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Articles 61 - 90 of 1060
Full-Text Articles in Numerical Analysis and Scientific Computing
Grasper: A Generalist Pursuer For Pursuit-Evasion Problems, Pengdeng Li, Shuxin Li, Xinrun Wang, Jakub Cerny, Youzhi Zhang, Stephen Mcaleer, Hau Chan, Bo An
Grasper: A Generalist Pursuer For Pursuit-Evasion Problems, Pengdeng Li, Shuxin Li, Xinrun Wang, Jakub Cerny, Youzhi Zhang, Stephen Mcaleer, Hau Chan, Bo An
Research Collection School Of Computing and Information Systems
Pursuit-evasion games (PEGs) model interactions between a team of pursuers and an evader in graph-based environments such as urban street networks. Recent advancements have demonstrated the effectiveness of the pre-training and fine-tuning paradigm in Policy-Space Response Oracles (PSRO) to improve scalability in solving large-scale PEGs. However, these methods primarily focus on specific PEGs with fixed initial conditions that may vary substantially in real-world scenarios, which significantly hinders the applicability of the traditional methods. To address this issue, we introduce Grasper, a GeneRAlist purSuer for Pursuit-Evasion pRoblems, capable of efficiently generating pursuer policies tailored to specific PEGs. Our contributions are threefold: …
Reinforcement Retrieval Leveraging Fine-Grained Feedback For Fact Checking News Claims With Black-Box Llm, Xuan Zhang, Wei Gao
Reinforcement Retrieval Leveraging Fine-Grained Feedback For Fact Checking News Claims With Black-Box Llm, Xuan Zhang, Wei Gao
Research Collection School Of Computing and Information Systems
Retrieval-augmented language models have exhibited promising performance across various areas of natural language processing (NLP), including fact-critical tasks. However, due to the black-box nature of advanced large language models (LLMs) and the non-retrieval-oriented supervision signal of specific tasks, the training of retrieval model faces significant challenges under the setting of black-box LLM. We propose an approach leveraging Fine-grained Feedback with Reinforcement Retrieval (FFRR) to enhance fact-checking on news claims by using black-box LLM. FFRR adopts a two-level strategy to gather fine-grained feedback from the LLM, which serves as a reward for optimizing the retrieval policy, by rating the retrieved documents …
Discovering Personalized Characteristic Communities In Attributed Graphs, Yudong Niu, Yuchen Li, Panagiotis Karras, Yanhao Wang, Zhao Li
Discovering Personalized Characteristic Communities In Attributed Graphs, Yudong Niu, Yuchen Li, Panagiotis Karras, Yanhao Wang, Zhao Li
Research Collection School Of Computing and Information Systems
What is the widest community in which a person exercises a strong impact? Although extensive attention has been devoted to searching communities containing given individuals, the problem of finding their unique communities of influence has barely been examined. In this paper, we study the novel problem of Characteristic cOmmunity Discovery (COD) in attributed graphs. Our goal is to identify the largest community, taking into account the query attribute, in which the query node has a significant impact. The key challenge of the COD problem is that it requires evaluating the influence of the query node over a large number of …
Evaluation Of Orca 2 Against Other Llms For Retrieval Augmented Generation, Donghao Huang, Zhaoxia Wang
Evaluation Of Orca 2 Against Other Llms For Retrieval Augmented Generation, Donghao Huang, Zhaoxia Wang
Research Collection School Of Computing and Information Systems
This study presents a comprehensive evaluation of Microsoft Research’s Orca 2, a small yet potent language model, in the context of Retrieval Augmented Generation (RAG). The research involved comparing Orca 2 with other significant models such as Llama-2, GPT-3.5-Turbo, and GPT-4, particularly focusing on its application in RAG. Key metrics, included faithfulness, answer relevance, overall score, and inference speed, were assessed. Experiments conducted on high-specification PCs revealed Orca 2’s exceptional performance in generating high quality responses and its efficiency on consumer-grade GPUs, underscoring its potential for scalable RAG applications. This study highlights the pivotal role of smaller, efficient models like …
Towards Explainable Harmful Meme Detection Through Multimodal Debate Between Large Language Models, Hongzhan Lin, Ziyang Luo, Wei Gao, Jing Ma, Bo Wang, Ruichao Yang
