CPNov 16, 2015
The least squares method for option pricing revisitedMaciej Klimek, Marcin Pitera
It is shown that the the popular least squares method of option pricing converges even under very general assumptions. This substantially increases the freedom of creating different implementations of the method, with varying levels of computational complexity and flexible approach to regression. It is also argued that in many practical applications even modest non-linear extensions of standard regression may produce satisfactory results. This claim is illustrated with examples.
LGFeb 16, 2018
Improved GQ-CNN: Deep Learning Model for Planning Robust GraspsMaciej Jaśkowski, Jakub Świątkowski, Michał Zając et al.
Recent developments in the field of robot grasping have shown great improvements in the grasp success rates when dealing with unknown objects. In this work we improve on one of the most promising approaches, the Grasp Quality Convolutional Neural Network (GQ-CNN) trained on the DexNet 2.0 dataset. We propose a new architecture for the GQ-CNN and describe practical improvements that increase the model validation accuracy from 92.2% to 95.8% and from 85.9% to 88.0% on respectively image-wise and object-wise training and validation splits.
DCMay 19, 2017
Atari games and Intel processorsRobert Adamski, Tomasz Grel, Maciej Klimek et al.
The asynchronous nature of the state-of-the-art reinforcement learning algorithms such as the Asynchronous Advantage Actor-Critic algorithm, makes them exceptionally suitable for CPU computations. However, given the fact that deep reinforcement learning often deals with interpreting visual information, a large part of the train and inference time is spent performing convolutions. In this work we present our results on learning strategies in Atari games using a Convolutional Neural Network, the Math Kernel Library and TensorFlow 0.11rc0 machine learning framework. We also analyze effects of asynchronous computations on the convergence of reinforcement learning algorithms.