通过提供流动性，市场制造商在金融市场中发挥着关键作用。他们通常填写订单书籍，以购买和出售限额订单，以便为交易员提供替代价格水平来运营。本文精确地侧重于从基于代理人的角度研究这些市场制造商战略的研究。特别是，我们提出了加强学习（RL）在模拟股市中创建智能市场标志的应用。本研究分析了RL市场制造商代理在非竞争性（同时只有一个RL市场制造商学习）和竞争方案（同时学习的多个RL市场标记）以及如何调整其在SIM2REAL范围内的策略有很有趣的结果。此外，它涵盖了不同实验之间的政策转移的应用，描述了竞争环境对RL代理表现的影响。 RL和Deep RL技术被证明是有利可图的市场制造商方法，从而更好地了解他们在股票市场的行为。

System identification, also known as learning forward models, transfer functions, system dynamics, etc., has a long tradition both in science and engineering in different fields. Particularly, it is a recurring theme in Reinforcement Learning research, where forward models approximate the state transition function of a Markov Decision Process by learning a mapping function from current state and action to the next state. This problem is commonly defined as a Supervised Learning problem in a direct way. This common approach faces several difficulties due to the inherent complexities of the dynamics to learn, for example, delayed effects, high non-linearity, non-stationarity, partial observability and, more important, error accumulation when using bootstrapped predictions (predictions based on past predictions), over large time horizons. Here we explore the use of Reinforcement Learning in this problem. We elaborate on why and how this problem fits naturally and sound as a Reinforcement Learning problem, and present some experimental results that demonstrate RL is a promising technique to solve these kind of problems.

In optimization-based approaches to inverse problems and to statistical estimation, it is common to augment the objective with a regularizer to address challenges associated with ill-posedness. The choice of a suitable regularizer is typically driven by prior domain information and computational considerations. Convex regularizers are attractive as they are endowed with certificates of optimality as well as the toolkit of convex analysis, but exhibit a computational scaling that makes them ill-suited beyond moderate-sized problem instances. On the other hand, nonconvex regularizers can often be deployed at scale, but do not enjoy the certification properties associated with convex regularizers. In this paper, we seek a systematic understanding of the power and the limitations of convex regularization by investigating the following questions: Given a distribution, what are the optimal regularizers, both convex and nonconvex, for data drawn from the distribution? What properties of a data source govern whether it is amenable to convex regularization? We address these questions for the class of continuous and positively homogenous regularizers for which convex and nonconvex regularizers correspond, respectively, to convex bodies and star bodies. By leveraging dual Brunn-Minkowski theory, we show that a radial function derived from a data distribution is the key quantity for identifying optimal regularizers and for assessing the amenability of a data source to convex regularization. Using tools such as $\Gamma$-convergence, we show that our results are robust in the sense that the optimal regularizers for a sample drawn from a distribution converge to their population counterparts as the sample size grows large. Finally, we give generalization guarantees that recover previous results for polyhedral regularizers (i.e., dictionary learning) and lead to new ones for semidefinite regularizers.

Neural Radiance Fields (NeRFs) are emerging as a ubiquitous scene representation that allows for novel view synthesis. Increasingly, NeRFs will be shareable with other people. Before sharing a NeRF, though, it might be desirable to remove personal information or unsightly objects. Such removal is not easily achieved with the current NeRF editing frameworks. We propose a framework to remove objects from a NeRF representation created from an RGB-D sequence. Our NeRF inpainting method leverages recent work in 2D image inpainting and is guided by a user-provided mask. Our algorithm is underpinned by a confidence based view selection procedure. It chooses which of the individual 2D inpainted images to use in the creation of the NeRF, so that the resulting inpainted NeRF is 3D consistent. We show that our method for NeRF editing is effective for synthesizing plausible inpaintings in a multi-view coherent manner. We validate our approach using a new and still-challenging dataset for the task of NeRF inpainting.

Massive data corpora like WebText, Wikipedia, Conceptual Captions, WebImageText, and LAION have propelled recent dramatic progress in AI. Large neural models trained on such datasets produce impressive results and top many of today's benchmarks. A notable omission within this family of large-scale datasets is 3D data. Despite considerable interest and potential applications in 3D vision, datasets of high-fidelity 3D models continue to be mid-sized with limited diversity of object categories. Addressing this gap, we present Objaverse 1.0, a large dataset of objects with 800K+ (and growing) 3D models with descriptive captions, tags, and animations. Objaverse improves upon present day 3D repositories in terms of scale, number of categories, and in the visual diversity of instances within a category. We demonstrate the large potential of Objaverse via four diverse applications: training generative 3D models, improving tail category segmentation on the LVIS benchmark, training open-vocabulary object-navigation models for Embodied AI, and creating a new benchmark for robustness analysis of vision models. Objaverse can open new directions for research and enable new applications across the field of AI.

Background: Encouraged by the success of pretrained Transformer models in many natural language processing tasks, their use for International Classification of Diseases (ICD) coding tasks is now actively being explored. In this study, we investigate three types of Transformer-based models, aiming to address the extreme label set and long text classification challenges that are posed by automated ICD coding tasks. Methods: The Transformer-based model PLM-ICD achieved the current state-of-the-art (SOTA) performance on the ICD coding benchmark dataset MIMIC-III. It was chosen as our baseline model to be further optimised. XR-Transformer, the new SOTA model in the general extreme multi-label text classification domain, and XR-LAT, a novel adaptation of the XR-Transformer model, were also trained on the MIMIC-III dataset. XR-LAT is a recursively trained model chain on a predefined hierarchical code tree with label-wise attention, knowledge transferring and dynamic negative sampling mechanisms. Results: Our optimised PLM-ICD model, which was trained with longer total and chunk sequence lengths, significantly outperformed the current SOTA PLM-ICD model, and achieved the highest micro-F1 score of 60.8%. The XR-Transformer model, although SOTA in the general domain, did not perform well across all metrics. The best XR-LAT based model obtained results that were competitive with the current SOTA PLM-ICD model, including improving the macro-AUC by 2.1%. Conclusion: Our optimised PLM-ICD model is the new SOTA model for automated ICD coding on the MIMIC-III dataset, while our novel XR-LAT model performs competitively with the previous SOTA PLM-ICD model.