Towards Explainable Harmful Meme Detection Through Multimodal Debate Between Large Language Models, Hongzhan Lin, Ziyang Luo, Wei Gao, Jing Ma, Bo Wang, Ruichao Yang
Research Collection School Of Computing and Information Systems
The age of social media is flooded with Internet memes, necessitating a clear grasp and effective identification of harmful ones. This task presents a significant challenge due to the implicit meaning embedded in memes, which is not explicitly conveyed through the surface text and image. However, existing harmful meme detection methods do not present readable explanations that unveil such implicit meaning to support their detection decisions. In this paper, we propose an explainable approach to detect harmful memes, achieved through reasoning over conflicting rationales from both harmless and harmful positions. Specifically, inspired by the powerful capacity of Large Language Models …
Enhancing Visual Grounding In Vision-Language Pre-Training With Position-Guided Text Prompts, Alex Jinpeng Wang, Pan Zhou, Mike Zheng Shou, Shuicheng Yan
Enhancing Visual Grounding In Vision-Language Pre-Training With Position-Guided Text Prompts, Alex Jinpeng Wang, Pan Zhou, Mike Zheng Shou, Shuicheng Yan
Research Collection School Of Computing and Information Systems
Vision-Language Pre-Training (VLP) has demonstrated remarkable potential in aligning image and text pairs, paving the way for a wide range of cross-modal learning tasks. Nevertheless, we have observed that VLP models often fall short in terms of visual grounding and localization capabilities, which are crucial for many downstream tasks, such as visual reasoning. In response, we introduce a novel Position-guided Text Prompt ( PTP ) paradigm to bolster the visual grounding abilities of cross-modal models trained with VLP. In the VLP phase, PTP divides an image into N x N blocks and employs a widely-used object detector to identify objects …
Discovering Significant Topics From Legal Decisions With Selective Inference, Jerrold Tsin Howe Soh
Discovering Significant Topics From Legal Decisions With Selective Inference, Jerrold Tsin Howe Soh
Research Collection Yong Pung How School Of Law
We propose and evaluate an automated pipeline for discovering significant topics from legal decision texts by passing features synthesized with topic models through penalized regressions and post-selection significance tests. The method identifies case topics significantly correlated with outcomes, topic-word distributions which can be manually interpreted to gain insights about significant topics, and case-topic weights which can be used to identify representative cases for each topic. We demonstrate the method on a new dataset of domain name disputes and a canonical dataset of European Court of Human Rights violation cases. Topic models based on latent semantic analysis as well as language …
Editorial: Emerging On-Demand Passenger And Logistics Systems: Modelling, Optimization, And Data Analytics, Jintao Ke, Hai Wang, Neda Masoud, Maximilian Schiffer, Goncalo H. A. Correia
Editorial: Emerging On-Demand Passenger And Logistics Systems: Modelling, Optimization, And Data Analytics, Jintao Ke, Hai Wang, Neda Masoud, Maximilian Schiffer, Goncalo H. A. Correia
Research Collection School Of Computing and Information Systems
The proliferation of smart personal devices and mobile internet access has fueled numerous advancements in on-demand transportation services. These services are facilitated by online digital platforms and range from providing rides to delivering products. Their influence is transforming transportation systems and leaving a mark on changing individual mobility, activity patterns, and consumption behaviors. For instance, on-demand transportation companies such as Uber, Lyft, Grab, and DiDi have become increasingly vital for meeting urban transportation needs by connecting available drivers with passengers in real time. The recent surge in door-to-door food delivery (e.g., Uber Eats, DoorDash, Meituan); grocery delivery (e.g., Amazon Fresh, …
Math Word Problem Generation Via Disentangled Memory Retrieval, Wei Qin, Xiaowei Wang, Zhenzhen Hu, Lei Wang, Yunshi Lan, Richang Hong
Math Word Problem Generation Via Disentangled Memory Retrieval, Wei Qin, Xiaowei Wang, Zhenzhen Hu, Lei Wang, Yunshi Lan, Richang Hong
Research Collection Lee Kong Chian School Of Business
