在数学金融文献中,有一个丰富的数学模型目录,用于研究算法交易问题(例如营销和最佳执行)。本文介绍了\ MBTGYM,这是一个Python模块,该模块提供了一套健身环境,用于培训强化学习(RL)代理,以解决此类基于模型的交易问题。该模块以一种可扩展的方式设置,以允许不同模型不同方面的组合。它支持对矢量化环境的高效实现,以更快地训练RL代理。在本文中,我们激发了使用RL解决此类基于模型的限制订单书籍中的挑战,我们解释了我们的健身房环境的设计,然后展示其在解决文献中解决标准和非标准问题中的用途。最后,我们为进一步开发模块的路线图制定了路线图,我们将其作为GitHub上的开源存储库提供,以便它可以作为基于模型算法交易的RL研究的焦点。
translated by 谷歌翻译
本文为做市商在订单驱动的市场中的行动介绍了新的代表。该代表使用缩放的beta分布,并在人工智能中采用了三种用于市场创作文献的方法:单价选择,梯子策略和“接触市场的市场制作”。梯子策略在连续价格的间隔内放置统一的体积。基于beta分布的缩放策略将这些策略推广,从而使数量在整个价格间隔内偏斜。我们证明,这种灵活性对于库存管理很有用,库存管理是做市商面临的主要挑战之一。在本文中,我们进行了三个主要实验:首先,我们将基于Beta的动作与阶梯策略的特殊情况进行比较;然后,我们研究了简单固定分布的性能;最后,我们设计和评估了一种简单而直观的动态控制政策,该政策以营销商获得的签名库存来连续调整操作。所有经验评估都基于历史数据,每一侧都有50个级别的历史数据。
translated by 谷歌翻译
The recent increase in public and academic interest in preserving biodiversity has led to the growth of the field of conservation technology. This field involves designing and constructing tools that utilize technology to aid in the conservation of wildlife. In this article, we will use case studies to demonstrate the importance of designing conservation tools with human-wildlife interaction in mind and provide a framework for creating successful tools. These case studies include a range of complexities, from simple cat collars to machine learning and game theory methodologies. Our goal is to introduce and inform current and future researchers in the field of conservation technology and provide references for educating the next generation of conservation technologists. Conservation technology not only has the potential to benefit biodiversity but also has broader impacts on fields such as sustainability and environmental protection. By using innovative technologies to address conservation challenges, we can find more effective and efficient solutions to protect and preserve our planet's resources.
translated by 谷歌翻译
As various city agencies and mobility operators navigate toward innovative mobility solutions, there is a need for strategic flexibility in well-timed investment decisions in the design and timing of mobility service regions, i.e. cast as "real options" (RO). This problem becomes increasingly challenging with multiple interacting RO in such investments. We propose a scalable machine learning based RO framework for multi-period sequential service region design & timing problem for mobility-on-demand services, framed as a Markov decision process with non-stationary stochastic variables. A value function approximation policy from literature uses multi-option least squares Monte Carlo simulation to get a policy value for a set of interdependent investment decisions as deferral options (CR policy). The goal is to determine the optimal selection and timing of a set of zones to include in a service region. However, prior work required explicit enumeration of all possible sequences of investments. To address the combinatorial complexity of such enumeration, we propose a new variant "deep" RO policy using an efficient recurrent neural network (RNN) based ML method (CR-RNN policy) to sample sequences to forego the need for enumeration, making network design & timing policy tractable for large scale implementation. Experiments on multiple service region scenarios in New York City (NYC) shows the proposed policy substantially reduces the overall computational cost (time reduction for RO evaluation of > 90% of total investment sequences is achieved), with zero to near-zero gap compared to the benchmark. A case study of sequential service region design for expansion of MoD services in Brooklyn, NYC show that using the CR-RNN policy to determine optimal RO investment strategy yields a similar performance (0.5% within CR policy value) with significantly reduced computation time (about 5.4 times faster).
