Markov Models
DeepSupp: Attention-Driven Correlation Pattern Analysis for Dynamic Time Series Support and Resistance Levels Identification
Kriuk, Boris, Ng, Logic, Hossain, Zarif Al
Support and resistance (SR) levels are central to technical analysis, guiding traders in entry, exit, and risk management. Despite widespread use, traditional SR identification methods often fail to adapt to the complexities of modern, volatile markets. Recent research has introduced machine learning techniques to address the following challenges, yet most focus on price prediction rather than structural level identification. This paper presents DeepSupp, a new deep learning approach for detecting financial support levels using multi-head attention mechanisms to analyze spatial correlations and market microstructure relationships. Deep-Supp integrates advanced feature engineering, constructing dynamic correlation matrices that capture evolving market relationships, and employs an attention-based autoencoder for robust representation learning. The final support levels are extracted through unsupervised clustering, leveraging DBSCAN to identify significant price thresholds. Comprehensive evaluations on S&P 500 tickers demonstrate that DeepSupp outperforms six baseline methods, achieving state-of-the-art performance across six financial metrics, including essential support accuracy and market regime sensitivity. With consistent results across diverse market conditions, DeepSupp addresses critical gaps in SR level detection, offering a scalable and reliable solution for modern financial analysis. Our approach highlights the potential of attention-based architectures to uncover nuanced market patterns and improve technical trading strategies.
MInCo: Mitigating Information Conflicts in Distracted Visual Model-based Reinforcement Learning
Sun, Shiguang, Zhang, Hanbo, Liu, Zeyang, Yang, Xinrui, Wan, Lipeng, Chen, Xingyu, Lan, Xuguang
Existing visual model-based reinforcement learning (MBRL) algorithms with observation reconstruction often suffer from information conflicts, making it difficult to learn compact representations and hence result in less robust policies, especially in the presence of task-irrelevant visual distractions. In this paper, we first reveal that the information conflicts in current visual MBRL algorithms stem from visual representation learning and latent dynamics modeling with an information-theoretic perspective. Based on this finding, we present a new algorithm to resolve information conflicts for visual MBRL, named MInCo, which mitigates information conflicts by leveraging negative-free contrastive learning, aiding in learning invariant representation and robust policies despite noisy observations. To prevent the dominance of visual representation learning, we introduce time-varying reweighting to bias the learning towards dynamics modeling as training proceeds. We evaluate our method on several robotic control tasks with dynamic background distractions. Our experiments demonstrate that MInCo learns invariant representations against background noise and consistently outperforms current state-of-the-art visual MBRL methods. Code is available at https://github.com/ShiguangSun/minco.
RLHGNN: Reinforcement Learning-driven Heterogeneous Graph Neural Network for Next Activity Prediction in Business Processes
Wang, Jiaxing, Yu, Yifeng, Song, Jiahan, Cao, Bin, Fan, Jing, Zhang, Ji
--Next activity prediction represents a fundamental challenge for optimizing business processes in service-oriented architectures such as microservices environments, distributed enterprise systems, and cloud-native platforms, which enables proactive resource allocation and dynamic service composition. Despite the prevalence of sequence-based methods, these approaches fail to capture non-sequential relationships that arise from parallel executions and conditional dependencies. Even though graph-based approaches address structural preservation, they suffer from homogeneous representations and static structures that apply uniform modeling strategies regardless of individual process complexity characteristics. T o address these limitations, we introduce RLHGNN, a novel framework that transforms event logs into heterogeneous process graphs with three distinct edge types grounded in established process mining theory. Our approach creates four flexible graph structures by selectively combining these edges to accommodate different process complexities, and employs reinforcement learning formulated as a Markov Decision Process to automatically determine the optimal graph structure for each specific process instance. RLHGNN then applies heterogeneous graph convolution with relation-specific aggregation strategies to effectively predict the next activity. This adaptive methodology enables precise modeling of both sequential and non-sequential relationships in service interactions. Comprehensive evaluation on six real-world datasets demonstrates that RLHGNN consistently outperforms state-of-the-art approaches. Furthermore, it maintains an inference latency of approximately 1 ms per prediction, representing a highly practical solution suitable for real-time business process monitoring applications. Service-oriented architectures have fundamentally transformed modern business process implementation, which enables distributed services to coordinate through well-defined interfaces for delivering substantial business value [1], [2]. Jiaxing Wang, Yifeng Y u, Jiahan Song, Bin Cao, and Jing Fan are with the College of Computer Science and Technology, Zhejiang University of Technology, 310023, Hangzhou, China, and also with Zhejiang Key Laboratory of Visual Information Intelligent Processing, 310023, Hangzhou, China (email: wjx@zjut.edu.cn,