The task of math word problem (MWP) generation, which generates an MWP given an equation and relevant topic words, has increasingly attracted researchers’ attention. In this work, we introduce a simple memory retrieval module to search related training MWPs, which are used to augment the generation. To retrieve more relevant training data, we also propose a disentangled memory retrieval module based on the simple memory retrieval module. To this end, we first disentangle the training MWPs into logical description and scenario description and then record them in respective memory modules. Later, we use the given equation and topic words as …
Understanding The Impact Of Trade Policy Effect Uncertainty On Firm-Level Innovation Investment: A Deep Learning Approach, Daniel Chang, Nan Hu, Peng Liang, Morgan Swink
Understanding The Impact Of Trade Policy Effect Uncertainty On Firm-Level Innovation Investment: A Deep Learning Approach, Daniel Chang, Nan Hu, Peng Liang, Morgan Swink
Research Collection School Of Computing and Information Systems
Integrating the real options perspective and resource dependence theory, this study examines how firms adjust their innovation investments to trade policy effect uncertainty (TPEU), a less studied type of firm specific, perceived environmental uncertainty in which managers have difficulty predicting how potential policy changes will affect business operations. To develop a text-based, context-dependent, time-varying measure of firm-level perceived TPEU, we apply Bidirectional Encoder Representations from Transformers (BERT), a state-of-the-art deep learning approach. We apply BERT to analyze the texts of mandatory Management Discussion and Analysis (MD&A) sections of annual reports for a sample of 22,669 firm-year observations from 3,181 unique …
Gsword: Gpu-Accelerated Sampling For Subgraph Counting, Chang Ye, Yuchen Li, Shixuan Sun, Wentian Guo
Gsword: Gpu-Accelerated Sampling For Subgraph Counting, Chang Ye, Yuchen Li, Shixuan Sun, Wentian Guo
Research Collection School Of Computing and Information Systems
Subgraph counting is a fundamental component for many downstream applications such as graph representation learning and query optimization. Since obtaining the exact count is often intractable, there have been a plethora of approximation methods on graph sampling techniques. Nonetheless, the state-of-the-art sampling methods still require massive samples to produce accurate approximations on large data graphs. We propose gSWORD, a GPU framework that leverages the massive parallelism of GPUs to accelerate iterative sampling algorithms for subgraph counting. Despite the embarrassingly parallel nature of the samples, there are unique challenges in accelerating subgraph counting due to its irregular computation logic. To address …
Hypergraphs With Attention On Reviews For Explainable Recommendation, Theis E. Jendal, Trung Hoang Le, Hady Wirawan Lauw, Matteo Lissandrini, Peter Dolog, Katja Hose
Hypergraphs With Attention On Reviews For Explainable Recommendation, Theis E. Jendal, Trung Hoang Le, Hady Wirawan Lauw, Matteo Lissandrini, Peter Dolog, Katja Hose
Research Collection School Of Computing and Information Systems
Given a recommender system based on reviews, the challenges are how to effectively represent the review data and how to explain the produced recommendations. We propose a novel review-specific Hypergraph (HG) model, and further introduce a model-agnostic explainability module. The HG model captures high-order connections between users, items, aspects, and opinions while maintaining information about the review. The explainability module can use the HG model to explain a prediction generated by any model. We propose a path-restricted review-selection method biased by the user preference for item reviews and propose a novel explanation method based on a review graph. Experiments on …
Knowledge Generation For Zero-Shot Knowledge-Based Vqa, Rui Cao, Jing Jiang
Knowledge Generation For Zero-Shot Knowledge-Based Vqa, Rui Cao, Jing Jiang
Research Collection School Of Computing and Information Systems
Previous solutions to knowledge-based visual question answering (K-VQA) retrieve knowledge from external knowledge bases and use supervised learning to train the K-VQA model. Recently pre-trained LLMs have been used as both a knowledge source and a zero-shot QA model for K-VQA and demonstrated promising results. However, these recent methods do not explicitly show the knowledge needed to answer the questions and thus lack interpretability. Inspired by recent work on knowledge generation from LLMs for text-based QA, in this work we propose and test a similar knowledge-generation-based K-VQA method, which first generates knowledge from an LLM and then incorporates the generated …
