited data for offline reinforcement learning.
method Trajectory-based data augmentation.
result Improves reinforcement learning performance.
LRF framework predicts and interprets longitudinal response trajectories.
problem Sparse and irregular data in longitudinal studies.
method Longitudinal Random Forest (LRF) framework with adaptive node-wise trajectory estimation.
result LRF outperforms competing methods in predicting and interpreting longitudinal trajectories.
Deep learning detects inaccurate smart meters for resource savings.
problem Detecting and replacing inaccurate smart meters to save resources.
method Developed a deep-learning method using LSTM and CNN to predict electricity usage trajectories.
result High accuracy in detecting inaccurate meters for practical usage.
Extends RL to random stopping times, improving optimization.
problem Real-world applications with random stopping times.
method Extended RL framework to random stopping times, derived new formulas.
result Improves optimization convergence with new formulas.
The paper develops general, discrete, non-probabilistic market models and minmax price bounds leading to price intervals for European options. The approach provides the trajectory based analogue of martingale-like properties as well as a generalization that allows a limited notion of arbitrage in the market while still…
Extended flatness approach for discrete-time systems considers forward and backward shifts.
problem Defining flatness for discrete-time systems with forward-shifts.
method Introducing backward-shifts to extend flatness definition.
result Extended flat systems maintain key properties like reachability and controllability.
PODNet discovers plannable options from unstructured demonstrations.
problem Learning from unstructured, multi-objective demonstrations.
method Custom categorical variational autoencoder, recurrent option inference network, option-conditioned policy network, and option dynamics model.
result PODNet enables learning from demonstration for multiple tasks and planning.
Neural nets predict user attention from mouse movements.
problem Predicting user attention from mouse cursor movements.
method Investigated different mouse movement representations and trained neural networks.
result Neural networks outperform handcrafted features for predicting user attention.
Improves reinforcement learning by combining off-policy data and exploration.
problem Data inefficiency and local optima in policy gradient methods.
method Combines off-policy data reuse, exploration, and deterministic policies with stochastic optimization.
result Successfully learns solutions using fewer interactions than standard methods.
Gaussian processes for dynamical systems with Koopman equivariance.
problem Forecasting and learning representations of nonlinear dynamical systems.
method Koopman-equivariant Gaussian processes with linear time-invariant responses and trajectory-based equivariance.
result Enhanced forecasting performance compared to kernel-based methods.
Reinforcement learning is explored as a candidate machine learning technique to enhance existing analytical solutions for optimal trade execution with elements from the market microstructure. Given a volume-to-trade, fixed time horizon and discrete trading periods, the aim is to adapt a given volume trajectory such tha…
New algorithm learns Koopman operator online, with complexity control and convergence guarantees.
problem Online learning of Koopman operator for general nonlinear systems.
method Sparse online learning via stochastic approximation, RKHS action, CME operator.
result Provably convergent algorithm with finite-time guarantees in mis-specified setting.
Mathematical method based on a direct or indirect analysis of growth rates is described. It is shown how simple assumptions and a relatively easy analysis can be used to describe mathematically complicated trends and to predict growth. Only rudimentary knowledge of calculus is required. Projected trajectories based on …
Paper learns Koopman operator from sparse data, escaping function space constraints.
problem Learning Koopman operator from non-closed function spaces.
method Operator stochastic approximation algorithm using conditional mean embeddings (CME).
result Online sparse learning algorithm with trajectory-based sampling guarantees.
Eikonal-Constrained QRL improves goal-reaching in reinforcement learning.
problem Reward design and out-of-distribution generalization in reinforcement learning.
method Eikonal-Constrained Quasimetric Reinforcement Learning (Eik-QRL) using the Eikonal PDE.
result Eik-QRL achieves state-of-the-art performance in offline goal-conditioned navigation and manipulation tasks.
We learn linear models from nonlinear systems using multiple trajectories and regularization.
problem Identifying linear models from data when the underlying dynamics are nonlinear.
method Multiple trajectories data acquisition followed by regularized least squares.
result Learn linearized dynamics with arbitrarily small error given enough samples.
This paper presents a new approach for training artificial neural networks using techniques for solving the constraint satisfaction problem (CSP). The quotient gradient system (QGS) is a trajectory-based method for solving the CSP. This study converts the training set of a neural network into a CSP and uses the QGS to …
The paper develops a neural network-based classifier for diffusion process drifts.
problem Classifying diffusion processes with distinct drift functions from discrete observations.
method Derives a Bayes rule and constructs a plug-in classifier using neural networks to estimate drifts.
result Establishes convergence rates for misclassification risk, highlighting benefits of diffusion structure.
Podcast recommendations improved by analyzing user listening paths.
problem Challenges in recommending podcasts effectively.
method Analyzes user listening paths as sequential trajectories for recommendations.
result 450% increase in effectiveness over baseline.
New algorithm reduces sample complexity for planning in MDPs.
problem Planning in MDPs with unknown transitions.
method MDP-GapE, a trajectory-based MCTS algorithm.
result Proves upper bound on sample complexity in terms of sub-optimality gaps.
Paper introduces DTAE to optimize RL algorithms, balancing exploration and exploitation.
problem Balancing exploration and exploitation in reinforcement learning.
method Soft policy optimization with entropy and dual-track advantage estimator (DTAE).
result DTAE accelerates RL algorithm convergence and improves performance.
