Accurate localization is a critical requirement for most robotic tasks. The main body of existing work is focused on passive localization in which the motions of the robot are assumed given, abstracting from their influence on sampling informative observations. While recent work has shown the benefits of learning motions to disambiguate the robot's poses, these methods are restricted to granular discrete actions and directly depend on the size of the global map. We propose Active Particle Filter Networks (APFN), an approach that only relies on local information for both the likelihood evaluation as well as the decision making. To do so, we couple differentiable particle filters with a reinforcement learning agent that attends to the most relevant parts of the map. The resulting approach inherits the computational benefits of particle filters and can directly act in continuous action spaces while remaining fully differentiable and thereby end-to-end optimizable as well as agnostic to the input modality. We demonstrate the benefits of our approach with extensive experiments in photorealistic indoor environments built from real-world 3D scanned apartments. Videos and code are available at http://apfn.cs.uni-freiburg.de.

The uses of robots are changing from static environments in factories to encompass novel concepts such as Human-Robot Collaboration in unstructured settings. Pre-programming all the functionalities for robots becomes impractical, and hence, robots need to learn how to react to new events autonomously, just like humans. However, humans, unlike machines, are naturally skilled in responding to unexpected circumstances based on either experiences or observations. Hence, embedding such anthropoid behaviours into robots entails the development of neuro-cognitive models that emulate motor skills under a robot learning paradigm. Effective encoding of these skills is bound to the proper choice of tools and techniques. This paper studies different motion and behaviour learning methods ranging from Movement Primitives (MP) to Experience Abstraction (EA), applied to different robotic tasks. These methods are scrutinized and then experimentally benchmarked by reconstructing a standard pick-n-place task. Apart from providing a standard guideline for the selection of strategies and algorithms, this paper aims to draw a perspectives on their possible extensions and improvements

Have you ever thought about what would happen if you combined the power of machine learning and artificial intelligence with financial engineering? Today, you can stop imagining, and start doing. This course will teach you the core fundamentals of financial engineering, with a machine learning twist. We will cover must-know topics in financial engineering, such as: Exploratory data analysis, significance testing, correlations, alpha and beta Time series analysis, simple moving average, exponentially-weighted moving average Holt-Winters exponential smoothing model Efficient Market Hypothesis Random Walk Hypothesis Time series forecasting ("stock price prediction") Modern portfolio theory Efficient frontier / Markowitz bullet Mean-variance optimization Maximizing the Sharpe ratio Convex optimization with Linear Programming and Quadratic Programming Capital Asset Pricing Model (CAPM) Algorithmic trading (VIP only) Statistical Factor Models (VIP only) Regime Detection with Hidden Markov Models (VIP only) In addition, we will look at various non-traditional techniques which stem purely from the field of machine learning and artificial intelligence, such as: Classification models Unsupervised learning Reinforcement learning and Q-learning We will learn about the greatest flub made in the past decade by marketers posing as "machine learning experts" who promise to teach unsuspecting students how to "predict stock prices with LSTMs". You will learn exactly why their methodology is fundamentally flawed and why their results are complete nonsense.

Regime shifts in high-dimensional time series arise naturally in many applications, from neuroimaging to finance. This problem has received considerable attention in low-dimensional settings, with both Bayesian and frequentist methods used extensively for parameter estimation. The EM algorithm is a particularly popular strategy for parameter estimation in low-dimensional settings, although the statistical properties of the resulting estimates have not been well understood. Furthermore, its extension to high-dimensional time series has proved challenging. To overcome these challenges, in this paper we propose an approximate EM algorithm for Markov-switching VAR models that leads to efficient computation and also facilitates the investigation of asymptotic properties of the resulting parameter estimates. We establish the consistency of the proposed EM algorithm in high dimensions and investigate its performance via simulation studies.

State-of-the-art Mixed Integer Linear Program (MILP) solvers combine systematic tree search with a plethora of hard-coded heuristics, such as the branching rule. The idea of learning branching rules from data has received increasing attention recently, and promising results have been obtained by learning fast approximations of the strong branching expert. In this work, we instead propose to learn branching rules from scratch via Reinforcement Learning (RL). We revisit the work of Etheve et al. (2020) and propose tree Markov Decision Processes, or tree MDPs, a generalization of temporal MDPs that provides a more suitable framework for learning to branch. We derive a tree policy gradient theorem, which exhibits a better credit assignment compared to its temporal counterpart. We demonstrate through computational experiments that tree MDPs improve the learning convergence, and offer a promising framework for tackling the learning-to-branch problem in MILPs.

