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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

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154309463617 · Jun 202019922001200920172026
48 results for goal-based tasks

The paper proposes a method to transfer skills between tasks using disentangled latent policies.

problem Transfer learning in reinforcement learning struggles with diverse tasks without explicit supervision.
method Learning a small set of policies in a disentangled latent space that can be recombined to solve many tasks.
result Disentangled latent policies enable quick performance on many diverse tasks.

Reinforcement learning for optimizing retirement plans and target dated funds.

problem Optimizing financial goals through periodic investments and withdrawals.
method G-Learner and GIRL algorithms for goal-based wealth management.
result G-Learner provides a computationally tractable solution for wealth management tasks.

Investor aims to meet financial goals with deadlines and target amounts, considering stock trading costs.

problem Goal-based portfolio selection with fixed transaction costs.
method Stochastic Perron's method to show value function is unique viscosity solution to quasi-variational inequalities. Existence of optimal strategy established.
result Optimal trading strategy differs significantly from frictionless case, revealing complex regions and strategies.

Despite increasing attention paid to the need for fast, scalable methods to analyze next-generation neuroscience data, comparatively little attention has been paid to the development of similar methods for behavioral analysis. Just as the volume and complexity of brain data have grown, behavioral paradigms in systems n…

2017-02-23abs ↗pdf ↗

According to Dennett, the same system may be described using a `physical' (mechanical) explanatory stance, or using an `intentional' (belief- and goal-based) explanatory stance. Humans tend to find the physical stance more helpful for certain systems, such as planets orbiting a star, and the intentional stance for othe…

2018-05-31abs ↗pdf ↗

Vanguard uses AI to create personalized financial plans.

problem Challenges in choosing features for complex financial planning.
method Reinforcement learning for identifying optimal savings rates.
result Trains algorithms to model financial success trajectories.

Semi-analytical approach for optimal wealth management contributions.

problem Optimizing contributions to achieve a financial goal with uncertain returns.
method Controlled backward Kolmogorov equation and Schrodinger equation solution.
result Semi-analytical solutions for efficient frontiers in control space.

Method identifies galaxies with recent star formation variations.

problem Identify galaxies with recent star formation variations.
method Approximate Bayesian Computation (ABC) with machine learning.
result Flexible star formation histories are needed for accurate modeling.

APT-Gen generates tasks to help RL learn in hard problems.

problem Learning in hard exploration problems.
method APT-Gen uses a task generator to create tasks from a parameterized space, balancing performance and similarity to target tasks.
result APT-Gen outperforms baselines in grid world and robotic manipulation tasks.

OCEAN infers online task identities from context variables.

problem Online task inference for compositional tasks with context adaptation.
method Variational inference framework OCEAN models global and local context variables in a joint latent space.
result OCEAN provides more effective task inference with sequential context adaptation.

Sharing information between multiple tasks enables algorithms to achieve good generalization performance even from small amounts of training data. However, in a realistic scenario of multi-task learning not all tasks are equally related to each other, hence it could be advantageous to transfer information only between …

2014-12-03abs ↗pdf ↗

HydaLearn dynamically adjusts task weights for better MTL performance.

problem Constant loss weights in MTL lead to poor results due to drifting relevance and varying mini-batch composition.
method HydaLearn uses mini-batch gradients to dynamically adjust task weights.
result HydaLearn improves performance on synthetic and real-world data.

We investigate task clustering for deep-learning based multi-task and few-shot learning in a many-task setting. We propose a new method to measure task similarities with cross-task transfer performance matrix for the deep learning scenario. Although this matrix provides us critical information regarding similarity betw…

2017-08-26abs ↗pdf ↗

ST-MAML tackles task ambiguity in meta-learning by encoding tasks with stochastic representations.

problem Handling tasks from multiple distributions is challenging for meta-learning due to task ambiguity.
method ST-MAML uses a stochastic neural network module to encode tasks and propagate task representations to revise input variable encoding.
result ST-MAML matches or outperforms state-of-the-art methods on various tasks.