Most benchmarks for studying surgical interventions focus on a specific challenge instead of leveraging the intrinsic complementarity among different tasks. In this work, we present a new experimental framework towards holistic surgical scene understanding. First, we introduce the Phase, Step, Instrument, and Atomic Visual Action recognition (PSI-AVA) Dataset. PSI-AVA includes annotations for both long-term (Phase and Step recognition) and short-term reasoning (Instrument detection and novel Atomic Action recognition) in robot-assisted radical prostatectomy videos. Second, we present Transformers for Action, Phase, Instrument, and steps Recognition (TAPIR) as a strong baseline for surgical scene understanding. TAPIR leverages our dataset's multi-level annotations as it benefits from the learned representation on the instrument detection task to improve its classification capacity. Our experimental results in both PSI-AVA and other publicly available databases demonstrate the adequacy of our framework to spur future research on holistic surgical scene understanding.

Motion prediction systems aim to capture the future behavior of traffic scenarios enabling autonomous vehicles to perform safe and efficient planning. The evolution of these scenarios is highly uncertain and depends on the interactions of agents with static and dynamic objects in the scene. GNN-based approaches have recently gained attention as they are well suited to naturally model these interactions. However, one of the main challenges that remains unexplored is how to address the complexity and opacity of these models in order to deal with the transparency requirements for autonomous driving systems, which includes aspects such as interpretability and explainability. In this work, we aim to improve the explainability of motion prediction systems by using different approaches. First, we propose a new Explainable Heterogeneous Graph-based Policy (XHGP) model based on an heterograph representation of the traffic scene and lane-graph traversals, which learns interaction behaviors using object-level and type-level attention. This learned attention provides information about the most important agents and interactions in the scene. Second, we explore this same idea with the explanations provided by GNNExplainer. Third, we apply counterfactual reasoning to provide explanations of selected individual scenarios by exploring the sensitivity of the trained model to changes made to the input data, i.e., masking some elements of the scene, modifying trajectories, and adding or removing dynamic agents. The explainability analysis provided in this paper is a first step towards more transparent and reliable motion prediction systems, important from the perspective of the user, developers and regulatory agencies. The code to reproduce this work is publicly available at https://github.com/sancarlim/Explainable-MP/tree/v1.1.

The deployment of robots in uncontrolled environments requires them to operate robustly under previously unseen scenarios, like irregular terrain and wind conditions. Unfortunately, while rigorous safety frameworks from robust optimal control theory scale poorly to high-dimensional nonlinear dynamics, control policies computed by more tractable "deep" methods lack guarantees and tend to exhibit little robustness to uncertain operating conditions. This work introduces a novel approach enabling scalable synthesis of robust safety-preserving controllers for robotic systems with general nonlinear dynamics subject to bounded modeling error by combining game-theoretic safety analysis with adversarial reinforcement learning in simulation. Following a soft actor-critic scheme, a safety-seeking fallback policy is co-trained with an adversarial "disturbance" agent that aims to invoke the worst-case realization of model error and training-to-deployment discrepancy allowed by the designer's uncertainty. While the learned control policy does not intrinsically guarantee safety, it is used to construct a real-time safety filter (or shield) with robust safety guarantees based on forward reachability rollouts. This shield can be used in conjunction with a safety-agnostic control policy, precluding any task-driven actions that could result in loss of safety. We evaluate our learning-based safety approach in a 5D race car simulator, compare the learned safety policy to the numerically obtained optimal solution, and empirically validate the robust safety guarantee of our proposed safety shield against worst-case model discrepancy.

Sensor-based remote health monitoring is used in industrial, urban and healthcare settings to monitor ongoing operation of equipment and human health. An important aim is to intervene early if anomalous events or adverse health is detected. In the wild, these anomaly detection approaches are challenged by noise, label scarcity, high dimensionality, explainability and wide variability in operating environments. The Contextual Matrix Profile (CMP) is a configurable 2-dimensional version of the Matrix Profile (MP) that uses the distance matrix of all subsequences of a time series to discover patterns and anomalies. The CMP is shown to enhance the effectiveness of the MP and other SOTA methods at detecting, visualising and interpreting true anomalies in noisy real world data from different domains. It excels at zooming out and identifying temporal patterns at configurable time scales. However, the CMP does not address cross-sensor information, and cannot scale to high dimensional data. We propose a novel, self-supervised graph-based approach for temporal anomaly detection that works on context graphs generated from the CMP distance matrix. The learned graph embeddings encode the anomalous nature of a time context. In addition, we evaluate other graph outlier algorithms for the same task. Given our pipeline is modular, graph construction, generation of graph embeddings, and pattern recognition logic can all be chosen based on the specific pattern detection application. We verified the effectiveness of graph-based anomaly detection and compared it with the CMP and 3 state-of-the art methods on two real-world healthcare datasets with different anomalies. Our proposed method demonstrated better recall, alert rate and generalisability.