Meta-Interpretive Learning With Reuse, Rong Wang, Jun Sun, Cong Tian, Zhenhua Duan
Meta-Interpretive Learning With Reuse, Rong Wang, Jun Sun, Cong Tian, Zhenhua Duan
Research Collection School Of Computing and Information Systems
Inductive Logic Programming (ILP) is a research field at the intersection between machine learning and logic programming, focusing on developing a formal framework for inductively learning relational descriptions in the form of logic programs from examples and background knowledge. As an emerging method of ILP, Meta-Interpretive Learning (MIL) leverages the specialization of a set of higher-order metarules to learn logic programs. In MIL, the input includes a set of examples, background knowledge, and a set of metarules, while the output is a logic program. MIL executes a depth-first traversal search, where its program search space expands polynomially with the number …
Ur2m: Uncertainty And Resource-Aware Event Detection On Microcontrollers, Hong Jia, Young D. Kwon, Dong Ma, Nhat Pham, Lorena Qendro, Tam Vu, Cecilia Mascolo
Ur2m: Uncertainty And Resource-Aware Event Detection On Microcontrollers, Hong Jia, Young D. Kwon, Dong Ma, Nhat Pham, Lorena Qendro, Tam Vu, Cecilia Mascolo
Research Collection School Of Computing and Information Systems
Traditional machine learning techniques are prone to generating inaccurate predictions when confronted with shifts in the distribution of data between the training and testing phases. This vulnerability can lead to severe consequences, especially in applications such as mobile healthcare. Uncertainty estimation has the potential to mitigate this issue by assessing the reliability of a model's output. However, existing uncertainty estimation techniques often require substantial computational resources and memory, making them impractical for implementation on microcontrollers (MCUs). This limitation hinders the feasibility of many important on-device wearable event detection (WED) applications, such as heart attack detection. In this paper, we present …
T-Sciq: Teaching Multimodal Chain-Of-Thought Reasoning Via Large Language Model Signals For Science Question Answering, Lei Wang, Yi Hu, Jiabang He, Xing Xu, Ning Liu, Hui Liu, Heng Tao Shen
T-Sciq: Teaching Multimodal Chain-Of-Thought Reasoning Via Large Language Model Signals For Science Question Answering, Lei Wang, Yi Hu, Jiabang He, Xing Xu, Ning Liu, Hui Liu, Heng Tao Shen
Research Collection School Of Computing and Information Systems
Large Language Models (LLMs) have recently demonstrated exceptional performance in various Natural Language Processing (NLP) tasks. They have also shown the ability to perform chain-of-thought (CoT) reasoning to solve complex problems. Recent studies have explored CoT reasoning in complex multimodal scenarios, such as the science question answering task, by fine-tuning multimodal models with high-quality human-annotated CoT rationales. However, collecting high-quality COT rationales is usually time-consuming and costly. Besides, the annotated rationales are hardly accurate due to the external essential information missed. To address these issues, we propose a novel method termed T-SciQ that aims at teaching science question answering with …
Non-Binary Evaluation Of Next-Basket Food Recommendation, Yue Liu, Palakorn Achananuparp, Ee-Peng Lim
Non-Binary Evaluation Of Next-Basket Food Recommendation, Yue Liu, Palakorn Achananuparp, Ee-Peng Lim
Research Collection School Of Computing and Information Systems
Next-basket recommendation (NBR) is a recommendation task that predicts a basket or a set of items a user is likely to adopt next based on his/her history of basket adoption sequences. It enables a wide range of novel applications and services from predicting next basket of items for grocery shopping to recommending food items a user is likely to consume together in the next meal. Even though much progress has been made in the algorithmic NBR research over the years, little research has been done to broaden knowledge about the evaluation of NBR methods, which is largely based on the …
Non-Monotonic Generation Of Knowledge Paths For Context Understanding, Pei-Chi Lo, Ee-Peng Lim
