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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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48 results for meta agent

AI traders learn to exploit meta-orders from slower traders, increasing their profits.

problem Adverse selection of medium-frequency traders by high-frequency AI agents.
method Reinforcement learning in a Hawkes LOB model, with impulse control and PPO.
result AI agents can learn to capitalize on meta-orders, increasing their profits.

Meta-learning agents excel at rapidly learning new tasks from open-ended task distributions; yet, they forget what they learn about each task as soon as the next begins. When tasks reoccur - as they do in natural environments - metalearning agents must explore again instead of immediately exploiting previously discover…

2018-05-24abs ↗pdf ↗

Dynamic meta-learning improves multi-agent communication with natural language.

problem Static population-based approaches struggle with adapting to human partners using natural language.
method Dynamic population-based meta-learning approach.
result Agents outperform all prior work in communicating with seen partners and humans.

Paper proposes MAMRL for efficient energy dispatch in self-powered edge computing systems.

problem High energy consumption in self-powered edge computing systems.
method Developed a semi-distributed data-driven MAMRL framework to solve a two-stage linear stochastic programming problem.
result The proposed MAMRL framework reduces up to 11% non-renewable energy usage and 22.4% energy cost.

AI agents manage portfolios, improving on human oversight.

problem Improving strategic asset allocation for institutional investors.
method 50 specialized agents produce capital market assumptions, construct portfolios, critique, and vote on each other's output.
result Meta-agent compares forecasts with realized returns and improves agent performance.

This research tackles intervention-centric causal reasoning in learning agents by using meta-learning.

problem Learning agents lack the concept of interventions, making causal learning challenging.
method A meta-reinforcement learning algorithm is used to learn causal relationships from observational data.
result The approach enables agents to learn and manipulate the environment effectively.

MPLP learns neural network weights by treating operations as message-passing agents.

problem Training neural networks using gradient-based methods.
method MPLP abstracts neural network operations as message-passing agents, updating internal states and passing messages.
result MPLP outperforms traditional gradient-based methods on simple feed-forward neural networks.

Meta-causal states group equivalent qualitative causal dynamics, useful for analyzing system changes.

problem Qualitative changes in causal relationships due to agent actions or environmental tipping points.
method Propose meta-causal states to group causal models based on equivalent qualitative behavior and parameterize specific mechanisms.
result Meta-causal states can be inferred from observed agent behavior and disentangled from unlabeled data.

Imitation learning allows agents to learn complex behaviors from demonstrations. However, learning a complex vision-based task may require an impractical number of demonstrations. Meta-imitation learning is a promising approach towards enabling agents to learn a new task from one or a few demonstrations by leveraging e…

2019-06-07abs ↗pdf ↗

Learning models of artificial intelligence can nowadays perform very well on a large variety of tasks. However, in practice different task environments are best handled by different learning models, rather than a single, universal, approach. Most non-trivial models thus require the adjustment of several to many learnin…

2016-02-25abs ↗pdf ↗

We discuss here the mean-field theory for a cellular automata model of meta-learning. The meta-learning is the process of combining outcomes of individual learning procedures in order to determine the final decision with higher accuracy than any single learning method. Our method is constructed from an ensemble of inte…

2009-07-27abs ↗pdf ↗

Bayesian meta-reinforcement learning improves over point estimates with Laplace approximation.

problem Improving meta-reinforcement learning by providing full posterior distributions.
method Augmenting point estimates with Laplace approximation for full posterior distributions.
result Our method performs similarly to variational baselines with fewer parameters.

A major challenge in reinforcement learning (RL) is the design of agents that are able to generalize across tasks that share common dynamics. A viable solution is meta-reinforcement learning, which identifies common structures among past tasks to be then generalized to new tasks (meta-test). In meta-training, the RL ag…

2019-10-22abs ↗pdf ↗

A meta-learning approach for efficient algorithm selection in budget-limited scenarios.

problem Efficiently selecting the best-performing machine learning algorithm with limited computational resources.
method A Markov Decision Process framework where an agent decides whether to train, wake up, or start new algorithms based on partial learning curves.
result Meta-learning from learning curves improves algorithm selection, especially when learning curves do not intersect frequently.