translated by 谷歌翻译
The combination of conduct, emotion, motivation, and thinking is referred to as personality. To shortlist candidates more effectively, many organizations rely on personality predictions. The firm can hire or pick the best candidate for the desired job description by grouping applicants based on the necessary personality preferences. A model is created to identify applicants' personality types so that employers may find qualified candidates by examining a person's facial expression, speech intonation, and resume. Additionally, the paper emphasises detecting the changes in employee behaviour. Employee attitudes and behaviour towards each set of questions are being examined and analysed. Here, the K-Modes clustering method is used to predict employee well-being, including job pressure, the working environment, and relationships with peers, utilizing the OCEAN Model and the CNN algorithm in the AVI-AI administrative system. Findings imply that AVIs can be used for efficient candidate screening with an AI decision agent. The study of the specific field is beyond the current explorations and needed to be expanded with deeper models and new configurations that can patch extremely complex operations.
translated by 谷歌翻译
Correct scoring of a driver's risk is of great significance to auto insurance companies. While the current tools used in this field have been proven in practice to be quite efficient and beneficial, we argue that there is still a lot of room for development and improvement in the auto insurance risk estimation process. To this end, we develop a framework based on a combination of a neural network together with a dimensionality reduction technique t-SNE (t-distributed stochastic neighbour embedding). This enables us to visually represent the complex structure of the risk as a two-dimensional surface, while still preserving the properties of the local region in the features space. The obtained results, which are based on real insurance data, reveal a clear contrast between the high and low risk policy holders, and indeed improve upon the actual risk estimation performed by the insurer. Due to the visual accessibility of the portfolio in this approach, we argue that this framework could be advantageous to the auto insurer, both as a main risk prediction tool and as an additional validation stage in other approaches.
translated by 谷歌翻译
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.
translated by 谷歌翻译
We present Azimuth, an open-source and easy-to-use tool to perform error analysis for text classification. Compared to other stages of the ML development cycle, such as model training and hyper-parameter tuning, the process and tooling for the error analysis stage are less mature. However, this stage is critical for the development of reliable and trustworthy AI systems. To make error analysis more systematic, we propose an approach comprising dataset analysis and model quality assessment, which Azimuth facilitates. We aim to help AI practitioners discover and address areas where the model does not generalize by leveraging and integrating a range of ML techniques, such as saliency maps, similarity, uncertainty, and behavioral analyses, all in one tool. Our code and documentation are available at github.com/servicenow/azimuth.
translated by 谷歌翻译
Machine learning (ML) has found broad applicability in quantum information science in topics as diverse as experimental design, state classification, and even studies on quantum foundations. Here, we experimentally realize an approach for defining custom prior distributions that are automatically tuned using ML for use with Bayesian quantum state estimation methods. Previously, researchers have looked to Bayesian quantum state tomography due to its unique advantages like natural uncertainty quantification, the return of reliable estimates under any measurement condition, and minimal mean-squared error. However, practical challenges related to long computation times and conceptual issues concerning how to incorporate prior knowledge most suitably can overshadow these benefits. Using both simulated and experimental measurement results, we demonstrate that ML-defined prior distributions reduce net convergence times and provide a natural way to incorporate both implicit and explicit information directly into the prior distribution. These results constitute a promising path toward practical implementations of Bayesian quantum state tomography.
translated by 谷歌翻译
As AI systems become more capable, we would like to enlist their help to supervise other AIs. We experiment with methods for training a harmless AI assistant through self-improvement, without any human labels identifying harmful outputs. The only human oversight is provided through a list of rules or principles, and so we refer to the method as 'Constitutional AI'. The process involves both a supervised learning and a reinforcement learning phase. In the supervised phase we sample from an initial model, then generate self-critiques and revisions, and then finetune the original model on revised responses. In the RL phase, we sample from the finetuned model, use a model to evaluate which of the two samples is better, and then train a preference model from this dataset of AI preferences. We then train with RL using the preference model as the reward signal, i.e. we use 'RL from AI Feedback' (RLAIF). As a result we are able to train a harmless but non-evasive AI assistant that engages with harmful queries by explaining its objections to them. Both the SL and RL methods can leverage chain-of-thought style reasoning to improve the human-judged performance and transparency of AI decision making. These methods make it possible to control AI behavior more precisely and with far fewer human labels.
translated by 谷歌翻译