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Deep or reinforcement learning (RL) approaches have been adapted as reactive agents to quickly learn and respond with new investment strategies for portfolio management under the highly turbulent financial market environments in recent years. In many cases, due to the very complex correlations among various financial sectors, and the fluctuating trends in different financial markets, a deep or reinforcement learning based agent can be biased in maximising the total returns of the newly formulated investment portfolio while neglecting its potential risks under the turmoil of various market conditions in the global or regional sectors. Accordingly, a multi-agent and self-adaptive framework namely the MASA is proposed in which a sophisticated multi-agent reinforcement learning (RL) approach is adopted through two cooperating and reactive agents to carefully and dynamically balance the trade-off between the overall portfolio returns and their potential risks. Besides, a very flexible and proactive agent as the market observer is integrated into the MASA framework to provide some additional information on the estimated market trends as valuable feedbacks for multi-agent RL approach to quickly adapt to the ever-changing market conditions. The obtained empirical results clearly reveal the potential strengths of our proposed MASA framework based on the multi-agent RL approach against many well-known RL-based approaches on the challenging data sets of the CSI 300, Dow Jones Industrial Average and S&P 500 indexes over the past 10 years. More importantly, our proposed MASA framework shed lights on many possible directions for future investigation.

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Existing approaches to few-shot learning in NLP rely on large language models and fine-tuning of these to generalise on out-of-distribution data. In this work, we propose a simple yet powerful approach to "extreme" few-shot learning, wherein models are exposed to as little as 4 examples per class, based on soft-label prototypes that collectively capture the distribution of different classes across the input domain space. Inspired by previous work (Sucholutsky et al., 2021) on univariate or simple multivariate (synthetic) data, we propose a novel approach that is effective on large, high-dimensional and real-world datasets. We learn soft-label prototypes within a neural framework (DeepSLP) and we experimentally demonstrate that it achieves superior performance on 31/48 tested tasks and few-shot settings while closely matching the performance of strong baselines on the rest. We focus on learning previously unseen NLP tasks from very few examples (4, 8, 16) per label and present an in-depth analysis of the effectiveness of our approach.

Reinforcement learning (RL) requires either manually specifying a reward function, which is often infeasible, or learning a reward model from a large amount of human feedback, which is often very expensive. We study a more sample-efficient alternative: using pretrained vision-language models (VLMs) as zero-shot reward models (RMs) to specify tasks via natural language. We propose a natural and general approach to using VLMs as reward models, which we call VLM-RMs. We use VLM-RMs based on CLIP to train a MuJoCo humanoid to learn complex tasks without a manually specified reward function, such as kneeling, doing the splits, and sitting in a lotus position. For each of these tasks, we only provide a single sentence text prompt describing the desired task with minimal prompt engineering. We provide videos of the trained agents at: //sites.google.com/view/vlm-rm. We can improve performance by providing a second "baseline" prompt and projecting out parts of the CLIP embedding space irrelevant to distinguish between goal and baseline. Further, we find a strong scaling effect for VLM-RMs: larger VLMs trained with more compute and data are better reward models. The failure modes of VLM-RMs we encountered are all related to known capability limitations of current VLMs, such as limited spatial reasoning ability or visually unrealistic environments that are far off-distribution for the VLM. We find that VLM-RMs are remarkably robust as long as the VLM is large enough. This suggests that future VLMs will become more and more useful reward models for a wide range of RL applications.

Distributional reinforcement learning (DRL) has achieved empirical success in various domains. One of the core tasks in the field of DRL is distributional policy evaluation, which involves estimating the return distribution $\eta^\pi$ for a given policy $\pi$. The distributional temporal difference (TD) algorithm has been accordingly proposed, which is an extension of the temporal difference algorithm in the classic RL literature. In the tabular case, \citet{rowland2018analysis} and \citet{rowland2023analysis} proved the asymptotic convergence of two instances of distributional TD, namely categorical temporal difference algorithm (CTD) and quantile temporal difference algorithm (QTD), respectively. In this paper, we go a step further and analyze the finite-sample performance of distributional TD. To facilitate theoretical analysis, we propose a non-parametric distributional TD algorithm (NTD). For a $\gamma$-discounted infinite-horizon tabular Markov decision process, we show that for NTD we need $\tilde{O}\left(\frac{1}{\varepsilon^{2p}(1-\gamma)^{2p+1}}\right)$ iterations to achieve an $\varepsilon$-optimal estimator with high probability, when the estimation error is measured by the $p$-Wasserstein distance. This sample complexity bound is minimax optimal (up to logarithmic factors) in the case of the $1$-Wasserstein distance. To achieve this, we establish a novel Freedman's inequality in Hilbert spaces, which would be of independent interest. In addition, we revisit CTD, showing that the same non-asymptotic convergence bounds hold for CTD in the case of the $p$-Wasserstein distance.