Non-Monotonic Generation Of Knowledge Paths For Context Understanding, Pei-Chi Lo, Ee-Peng Lim
Research Collection School Of Computing and Information Systems
Knowledge graphs can be used to enhance text search and access by augmenting textual content with relevant background knowledge. While many large knowledge graphs are available, using them to make semantic connections between entities mentioned in the textual content remains to be a difficult task. In this work, we therefore introduce contextual path generation (CPG) which refers to the task of generating knowledge paths, contextual path, to explain the semantic connections between entities mentioned in textual documents with given knowledge graph. To perform CPG task well, one has to address its three challenges, namely path relevance, incomplete knowledge graph, and …
T-Pickseer: Visual Analysis Of Taxi Pick-Up Point Selection Behavior, Shuxian Gu, Yemo Dai, Zezheng Feng, Yong Wang, Haipeng Zeng
T-Pickseer: Visual Analysis Of Taxi Pick-Up Point Selection Behavior, Shuxian Gu, Yemo Dai, Zezheng Feng, Yong Wang, Haipeng Zeng
Research Collection School Of Computing and Information Systems
Taxi drivers often take much time to navigate the streets to look for passengers, which leads to high vacancy rates and wasted resources. Empty taxi cruising remains a big concern for taxi companies. Analyzing the pick-up point selection behavior can solve this problem effectively, providing suggestions for taxi management and dispatch. Many studies have been devoted to analyzing and recommending hotspot regions of pick-up points, which can make it easier for drivers to pick-up passengers. However, the selection of pick-up points is complex and affected by multiple factors, such as convenience and traffic management. Most existing approaches cannot produce satisfactory …
Revisiting The Markov Property For Machine Translation, Cunxiao Du, Hao Zhou, Zhaopeng Tu, Jing Jiang
Revisiting The Markov Property For Machine Translation, Cunxiao Du, Hao Zhou, Zhaopeng Tu, Jing Jiang
Research Collection School Of Computing and Information Systems
In this paper, we re-examine the Markov property in the context of neural machine translation. We design a Markov Autoregressive Transformer (MAT) and undertake a comprehensive assessment of its performance across four WMT benchmarks. Our findings indicate that MAT with an order larger than 4 can generate translations with quality on par with that of conventional autoregressive transformers. In addition, counter-intuitively, we also find that the advantages of utilizing a higher-order MAT do not specifically contribute to the translation of longer sentences.
Improvement Of Flow Coefficient Estimation With Limited Well Test Data For Real-Time Condition Analytics Of Choke Valve, T. Visawameteekul, Tin Seong Kam, P. Thamvechvitee
Improvement Of Flow Coefficient Estimation With Limited Well Test Data For Real-Time Condition Analytics Of Choke Valve, T. Visawameteekul, Tin Seong Kam, P. Thamvechvitee
Research Collection School Of Computing and Information Systems
The study discusses a method for monitoring the internal condition of choke valves to predict sand erosion using flow coefficient (Cv). The method calculates the Cv of the choke valve by utilizing eight parameters and compares it to the newly manufactured value to generate warnings. However, the availability of spot-check well test data can significantly impact the model's efficiency if tests are performed infrequently. To address this issue, the Extended Cv monitoring method is proposed in this paper. The main purpose of this study is to develop a model for estimating Cv value in the absence of well test data. …
M3sa: Multimodal Sentiment Analysis Based On Multi-Scale Feature Extraction And Multi-Task Learning, Changkai Lin, Hongju Cheng, Qiang Rao, Yang Yang
M3sa: Multimodal Sentiment Analysis Based On Multi-Scale Feature Extraction And Multi-Task Learning, Changkai Lin, Hongju Cheng, Qiang Rao, Yang Yang
Research Collection School Of Computing and Information Systems
Sentiment analysis plays an indispensable part in human-computer interaction. Multimodal sentiment analysis can overcome the shortcomings of unimodal sentiment analysis by fusing multimodal data. However, how to extracte improved feature representations and how to execute effective modality fusion are two crucial problems in multimodal sentiment analysis. Traditional work uses simple sub-models for feature extraction, and they ignore features of different scales and fuse different modalities of data equally, making it easier to incorporate extraneous information and affect analysis accuracy. In this paper, we propose a Multimodal Sentiment Analysis model based on Multi-scale feature extraction and Multi-task learning (M 3 SA). …