We study how choices of input point cloud coordinate frames impact learning of manipulation skills from 3D point clouds. There exist a variety of coordinate frame choices to normalize captured robot-object-interaction point clouds. We find that different frames have a profound effect on agent learning performance, and the trend is similar across 3D backbone networks. In particular, the end-effector frame and the target-part frame achieve higher training efficiency than the commonly used world frame and robot-base frame in many tasks, intuitively because they provide helpful alignments among point clouds across time steps and thus can simplify visual module learning. Moreover, the well-performing frames vary across tasks, and some tasks may benefit from multiple frame candidates. We thus propose FrameMiners to adaptively select candidate frames and fuse their merits in a task-agnostic manner. Experimentally, FrameMiners achieves on-par or significantly higher performance than the best single-frame version on five fully physical manipulation tasks adapted from ManiSkill and OCRTOC. Without changing existing camera placements or adding extra cameras, point cloud frame mining can serve as a free lunch to improve 3D manipulation learning.

We introduce a new framework that performs decision-making in reinforcement learning (RL) as an iterative reasoning process. We model agent behavior as the steady-state distribution of a parameterized reasoning Markov chain (RMC), optimized with a new tractable estimate of the policy gradient. We perform action selection by simulating the RMC for enough reasoning steps to approach its steady-state distribution. We show our framework has several useful properties that are inherently missing from traditional RL. For instance, it allows agent behavior to approximate any continuous distribution over actions by parameterizing the RMC with a simple Gaussian transition function. Moreover, the number of reasoning steps to reach convergence can scale adaptively with the difficulty of each action selection decision and can be accelerated by re-using past solutions. Our resulting algorithm achieves state-of-the-art performance in popular Mujoco and DeepMind Control benchmarks, both for proprioceptive and pixel-based tasks.

The mixing time of the Markov chain induced by a policy limits performance in real-world continual learning scenarios. Yet, the effect of mixing times on learning in continual reinforcement learning (RL) remains underexplored. In this paper, we characterize problems that are of long-term interest to the development of continual RL, which we call scalable MDPs, through the lens of mixing times. In particular, we theoretically establish that scalable MDPs have mixing times that scale polynomially with the size of the problem. We go on to demonstrate that polynomial mixing times present significant difficulties for existing approaches, which suffer from myopic bias and stale bootstrapped estimates. To validate our theory, we study the empirical scaling behavior of mixing times with respect to the number of tasks and task duration for high performing policies deployed across multiple Atari games. Our analysis demonstrates both that polynomial mixing times do emerge in practice and how their existence may lead to unstable learning behavior like catastrophic forgetting in continual learning settings.

Minimizing the inclusive Kullback-Leibler (KL) divergence with stochastic gradient descent (SGD) is challenging since its gradient is defined as an integral over the posterior. Recently, multiple methods have been proposed to run SGD with biased gradient estimates obtained from a Markov chain. This paper provides the first non-asymptotic convergence analysis of these methods by establishing their mixing rate and gradient variance. To do this, we demonstrate that these methods-which we collectively refer to as Markov chain score ascent (MCSA) methods-can be cast as special cases of the Markov chain gradient descent framework. Furthermore, by leveraging this new understanding, we develop a novel MCSA scheme, parallel MCSA (pMCSA), that achieves a tighter bound on the gradient variance. We demonstrate that this improved theoretical result translates to superior empirical performance.

The dialog Examples include GPT2-based SimpleTOD [14], SOLOIST state is often represented by a set of slot-value pairs that determine [15], AuGPT [16] and UBAR [17], and T5-based PPTOD [18] the user's requirement. Based on the tracked dialog state, and MTTOD [19], among others. A drawback of existing the system will query a task-related database (DB), decide an PLM-based methods, viewed from efficiencies in memory, action and generate a response. The methodology for building computation and learning, is that the whole history is used as TOD systems is gradually advancing from separate training the conditioning input at each turn. The dialog model thus of individual modules [1, 2, 3] to the end-to-end (E2E) trainable becomes non-Markov across turns, i.e., the generation at current approach [4, 5, 6, 7, 8, 9, 10]. In early E2E methods, the turn depends not only on the previous turn but also on all sequential turns of a dialog are usually modeled as a Markov previous turns, namely the whole dialog history. Some models process and realized over LSTM-based backbones.