Sample Complexity Bounds for Linear Constrained MDPs with a Generative Model
Liu, Xingtu, Yang, Lin F., Vaswani, Sharan
We consider infinite-horizon $γ$-discounted (linear) constrained Markov decision processes (CMDPs) where the objective is to find a policy that maximizes the expected cumulative reward subject to expected cumulative constraints. Given access to a generative model, we propose to solve CMDPs with a primal-dual framework that can leverage any black-box unconstrained MDP solver. For linear CMDPs with feature dimension $d$, we instantiate the framework by using mirror descent value iteration (\texttt{MDVI})~\citep{kitamura2023regularization} an example MDP solver. We provide sample complexity bounds for the resulting CMDP algorithm in two cases: (i) relaxed feasibility, where small constraint violations are allowed, and (ii) strict feasibility, where the output policy is required to exactly satisfy the constraint. For (i), we prove that the algorithm can return an $ε$-optimal policy with high probability by using $\tilde{O}\left(\frac{d^2}{(1-γ)^4ε^2}\right)$ samples. We note that these results exhibit a near-optimal dependence on both $d$ and $ε$. For (ii), we show that the algorithm requires $\tilde{O}\left(\frac{d^2}{(1-γ)^6ε^2ζ^2}\right)$ samples, where $ζ$ is the problem-dependent Slater constant that characterizes the size of the feasible region. Finally, we instantiate our framework for tabular CMDPs and show that it can be used to recover near-optimal sample complexities in this setting.
MISC: Minimal Intervention Shared Control with Guaranteed Safety under Non-Convex Constraints
Chaubey, Shivam, Verdoja, Francesco, Deka, Shankar, Kyrki, Ville
Shared control combines human intention with autonomous decision-making, from low-level safety overrides to high-level task guidance, enabling systems that adapt to users while ensuring safety and performance. This enhances task effectiveness and user experience across domains such as assistive robotics, teleoperation, and autonomous driving. However, existing shared control methods, based on e.g. Model Predictive Control, Control Barrier Functions, or learning-based control, struggle with feasibility, scalability, or safety guarantees, particularly since the user input is unpredictable. To address these challenges, we propose an assistive controller framework based on Constrained Optimal Control Problem that incorporates an offline-computed Control Invariant Set, enabling online computation of control actions that ensure feasibility, strict constraint satisfaction, and minimal override of user intent. Moreover, the framework can accommodate structured class of non-convex constraints, which are common in real-world scenarios. We validate the approach through a large-scale user study with 66 participants--one of the most extensive in shared control research--using a computer game environment to assess task load, trust, and perceived control, in addition to performance. The results show consistent improvements across all these aspects without compromising safety and user intent.
Emotionally Intelligent Task-oriented Dialogue Systems: Architecture, Representation, and Optimisation
Feng, Shutong, Lin, Hsien-chin, Lubis, Nurul, van Niekerk, Carel, Heck, Michael, Ruppik, Benjamin, Vukovic, Renato, Gašić, Milica
Task-oriented dialogue (ToD) systems are designed to help users achieve specific goals through natural language interaction. While recent advances in large language models (LLMs) have significantly improved linguistic fluency and contextual understanding, building effective and emotionally intelligent ToD systems remains a complex challenge. Effective ToD systems must optimise for task success, emotional understanding and responsiveness, and precise information conveyance, all within inherently noisy and ambiguous conversational environments. In this work, we investigate architectural, representational, optimisational as well as emotional considerations of ToD systems. We set up systems covering these design considerations with a challenging evaluation environment composed of a natural-language user simulator coupled with an imperfect natural language understanding module. We propose \textbf{LUSTER}, an \textbf{L}LM-based \textbf{U}nified \textbf{S}ystem for \textbf{T}ask-oriented dialogue with \textbf{E}nd-to-end \textbf{R}einforcement learning with both short-term (user sentiment) and long-term (task success) rewards. Our findings demonstrate that combining LLM capability with structured reward modelling leads to more resilient and emotionally responsive ToD systems, offering a practical path forward for next-generation conversational agents.