Efficient Unsupervised Video Hashing With Contextual Modeling And Structural Controlling, Jingru Duan, Yanbin Hao, Bin Zhu, Lechao Cheng, Pengyuan Zhou, Xiang Wang
Efficient Unsupervised Video Hashing With Contextual Modeling And Structural Controlling, Jingru Duan, Yanbin Hao, Bin Zhu, Lechao Cheng, Pengyuan Zhou, Xiang Wang
Research Collection School Of Computing and Information Systems
The most important effect of the video hashing technique is to support fast retrieval, which is benefiting from the high efficiency of binary calculation. Current video hash approaches are thus mainly targeted at learning compact binary codes to represent video content accurately. However, they may overlook the generation efficiency for hash codes, i.e., designing lightweight neural networks. This paper proposes an method, which is not only for computing compact hash codes but also for designing a lightweight deep model. Specifically, we present an MLP-based model, where the video tensor is split into several groups and multiple axial contexts are explored …
Examining Sustainable Overseas Investment Information-Sharing Model For Automobile Enterprises: A Multi-Modal Weight Network Approach, Yuan Cheng, Xiaofang Chen, Changbo Lin, Sheqing Ma, Jie Feng
Examining Sustainable Overseas Investment Information-Sharing Model For Automobile Enterprises: A Multi-Modal Weight Network Approach, Yuan Cheng, Xiaofang Chen, Changbo Lin, Sheqing Ma, Jie Feng
Research Collection School Of Accountancy
In an era of globalization, automotive companies are increasingly looking to make overseas investments to expand their production capacity and explore foreign markets. However, the outcomes of such investments are often influenced by a myriad of factors, including policy changes, social dynamics, and market conditions. To address the need for a comprehensive overseas investment information-sharing model, this research proposes an innovative approach based on a multi-modal weight network. This model aims to provide users with a global perspective on overseas investment opportunities, encompassing policy insights, and market dynamics. It integrates data from various sources, offering multi-dimensional information on investment regions, …
Catnet: Cross-Modal Fusion For Audio-Visual Speech Recognition, Xingmei Wang, Jianchen Mi, Boquan Li, Yixu Zhao, Jiaxiang Meng
Catnet: Cross-Modal Fusion For Audio-Visual Speech Recognition, Xingmei Wang, Jianchen Mi, Boquan Li, Yixu Zhao, Jiaxiang Meng
Research Collection School Of Computing and Information Systems
Automatic speech recognition (ASR) is a typical pattern recognition technology that converts human speeches into texts. With the aid of advanced deep learning models, the performance of speech recognition is significantly improved. Especially, the emerging Audio–Visual Speech Recognition (AVSR) methods achieve satisfactory performance by combining audio-modal and visual-modal information. However, various complex environments, especially noises, limit the effectiveness of existing methods. In response to the noisy problem, in this paper, we propose a novel cross-modal audio–visual speech recognition model, named CATNet. First, we devise a cross-modal bidirectional fusion model to analyze the close relationship between audio and visual modalities. Second, …
Recommendations With Minimum Exposure Guarantees: A Post-Processing Framework, Ramon Lopes, Rodrigo Alves, Antoine Ledent, Rodrygo L. T. Santos, Marius Kloft
Recommendations With Minimum Exposure Guarantees: A Post-Processing Framework, Ramon Lopes, Rodrigo Alves, Antoine Ledent, Rodrygo L. T. Santos, Marius Kloft
Research Collection School Of Computing and Information Systems
Relevance-based ranking is a popular ingredient in recommenders, but it frequently struggles to meet fairness criteria because social and cultural norms may favor some item groups over others. For instance, some items might receive lower ratings due to some sort of bias (e.g. gender bias). A fair ranking should balance the exposure of items from advantaged and disadvantaged groups. To this end, we propose a novel post-processing framework to produce fair, exposure-aware recommendations. Our approach is based on an integer linear programming model maximizing the expected utility while satisfying a minimum exposure constraint. The model has fewer variables than previous …
