我们提出了一种方法，用于寻找任意初始投资组合和市场国家的最佳对冲政策。我们开发了一种新型的参与者评论算法，用于解决一般的规避风险随机控制问题，并使用它同时学习跨多种风险规避水平的对冲策略。我们在随机波动性环境中以数值示例来证明该方法的有效性。

我们在标准化流动的基础上构建逼真的现场和股票选项市场模拟器。我们通过套利的自动级别来解决市场观察到的呼叫价格的高度，这是近似价格的有效的低维表示，同时保持重建表面中的静态套件。考虑到多资产宇宙，我们利用了归一化流量的条件可逆性，并引入可扩展方法，以校准一组独立模拟器的关节分布，同时保留每个模拟器的动态。经验结果突出了校准模拟器的良好及其忠诚。

我们为可交易仪器的市场模拟器提供了一种数值有效的方法，用于学习最少的等效鞅措施，例如，可交易仪器的市场模拟器。出于在同一底层写入的现货价格和选择。在存在交易成本和交易限制的情况下，我们放松了对学习最低等同的“近马丁措施”的结果，其中预期的回报仍然存在于普遍的出价/询问差价中。我们在高维复杂空间中“去除漂移”的方法完全是无模型的，并且可以应用于任何不展示经典套用的市场模拟器。所产生的模型可用于风险中性定价，或者在交易成本或交易限制的情况下，“深度套期保值”。我们通过将其应用于两个市场模拟器，自动回归离散时间随机隐含的波动率模型和基于生成的对冲网络（GAN）的模拟器来展示我们的方法，这些模拟器都在统计测量下的选项价格的历史数据上培训产生现货和期权价格的现实样本。关于原始市场模拟器的估计误差，我们评论了鲁棒性。

Recent work has shown the benefits of synthetic data for use in computer vision, with applications ranging from autonomous driving to face landmark detection and reconstruction. There are a number of benefits of using synthetic data from privacy preservation and bias elimination to quality and feasibility of annotation. Generating human-centered synthetic data is a particular challenge in terms of realism and domain-gap, though recent work has shown that effective machine learning models can be trained using synthetic face data alone. We show that this can be extended to include the full body by building on the pipeline of Wood et al. to generate synthetic images of humans in their entirety, with ground-truth annotations for computer vision applications. In this report we describe how we construct a parametric model of the face and body, including articulated hands; our rendering pipeline to generate realistic images of humans based on this body model; an approach for training DNNs to regress a dense set of landmarks covering the entire body; and a method for fitting our body model to dense landmarks predicted from multiple views.

Extracting complex structures from grid-based data is a common key step in automated medical image analysis. The conventional solution to recovering tree-structured geometries typically involves computing the minimal cost path through intermediate representations derived from segmentation masks. However, this methodology has significant limitations in the context of projective imaging of tree-structured 3D anatomical data such as coronary arteries, since there are often overlapping branches in the 2D projection. In this work, we propose a novel approach to predicting tree connectivity structure which reformulates the task as an optimization problem over individual steps of a recursive process. We design and train a two-stage model which leverages the UNet and Transformer architectures and introduces an image-based prompting technique. Our proposed method achieves compelling results on a pair of synthetic datasets, and outperforms a shortest-path baseline.

Minimising the longest travel distance for a group of mobile robots with interchangeable goals requires knowledge of the shortest length paths between all robots and goal destinations. Determining the exact length of the shortest paths in an environment with obstacles is challenging and cannot be guaranteed in a finite time. We propose an algorithm in which the accuracy of the path planning is iteratively increased. The approach provides a certificate when the uncertainties on estimates of the shortest paths become small enough to guarantee the optimality of the goal assignment. To this end, we apply results from assignment sensitivity assuming upper and lower bounds on the length of the shortest paths. We then provide polynomial-time methods to find such bounds by applying sampling-based path planning. The upper bounds are given by feasible paths, the lower bounds are obtained by expanding the sample set and leveraging knowledge of the sample dispersion. We demonstrate the application of the proposed method with a multi-robot path-planning case study.