New algorithm combines curriculum learning with HER for complex object manipulation tasks.

problem Learning complex sequential object manipulation tasks from scratch is challenging.
method Curriculum learning with Hindsight Experience Replay (HER) for recurrent object manipulation tasks.
result Significant improvement in learning sequential object manipulation tasks compared to vanilla-HER.

Transformers infer tasks from context via two modes, geometrically shaped task vectors explain their behavior.

problem Understanding how transformers infer tasks from context and the geometric properties of task vectors.
method Synthetic setting to train small transformers, mathematical characterization of task-vector geometry and inference modes.
result Task-vector geometry shapes in-distribution and out-of-distribution behavior of transformers.

MTL-NAS combines NAS with GP-MTL for task-agnostic multi-task learning.

problem Designing architectures for diverse tasks with varying priors.
method Disentangled GP-MTL networks, hierarchical feature sharing, and gradient-based search.
result General-purpose model trained once can adapt to multiple tasks.

Meta-learning framework uses task similarity through nonparametric kernel regression.

problem Limited tasks and outliers/dissimilar tasks hinder meta-learning performance.
method Nonparametric kernel regression to quantify and use task similarity.
result Meta-learning algorithm outperforms existing methods in task-limited settings.

Novel meta-RL strategy improves efficiency in learning novel tasks.

problem Efficiency in learning novel tasks using deep RL.
method Decomposes meta-RL into task-exploration, task-inference, and task-fulfillment; uses deep networks and a task encoder.
result Improves sample efficiency and mitigates meta-overfitting.

Study shows perceptual boost of visual attention varies with task difficulty and size.

problem Understanding how task-dependent the perceptual boost of visual attention is in natural settings.
method Designed and trained neural networks on various visual tasks, comparing results to baseline.
result Perceptual boost of attention is stronger with more difficult tasks and weaker with larger task sets.

RTE enables extrapolation to new tasks by learning task transformations.

problem Learning systems struggle to generalize to unseen tasks.
method Relational Task Extrapolator (RTE) learns task transformations to enable extrapolation.
result RTE substantially outperforms existing approaches on extrapolation tasks.

Multi-task learning (MTL) has recently contributed to learning better representations in service of various NLP tasks. MTL aims at improving the performance of a primary task, by jointly training on a secondary task. This paper introduces automated tasks, which exploit the sequential nature of the input data, as second…

2017-09-16abs ↗pdf ↗

Robot learns multiple tasks hierarchically by transferring knowledge.

problem Learning multiple complex tasks in open-ended environments.
method Task-oriented procedures, goal-babbling, imitation learning, active learning, intrinsic motivation.
result Robots can learn complex tasks more efficiently by transferring knowledge from simpler ones.

Multi-task learning (MTL) has achieved success over a wide range of problems, where the goal is to improve the performance of a primary task using a set of relevant auxiliary tasks. However, when the usefulness of the auxiliary tasks w.r.t. the primary task is not known a priori, the success of MTL models depends on th…

2019-04-08abs ↗pdf ↗

In the paradigm of multi-task learning, mul- tiple related prediction tasks are learned jointly, sharing information across the tasks. We propose a framework for multi-task learn- ing that enables one to selectively share the information across the tasks. We assume that each task parameter vector is a linear combi- nat…

2012-06-27abs ↗pdf ↗

Transformers can generalize to a large task family with only a few demonstrations.

problem Can learning from a small set of tasks generalize to a large task family?
method Investigating autoregressive compositional structure where each task is a composition of TT operations, each from a finite family of DD subtasks.
result Transformers can generalize to DTD^T tasks with only O~(D)\widetilde{O}(D) demonstrations.

Despite significant progress, deep reinforcement learning (RL) suffers from data-inefficiency and limited generalization. Recent efforts apply meta-learning to learn a meta-learner from a set of RL tasks such that a novel but related task could be solved quickly. Though specific in some ways, different tasks in meta-RL…

2019-05-16abs ↗pdf ↗

We tackle the Multi-task Batch Reinforcement Learning problem. Given multiple datasets collected from different tasks, we train a multi-task policy to perform well in unseen tasks sampled from the same distribution. The task identities of the unseen tasks are not provided. To perform well, the policy must infer the tas…

2019-09-25abs ↗pdf ↗