在高度波动的加密货币市场中,设计盈利和可靠的交易策略是具有挑战性的。现有作品应用了深厚的增强学习方法,并在回测的乐观上报告了利润增加,这可能会因过度拟合而造成的假积极问题。在本文中,我们提出了一种实用方法,以解决使用深度强化学习的重新测试,以解决加密货币交易。首先,我们将过度拟合的检测作为假设检测。然后,我们训练DRL代理,估计过度拟合的可能性,并拒绝过度拟合的代理商,从而增加了良好交易绩效的机会。最后,在从05/01/2022到06/27/2022(在此期间加密货币市场崩溃两次)的测试期间的10次加密货币中,我们表明,过度拟合的深度强化学习剂的尖锐比率较高。更多过度合适的代理商,同等的权重策略和标准普尔DBM指数(市场基准),对可能部署到真实市场的可能性充满信心。
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深增强学习(DRL)最近在建立金融市场模拟器方面表现出巨大的潜力。然而,由于现实世界市场的高度复杂和动态性质,原始的历史金融数据往往涉及大噪音,可能无法反映市场的未来,降低了基于DRL的市场模拟器的保真度。此外,基于DRL的市场模拟器的准确性严重依赖于众多和多样化的DRL代理,这增加了对市场环境宇宙的需求,并对模拟速度提出挑战。在本文中,我们介绍了一个Finrl-Meta框架,为数据驱动的金融强化学习建立了一个市场环境的宇宙。首先,Finrl-Meta将财务数据处理分开,从基于DRL的策略的设计管道分开,并为财务大数据提供开源数据工程工具。其次,Finrl-Meta为各种交易任务提供了数百个市场环境。第三,Finrl-Meta通过利用数千个GPU核心,可以实现多加工模拟和培训。我们的代码可在https://github.com/ai4finance-foundation/finrl-meta上使用。
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In this paper, we study the problem of knowledge-intensive text-to-SQL, in which domain knowledge is necessary to parse expert questions into SQL queries over domain-specific tables. We formalize this scenario by building a new Chinese benchmark KnowSQL consisting of domain-specific questions covering various domains. We then address this problem by presenting formulaic knowledge, rather than by annotating additional data examples. More concretely, we construct a formulaic knowledge bank as a domain knowledge base and propose a framework (ReGrouP) to leverage this formulaic knowledge during parsing. Experiments using ReGrouP demonstrate a significant 28.2% improvement overall on KnowSQL.
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Weakly-supervised object localization aims to indicate the category as well as the scope of an object in an image given only the image-level labels. Most of the existing works are based on Class Activation Mapping (CAM) and endeavor to enlarge the discriminative area inside the activation map to perceive the whole object, yet ignore the co-occurrence confounder of the object and context (e.g., fish and water), which makes the model inspection hard to distinguish object boundaries. Besides, the use of CAM also brings a dilemma problem that the classification and localization always suffer from a performance gap and can not reach their highest accuracy simultaneously. In this paper, we propose a casual knowledge distillation method, dubbed KD-CI-CAM, to address these two under-explored issues in one go. More specifically, we tackle the co-occurrence context confounder problem via causal intervention (CI), which explores the causalities among image features, contexts, and categories to eliminate the biased object-context entanglement in the class activation maps. Based on the de-biased object feature, we additionally propose a multi-teacher causal distillation framework to balance the absorption of classification knowledge and localization knowledge during model training. Extensive experiments on several benchmarks demonstrate the effectiveness of KD-CI-CAM in learning clear object boundaries from confounding contexts and addressing the dilemma problem between classification and localization performance.
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Dynamic treatment regimes assign personalized treatments to patients sequentially over time based on their baseline information and time-varying covariates. In mobile health applications, these covariates are typically collected at different frequencies over a long time horizon. In this paper, we propose a deep spectral Q-learning algorithm, which integrates principal component analysis (PCA) with deep Q-learning to handle the mixed frequency data. In theory, we prove that the mean return under the estimated optimal policy converges to that under the optimal one and establish its rate of convergence. The usefulness of our proposal is further illustrated via simulations and an application to a diabetes dataset.
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Nowadays, time-stamped web documents related to a general news query floods spread throughout the Internet, and timeline summarization targets concisely summarizing the evolution trajectory of events along the timeline. Unlike traditional document summarization, timeline summarization needs to model the time series information of the input events and summarize important events in chronological order. To tackle this challenge, in this paper, we propose a Unified Timeline Summarizer (UTS) that can generate abstractive and extractive timeline summaries in time order. Concretely, in the encoder part, we propose a graph-based event encoder that relates multiple events according to their content dependency and learns a global representation of each event. In the decoder part, to ensure the chronological order of the abstractive summary, we propose to extract the feature of event-level attention in its generation process with sequential information remained and use it to simulate the evolutionary attention of the ground truth summary. The event-level attention can also be used to assist in extracting summary, where the extracted summary also comes in time sequence. We augment the previous Chinese large-scale timeline summarization dataset and collect a new English timeline dataset. Extensive experiments conducted on these datasets and on the out-of-domain Timeline 17 dataset show that UTS achieves state-of-the-art performance in terms of both automatic and human evaluations.
