本文提出了基于深度Q学习的金融投资组合交易深增强学习算法。该算法能够从任何大小的横截面数据集交易高维投资组合,其可以包括资产中的数据间隙和非唯一历史长度。我们通过对每种环境的一个资产进行采样,在每种环境中对所有环境进行投资来顺序设置环境,并通过“资产集合”的平均返回,从而奖励资产的退货和现金预订。这强制执行代理以战略性地将资本分配给其预测以上平均值的资产。我们在采样外部分析中应用我们的方法,以48美国股票的组合设置,在股票中的数量和交易成本水平中,在十辆高达500股的股票数量上变化。平均优势算法通过仅为所有投资组合使用一个超参数设置,通过大型边距所考虑被动和活动基准投资策略。
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Logic Mill is a scalable and openly accessible software system that identifies semantically similar documents within either one domain-specific corpus or multi-domain corpora. It uses advanced Natural Language Processing (NLP) techniques to generate numerical representations of documents. Currently it leverages a large pre-trained language model to generate these document representations. The system focuses on scientific publications and patent documents and contains more than 200 million documents. It is easily accessible via a simple Application Programming Interface (API) or via a web interface. Moreover, it is continuously being updated and can be extended to text corpora from other domains. We see this system as a general-purpose tool for future research applications in the social sciences and other domains.
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The analysis of network structure is essential to many scientific areas, ranging from biology to sociology. As the computational task of clustering these networks into partitions, i.e., solving the community detection problem, is generally NP-hard, heuristic solutions are indispensable. The exploration of expedient heuristics has led to the development of particularly promising approaches in the emerging technology of quantum computing. Motivated by the substantial hardware demands for all established quantum community detection approaches, we introduce a novel QUBO based approach that only needs number-of-nodes many qubits and is represented by a QUBO-matrix as sparse as the input graph's adjacency matrix. The substantial improvement on the sparsity of the QUBO-matrix, which is typically very dense in related work, is achieved through the novel concept of separation-nodes. Instead of assigning every node to a community directly, this approach relies on the identification of a separation-node set, which -- upon its removal from the graph -- yields a set of connected components, representing the core components of the communities. Employing a greedy heuristic to assign the nodes from the separation-node sets to the identified community cores, subsequent experimental results yield a proof of concept. This work hence displays a promising approach to NISQ ready quantum community detection, catalyzing the application of quantum computers for the network structure analysis of large scale, real world problem instances.
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This project leverages advances in multi-agent reinforcement learning (MARL) to improve the efficiency and flexibility of order-picking systems for commercial warehouses. We envision a warehouse of the future in which dozens of mobile robots and human pickers work together to collect and deliver items within the warehouse. The fundamental problem we tackle, called the order-picking problem, is how these worker agents must coordinate their movement and actions in the warehouse to maximise performance (e.g. order throughput) under given resource constraints. Established industry methods using heuristic approaches require large engineering efforts to optimise for innately variable warehouse configurations. In contrast, the MARL framework can be flexibly applied to any warehouse configuration (e.g. size, layout, number/types of workers, item replenishment frequency) and the agents learn via a process of trial-and-error how to optimally cooperate with one another. This paper details the current status of the R&D effort initiated by Dematic and the University of Edinburgh towards a general-purpose and scalable MARL solution for the order-picking problem in realistic warehouses.
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The following article presents a memetic algorithm with applying deep reinforcement learning (DRL) for solving practically oriented dual resource constrained flexible job shop scheduling problems (DRC-FJSSP). In recent years, there has been extensive research on DRL techniques, but without considering realistic, flexible and human-centered shopfloors. A research gap can be identified in the context of make-to-order oriented discontinuous manufacturing as it is often represented in medium-size companies with high service levels. From practical industry projects in this domain, we recognize requirements to depict flexible machines, human workers and capabilities, setup and processing operations, material arrival times, complex job paths with parallel tasks for bill of material (BOM) manufacturing, sequence-depended setup times and (partially) automated tasks. On the other hand, intensive research has been done on metaheuristics in the context of DRC-FJSSP. However, there is a lack of suitable and generic scheduling methods that can be holistically applied in sociotechnical production and assembly processes. In this paper, we first formulate an extended DRC-FJSSP induced by the practical requirements mentioned. Then we present our proposed hybrid framework with parallel computing for multicriteria optimization. Through numerical experiments with real-world data, we confirm that the framework generates feasible schedules efficiently and reliably. Utilizing DRL instead of random operations leads to better results and outperforms traditional approaches.
