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Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the black-box nature of deep neural networks. In this paper, we…

Portfolio Management · Quantitative Finance 2021-12-21 Mao Guan , Xiao-Yang Liu

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

While deep generative models~(DGMs) have demonstrated remarkable success in capturing complex data distributions, they consistently fail to learn constraints that encode domain knowledge and thus require constraint integration. Existing…

Machine Learning · Computer Science 2025-02-13 Ruoyan Li , Dipti Ranjan Sahu , Guy Van den Broeck , Zhe Zeng

Bayesian neural networks with latent variables are scalable and flexible probabilistic models: They account for uncertainty in the estimation of the network weights and, by making use of latent variables, can capture complex noise patterns…

Machine Learning · Statistics 2018-06-19 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

Representations are fundamental to artificial intelligence. The performance of a learning system depends on the type of representation used for representing the data. Typically, these representations are hand-engineered using domain…

Machine Learning · Computer Science 2017-04-28 Vivek Veeriah , Shangtong Zhang , Richard S. Sutton

Symbolic regression seeks to uncover physical laws from experimental data by searching for closed-form expressions, which is an important task in AI-driven scientific discovery. Yet the exponential growth of the search space of expression…

Symbolic Computation · Computer Science 2026-02-13 Nan Jiang , Ziyi Wang , Yexiang Xue

Learning symbolic expressions directly from experiment data is a vital step in AI-driven scientific discovery. Nevertheless, state-of-the-art approaches are limited to learning simple expressions. Regressing expressions involving many…

Neural and Evolutionary Computing · Computer Science 2023-06-16 Nan Jiang , Yexiang Xue

Accurate and concise governing equations are crucial for understanding system dynamics. Recently, data-driven methods such as sparse regression have been employed to automatically uncover governing equations from data, representing a…

Machine Learning · Computer Science 2025-08-05 Boqian Zhang , Juanmian Lei , Guoyou Sun , Shuaibing Ding , Jian Guo

Building on our prior explorations of convolutional neural networks (CNNs) for financial data processing, this paper introduces two significant enhancements to refine our CNN model's predictive performance and robustness for financial…

Computational Finance · Quantitative Finance 2024-08-23 Sina Montazeri , Haseebullah Jumakhan , Sonia Abrasiabian , Amir Mirzaeinia

Reinforcement Learning (RL) has shown exceptional performance across various applications, enabling autonomous agents to learn optimal policies through interaction with their environments. However, traditional RL frameworks often face…

Machine Learning · Computer Science 2025-09-03 Rui Liu , Anish Gupta , Erfaun Noorani , Pratap Tokekar

We study scalable alternatives to robust gradient descent (RGD) techniques that can be used when the losses and/or gradients can be heavy-tailed, though this will be unknown to the learner. The core technique is simple: instead of trying to…

Machine Learning · Statistics 2020-12-15 Matthew J. Holland

With the rise of deep neural networks, the challenge of explaining the predictions of these networks has become increasingly recognized. While many methods for explaining the decisions of deep neural networks exist, there is currently no…

Machine Learning · Computer Science 2022-07-13 Ian E. Nielsen , Dimah Dera , Ghulam Rasool , Nidhal Bouaynaya , Ravi P. Ramachandran

In recent years significant progress has been made in dealing with challenging problems using reinforcement learning.Despite its great success, reinforcement learning still faces challenge in continuous control tasks. Conventional methods…

Machine Learning · Computer Science 2020-02-04 Longxiang Shi , Shijian Li , Longbing Cao , Long Yang , Gang Zheng , Gang Pan

Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…

Machine Learning · Statistics 2019-10-29 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Gal Novik

Policy gradient methods are an appealing approach in reinforcement learning because they directly optimize the cumulative reward and can straightforwardly be used with nonlinear function approximators such as neural networks. The two main…

Machine Learning · Computer Science 2018-10-23 John Schulman , Philipp Moritz , Sergey Levine , Michael Jordan , Pieter Abbeel

The theory of continuous-time reinforcement learning (RL) has progressed rapidly in recent years. While the ultimate objective of RL is typically to learn deterministic control policies, most existing continuous-time RL methods rely on…

Machine Learning · Computer Science 2026-03-17 Ziheng Cheng , Xin Guo , Yufei Zhang

Deep biasing (DB) enhances the performance of end-to-end automatic speech recognition (E2E-ASR) models for rare words or contextual phrases using a bias list. However, most existing methods treat bias phrases as sequences of subwords in a…

Audio and Speech Processing · Electrical Eng. & Systems 2024-09-02 Yui Sudo , Yosuke Fukumoto , Muhammad Shakeel , Yifan Peng , Shinji Watanabe

In symbolic regression, the search for analytic models is typically driven purely by the prediction error observed on the training data samples. However, when the data samples do not sufficiently cover the input space, the prediction error…

Machine Learning · Computer Science 2020-04-28 J. Kubalík , E. Derner , R. Babuška

We undertake Bayesian learning of the high-dimensional functional relationship between a system parameter vector and an observable, that is in general tensor-valued. The ultimate aim is Bayesian inverse prediction of the system parameters,…

Methodology · Statistics 2018-04-17 Kangrui Wang , Dalia Chakrabarty

Medical decision-making makes frequent use of algorithms that combine risk equations with rules, providing clear and standardized treatment pathways. Symbolic regression (SR) traditionally limits its search space to continuous function…

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