Discovering and exploiting the causal structure in the environment is a crucial challenge for intelligent agents. Here we explore whether causal reasoning can emerge via meta-reinforcement learning. We train a recurrent network with model-free reinforcement learning to solve a range of problems that each contain causal…

2019-01-23abs ↗pdf ↗

DIVA generates diverse tasks for complex simulators, enabling adaptive agent training.

problem Lack of diverse training data for complex, open-ended simulators.
method Evolutionary approach using domain randomization and procedural generation.
result Successfully trains adaptive agent behavior in complex simulators.

This essay discusses the advantages of a probabilistic agent-based approach to questions in theoretical economics, from the nature of economic agents, to the nature of the equilibria supported by their interactions. One idea we propose is that "agents" are meta-individual, hierarchically structured objects, that includ…

2013-11-02abs ↗pdf ↗

The capacity of meta-learning algorithms to quickly adapt to a variety of tasks, including ones they did not experience during meta-training, has been a key factor in the recent success of these methods on few-shot learning problems. This particular advantage of using meta-learning over standard supervised or reinforce…

2018-12-05abs ↗pdf ↗

New meta-learning framework for minimizing simple regret in bandits.

problem Minimizing simple regret in a sequence of bandit tasks with unknown distributions.
method Developed Bayesian and frequentist meta-learning algorithms for bandits, analyzing their meta simple regret.
result Bayesian algorithm achieves ildeO(m/n) ilde{O}(m / \sqrt{n}) meta simple regret, frequentist algorithm ildeO(mn+m/n) ilde{O}(\sqrt{m} n + m/ \sqrt{n}).

Modified Meta-TS for linear contextual bandits reduces regret.

problem Optimizing decision-making in dynamic environments with context vectors.
method Meta-TSLB algorithm for linear contextual bandits, analyzing Bayes regret.
result Derives an O((m+log(m))nlog(n)) O((m+\log(m))\sqrt{n\log(n)}) bound on Bayes regret.

Gradient-based meta-RL fails with incorrect task distributions, leading to instability and poor performance.

problem Gradient-based meta-RL's sensitivity to task distributions causes instability and poor performance.
method Proposes meta Active Domain Randomization (meta-ADR) to learn task distributions for gradient-based meta-RL.
result Meta-ADR improves stability and generalization of MAML on simulated locomotion and navigation tasks.

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.

Humans achieve efficient learning by relying on prior knowledge about the structure of naturally occurring tasks. There is considerable interest in designing reinforcement learning (RL) algorithms with similar properties. This includes proposals to learn the learning algorithm itself, an idea also known as meta learnin…

2019-05-15abs ↗pdf ↗

This paper proposes a gossip-based algorithm for distributed bilevel optimization over networks.

problem Distributed bilevel optimization over networks with limited communication.
method Gossip-based distributed bilevel learning algorithm.
result Achieves optimal sample complexities for general and strongly convex objectives.

In this report we review memory-based meta-learning as a tool for building sample-efficient strategies that learn from past experience to adapt to any task within a target class. Our goal is to equip the reader with the conceptual foundations of this tool for building new, scalable agents that operate on broad domains.…

2019-05-08abs ↗pdf ↗

Deep neural networks (DNNs) have achieved state-of-the-art results on time series classification (TSC) tasks. In this work, we focus on leveraging DNNs in the often-encountered practical scenario where access to labeled training data is difficult, and where DNNs would be prone to overfitting. We leverage recent advance…

2019-09-13abs ↗pdf ↗

Empirical study shows consistent meta-RL algorithms adapt to OOD tasks.

problem Theoretical consistency of meta-RL algorithms and its practical implications.
method Empirical investigation of representative meta-RL algorithms, focusing on consistency and adaptation to out-of-distribution tasks.
result Theoretical consistent algorithms can adapt to OOD tasks, while inconsistent ones cannot, but can still fail for poor exploration.

The security of Deep Reinforcement Learning (Deep RL) algorithms deployed in real life applications are of a primary concern. In particular, the robustness of RL agents in cyber-physical systems against adversarial attacks are especially vital since the cost of a malevolent intrusions can be extremely high. Studies hav…

2019-06-28abs ↗pdf ↗

FinRL-Meta creates diverse market environments for DRL in finance.

problem Inaccurate financial data and diverse market environments challenge DRL in finance.
method Open-source data processing tools, hundreds of market environments, and multiprocessing.
result FinRL-Meta improves DRL accuracy and speed in financial simulations.