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This work focuses on the dynamic hedging of financial derivatives, where a reinforcement learning algorithm is designed to minimize the variance of the delta hedging process. In contrast to previous research in this area, we apply…

Optimization and Control · Mathematics 2023-06-21 Cong Zheng , Jiafa He , Can Yang

In this paper we model the problem of learning preferences of a population as an active learning problem. We propose an algorithm can adaptively choose pairs of items to show to users coming from a heterogeneous population, and use the…

Machine Learning · Statistics 2016-06-23 Aniruddha Bhargava , Ravi Ganti , Robert Nowak

This paper proposes a discretionary lane selection algorithm. In particular, highway driving is considered as a targeted scenario, where each lane has a different level of traffic flow. When lane-changing is discretionary, it is advised not…

Robotics · Computer Science 2021-04-12 Sangjae Bae , David Isele , Kikuo Fujimura , Scott J. Moura

The application of machine learning to support the processing of large datasets holds promise in many industries, including financial services. However, practical issues for the full adoption of machine learning remain with the focus being…

Machine Learning · Computer Science 2021-05-14 Ismini Psychoula , Andreas Gutmann , Pradip Mainali , S. H. Lee , Paul Dunphy , Fabien A. P. Petitcolas

Multi-objective reinforcement learning (MORL) aims to find a set of high-performing and diverse policies that address trade-offs between multiple conflicting objectives. However, in practice, decision makers (DMs) often deploy only one or a…

Neural and Evolutionary Computing · Computer Science 2024-01-05 Ke Li , Han Guo

In recent years, great efforts have been devoted to deep imitation learning for autonomous driving control, where raw sensory inputs are directly mapped to control actions. However, navigating through densely populated intersections remains…

Robotics · Computer Science 2022-02-22 Zeyu Zhu , Huijing Zhao

Decision making in dense traffic can be challenging for autonomous vehicles. An autonomous system only relying on predefined road priorities and considering other drivers as moving objects will cause the vehicle to freeze and fail the…

Robotics · Computer Science 2019-06-27 Maxime Bouton , Alireza Nakhaei , Kikuo Fujimura , Mykel J. Kochenderfer

Autonomous vehicles often perceive the environment by feeding sensor data to a learned detector algorithm, then feeding detections to a multi-object tracker that models object motions over time. Probabilistic models of multi-object trackers…

Robotics · Computer Science 2019-09-19 Michael Motro , Joydeep Ghosh

This paper addresses the problem of both actively searching and tracking multiple unknown dynamic objects in a known environment with multiple cooperative autonomous agents with partial observability. The tracking of a target ends when the…

Training automated agents to complete complex tasks in interactive environments is challenging: reinforcement learning requires careful hand-engineering of reward functions, imitation learning requires specialized infrastructure and access…

Machine Learning · Computer Science 2023-02-21 Olivia Watkins , Trevor Darrell , Pieter Abbeel , Jacob Andreas , Abhishek Gupta

AI has revolutionized the processing of various services, including the automatic facial verification of people. Automated approaches have demonstrated their speed and efficiency in verifying a large volume of faces, but they can face…

Human-Computer Interaction · Computer Science 2023-11-08 Claudia Flores-Saviaga , Christopher Curtis , Saiph Savage

Reinforcement learning can enable complex, adaptive behavior to be learned automatically for autonomous robotic platforms. However, practical deployment of reinforcement learning methods must contend with the fact that the training process…

Machine Learning · Computer Science 2017-02-07 Gregory Kahn , Adam Villaflor , Vitchyr Pong , Pieter Abbeel , Sergey Levine

One type of machine learning, text classification, is now regularly applied in the legal matters involving voluminous document populations because it can reduce the time and expense associated with the review of those documents. One form of…

Information Retrieval · Computer Science 2019-04-04 Rishi Chhatwal , Nathaniel Huber-Fliflet , Robert Keeling , Jianping Zhang , Haozhen Zhao

We propose a learning setting in which unlabeled data is free, and the cost of a label depends on its value, which is not known in advance. We study binary classification in an extreme case, where the algorithm only pays for negative…

Machine Learning · Computer Science 2015-07-14 Sivan Sabato , Anand D. Sarwate , Nathan Srebro

Real-time collaboration with humans poses challenges due to the different behavior patterns of humans resulting from diverse physical constraints. Existing works typically focus on learning safety constraints for collaboration, or how to…

Robotics · Computer Science 2024-03-06 Shibei Zhu , Tran Nguyen Le , Samuel Kaski , Ville Kyrki

Designing reliable decision strategies for autonomous urban driving is challenging. Reinforcement learning (RL) has been used to automatically derive suitable behavior in uncertain environments, but it does not provide any guarantee on the…

Autonomous driving is a multi-task problem requiring a deep understanding of the visual environment. End-to-end autonomous systems have attracted increasing interest as a method of learning to drive without exhaustively programming…

Computer Vision and Pattern Recognition · Computer Science 2019-09-12 Alexander Makrigiorgos , Ali Shafti , Alex Harston , Julien Gerard , A. Aldo Faisal

Active learning identifies data points to label that are expected to be the most useful in improving a supervised model. Opportunistic active learning incorporates active learning into interactive tasks that constrain possible queries…

Computation and Language · Computer Science 2018-08-31 Aishwarya Padmakumar , Peter Stone , Raymond J. Mooney

Recommender systems are among the most commonly deployed systems today. Systems design approaches to AI-powered recommender systems have done well to urge recommender system developers to follow more intentional data collection, curation,…

We address the manipulation task of retrieving a target object from a cluttered shelf. When the target object is hidden, the robot must search through the clutter for retrieving it. Solving this task requires reasoning over the likely…

Robotics · Computer Science 2021-09-01 Wissam Bejjani , Wisdom C. Agboh , Mehmet R. Dogar , Matteo Leonetti