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.
Paper uses deep imitation learning to predict aircraft trajectories accurately.
There has recently been a surge in research in batch Deep Reinforcement Learning (DRL), which aims for learning a high-performing policy from a given dataset without additional interactions with the environment. We propose a new algorithm, Best-Action Imitation Learning (BAIL), which strives for both simplicity and per…
A new imitation learning method uses random search for simple policies, outperforming complex models.
The development of autonomous robotic systems that can learn from human demonstrations to imitate a desired behavior - rather than being manually programmed - has huge technological potential. One major challenge in imitation learning is the correspondence problem: how to establish corresponding states and actions betw…
This study compares 6 imitation learning algorithms using a common dataset and hyperparameter budget.
To coordinate actions with an interaction partner requires a constant exchange of sensorimotor signals. Humans acquire these skills in infancy and early childhood mostly by imitation learning and active engagement with a skilled partner. They require the ability to predict and adapt to one's partner during an interacti…
Bayesian inverse reinforcement learning (IRL) methods are ideal for safe imitation learning, as they allow a learning agent to reason about reward uncertainty and the safety of a learned policy. However, Bayesian IRL is computationally intractable for high-dimensional problems because each sample from the posterior req…
AutoOD automates outlier detection using curiosity-guided search and self-imitation learning.
The growing use of virtual autonomous agents in applications like games and entertainment demands better control policies for natural-looking movements and actions. Unlike the conventional approach of hard-coding motion routines, we propose a deep learning method for obtaining control policies by directly mimicking raw…
The paper uses a novel framework to learn option prices by imitating principal investor behavior.
Proposes efficient training method for deep thin networks.
Consider an imitation learning problem that the imitator and the expert have different dynamics models. Most of the current imitation learning methods fail because they focus on imitating actions. We propose a novel state alignment-based imitation learning method to train the imitator to follow the state sequences in e…
This paper proposes Self-Imitation Learning (SIL), a simple off-policy actor-critic algorithm that learns to reproduce the agent's past good decisions. This algorithm is designed to verify our hypothesis that exploiting past good experiences can indirectly drive deep exploration. Our empirical results show that SIL sig…
NDPs embed dynamical systems into neural networks for efficient sensorimotor learning.
Imitation Learning (IL) is an appealing approach to learn desirable autonomous behavior. However, directing IL to achieve arbitrary goals is difficult. In contrast, planning-based algorithms use dynamics models and reward functions to achieve goals. Yet, reward functions that evoke desirable behavior are often difficul…
Paper presents first model extraction attack against DRL models.
QTNet uses deep reinforcement learning to automate trading strategies.
ADVISOR dynamically balances imitation and reinforcement learning to overcome the imitation gap.
Compared to reinforcement learning, imitation learning (IL) is a powerful paradigm for training agents to learn control policies efficiently from expert demonstrations. However, in most cases, obtaining demonstration data is costly and laborious, which poses a significant challenge in some scenarios. A promising altern…
Reinforcement learning mimics expert behavior.
MineRL Competition reduced reinforcement learning sample needs.
Researchers improved Minecraft game performance using imitation learning.
New self-imitation learning method improves performance in continuous control tasks.
Paper tackles robust imitation learning from noisy demonstrations.
Paper uses Sinkhorn distances to improve imitation learning effectiveness.
Proof shows imitation of expert's reward and solutions in multi-objective optimization.
We show that a critical vulnerability in adversarial imitation is the tendency of discriminator networks to learn spurious associations between visual features and expert labels. When the discriminator focuses on task-irrelevant features, it does not provide an informative reward signal, leading to poor task performanc…
NDI learns from expert demonstrations by estimating occupancy measures.
GWIL uses Gromov-Wasserstein distance to align expert and imitation agent states.
New method improves imitation learning from expert observations.
Imitation from observation is the framework of learning tasks by observing demonstrated state-only trajectories. Recently, adversarial approaches have achieved significant performance improvements over other methods for imitating complex behaviors. However, these adversarial imitation algorithms often require many demo…
Behavior cloning can achieve horizon-independent sample complexity in offline imitation learning.
New method simplifies and improves imitation learning without adversarial techniques.
Integration of reinforcement learning and imitation learning is an important problem that has been studied for a long time in the field of intelligent robotics. Reinforcement learning optimizes policies to maximize the cumulative reward, whereas imitation learning attempts to extract general knowledge about the traject…
MetaTrader combines diverse expert strategies to optimize portfolio performance.
We study risk-sensitive imitation learning where the agent's goal is to perform at least as well as the expert in terms of a risk profile. We first formulate our risk-sensitive imitation learning setting. We consider the generative adversarial approach to imitation learning (GAIL) and derive an optimization problem for…
Proposes a method to imitate active learning heuristics for better performance.
A common strategy in modern learning systems is to learn a representation that is useful for many tasks, a.k.a. representation learning. We study this strategy in the imitation learning setting for Markov decision processes (MDPs) where multiple experts' trajectories are available. We formulate representation learning …
A new method removes policy optimization in adversarial imitation learning.
A new algorithm trains experts to safely guide agents in partially observed environments.
Recent work has demonstrated that problems-- particularly imitation learning and structured prediction-- where a learner's predictions influence the input-distribution it is tested on can be naturally addressed by an interactive approach and analyzed using no-regret online learning. These approaches to imitation learni…
The performance of imitation learning is typically upper-bounded by the performance of the demonstrator. While recent empirical results demonstrate that ranked demonstrations allow for better-than-demonstrator performance, preferences over demonstrations may be difficult to obtain, and little is known theoretically abo…
In this paper, we demonstrate how to do automated theorem proving in the presence of a large knowledge base of potential premises without learning from human proofs. We suggest an exploration mechanism that mixes in additional premises selected by a tf-idf (term frequency-inverse document frequency) based lookup in a d…
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…
Domain adaptation in imitation learning represents an essential step towards improving generalizability. However, even in the restricted setting of third-person imitation where transfer is between isomorphic Markov Decision Processes, there are no strong guarantees on the performance of transferred policies. We present…
This paper investigates a class of attacks targeting the confidentiality aspect of security in Deep Reinforcement Learning (DRL) policies. Recent research have established the vulnerability of supervised machine learning models (e.g., classifiers) to model extraction attacks. Such attacks leverage the loosely-restricte…
Curriculum learning and imitation learning improve control over financial time-series data.
FINs enhance performance in diverse datasets like finance, speech, and health.