We identify linear models from nonlinear systems with initialization constraints.
problem Identifying linear models from nonlinear systems with initialization constraints.
method Multiple trajectories-based deterministic data acquisition algorithm followed by regularized least squares.
result We provide a finite sample error bound on the learned linearized dynamics.
RL and DTSOC for final quadratic hedging performance studied.
problem Optimal hedging of European call options with and without transaction costs.
method Reinforcement Learning and Deep Trajectory-based Stochastic Optimal Control.
result RL and DTSOC perform similarly to variance-optimal hedging in various market models.
Paper combines RL with policy regularization for inventory policies.
problem Optimizing inventory policies using RL and dynamic programming.
method Hybrid approach combining RL with policy regularization.
result Generalization guarantees for inventory policies using VC theory.
Paper proposes TC3 algorithm to predict crowdfunding funding progress.
problem Predicting the funding progress in crowdfunding dynamics.
method Trajectory-based Continuous Control for Crowdfunding (TC3) algorithm using actor-critic frameworks.
result TC3-Options model effectively predicts U-shaped funding patterns.
New method for data assimilation using score-based models.
problem Bayesian inverse problem of identifying plausible state trajectories.
method Score-based data assimilation, learning a score-based generative model of state trajectories.
result Effective method for zero-shot observation scenarios.
DoubleEnsemble improves financial predictions by selecting key features and reweighting samples.
problem Overfitting and instability in financial data analysis.
method Sample reweighting and feature selection using learning trajectory and shuffling.
result DoubleEnsemble outperforms baseline methods in financial prediction tasks.
The excited states of polyatomic systems are rather complex, and often exhibit meta-stable dynamical behaviors. Static analysis of reaction pathway often fails to sufficiently characterize excited state motions due to their highly non-equilibrium nature. Here, we proposed a time series guided clustering algorithm to ge…
The success of popular algorithms for deep reinforcement learning, such as policy-gradients and Q-learning, relies heavily on the availability of an informative reward signal at each timestep of the sequential decision-making process. When rewards are only sparsely available during an episode, or a rewarding feedback i…
Efficiently samples complex distributions using tensor train format.
problem Sampling from high-dimensional complex probability densities efficiently.
method Integrates tensor train format with backward stochastic differential equations (BSDEs) for fast, robust, and accurate sampling.
result Improved efficiency in sampling from challenging target distributions.
Study uses vehicle trajectory data to predict traffic incidents on highways.
problem Early detection of traffic incidents to reduce secondary crashes.
method Machine learning algorithms (Logistic Regression, Random Forest, Extreme Gradient Boost, Artificial Neural Network) applied to vehicle trajectory data.
result Random Forest model performs best for incident prediction.
Neural controlled DEs model irregular time series by adjusting based on observations.
problem Modeling irregularly sampled multivariate time series with memory-efficient adjoint-based backpropagation.
method Neural controlled differential equations (CDEs) that adjust based on subsequent observations.
result Achieves state-of-the-art performance on various datasets.
In this paper we propose a new method to predict the final destination of vehicle trips based on their initial partial trajectories. We first review how we obtained clustering of trajectories that describes user behaviour. Then, we explain how we model main traffic flow patterns by a mixture of 2d Gaussian distribution…
A new RL model ensures safe learning in uncertain environments.
problem Safe reinforcement learning in uncertain, partially observable environments.
method Lyapunov-based uncertainty quantification and Transformers for memory.
result Significant improvement in safety and optimality in grid-world tasks.
A framework learns multiscale dynamics from single trajectories using normalizing flows.
problem Learning effective stochastic dynamics from single observed paths of slow variables.
method Data-driven approach based on coupled multiscale SDEs, stochastic averaging, and normalizing flows for density modeling.
result Scalable approach to capturing epistemic uncertainty in multiscale systems.
Method detects trajectory outliers using Hodge Laplacian embeddings.
problem Detecting outliers in trajectory data on simplicial complexes.
method Flow-embeddings using Hodge 1-Laplacian of simplicial complexes.
result Classifies trajectories based on topological behavior.
New insights on offline RL with state aggregation and trajectory data.
problem Understanding sample complexity in offline policy evaluation.
method Analyzing concentrability coefficient in aggregated Markov Transition Model.
result Sample complexity depends on concentrability coefficient in aggregated model.
Unified framework for sampling from complex densities using PDEs and neural networks.
problem Sampling from complicated probability densities.
method Dynamical measure transport via PDEs and physics-informed neural networks (PINNs).
result Significantly better mode coverage and high accuracy in sampling.
Paper analyzes EM algorithm's trajectory in 2MLR, revealing cycloid behavior.
problem Understanding the convergence and trajectory of EM algorithm in 2MLR.
method Explicit closed-form expressions for EM updates, recurrence relation derivation at population level.
result EM iterations lie on a cycloid trajectory, leading to theoretical estimate of convergence exponent.
A framework clusters vehicle motion trajectories efficiently.
problem Costly manual annotation of vehicle motion data.
method Five-stage framework: align, embed, extract, embed, cluster.
result Framework achieves promising results on real-world dataset.