Label corruption, where training samples have incorrect labels, can significantly degrade the performance of machine learning models. This corruption often arises from non-expert labeling or adversarial attacks. Acquiring large, perfectly labeled datasets is costly, and retraining large models from scratch when a clean dataset becomes available is computationally expensive. To address this challenge, we propose Post-Training Correction, a new paradigm that adjusts model parameters after initial training to mitigate label noise, eliminating the need for retraining. We introduce Verifix, a novel Singular Value Decomposition (SVD) based algorithm that leverages a small, verified dataset to correct the model weights using a single update. Verifix uses SVD to estimate a Clean Activation Space and then projects the model's weights onto this space to suppress activations corresponding to corrupted data. We demonstrate Verifix's effectiveness on both synthetic and real-world label noise. Experiments on the CIFAR dataset with 25% synthetic corruption show 7.36% generalization improvements on average. Additionally, we observe generalization improvements of up to 2.63% on naturally corrupted datasets like WebVision1.0 and Clothing1M.

Machine learning models benefit when allowed to learn from temporal trends in time-stamped administrative data. These trends can be represented by dividing a model's observation window into time segments or bins. Model training time and performance can be improved by representing each feature with a different time resolution. However, this causes the time bin size hyperparameter search space to grow exponentially with the number of features. The contribution of this paper is to propose a computationally efficient time series analysis to investigate binning (TAIB) technique that determines which subset of data features benefit the most from time bin size hyperparameter tuning. This technique is demonstrated using hospital and housing/homelessness administrative data sets. The results show that TAIB leads to models that are not only more efficient to train but can perform better than models that default to representing all features with the same time bin size.

This work introduces a preference learning method that ensures adherence to given specifications, with an application to autonomous vehicles. Our approach incorporates the priority ordering of Signal Temporal Logic (STL) formulas describing traffic rules into a learning framework. By leveraging Parametric Weighted Signal Temporal Logic (PWSTL), we formulate the problem of safety-guaranteed preference learning based on pairwise comparisons and propose an approach to solve this learning problem. Our approach finds a feasible valuation for the weights of the given PWSTL formula such that, with these weights, preferred signals have weighted quantitative satisfaction measures greater than their non-preferred counterparts. The feasible valuation of weights given by our approach leads to a weighted STL formula that can be used in correct-and-custom-by-construction controller synthesis. We demonstrate the performance of our method with a pilot human subject study in two different simulated driving scenarios involving a stop sign and a pedestrian crossing. Our approach yields competitive results compared to existing preference learning methods in terms of capturing preferences and notably outperforms them when safety is considered.

The increasing usage of machine learning models in consequential decision-making processes has spurred research into the fairness of these systems. While significant work has been done to study group fairness in the in-processing and post-processing setting, there has been little that theoretically connects these results to the pre-processing domain. This paper proposes that achieving group fairness in downstream models can be formulated as finding the optimal design matrix in which to modify a response variable in a Randomized Response framework. We show that measures of group fairness can be directly controlled for with optimal model utility, proposing a pre-processing algorithm called FairRR that yields excellent downstream model utility and fairness.

This paper addresses a cross-modal learning framework, where the objective is to enhance the performance of supervised learning in the primary modality using an unlabeled, unpaired secondary modality. Taking a probabilistic approach for missing information estimation, we show that the extra information contained in the secondary modality can be estimated via Nadaraya-Watson (NW) kernel regression, which can further be expressed as a kernelized cross-attention module (under linear transformation). Our results lay the foundations for introducing The Attention Patch (TAP), a simple neural network add-on that allows data-level knowledge transfer from the unlabeled modality. We provide extensive numerical simulations using four real-world datasets to show that TAP can provide statistically significant improvement in generalization across different domains and different neural network architectures, making use of seemingly unusable unlabeled cross-modal data.

Federated learning is a new distributed machine learning framework, where a bunch of heterogeneous clients collaboratively train a model without sharing training data. In this work, we consider a practical and ubiquitous issue in federated learning: intermittent client availability, where the set of eligible clients may change during the training process. Such an intermittent client availability model would significantly deteriorate the performance of the classical Federated Averaging algorithm (FedAvg for short). We propose a simple distributed non-convex optimization algorithm, called Federated Latest Averaging (FedLaAvg for short), which leverages the latest gradients of all clients, even when the clients are not available, to jointly update the global model in each iteration. Our theoretical analysis shows that FedLaAvg attains the convergence rate of $O(1/(N^{1/4} T^{1/2}))$, achieving a sublinear speedup with respect to the total number of clients. We implement and evaluate FedLaAvg with the CIFAR-10 dataset. The evaluation results demonstrate that FedLaAvg indeed reaches a sublinear speedup and achieves 4.23% higher test accuracy than FedAvg.

While existing machine learning models have achieved great success for sentiment classification, they typically do not explicitly capture sentiment-oriented word interaction, which can lead to poor results for fine-grained analysis at the snippet level (a phrase or sentence). Factorization Machine provides a possible approach to learning element-wise interaction for recommender systems, but they are not directly applicable to our task due to the inability to model contexts and word sequences. In this work, we develop two Position-aware Factorization Machines which consider word interaction, context and position information. Such information is jointly encoded in a set of sentiment-oriented word interaction vectors. Compared to traditional word embeddings, SWI vectors explicitly capture sentiment-oriented word interaction and simplify the parameter learning. Experimental results show that while they have comparable performance with state-of-the-art methods for document-level classification, they benefit the snippet/sentence-level sentiment analysis.

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