Vedant Choudhary

2papers

2 Papers

96.6LGApr 16
$π_{0.7}$: a Steerable Generalist Robotic Foundation Model with Emergent Capabilities

Physical Intelligence, Bo Ai, Ali Amin et al. · mit

We present a new robotic foundation model, called $π_{0.7}$, that can enable strong out-of-the-box performance in a wide range of scenarios. $π_{0.7}$ can follow diverse language instructions in unseen environments, including multi-stage tasks with various kitchen appliances, provide zero-shot cross-embodiment generalization, for example enabling a robot to fold laundry without seeing the task before, and perform challenging tasks such as operating an espresso machine out of the box at a level of performance that matches much more specialized RL-finetuned models. The main idea behind $π_{0.7}$ is to use diverse context conditioning during training. This conditioning information, contained in the prompt, makes it possible to steer the model precisely to perform many tasks with different strategies. It is conditioned not just on a language command that describes what it should do, but on additional multimodal information that also describes the manner or strategy in which it should do it, including metadata about task performance and subgoal images. This enables $π_{0.7}$ to use very diverse data, including demonstrations, potentially suboptimal (autonomous) data including failures, and data from non-robot sources. Our experiments evaluate $π_{0.7}$ across numerous tasks with multiple robot platforms, on tasks that require speed and dexterity, language following, and compositional task generalization.

CPMar 1, 2023
FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs

Vedant Choudhary, Sebastian Jaimungal, Maxime Bergeron

We introduce a new approach for generating sequences of implied volatility (IV) surfaces across multiple assets that is faithful to historical prices. We do so using a combination of functional data analysis and neural stochastic differential equations (SDEs) combined with a probability integral transform penalty to reduce model misspecification. We demonstrate that learning the joint dynamics of IV surfaces and prices produces market scenarios that are consistent with historical features and lie within the sub-manifold of surfaces that are essentially free of static arbitrage. Finally, we demonstrate that delta hedging using the simulated surfaces generates profit and loss (P&L) distributions that are consistent with realised P&Ls.