我们展示了在线转移学习作为数字资产交易代理的应用。该代理使用回波状态网络的形式使用强大的特征空间表示,其输出可用于直接,经常性的强化学习代理。代理商学会交易XBTUSD(比特币与美元)Perpetual Swap衍生品在Bitmex上合同。它学会在五个微微采样的数据上贸易盘中,避免过度交易,捕获资金利润,也能够预测市场的方向。总体而言,我们的加密代理商实现了350%的总回报,交易成本净额超过五年,其中71%是资金利润。它达到的年度信息比率为1.46。
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我们探索在线感应转移学习,通过由高斯混合模型隐藏的加工单元形成的径向基函数网络转移到直接,经常性的加固学习剂。该代理商在实验中进行工作,交易主要的现货市场货币对,我们准确地占交易和资金成本。这些利润和损失来源,包括货币市场发生的价格趋势,通过二次实用程序向代理商提供,他们将直接学习瞄准职位。我们通过学习在在线转移学习背景下瞄准风险职位之前提前改进工作。我们的代理商实现了0.52的年度组合信息比例,复合返回率为9.3%,净的执行和资金成本,超过7年的测试集;尽管在交易成本在统计上最贵的价格是最昂贵的,但仍然迫使模型在5点在5点在5月5日的交易日结束。
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在金融时序预测时,我们调查特征选择,非线性建模和在线学习的好处。我们考虑在线学习的顺序和持续学习子类型。我们进行的实验表明,以径向基函数网络的形式,在线转移学习存在益处,超出了递归最小二乘模型的顺序更新。我们表明,利用聚类算法构建核克矩阵的径向基函数网络比将每个训练矢量视为单独的基本函数,与内核脊回归发生的更有益。我们展示了定量程序来确定径向基函数网络的结构非常结构。最后,我们对金融时间序列的日志回报进行了实验,并表明在线学习模型,特别是径向基函数网络,能够优于随机的散步基线,而离线学习模型努力这样做。
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Uncertainty quantification is crucial to inverse problems, as it could provide decision-makers with valuable information about the inversion results. For example, seismic inversion is a notoriously ill-posed inverse problem due to the band-limited and noisy nature of seismic data. It is therefore of paramount importance to quantify the uncertainties associated to the inversion process to ease the subsequent interpretation and decision making processes. Within this framework of reference, sampling from a target posterior provides a fundamental approach to quantifying the uncertainty in seismic inversion. However, selecting appropriate prior information in a probabilistic inversion is crucial, yet non-trivial, as it influences the ability of a sampling-based inference in providing geological realism in the posterior samples. To overcome such limitations, we present a regularized variational inference framework that performs posterior inference by implicitly regularizing the Kullback-Leibler divergence loss with a CNN-based denoiser by means of the Plug-and-Play methods. We call this new algorithm Plug-and-Play Stein Variational Gradient Descent (PnP-SVGD) and demonstrate its ability in producing high-resolution, trustworthy samples representative of the subsurface structures, which we argue could be used for post-inference tasks such as reservoir modelling and history matching. To validate the proposed method, numerical tests are performed on both synthetic and field post-stack seismic data.
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Scientists and philosophers have debated whether humans can trust advanced artificial intelligence (AI) agents to respect humanity's best interests. Yet what about the reverse? Will advanced AI agents trust humans? Gauging an AI agent's trust in humans is challenging because--absent costs for dishonesty--such agents might respond falsely about their trust in humans. Here we present a method for incentivizing machine decisions without altering an AI agent's underlying algorithms or goal orientation. In two separate experiments, we then employ this method in hundreds of trust games between an AI agent (a Large Language Model (LLM) from OpenAI) and a human experimenter (author TJ). In our first experiment, we find that the AI agent decides to trust humans at higher rates when facing actual incentives than when making hypothetical decisions. Our second experiment replicates and extends these findings by automating game play and by homogenizing question wording. We again observe higher rates of trust when the AI agent faces real incentives. Across both experiments, the AI agent's trust decisions appear unrelated to the magnitude of stakes. Furthermore, to address the possibility that the AI agent's trust decisions reflect a preference for uncertainty, the experiments include two conditions that present the AI agent with a non-social decision task that provides the opportunity to choose a certain or uncertain option; in those conditions, the AI agent consistently chooses the certain option. Our experiments suggest that one of the most advanced AI language models to date alters its social behavior in response to incentives and displays behavior consistent with trust toward a human interlocutor when incentivized.