Harnessing Holistic Discourse Features And Triadic Interaction For Sentiment Quadruple Extraction In Dialogues, Bobo Li, Hao Fei, Lizi Liao, Et Al
Harnessing Holistic Discourse Features And Triadic Interaction For Sentiment Quadruple Extraction In Dialogues, Bobo Li, Hao Fei, Lizi Liao, Et Al
Research Collection School Of Computing and Information Systems
Dialogue Aspect-based Sentiment Quadruple (DiaASQ) is a newly-emergent task aiming to extract the sentiment quadruple (i.e., targets, aspects, opinions, and sentiments) from conversations. While showing promising performance, the prior DiaASQ approach unfortunately falls prey to the key crux of DiaASQ, including insufficient modeling of discourse features, and lacking quadruple extraction, which hinders furthertask improvement. To this end, we introduce a novel framework that not only capitalizes on comprehensive discourse feature modeling, but also captures the intrinsic interaction for optimal quadruple extraction. On the one hand, drawing upon multiple discourse features, our approach constructs a token-level heterogeneous graph and enhances token …
Earnhft: Efficient Hierarchical Reinforcement Learning For High Frequency Trading, Molei Qin, Shuo Sun, Wentao Zhang, Haochong Xia, Xinrun Wang, Bo An
Earnhft: Efficient Hierarchical Reinforcement Learning For High Frequency Trading, Molei Qin, Shuo Sun, Wentao Zhang, Haochong Xia, Xinrun Wang, Bo An
Research Collection School Of Computing and Information Systems
High-frequency trading (HFT) is using computer algorithms to make trading decisions in short time scales (e.g., second-level), which is widely used in the Cryptocurrency (Crypto) market, (e.g., Bitcoin). Reinforcement learning (RL) in financial research has shown stellar performance on many quantitative trading tasks. However, most methods focus on low-frequency trading, e.g., day-level, which cannot be directly applied to HFT because of two challenges. First, RL for HFT involves dealing with extremely long trajectories (e.g., 2.4 million steps per month), which is hard to optimize and evaluate. Second, the dramatic price fluctuations and market trend changes of Crypto make existing algorithms …
Unsupervised Training Sequence Design: Efficient And Generalizable Agent Training, Wenjun Li, Pradeep Varakantham
Unsupervised Training Sequence Design: Efficient And Generalizable Agent Training, Wenjun Li, Pradeep Varakantham
Research Collection School Of Computing and Information Systems
To train generalizable Reinforcement Learning (RL) agents, researchers recently proposed the Unsupervised Environment Design (UED) framework, in which a teacher agent creates a very large number of training environments and a student agent trains on the experiences in these environments to be robust against unseen testing scenarios. For example, to train a student to master the “stepping over stumps” task, the teacher will create numerous training environments with varying stump heights and shapes. In this paper, we argue that UED neglects training efficiency and its need for very large number of environments (henceforth referred to as infinite horizon training) makes …
Transition-Informed Reinforcement Learning For Large-Scale Stackelberg Mean-Field Games., Pengdeng Li, Runsheng Yu, Xinrun Wang, Bo An
Transition-Informed Reinforcement Learning For Large-Scale Stackelberg Mean-Field Games., Pengdeng Li, Runsheng Yu, Xinrun Wang, Bo An
Research Collection School Of Computing and Information Systems
Many real-world scenarios including fleet management and Ad auctions can be modeled as Stackelberg mean-field games (SMFGs) where a leader aims to incentivize a large number of homogeneous self-interested followers to maximize her utility. Existing works focus on cases with a small number of heterogeneous followers, e.g., 5-10, and suffer from scalability issue when the number of followers increases. There are three major challenges in solving large-scale SMFGs: i) classical methods based on solving differential equations fail as they require exact dynamics parameters, ii) learning by interacting with environment is data-inefficient, and iii) complex interaction between the leader and followers …