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Hybrid unmanned aerial vehicles (UAVs) integrate the efficient forward flight of fixed-wing and vertical takeoff and landing (VTOL) capabilities of multicopter UAVs. This paper presents the modeling, control and simulation of a new type of hybrid micro-small UAVs, coined as lifting-wing quadcopters. The airframe orientation of the lifting wing needs to tilt a specific angle often within $ 45$ degrees, neither nearly $ 90$ nor approximately $ 0$ degrees. Compared with some convertiplane and tail-sitter UAVs, the lifting-wing quadcopter has a highly reliable structure, robust wind resistance, low cruise speed and reliable transition flight, making it potential to work fully-autonomous outdoor or some confined airspace indoor. In the modeling part, forces and moments generated by both lifting wing and rotors are considered. Based on the established model, a unified controller for the full flight phase is designed. The controller has the capability of uniformly treating the hovering and forward flight, and enables a continuous transition between two modes, depending on the velocity command. What is more, by taking rotor thrust and aerodynamic force under consideration simultaneously, a control allocation based on optimization is utilized to realize cooperative control for energy saving. Finally, comprehensive Hardware-In-the-Loop (HIL) simulations are performed to verify the advantages of the designed aircraft and the proposed controller.
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Due to their ability to offer more comprehensive information than data from a single view, multi-view (multi-source, multi-modal, multi-perspective, etc.) data are being used more frequently in remote sensing tasks. However, as the number of views grows, the issue of data quality becomes more apparent, limiting the potential benefits of multi-view data. Although recent deep neural network (DNN) based models can learn the weight of data adaptively, a lack of research on explicitly quantifying the data quality of each view when fusing them renders these models inexplicable, performing unsatisfactorily and inflexible in downstream remote sensing tasks. To fill this gap, in this paper, evidential deep learning is introduced to the task of aerial-ground dual-view remote sensing scene classification to model the credibility of each view. Specifically, the theory of evidence is used to calculate an uncertainty value which describes the decision-making risk of each view. Based on this uncertainty, a novel decision-level fusion strategy is proposed to ensure that the view with lower risk obtains more weight, making the classification more credible. On two well-known, publicly available datasets of aerial-ground dual-view remote sensing images, the proposed approach achieves state-of-the-art results, demonstrating its effectiveness. The code and datasets of this article are available at the following address: https://github.com/gaopiaoliang/Evidential.
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In contrast to the control-theoretic methods, the lack of stability guarantee remains a significant problem for model-free reinforcement learning (RL) methods. Jointly learning a policy and a Lyapunov function has recently become a promising approach to ensuring the whole system with a stability guarantee. However, the classical Lyapunov constraints researchers introduced cannot stabilize the system during the sampling-based optimization. Therefore, we propose the Adaptive Stability Certification (ASC), making the system reach sampling-based stability. Because the ASC condition can search for the optimal policy heuristically, we design the Adaptive Lyapunov-based Actor-Critic (ALAC) algorithm based on the ASC condition. Meanwhile, our algorithm avoids the optimization problem that a variety of constraints are coupled into the objective in current approaches. When evaluated on ten robotic tasks, our method achieves lower accumulated cost and fewer stability constraint violations than previous studies.
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In this tutorial paper, we look into the evolution and prospect of network architecture and propose a novel conceptual architecture for the 6th generation (6G) networks. The proposed architecture has two key elements, i.e., holistic network virtualization and pervasive artificial intelligence (AI). The holistic network virtualization consists of network slicing and digital twin, from the aspects of service provision and service demand, respectively, to incorporate service-centric and user-centric networking. The pervasive network intelligence integrates AI into future networks from the perspectives of networking for AI and AI for networking, respectively. Building on holistic network virtualization and pervasive network intelligence, the proposed architecture can facilitate three types of interplay, i.e., the interplay between digital twin and network slicing paradigms, between model-driven and data-driven methods for network management, and between virtualization and AI, to maximize the flexibility, scalability, adaptivity, and intelligence for 6G networks. We also identify challenges and open issues related to the proposed architecture. By providing our vision, we aim to inspire further discussions and developments on the potential architecture of 6G.
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