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.
Framework learns robust control policies from expert demonstrations.
Fault detection problem for closed loop uncertain dynamical systems, is investigated in this paper, using different deep learning based methods. Traditional classifier based method does not perform well, because of the inherent difficulty of detecting system level faults for closed loop dynamical system. Specifically, …
Study bounds the length of shortest periodic geodesics on certain curved spaces.
For large-scale industrial processes under closed-loop control, process dynamics directly resulting from control action are typical characteristics and may show different behaviors between real faults and normal changes of operating conditions. However, conventional distributed monitoring approaches do not consider the…
Study on parameter dynamics in exponential families under closed-loop learning.
Geometrically characterizes virtual nonlinear nonholonomic constraints using symplectic methods.
Closed loop solitons in a plane, whose curvatures obey the modified Korteweg-de Vries equation, were investigated. It was shown that their tangential vectors are expressed by ratio of Weierstrass sigma functions for genus one case and ratio of Baker's sigma functions for the genus two case. This study is closely relate…
This paper addresses the problem of learning the optimal control policy for a nonlinear stochastic dynamical system with continuous state space, continuous action space and unknown dynamics. This class of problems are typically addressed in stochastic adaptive control and reinforcement learning literature using model-b…
Formula adjusts steady-state models for control confounding.
Data-efficient reinforcement learning (RL) in continuous state-action spaces using very high-dimensional observations remains a key challenge in developing fully autonomous systems. We consider a particularly important instance of this challenge, the pixels-to-torques problem, where an RL agent learns a closed-loop con…
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…
Deep neural networks are known to be fragile to small adversarial perturbations. This issue becomes more critical when a neural network is interconnected with a physical system in a closed loop. In this paper, we show how to combine recent works on neural network certification tools (which are mainly used in static set…
Study shows how multiple traders can trade together without excessive price impact.
Robot science discovers new materials faster.
This work discusses a closed-loop control strategy for complex systems utilizing scarce and streaming data. A discrete embedding space is first built using hash functions applied to the sensor measurements from which a Markov process model is derived, approximating the complex system's dynamics. A control strategy is t…
This paper uses NLDT to find interpretable control rules from complex DRL policies.
CLQT benchmarks LLM portfolio managers by evaluating their decision-making process, not just returns.
We propose a reinforcement learning (RL) based closed loop power control algorithm for the downlink of the voice over LTE (VoLTE) radio bearer for an indoor environment served by small cells. The main contributions of our paper are to 1) use RL to solve performance tuning problems in an indoor cellular network for voic…
Analyzes how learning algorithms affect and are affected by data manipulation.
DQN outperforms static policies in a dynamic fee environment for automated market makers.
A homothety surface can be assembled from polygons by identifying their edges in pairs via homotheties, which are compositions of translation and scaling. We consider linear trajectories on a 1-parameter family of genus-2 homothety surfaces. The closure of a trajectory on each of these surfaces always has Hausdorff dim…
Study finds loops with specific curvature exist using Hardy's inequality.
Paper tackles stochastic control with mean and higher-order moments, finding Nash equilibria.
A geometric approach to differential game theory is illustrated. The parallel pursuit is considered as a two-player zero-sum differential game. The optimal strategies of each player is designed based on Riemann-Finsler geometry. Our approach incorporates a closed loop optimal control and the presentation is familiar wi…
Paper predicts recycling bin full events to reduce RVM downtime.
New budget quantifies drift in closed-loop learning, improving reproducibility.
We present an alternative local definition of the writhe of a self-avoiding closed loop which differs from the traditional non-local definition by an integer. When studying dynamics this difference is immaterial. We employ a formula due to Aldinger, Klapper and Tabor for the change in writhe and propose a set of local,…
The paper tackles performative risk optimization under weak convexity assumptions.
Filling length measures the length of the contracting closed loops in a null-homotopy. The filling length function of Gromov for a finitely presented group measures the filling length as a function of length of edge-loops in the Cayley 2-complex. We give a bound on the filling length function in terms of the log of an …
Sequential learning of tasks using gradient descent leads to an unremitting decline in the accuracy of tasks for which training data is no longer available, termed catastrophic forgetting. Generative models have been explored as a means to approximate the distribution of old tasks and bypass storage of real data. Here …
In this paper, we study the problem of learning vision-based dynamic manipulation skills using a scalable reinforcement learning approach. We study this problem in the context of grasping, a longstanding challenge in robotic manipulation. In contrast to static learning behaviors that choose a grasp point and then execu…
Combines Gaussian processes and polynomial chaos for stochastic control.
We propose a sliding surface for systems on the Lie group . The sliding surface is shown to be a Lie subgroup. The reduced-order dynamics along the sliding subgroup have an almost globally asymptotically stable equilibrium. The sliding surface is used to design a sliding-mode controller for t…
We utilize Wi-Fi communications from smartphones to predict their mobility mode, i.e. walking, biking and driving. Wi-Fi sensors were deployed at four strategic locations in a closed loop on streets in downtown Toronto. Deep neural network (Multilayer Perceptron) along with three decision tree based classifiers (Decisi…
Investigates time-inconsistent portfolio selection under MMV preferences.
We show LLMs can be locally linear, enabling better control of activations.
Formula for integrating random variables on hyperbolic surfaces.
PandaAI: A practical agent for neuro-symbolic data analysis and decision-making in finance
Study stabilizes second-order systems to first-order dynamics.
AdaptOn achieves logarithmic regret in adaptive control of unknown partially observable linear systems.
New framework optimizes forecasting and decision-making in dynamic systems.
Reinforcement Learning optimizes low-thrust interplanetary trajectories under disturbances.
Robust model predictive control (MPC) is a well-known control technique for model-based control with constraints and uncertainties. In classic robust tube-based MPC approaches, an open-loop control sequence is computed via periodically solving an online nominal MPC problem, which requires prior model information and fr…
In the previous work (J. Geom. Phys. {\bf{39}} (2001) 50-61), the closed loop solitons in a plane, \it i.e., loops whose curvatures obey the modified Korteweg-de Vries equations, were investigated for the case related to algebraic curves with genera one and two. This article is a generalization of the previous article …
Bubblewrap predicts neural dynamics online, scaling to thousands of neurons.
Uniform systole bounds for arithmetic orbifolds and number fields.
ApolloRL offers a platform for RL research in autonomous driving.
The paper provides guarantees for feedback control with sensor errors.