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Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

Machine Learning · Computer Science 2019-01-28 Pengqian Yu , Joon Sern Lee , Ilya Kulyatin , Zekun Shi , Sakyasingha Dasgupta

Two of the most prominent algorithms for solving unconstrained smooth games are the classical stochastic gradient descent-ascent (SGDA) and the recently introduced stochastic consensus optimization (SCO) [Mescheder et al., 2017]. SGDA is…

Machine Learning · Computer Science 2021-11-05 Nicolas Loizou , Hugo Berard , Gauthier Gidel , Ioannis Mitliagkas , Simon Lacoste-Julien

We consider an autonomous navigation problem, whereby a traveler aims at traversing an environment in which an adversary tries to set an ambush. A two players zero sum game is introduced. Players' strategies are computed as random path…

Robotics · Computer Science 2016-12-08 Emmanuel Boidot , Aude Marzuoli , Eric Feron

MOBA games, e.g., Honor of Kings, League of Legends, and Dota 2, pose grand challenges to AI systems such as multi-agent, enormous state-action space, complex action control, etc. Developing AI for playing MOBA games has raised much…

We propose a reinforcement learning agent to solve hard exploration games by learning a range of directed exploratory policies. We construct an episodic memory-based intrinsic reward using k-nearest neighbors over the agent's recent…

This work introduces the dynamic Defender-Attacker Blotto (dDAB) game, extending the classical static Blotto game to a dynamic resource allocation setting over graphs. In the dDAB game, a defender is required to maintain numerical…

Multiagent Systems · Computer Science 2026-03-26 Yue Guan , Daigo Shishika , Jason R. Marden , Michael Dorothy , Panagiotis Tsiotras , Vijay Kumar

Differential Dynamic Programming (DDP) has become a well established method for unconstrained trajectory optimization. Despite its several applications in robotics and controls however, a widely successful constrained version of the…

Optimization and Control · Mathematics 2020-05-05 Yuichiro Aoyama , George Boutselis , Akash Patel , Evangelos A. Theodorou

Dota 2 is a popular, multiplayer online video game. Like many online games, players are mostly anonymous, being tied only to online accounts which can be readily obtained, sold and shared between multiple people. This makes it difficult to…

Artificial Intelligence · Computer Science 2020-08-31 Sizhe Yuen , John D. Thomson , Oliver Don

Deep learning is formulated as a discrete-time optimal control problem. This allows one to characterize necessary conditions for optimality and develop training algorithms that do not rely on gradients with respect to the trainable…

Machine Learning · Computer Science 2018-06-05 Qianxiao Li , Shuji Hao

Current machine learning systems are brittle in the face of distribution shifts (DS), where the target distribution that the system is tested on differs from the source distribution used to train the system. This problem of robustness to DS…

Machine Learning · Computer Science 2025-03-12 Okan Koç , Alexander Soen , Chao-Kai Chiang , Masashi Sugiyama

We study the alternating gradient descent-ascent (AltGDA) algorithm in two-player zero-sum games. Alternating methods, where players take turns to update their strategies, have long been recognized as simple and practical approaches for…

Computer Science and Game Theory · Computer Science 2026-03-03 Tianlong Nan , Shuvomoy Das Gupta , Garud Iyengar , Christian Kroer

Prior Unsupervised Domain Adaptation (UDA) methods often aim to train a domain-invariant feature extractor, which may hinder the model from learning sufficiently discriminative features. To tackle this, a line of works based on prompt…

Machine Learning · Computer Science 2025-04-02 Hoang Phan , Lam Tran , Quyen Tran , Trung Le

The feasibility of deep neural networks (DNNs) to address data stream problems still requires intensive study because of the static and offline nature of conventional deep learning approaches. A deep continual learning algorithm, namely…

Machine Learning · Computer Science 2020-01-10 Andri Ashfahani , Mahardhika Pratama

Dynamic Algorithm Configuration (DAC) has garnered significant attention in recent years, particularly in the prevalence of machine learning and deep learning algorithms. Numerous studies have leveraged the robustness of decision-making in…

Machine Learning · Computer Science 2025-07-10 Tai Nguyen , Phong Le , André Biedenkapp , Carola Doerr , Nguyen Dang

Deep reinforcement learning (DRL) techniques have become increasingly used in various fields for decision-making processes. However, a challenge that often arises is the trade-off between both the computational efficiency of the…

Machine Learning · Computer Science 2023-08-21 Anthony Kobanda , Valliappan C. A. , Joshua Romoff , Ludovic Denoyer

Gradient Descent (GD) is a ubiquitous algorithm for finding the optimal solution to an optimization problem. For reduced computational complexity, the optimal solution $\mathrm{x^*}$ of the optimization problem must be attained in a minimum…

Optimization and Control · Mathematics 2023-06-01 Revati Gunjal , Sushama Wagh , Syed Shadab Nayyer , Alex Stankovic , Navdeep M. Singh

Unsupervised Domain Adaptation (UDA) aims at improving the generalization capability of a model trained on a source domain to perform well on a target domain for which no labeled data is available. In this paper, we consider the semantic…

Computer Vision and Pattern Recognition · Computer Science 2020-04-28 Teo Spadotto , Marco Toldo , Umberto Michieli , Pietro Zanuttigh

While traditional Deep Learning (DL) optimization methods treat all training samples equally, Distributionally Robust Optimization (DRO) adaptively assigns importance weights to different samples. However, a significant gap exists between…

As an effective strategy, data augmentation (DA) alleviates data scarcity scenarios where deep learning techniques may fail. It is widely applied in computer vision then introduced to natural language processing and achieves improvements in…

Computation and Language · Computer Science 2022-06-28 Bohan Li , Yutai Hou , Wanxiang Che

Robustness is pivotal for comprehending, designing, optimizing, and rehabilitating networks, with simulation attacks being the prevailing evaluation method. Simulation attacks are often time-consuming or even impractical, however, a more…

Social and Information Networks · Computer Science 2024-03-04 Wenjun Jiang , Peiyan Li , Tianlong Fan , Ting Li , Chuan-fu Zhang , Tao Zhang , Zong-fu Luo