Gym4ReaL: A Suite for Benchmarking Real-World Reinforcement Learning
Salaorni, Davide, De Paola, Vincenzo, Delpero, Samuele, Dispoto, Giovanni, Bonetti, Paolo, Russo, Alessio, Calcagno, Giuseppe, Trovò, Francesco, Papini, Matteo, Metelli, Alberto Maria, Mussi, Marco, Restelli, Marcello
In recent years, \emph{Reinforcement Learning} (RL) has made remarkable progress, achieving superhuman performance in a wide range of simulated environments. As research moves toward deploying RL in real-world applications, the field faces a new set of challenges inherent to real-world settings, such as large state-action spaces, non-stationarity, and partial observability. Despite their importance, these challenges are often underexplored in current benchmarks, which tend to focus on idealized, fully observable, and stationary environments, often neglecting to incorporate real-world complexities explicitly. In this paper, we introduce \texttt{Gym4ReaL}, a comprehensive suite of realistic environments designed to support the development and evaluation of RL algorithms that can operate in real-world scenarios. The suite includes a diverse set of tasks that expose algorithms to a variety of practical challenges. Our experimental results show that, in these settings, standard RL algorithms confirm their competitiveness against rule-based benchmarks, motivating the development of new methods to fully exploit the potential of RL to tackle the complexities of real-world tasks.
Conceptual Framework Toward Embodied Collective Adaptive Intelligence
Collective Adaptive Intelligence (CAI) represent a transformative approach in embodied AI, wherein numerous autonomous agents collaborate, adapt, and self-organize to navigate complex, dynamic environments. By enabling systems to reconfigure themselves in response to unforeseen challenges, CAI facilitate robust performance in real-world scenarios. This article introduces a conceptual framework for designing and analyzing CAI. It delineates key attributes including task generalization, resilience, scalability, and self-assembly, aiming to bridge theoretical foundations with practical methodologies for engineering adaptive, emergent intelligence. By providing a structured foundation for understanding and implementing CAI, this work seeks to guide researchers and practitioners in developing more resilient, scalable, and adaptable AI systems across various domains.
Harnessing the Power of Reinforcement Learning for Adaptive MCMC
Wang, Congye, Fisher, Matthew A., Kanagawa, Heishiro, Chen, Wilson, Oates, Chris. J.
Sampling algorithms drive probabilistic machine learning, and recent years have seen an explosion in the diversity of tools for this task. However, the increasing sophistication of sampling algorithms is correlated with an increase in the tuning burden. There is now a greater need than ever to treat the tuning of samplers as a learning task in its own right. In a conceptual breakthrough, Wang et al (2025) formulated Metropolis-Hastings as a Markov decision process, opening up the possibility for adaptive tuning using Reinforcement Learning (RL). Their emphasis was on theoretical foundations; realising the practical benefit of Reinforcement Learning Metropolis-Hastings (RLMH) was left for subsequent work. The purpose of this paper is twofold: First, we observe the surprising result that natural choices of reward, such as the acceptance rate, or the expected squared jump distance, provide insufficient signal for training RLMH. Instead, we propose a novel reward based on the contrastive divergence, whose superior performance in the context of RLMH is demonstrated. Second, we explore the potential of RLMH and present adaptive gradient-based samplers that balance flexibility of the Markov transition kernel with learnability of the associated RL task. A comprehensive simulation study using the posteriordb benchmark supports the practical effectiveness of RLMH.
Learning Attentive Neural Processes for Planning with Pushing Actions
Jain, Atharv, Shaw, Seiji, Roy, Nicholas
Our goal is to enable robots to plan sequences of tabletop actions to push a block with unknown physical properties to a desired goal pose. We approach this problem by learning the constituent models of a Partially-Observable Markov Decision Process (POMDP), where the robot can observe the outcome of a push, but the physical properties of the block that govern the dynamics remain unknown. A common solution approach is to train an observation model in a supervised fashion, and do inference with a general inference technique such as particle filters. However, supervised training requires knowledge of the relevant physical properties that determine the problem dynamics, which we do not assume to be known. Planning also requires simulating many belief updates, which becomes expensive when using particle filters to represent the belief. We propose to learn an Attentive Neural Process that computes the belief over a learned latent representation of the relevant physical properties given a history of actions. To address the pushing planning problem, we integrate a trained Neural Process with a double-progressive widening sampling strategy. Simulation results indicate that Neural Process Tree with Double Progressive Widening (NPT-DPW) generates better-performing plans faster than traditional particle-filter methods that use a supervised-trained observation model, even in complex pushing scenarios.