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The acquisition of high-quality human annotations through crowdsourcing platforms like Amazon Mechanical Turk (MTurk) is more challenging than expected. The annotation quality might be affected by various aspects like annotation instructions, Human Intelligence Task (HIT) design, and wages paid to annotators, etc. To avoid potentially low-quality annotations which could mislead the evaluation of automatic summarization system outputs, we investigate the recruitment of high-quality MTurk workers via a three-step qualification pipeline. We show that we can successfully filter out bad workers before they carry out the evaluations and obtain high-quality annotations while optimizing the use of resources. This paper can serve as basis for the recruitment of qualified annotators in other challenging annotation tasks.
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We present NusaCrowd, a collaborative initiative to collect and unite existing resources for Indonesian languages, including opening access to previously non-public resources. Through this initiative, we have has brought together 137 datasets and 117 standardized data loaders. The quality of the datasets has been assessed manually and automatically, and their effectiveness has been demonstrated in multiple experiments. NusaCrowd's data collection enables the creation of the first zero-shot benchmarks for natural language understanding and generation in Indonesian and its local languages. Furthermore, NusaCrowd brings the creation of the first multilingual automatic speech recognition benchmark in Indonesian and its local languages. Our work is intended to help advance natural language processing research in under-represented languages.
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The number of international benchmarking competitions is steadily increasing in various fields of machine learning (ML) research and practice. So far, however, little is known about the common practice as well as bottlenecks faced by the community in tackling the research questions posed. To shed light on the status quo of algorithm development in the specific field of biomedical imaging analysis, we designed an international survey that was issued to all participants of challenges conducted in conjunction with the IEEE ISBI 2021 and MICCAI 2021 conferences (80 competitions in total). The survey covered participants' expertise and working environments, their chosen strategies, as well as algorithm characteristics. A median of 72% challenge participants took part in the survey. According to our results, knowledge exchange was the primary incentive (70%) for participation, while the reception of prize money played only a minor role (16%). While a median of 80 working hours was spent on method development, a large portion of participants stated that they did not have enough time for method development (32%). 25% perceived the infrastructure to be a bottleneck. Overall, 94% of all solutions were deep learning-based. Of these, 84% were based on standard architectures. 43% of the respondents reported that the data samples (e.g., images) were too large to be processed at once. This was most commonly addressed by patch-based training (69%), downsampling (37%), and solving 3D analysis tasks as a series of 2D tasks. K-fold cross-validation on the training set was performed by only 37% of the participants and only 50% of the participants performed ensembling based on multiple identical models (61%) or heterogeneous models (39%). 48% of the respondents applied postprocessing steps.
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State-of-the-art language models are often accurate on many question-answering benchmarks with well-defined questions. Yet, in real settings questions are often unanswerable without asking the user for clarifying information. We show that current SotA models often do not ask the user for clarification when presented with imprecise questions and instead provide incorrect answers or "hallucinate". To address this, we introduce CLAM, a framework that first uses the model to detect ambiguous questions, and if an ambiguous question is detected, prompts the model to ask the user for clarification. Furthermore, we show how to construct a scalable and cost-effective automatic evaluation protocol using an oracle language model with privileged information to provide clarifying information. We show that our method achieves a 20.15 percentage point accuracy improvement over SotA on a novel ambiguous question-answering answering data set derived from TriviaQA.
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Maximum Inner Product Search (MIPS) is a popular problem in the machine learning literature due to its applicability in a wide array of applications, such as recommender systems. In high-dimensional settings, however, MIPS queries can become computationally expensive as most existing solutions do not scale well with data dimensionality. In this work, we present a state-of-the-art algorithm for the MIPS problem in high dimensions, dubbed BanditMIPS. BanditMIPS is a randomized algorithm that borrows techniques from multi-armed bandits to reduce the MIPS problem to a best-arm identification problem. BanditMIPS reduces the complexity of state-of-the-art algorithms from $O(\sqrt{d})$ to $O(\text{log}d)$, where $d$ is the dimension of the problem data vectors. On high-dimensional real-world datasets, BanditMIPS runs approximately 12 times faster than existing approaches and returns the same solution. BanditMIPS requires no preprocessing of the data and includes a hyperparameter that practitioners may use to trade off accuracy and runtime. We also propose a variant of our algorithm, named BanditMIPS-$\alpha$, which employs non-uniform sampling across the data dimensions to provide further speedups.
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