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On Dynamic Programming Decompositions of Static Risk Measures in Markov Decision Processes

Neural Information Processing Systems

Risk-averse reinforcement learning (RL) seeks to provide a risk-averse policy for high-stakes real-world decision problems. These high-stake domains include autonomous driving (Jin et al., 2019; Sharma et al., 2020), robot collision avoidance (Ahmadi et al., 2021; Hakobyan and Y ang, 2021),


CrossGNN: Confronting Noisy Multivariate Time Series Via Cross Interaction Refinement

Neural Information Processing Systems

To address the above issues, we propose CrossGNN, a linear complexity GNN model to refine the cross-scale and cross-variable interaction for MTS. To deal with the unexpected noise in time dimension, an adaptive multi-scale identifier (AMSI) is leveraged to construct multi-scale time series with reduced noise.