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Tuning Mixed Input Hyperparameters on the Fly for Efficient Population Based AutoRL


Jun 30, 2021
Jack Parker-Holder, Vu Nguyen, Shaan Desai, Stephen Roberts

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Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection


Jun 18, 2021
Kieran Wood, Stephen Roberts, Stefan Zohren

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* minor corrections, strategy comparison for 2015-2020 made more robust by repeated trials 

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Can convolutional ResNets approximately preserve input distances? A frequency analysis perspective


Jun 17, 2021
Lewis Smith, Joost van Amersfoort, Haiwen Huang, Stephen Roberts, Yarin Gal

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* Main paper 10 pages including references, appendix 10 pages. 7 figures and 6 tables including appendix 

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Enhancing Cross-Sectional Currency Strategies by Ranking Refinement with Transformer-based Architectures


May 20, 2021
Daniel Poh, Bryan Lim, Stefan Zohren, Stephen Roberts

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* 7 pages, 3 figures 

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Augmented World Models Facilitate Zero-Shot Dynamics Generalization From a Single Offline Environment


Apr 12, 2021
Philip J. Ball, Cong Lu, Jack Parker-Holder, Stephen Roberts

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* To be presented as a Spotlight at the "Self-Supervision for Reinforcement Learning Workshop" @ ICLR 2021 

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Adversarial Robustness Guarantees for Gaussian Processes


Apr 07, 2021
Andrea Patane, Arno Blaas, Luca Laurenti, Luca Cardelli, Stephen Roberts, Marta Kwiatkowska

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* Submitted for publication 

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Building Cross-Sectional Systematic Strategies By Learning to Rank


Dec 13, 2020
Daniel Poh, Bryan Lim, Stefan Zohren, Stephen Roberts

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* 12 pages, 3 figures 

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Explaining the Adaptive Generalisation Gap


Nov 15, 2020
Diego Granziol, Samuel Albanie, Xingchen Wan, Stephen Roberts

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