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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…

最优化与控制 · 数学 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…

机器学习 · 统计学 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…

机器人学 · 计算机科学 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…

机器学习 · 计算机科学 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…

神经与进化计算 · 计算机科学 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…

机器人学 · 计算机科学 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…

机器人学 · 计算机科学 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…

机器人学 · 计算机科学 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…

机器学习 · 计算机科学 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…

人机交互 · 计算机科学 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…

机器学习 · 计算机科学 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…

信息检索 · 计算机科学 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…

机器学习 · 计算机科学 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…

机器人学 · 计算机科学 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…

机器人学 · 计算机科学 2019-05-31 Maxime Bouton , Jesper Karlsson , Alireza Nakhaei , Kikuo Fujimura , Mykel J. Kochenderfer , Jana Tumova

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…

计算机视觉与模式识别 · 计算机科学 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…

计算与语言 · 计算机科学 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…

机器人学 · 计算机科学 2021-09-01 Wissam Bejjani , Wisdom C. Agboh , Mehmet R. Dogar , Matteo Leonetti