Search Results for author: Rahul Savani

Found 20 papers, 7 papers with code

Policy Space Response Oracles: A Survey

no code implementations4 Mar 2024 Ariyan Bighashdel, Yongzhao Wang, Stephen Mcaleer, Rahul Savani, Frans A. Oliehoek

Game theory provides a mathematical way to study the interaction between multiple decision makers.

Position Survey

Ordinal Potential-based Player Rating

no code implementations8 Jun 2023 Nelson Vadori, Rahul Savani

It was recently observed that Elo ratings fail at preserving transitive relations among strategies and therefore cannot correctly extract the transitive component of a game.

Model-based gym environments for limit order book trading

2 code implementations16 Sep 2022 Joseph Jerome, Leandro Sanchez-Betancourt, Rahul Savani, Martin Herdegen

This paper introduces \mbtgym, a Python module that provides a suite of gym environments for training reinforcement learning (RL) agents to solve such model-based trading problems.

Algorithmic Trading Reinforcement Learning (RL)

Market Making with Scaled Beta Policies

1 code implementation7 Jul 2022 Joseph Jerome, Gregory Palmer, Rahul Savani

This paper introduces a new representation for the actions of a market maker in an order-driven market.

Management

Trading via Selective Classification

no code implementations28 Oct 2021 Nestoras Chalkidis, Rahul Savani

A binary classifier that tries to predict if the price of an asset will increase or decrease naturally gives rise to a trading strategy that follows the prediction and thus always has a position in the market.

Classification Position

Consensus Multiplicative Weights Update: Learning to Learn using Projector-based Game Signatures

no code implementations4 Jun 2021 Nelson Vadori, Rahul Savani, Thomas Spooner, Sumitra Ganesh

Cheung and Piliouras (2020) recently showed that two variants of the Multiplicative Weights Update method - OMWU and MWU - display opposite convergence properties depending on whether the game is zero-sum or cooperative.

Difference Rewards Policy Gradients

no code implementations21 Dec 2020 Jacopo Castellini, Sam Devlin, Frans A. Oliehoek, Rahul Savani

Policy gradient methods have become one of the most popular classes of algorithms for multi-agent reinforcement learning.

counterfactual Multi-agent Reinforcement Learning +2

The Complexity of Gradient Descent: CLS = PPAD $\cap$ PLS

1 code implementation3 Nov 2020 John Fearnley, Paul W. Goldberg, Alexandros Hollender, Rahul Savani

We study search problems that can be solved by performing Gradient Descent on a bounded convex polytopal domain and show that this class is equal to the intersection of two well-known classes: PPAD and PLS.

A deep learning approach to identify unhealthy advertisements in street view images

no code implementations9 Jul 2020 Gregory Palmer, Mark Green, Emma Boyland, Yales Stefano Rios Vasconcelos, Rahul Savani, Alex Singleton

Our project presents a novel implementation for the incidental classification of street view images for identifying unhealthy advertisements, providing a means through which to identify areas that can benefit from tougher advertisement restriction policies for tackling social inequalities.

A Natural Actor-Critic Algorithm with Downside Risk Constraints

no code implementations8 Jul 2020 Thomas Spooner, Rahul Savani

We prove that this proxy for the lower partial moment is a contraction, and provide intuition into the stability of the algorithm by variance decomposition.

reinforcement-learning Reinforcement Learning +1

Robust Market Making via Adversarial Reinforcement Learning

1 code implementation3 Mar 2020 Thomas Spooner, Rahul Savani

We show that adversarial reinforcement learning (ARL) can be used to produce market marking agents that are robust to adversarial and adaptively-chosen market conditions.

reinforcement-learning Reinforcement Learning +1

The Automated Inspection of Opaque Liquid Vaccines

no code implementations21 Feb 2020 Gregory Palmer, Benjamin Schnieders, Rahul Savani, Karl Tuyls, Joscha-David Fossel, Harry Flore

We train 3D-ConvNets to predict the likelihood of 20-frame video samples containing anomalies.

Evolving Indoor Navigational Strategies Using Gated Recurrent Units In NEAT

no code implementations12 Apr 2019 James Butterworth, Rahul Savani, Karl Tuyls

Simultaneous Localisation and Mapping (SLAM) algorithms are expensive to run on smaller robotic platforms such as Micro-Aerial Vehicles.

Negative Update Intervals in Deep Multi-Agent Reinforcement Learning

1 code implementation13 Sep 2018 Gregory Palmer, Rahul Savani, Karl Tuyls

For instance, hysteretic Q-learning addresses miscoordination while leaving agents vulnerable towards misleading stochastic rewards.

Multi-agent Reinforcement Learning Q-Learning +3

Beyond Local Nash Equilibria for Adversarial Networks

no code implementations18 Jun 2018 Frans A. Oliehoek, Rahul Savani, Jose Gallego, Elise van der Pol, Roderich Groß

Save for some special cases, current training methods for Generative Adversarial Networks (GANs) are at best guaranteed to converge to a `local Nash equilibrium` (LNE).

Market Making via Reinforcement Learning

1 code implementation11 Apr 2018 Thomas Spooner, John Fearnley, Rahul Savani, Andreas Koukorinis

Market making is a fundamental trading problem in which an agent provides liquidity by continually offering to buy and sell a security.

Position reinforcement-learning +2

GANGs: Generative Adversarial Network Games

no code implementations2 Dec 2017 Frans A. Oliehoek, Rahul Savani, Jose Gallego-Posada, Elise van der Pol, Edwin D. de Jong, Roderich Gross

We introduce Generative Adversarial Network Games (GANGs), which explicitly model a finite zero-sum game between a generator ($G$) and classifier ($C$) that use mixed strategies.

Generative Adversarial Network

Lenient Multi-Agent Deep Reinforcement Learning

1 code implementation14 Jul 2017 Gregory Palmer, Karl Tuyls, Daan Bloembergen, Rahul Savani

We find that LDQN agents are more likely to converge to the optimal policy in a stochastic reward CMOTP compared to standard and scheduled-HDQN agents.

Deep Reinforcement Learning Multi-agent Reinforcement Learning +2

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