$\text{Alpha}^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning

Alphas are pivotal in providing signals for quantitative trading. The industry highly values the discovery of formulaic alphas for their interpretability and ease of analysis, compared with the expressive yet overfitting-prone black-box alphas. In this work, we focus on discovering formulaic alphas. Prior studies on automatically generating a collection of formulaic alphas were mostly based on genetic programming (GP), which is known to suffer from the problems of being sensitive to the initial population, converting to local optima, and slow computation speed. Recent efforts employing deep reinforcement learning (DRL) for alpha discovery have not fully addressed key practical considerations such as alpha correlations and validity, which are crucial for their effectiveness. In this work, we propose a novel framework for alpha discovery using DRL by formulating the alpha discovery process as program construction. Our agent, $\text{Alpha}^2$, assembles an alpha program optimized for an evaluation metric. A search algorithm guided by DRL navigates through the search space based on value estimates for potential alpha outcomes. The evaluation metric encourages both the performance and the diversity of alphas for a better final trading strategy. Our formulation of searching alphas also brings the advantage of pre-calculation dimensional analysis, ensuring the logical soundness of alphas, and pruning the vast search space to a large extent. Empirical experiments on real-world stock markets demonstrates $\text{Alpha}^2$'s capability to identify a diverse set of logical and effective alphas, which significantly improves the performance of the final trading strategy. The code of our method is available at https://github.com/x35f/alpha2.

Divide and Conquer in Video Anomaly Detection: A Comprehensive Review and New Approach

Video anomaly detection is a complex task, and the principle of "divide and conquer" is often regarded as an effective approach to tackling intricate issues. It's noteworthy that recent methods in video anomaly detection have revealed the application of the divide and conquer philosophy (albeit with distinct perspectives from traditional usage), yielding impressive outcomes. This paper systematically reviews these literatures from six dimensions, aiming to enhance the use of the divide and conquer strategy in video anomaly detection. Furthermore, based on the insights gained from this review, a novel approach is presented, which integrates human skeletal frameworks with video data analysis techniques. This method achieves state-of-the-art performance on the ShanghaiTech dataset, surpassing all existing advanced methods.

Human Kinematics-inspired Skeleton-based Video Anomaly Detection

Previous approaches to detecting human anomalies in videos have typically relied on implicit modeling by directly applying the model to video or skeleton data, potentially resulting in inaccurate modeling of motion information. In this paper, we conduct an exploratory study and introduce a new idea called HKVAD (Human Kinematic-inspired Video Anomaly Detection) for video anomaly detection, which involves the explicit use of human kinematic features to detect anomalies. To validate the effectiveness and potential of this perspective, we propose a pilot method that leverages the kinematic features of the skeleton pose, with a specific focus on the walking stride, skeleton displacement at feet level, and neck level. Following this, the method employs a normalizing flow model to estimate density and detect anomalies based on the estimated density. Based on the number of kinematic features used, we have devised three straightforward variant methods and conducted experiments on two highly challenging public datasets, ShanghaiTech and UBnormal. Our method achieves good results with minimal computational resources, validating its effectiveness and potential.

Rotating Objects via In-Hand Pivoting using Vision, Force and Touch

We propose a robotic manipulation system that can pivot objects on a surface using vision, wrist force and tactile sensing. We aim to control the rotation of an object around the grip point of a parallel gripper by allowing rotational slip, while maintaining a desired wrist force profile. Our approach runs an end-effector position controller and a gripper width controller concurrently in a closed loop. The position controller maintains a desired force using vision and wrist force. The gripper controller uses tactile sensing to keep the grip firm enough to prevent translational slip, but loose enough to induce rotational slip. Our sensor-based control approach relies on matching a desired force profile derived from object dimensions and weight and vision-based monitoring of the object pose. The gripper controller uses tactile sensors to detect and prevent translational slip by tightening the grip when needed. Experimental results where the robot was tasked with rotating cuboid objects 90 degrees show that the multi-modal pivoting approach was able to rotate the objects without causing lift or slip, and was more energy-efficient compared to using a single sensor modality and to pick-and-place. While our work demonstrated the benefit of multi-modal sensing for the pivoting task, further work is needed to generalize our approach to any given object.

How To Guide Your Learner: Imitation Learning with Active Adaptive Expert Involvement

Imitation learning aims to mimic the behavior of experts without explicit reward signals. Passive imitation learning methods which use static expert datasets typically suffer from compounding error, low sample efficiency, and high hyper-parameter sensitivity. In contrast, active imitation learning methods solicit expert interventions to address the limitations. However, recent active imitation learning methods are designed based on human intuitions or empirical experience without theoretical guarantee. In this paper, we propose a novel active imitation learning framework based on a teacher-student interaction model, in which the teacher's goal is to identify the best teaching behavior and actively affect the student's learning process. By solving the optimization objective of this framework, we propose a practical implementation, naming it AdapMen. Theoretical analysis shows that AdapMen can improve the error bound and avoid compounding error under mild conditions. Experiments on the MetaDrive benchmark and Atari 2600 games validate our theoretical analysis and show that our method achieves near-expert performance with much less expert involvement and total sampling steps than previous methods. The code is available at https://github.com/liuxhym/AdapMen.