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.
AGAC uses an adversary to enhance exploration in complex tasks.
We describe a novel extension of soft actor-critics for hierarchical Deep Q-Networks (HDQN) architectures using mutual information metric. The proposed extension provides a suitable framework for encouraging explorations in such hierarchical networks. A natural utilization of this framework is an adversarial setting, w…
Reinforcement learning for continuous-time risk-sensitive asset allocation
Both generative adversarial networks (GAN) in unsupervised learning and actor-critic methods in reinforcement learning (RL) have gained a reputation for being difficult to optimize. Practitioners in both fields have amassed a large number of strategies to mitigate these instabilities and improve training. Here we show …
DSAC improves robustness of imitation learning.
Graph attacks can be successful with just a few bad nodes.
New framework ensures valid uncertainty estimates for any data stream changes.
Improves RL generalization by minimizing adversarial risk.
We identify two issues with the family of algorithms based on the Adversarial Imitation Learning framework. The first problem is implicit bias present in the reward functions used in these algorithms. While these biases might work well for some environments, they can also lead to sub-optimal behavior in others. Secondl…
Paper improves AIRL by enhancing policy imitation and addressing reward recovery issues.
Image compression is an essential approach for decreasing the size in bytes of the image without deteriorating the quality of it. Typically, classic algorithms are used but recently deep-learning has been successfully applied. In this work, is presented a deep super-resolution work-flow for image compression that maps …
Private machine learning framework using randomised response.
Generative Adversarial Networks (GANs) are a powerful framework for deep generative modeling. Posed as a two-player minimax problem, GANs are typically trained end-to-end on real-valued data and can be used to train a generator of high-dimensional and realistic images. However, a major limitation of GANs is that traini…
Traditional classification algorithms assume that training and test data come from similar distributions. This assumption is violated in adversarial settings, where malicious actors modify instances to evade detection. A number of custom methods have been developed for both adversarial evasion attacks and robust learni…
Reinforcement learning in multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in single-agent settings. We present an actor-critic algorithm that trains decentralized policies in multi-agent settings, using centrally computed critics that share an attention mechanism…
MODULE solves LfO problem with high sample efficiency and stability.
Asynchronous Advantage Actor Critic (A3C) is an effective Reinforcement Learning (RL) algorithm for a wide range of tasks, such as Atari games and robot control. The agent learns policies and value function through trial-and-error interactions with the environment until converging to an optimal policy. Robustness and s…
RNNs are vulnerable to adversarial attacks, especially in network traffic.
Games generalize the single-objective optimization paradigm by introducing different objective functions for different players. Differentiable games often proceed by simultaneous or alternating gradient updates. In machine learning, games are gaining new importance through formulations like generative adversarial netwo…
While the last few decades have witnessed a huge body of work devoted to inference and learning in distributed and decentralized setups, much of this work assumes a non-adversarial setting in which individual nodes---apart from occasional statistical failures---operate as intended within the algorithmic framework. In r…
New framework for fair classification in adversarial settings with provable guarantees.
Optimization of parameterized policies for reinforcement learning (RL) is an important and challenging problem in artificial intelligence. Among the most common approaches are algorithms based on gradient ascent of a score function representing discounted return. In this paper, we examine the role of these policy gradi…
Actor-critic methods solve reinforcement learning problems by updating a parameterized policy known as an actor in a direction that increases an estimate of the expected return known as a critic. However, existing actor-critic methods only use values or gradients of the critic to update the policy parameter. In this pa…
The paper analyzes an actor-critic algorithm with target networks for deep reinforcement learning.
The growing prospect of deep reinforcement learning (DRL) being used in cyber-physical systems has raised concerns around safety and robustness of autonomous agents. Recent work on generating adversarial attacks have shown that it is computationally feasible for a bad actor to fool a DRL policy into behaving sub optima…
Single-timescale actor-critic finds globally optimal policy.
Proposes a new model for noisy labels considering multiple labelers and adversarial attacks.
GAIL is a recent successful imitation learning architecture that exploits the adversarial training procedure introduced in GANs. Albeit successful at generating behaviours similar to those demonstrated to the agent, GAIL suffers from a high sample complexity in the number of interactions it has to carry out in the envi…
New PAC-Bayesian approach stabilizes actor-critic learning.
Actor-critic methods can achieve incredible performance on difficult reinforcement learning problems, but they are also prone to instability. This is partly due to the interaction between the actor and critic during learning, e.g., an inaccurate step taken by one of them might adversely affect the other and destabilize…
This paper improves traffic actor movement predictions using GANs and a differentiable rasterizer.
FORK improves model-free reinforcement learning performance.
A risk-aware RL approach using RDEU and Wasserstein ball for robust performance.
Smaller actor-critic models lead to performance degradation and overfitting, highlighting the critic's role in value underestimation.
New analysis shows actor-critic method converges efficiently in practical settings.
This work analyzes actor-critic methods for faster convergence.
Despite the empirical success of the actor-critic algorithm, its theoretical understanding lags behind. In a broader context, actor-critic can be viewed as an online alternating update algorithm for bilevel optimization, whose convergence is known to be fragile. To understand the instability of actor-critic, we focus o…
Actor-critic algorithms converge to an ODE as data samples change dynamically.
Many policy gradient methods are variants of Actor-Critic (AC), where a value function (critic) is learned to facilitate updating the parameterized policy (actor). The update to the actor involves a log-likelihood update weighted by the action-values, with the addition of entropy regularization for soft variants. In th…
This paper provides a unifying view of a wide range of problems of interest in machine learning by framing them as the minimization of functionals defined on the space of probability measures. In particular, we show that generative adversarial networks, variational inference, and actor-critic methods in reinforcement l…
Neural networks trained with actor-critic algorithms converge to ODEs under weak convergence analysis.
SAVO actor improves reinforcement learning by avoiding local optima in complex Q-functions.
Traffic actors' future motion predicted using a hybrid graph model.
In this paper we propose a hybrid architecture of actor-critic algorithms for reinforcement learning in parameterized action space, which consists of multiple parallel sub-actor networks to decompose the structured action space into simpler action spaces along with a critic network to guide the training of all sub-acto…
Imitation learning algorithms can be used to learn a policy from expert demonstrations without access to a reward signal. However, most existing approaches are not applicable in multi-agent settings due to the existence of multiple (Nash) equilibria and non-stationary environments. We propose a new framework for multi-…
Proposes a new model for predicting future motion of road actors in autonomous vehicles.
Actor-Critic method achieves optimal regret for unichain MDPs.
TT-DAC-PS: A deterministic actor-critic approach for optimal trade execution