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Despite recent success in large language model (LLM) reasoning, LLMs still struggle with hierarchical multi-step reasoning like generating complex programs. In these cases, humans often start with a high-level algorithmic design and implement each part gradually. We introduce Parsel, a framework enabling automatic implementation and validation of complex algorithms with code LLMs, based on hierarchical function descriptions in natural language. Parsel can be used across domains requiring hierarchical reasoning, e.g. code synthesis, theorem proving, and robotic planning. We demonstrate Parsel's capabilities by using it to generate complex programs that cannot currently be automatically implemented from one description and backtranslating Python programs in the APPS dataset. Beyond modeling capabilities, Parsel allows problem-solving with high-level algorithmic designs, benefiting both students and professional programmers.
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Reinforcement learning can enable robots to navigate to distant goals while optimizing user-specified reward functions, including preferences for following lanes, staying on paved paths, or avoiding freshly mowed grass. However, online learning from trial-and-error for real-world robots is logistically challenging, and methods that instead can utilize existing datasets of robotic navigation data could be significantly more scalable and enable broader generalization. In this paper, we present ReViND, the first offline RL system for robotic navigation that can leverage previously collected data to optimize user-specified reward functions in the real-world. We evaluate our system for off-road navigation without any additional data collection or fine-tuning, and show that it can navigate to distant goals using only offline training from this dataset, and exhibit behaviors that qualitatively differ based on the user-specified reward function.
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While skin cancer classification has been a popular and valuable deep learning application for years, there has been little consideration of the context in which testing images are taken. Traditional melanoma classifiers rely on the assumption that their testing environments are analogous to the structured images on which they are trained. This paper combats this notion, arguing that mole size, a vital attribute in professional dermatology, is a red herring in automated melanoma detection. Although malignant melanomas are consistently larger than benign melanomas, this distinction proves unreliable and harmful when images cannot be contextually scaled. This implementation builds a custom model that eliminates size as a training feature to prevent overfitting to incorrect parameters. Additionally, random rotation and contrast augmentations are performed to simulate the real-world use of melanoma detection applications. Several custom models with varying forms of data augmentation are implemented to demonstrate the most significant features of the generalization abilities of mole classifiers. These implementations show that user unpredictability is crucial when utilizing such applications. The caution required when manually modifying data is acknowledged, as data loss and biased conclusions are necessary considerations in this process. Additionally, mole size inconsistency and its significance are discussed in both the dermatology and deep learning communities.
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Photo-identification (photo-id) is one of the main non-invasive capture-recapture methods utilised by marine researchers for monitoring cetacean (dolphin, whale, and porpoise) populations. This method has historically been performed manually resulting in high workload and cost due to the vast number of images collected. Recently automated aids have been developed to help speed-up photo-id, although they are often disjoint in their processing and do not utilise all available identifying information. Work presented in this paper aims to create a fully automatic photo-id aid capable of providing most likely matches based on all available information without the need for data pre-processing such as cropping. This is achieved through a pipeline of computer vision models and post-processing techniques aimed at detecting cetaceans in unedited field imagery before passing them downstream for individual level catalogue matching. The system is capable of handling previously uncatalogued individuals and flagging these for investigation thanks to catalogue similarity comparison. We evaluate the system against multiple real-life photo-id catalogues, achieving mAP@IOU[0.5] = 0.91, 0.96 for the task of dorsal fin detection on catalogues from Tanzania and the UK respectively and 83.1, 97.5% top-10 accuracy for the task of individual classification on catalogues from the UK and USA.
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Automated Machine Learning-based systems' integration into a wide range of tasks has expanded as a result of their performance and speed. Although there are numerous advantages to employing ML-based systems, if they are not interpretable, they should not be used in critical, high-risk applications where human lives are at risk. To address this issue, researchers and businesses have been focusing on finding ways to improve the interpretability of complex ML systems, and several such methods have been developed. Indeed, there are so many developed techniques that it is difficult for practitioners to choose the best among them for their applications, even when using evaluation metrics. As a result, the demand for a selection tool, a meta-explanation technique based on a high-quality evaluation metric, is apparent. In this paper, we present a local meta-explanation technique which builds on top of the truthfulness metric, which is a faithfulness-based metric. We demonstrate the effectiveness of both the technique and the metric by concretely defining all the concepts and through experimentation.
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