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.
Adapts two algorithms for online learning with delayed rewards.
The combination of deep neural network models and reinforcement learning algorithms can make it possible to learn policies for robotic behaviors that directly read in raw sensory inputs, such as camera images, effectively subsuming both estimation and control into one model. However, real-world applications of reinforc…
Framework for optimizing search engine rankings using observational data.
Reinforcement learning usually makes use of numerical rewards, which have nice properties but also come with drawbacks and difficulties. Using rewards on an ordinal scale (ordinal rewards) is an alternative to numerical rewards that has received more attention in recent years. In this paper, a general approach to adapt…
Explicit engineering of reward functions for given environments has been a major hindrance to reinforcement learning methods. While Inverse Reinforcement Learning (IRL) is a solution to recover reward functions from demonstrations only, these learned rewards are generally heavily \textit{entangled} with the dynamics of…
Learning robust value functions given raw observations and rewards is now possible with model-free and model-based deep reinforcement learning algorithms. There is a third alternative, called Successor Representations (SR), which decomposes the value function into two components -- a reward predictor and a successor ma…
SARA uses similarity to learn rewards robustly and adaptively.
Reinforcement learning algorithms rely on carefully engineering environment rewards that are extrinsic to the agent. However, annotating each environment with hand-designed, dense rewards is not scalable, motivating the need for developing reward functions that are intrinsic to the agent. Curiosity is a type of intrins…
Reinforcement learning is a promising framework for solving control problems, but its use in practical situations is hampered by the fact that reward functions are often difficult to engineer. Specifying goals and tasks for autonomous machines, such as robots, is a significant challenge: conventionally, reward function…
Reward shaping is one of the most effective methods to tackle the crucial yet challenging problem of credit assignment in Reinforcement Learning (RL). However, designing shaping functions usually requires much expert knowledge and hand-engineering, and the difficulties are further exacerbated given multiple similar tas…
This work compares human feedback methods for reward learning in bandits.
A new estimator reduces variance in slate bandit OPE.
Improved power arbitrage through domain-adapted reinforcement learning.
New RL agent learns sparse rewards efficiently.
Quantum model outperforms classical in training but underperforms in real-world metrics.
This work classifies SOC loss functions based on their gradient properties.
Paper presents a modular RL framework for Forex trading, addressing limitations of prior studies.
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…
Reinforcement learning requires manual specification of a reward function to learn a task. While in principle this reward function only needs to specify the task goal, in practice reinforcement learning can be very time-consuming or even infeasible unless the reward function is shaped so as to provide a smooth gradient…
In many biomedical, science, and engineering problems, one must sequentially decide which action to take next so as to maximize rewards. One general class of algorithms for optimizing interactions with the world, while simultaneously learning how the world operates, is the multi-armed bandit setting and, in particular,…
Markov reward processes (MRPs) are used to model stochastic phenomena arising in operations research, control engineering, robotics, and artificial intelligence, as well as communication and transportation networks. In many of these cases, such as in the policy evaluation problem encountered in reinforcement learning, …
A new algorithm uses concavity in Gaussian processes to optimize decisions in bandit problems.
While reinforcement learning (RL) has the potential to enable robots to autonomously acquire a wide range of skills, in practice, RL usually requires manual, per-task engineering of reward functions, especially in real world settings where aspects of the environment needed to compute progress are not directly accessibl…
Shaping in humans and animals has been shown to be a powerful tool for learning complex tasks as compared to learning in a randomized fashion. This makes the problem less complex and enables one to solve the easier sub task at hand first. Generating a curriculum for such guided learning involves subjecting the agent to…
Manipulation tasks such as preparing a meal or assembling furniture remain highly challenging for robotics and vision. Traditional task and motion planning (TAMP) methods can solve complex tasks but require full state observability and are not adapted to dynamic scene changes. Recent learning methods can operate direct…
The paper develops a learning framework for diverse legged robots.
As global greenhouse gas emissions continue to rise, the use of stratospheric aerosol injection (SAI), a form of solar geoengineering, is increasingly considered in order to artificially mitigate climate change effects. However, initial research in simulation suggests that naive SAI can have catastrophic regional conse…
At an early age, human infants are able to learn and build a model of the world very quickly by constantly observing and interacting with objects around them. One of the most fundamental intuitions human infants acquire is intuitive physics. Human infants learn and develop these models, which later serve as prior knowl…
Advances in deep generative networks have led to impressive results in recent years. Nevertheless, such models can often waste their capacity on the minutiae of datasets, presumably due to weak inductive biases in their decoders. This is where graphics engines may come in handy since they abstract away low-level detail…
This paper presents a framework to tackle combinatorial optimization problems using neural networks and reinforcement learning. We focus on the traveling salesman problem (TSP) and train a recurrent network that, given a set of city coordinates, predicts a distribution over different city permutations. Using negative t…
We discuss deep reinforcement learning in an overview style. We draw a big picture, filled with details. We discuss six core elements, six important mechanisms, and twelve applications, focusing on contemporary work, and in historical contexts. We start with background of artificial intelligence, machine learning, deep…
Autonomous agents that must exhibit flexible and broad capabilities will need to be equipped with large repertoires of skills. Defining each skill with a manually-designed reward function limits this repertoire and imposes a manual engineering burden. Self-supervised agents that set their own goals can automate this pr…
Reinforcement learning and planning methods require an objective or reward function that encodes the desired behavior. Yet, in practice, there is a wide range of scenarios where an objective is difficult to provide programmatically, such as tasks with visual observations involving unknown object positions or deformable…
ALINE optimizes Bayesian inference and data acquisition by strategically querying informative data.
We propose a new approach to inverse reinforcement learning (IRL) based on the deep Gaussian process (deep GP) model, which is capable of learning complicated reward structures with few demonstrations. Our model stacks multiple latent GP layers to learn abstract representations of the state feature space, which is link…
Deep RL optimizes dynamic portfolio weights in China's stock market.
This work uses RL to optimize batch experiments in SDOE.
This review discusses challenges and solutions for AI in chemical engineering.
Lifelong learning is a very important step toward realizing robust autonomous artificial agents. Neural networks are the main engine of deep learning, which is the current state-of-the-art technique in formulating adaptive artificial intelligent systems. However, neural networks suffer from catastrophic forgetting when…
Optimal engine operation during a transient driving cycle is the key to achieving greater fuel economy, engine efficiency, and reduced emissions. In order to achieve continuously optimal engine operation, engine calibration methods use a combination of static correlations obtained from dynamometer tests for steady-stat…
We study the problem of offline learning in automated decision systems under the contextual bandits model. We are given logged historical data consisting of contexts, (randomized) actions, and (nonnegative) rewards. A common goal is to evaluate what would happen if different actions were taken in the same contexts, so …
Inference-Time Scaling can be extended to domains prone to systematic failure using intrinsic statistics.
FinRLlama wins FinRL Challenge 2024 by fine-tuning LLMs with market data.
vsOED optimizes experiment design with reinforcement learning for Bayesian models.
Generative thermal design learns optimal shapes using multi-agent reinforcement learning.
Paper uses deep reinforcement learning for better control of rocket engines during start-up phases.
Paper proposes verifier engineering for improving foundation models.
New metrics quantify implementation risk in portfolio backtesting, revealing systematic differences in engine implementations.