Curriculum learning and self-paced learning are the training strategies that gradually feed the samples from easy to more complex. They have captivated increasing attention due to their excellent performance in robotic vision. Most recent works focus on designing curricula based on difficulty levels in input samples or smoothing the feature maps. However, smoothing labels to control the learning utility in a curriculum manner is still unexplored. In this work, we design a paced curriculum by label smoothing (P-CBLS) using paced learning with uniform label smoothing (ULS) for classification tasks and fuse uniform and spatially varying label smoothing (SVLS) for semantic segmentation tasks in a curriculum manner. In ULS and SVLS, a bigger smoothing factor value enforces a heavy smoothing penalty in the true label and limits learning less information. Therefore, we design the curriculum by label smoothing (CBLS). We set a bigger smoothing value at the beginning of training and gradually decreased it to zero to control the model learning utility from lower to higher. We also designed a confidence-aware pacing function and combined it with our CBLS to investigate the benefits of various curricula. The proposed techniques are validated on four robotic surgery datasets of multi-class, multi-label classification, captioning, and segmentation tasks. We also investigate the robustness of our method by corrupting validation data into different severity levels. Our extensive analysis shows that the proposed method improves prediction accuracy and robustness.

Temporal reasoning is the task of predicting temporal relations of event pairs with corresponding contexts. While some temporal reasoning models perform reasonably well on in-domain benchmarks, we have little idea of the systems' generalizability due to existing datasets' limitations. In this work, we introduce a novel task named TODAY that bridges this gap with temporal differential analysis, which as the name suggests, evaluates if systems can correctly understand the effect of incremental changes. Specifically, TODAY makes slight context changes for given event pairs, and systems need to tell how this subtle contextual change will affect temporal relation distributions. To facilitate learning, TODAY also annotates human explanations. We show that existing models, including GPT-3, drop to random guessing on TODAY, suggesting that they heavily rely on spurious information rather than proper reasoning for temporal predictions. On the other hand, we show that TODAY's supervision style and explanation annotations can be used in joint learning and encourage models to use more appropriate signals during training and outperform across several benchmarks. TODAY can also be used to train models to solicit incidental supervision from noisy sources such as GPT-3 and moves farther towards generic temporal reasoning systems.

State-of-the-art 3D semantic segmentation models are trained on the off-the-shelf public benchmarks, but they often face the major challenge when these well-trained models are deployed to a new domain. In this paper, we propose an Active-and-Adaptive Segmentation (ADAS) baseline to enhance the weak cross-domain generalization ability of a well-trained 3D segmentation model, and bridge the point distribution gap between domains. Specifically, before the cross-domain adaptation stage begins, ADAS performs an active sampling operation to select a maximally-informative subset from both source and target domains for effective adaptation, reducing the adaptation difficulty under 3D scenarios. Benefiting from the rise of multi-modal 2D-3D datasets, ADAS utilizes a cross-modal attention-based feature fusion module that can extract a representative pair of image features and point features to achieve a bi-directional image-point feature interaction for better safe adaptation. Experimentally, ADAS is verified to be effective in many cross-domain settings including: 1) Unsupervised Domain Adaptation (UDA), which means that all samples from target domain are unlabeled; 2) Unsupervised Few-shot Domain Adaptation (UFDA) which means that only a few unlabeled samples are available in the unlabeled target domain; 3) Active Domain Adaptation (ADA) which means that the selected target samples by ADAS are manually annotated. Their results demonstrate that ADAS achieves a significant accuracy gain by easily coupling ADAS with self-training methods or off-the-shelf UDA works.

As language models (LMs) scale, they develop many novel behaviors, good and bad, exacerbating the need to evaluate how they behave. Prior work creates evaluations with crowdwork (which is time-consuming and expensive) or existing data sources (which are not always available). Here, we automatically generate evaluations with LMs. We explore approaches with varying amounts of human effort, from instructing LMs to write yes/no questions to making complex Winogender schemas with multiple stages of LM-based generation and filtering. Crowdworkers rate the examples as highly relevant and agree with 90-100% of labels, sometimes more so than corresponding human-written datasets. We generate 154 datasets and discover new cases of inverse scaling where LMs get worse with size. Larger LMs repeat back a dialog user's preferred answer ("sycophancy") and express greater desire to pursue concerning goals like resource acquisition and goal preservation. We also find some of the first examples of inverse scaling in RL from Human Feedback (RLHF), where more RLHF makes LMs worse. For example, RLHF makes LMs express stronger political views (on gun rights and immigration) and a greater desire to avoid shut down. Overall, LM-written evaluations are high-quality and let us quickly discover many novel LM behaviors.