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Machine learning models are increasingly used in a wide variety of financial settings. The difficulty of understanding the inner workings of these systems, combined with their wide applicability, has the potential to lead to significant new…

Computational Finance · Quantitative Finance 2021-02-10 Samuel N. Cohen , Derek Snow , Lukasz Szpruch

Solving control tasks in complex environments automatically through learning offers great potential. While contemporary techniques from deep reinforcement learning (DRL) provide effective solutions, their decision-making is not transparent.…

Machine Learning · Computer Science 2023-07-03 Martin Tappler , Edi Muškardin , Bernhard K. Aichernig , Bettina Könighofer

Morphological development into evolutionary patterns under structural instability is ubiquitous in living systems and often of vital importance for engineering structures. Here we propose a data-driven approach to understand and predict…

Pattern Formation and Solitons · Physics 2024-07-23 Yingjie Zhao , Zhiping Xu

Dynamical systems theory has long provided a foundation for understanding evolving phenomena across scientific domains. Yet, the application of this theory to complex real-world systems remains challenging due to issues in mathematical…

Machine Learning · Computer Science 2024-11-05 Samuel A. Moore , Brian P. Mann , Boyuan Chen

Machine learning has become increasingly popular for efficiently modelling the dynamics of complex physical systems, demonstrating a capability to learn effective models for dynamics which ignore redundant degrees of freedom. Learned…

Machine Learning · Computer Science 2022-11-29 Ameya Daigavane , Arthur Kosmala , Miles Cranmer , Tess Smidt , Shirley Ho

Modelling of systems where the full system information is unknown is an oft encountered problem for various engineering and industrial applications, as it's either impossible to consider all the complex physics involved or simpler models…

Machine Learning · Computer Science 2024-01-10 Vijay Kag , Birupaksha Pal

We live in a world brimming with uncertainty, where we constantly have to make a lot of decisions under incomplete information. We are firm believers that our subjective belief cannot be computed by rigorous mathematical formula; instead…

Physics and Society · Physics 2023-02-08 Lizhi Xin , Kevin Xin , Houwen Xin

A dynamical system is a transformation of a phase space, and the transformation law is the primary means of defining as well as identifying the dynamical system. It is the object of focus of many learning techniques. Yet there are many…

Dynamical Systems · Mathematics 2025-02-07 Tyrus Berry , Suddhasattwa Das

Mathematical modeling is an essential step, for example, to analyze the transient behavior of a dynamical process and to perform engineering studies such as optimization and control. With the help of first-principles and expert knowledge, a…

Machine Learning · Computer Science 2021-03-30 Pawan Goyal , Peter Benner

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

For any storage ring-based large-scale scientific facility, one of the most important performance parameters is the dynamic aperture (DA), which measures the motion stability of charged particles in a global manner. To date, long-term…

Computational Physics · Physics 2022-07-14 Jinyu Wan , Yi Jiao

Conventionally, model-based reinforcement learning (MBRL) aims to learn a global model for the dynamics of the environment. A good model can potentially enable planning algorithms to generate a large variety of behaviors and solve diverse…

Machine Learning · Computer Science 2020-02-18 Archit Sharma , Shixiang Gu , Sergey Levine , Vikash Kumar , Karol Hausman

Deep networks are commonly used to model dynamical systems, predicting how the state of a system will evolve over time (either autonomously or in response to control inputs). Despite the predictive power of these systems, it has been…

Machine Learning · Computer Science 2020-01-20 Gaurav Manek , J. Zico Kolter

Robots can rapidly acquire new skills from demonstrations. However, during generalisation of skills or transitioning across fundamentally different skills, it is unclear whether the robot has the necessary knowledge to perform the task.…

Machine Learning · Statistics 2018-08-08 Nutan Chen , Alexej Klushyn , Alexandros Paraschos , Djalel Benbouzid , Patrick van der Smagt

Modeling how human moves in the space is useful for policy-making in transportation, public safety, and public health. Human movements can be viewed as a dynamic process that human transits between states (\eg, locations) over time. In the…

Artificial Intelligence · Computer Science 2021-03-24 Hua Wei , Dongkuan Xu , Junjie Liang , Zhenhui Li

We present a developmental framework based on a long-term memory and reasoning mechanisms (Vision Similarity and Bayesian Optimisation). This architecture allows a robot to optimize autonomously hyper-parameters that need to be tuned from…

Robotics · Computer Science 2018-10-22 Maxime Petit , Amaury Depierre , Xiaofang Wang , Emmanuel Dellandréa , Liming Chen

Multiple time scale stochastic dynamical systems are ubiquitous in science and engineering, and the reduction of such systems and their models to only their slow components is often essential for scientific computation and further analysis.…

Dynamical Systems · Mathematics 2015-01-22 Carmeline J. Dsilva , Ronen Talmon , C. William Gear , Ronald R. Coifman , Ioannis G. Kevrekidis

We use model-free reinforcement learning, extensive simulation, and transfer learning to develop a continuous control algorithm that has good zero-shot performance in a real physical environment. We train a simulated agent to act optimally…

Artificial Intelligence · Computer Science 2018-03-09 M Ferguson , K. H. Law

Machine learning has been widely applied to clearly defined problems of astronomy and astrophysics. However, deep learning and its conceptual differences to classical machine learning have been largely overlooked in these fields. The broad…

Instrumentation and Methods for Astrophysics · Physics 2024-10-15 Nima Sedaghat , Martino Romaniello , Jonathan E. Carrick , François-Xavier Pineau

We present an approach to explain the decisions of black box models for image classification. While using the black box to label images, our explanation method exploits the latent feature space learned through an adversarial autoencoder.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-11 Riccardo Guidotti , Anna Monreale , Stan Matwin , Dino Pedreschi