Deep Support Vector Machines for Regression Problems

In this paper we describe a novel extension of the support vector machine, called the deep support vector machine (DSVM). The original SVM has a single layer with kernel functions and is therefore a shallow model. The DSVM can use an arbitrary number of layers, in which lower-level layers contain support vector machines that learn to extract relevant features from the input patterns or from the extracted features of one layer below. The highest level SVM performs the actual prediction using the highest-level extracted features as inputs. The system is trained by a simple gradient ascent learning rule on a min-max formulation of the optimization problem. A two-layer DSVM is compared to the regular SVM on ten regression datasets and the results show that the DSVM outperforms the SVM

CMB-S4: Forecasting Constraints on Primordial Gravitational Waves

CMB-S4---the next-generation ground-based cosmic microwave background (CMB) experiment---is set to significantly advance the sensitivity of CMB measurements and enhance our understanding of the origin and evolution of the Universe, from the highest energies at the dawn of time through the growth of structure to the present day. Among the science cases pursued with CMB-S4, the quest for detecting primordial gravitational waves is a central driver of the experimental design. This work details the development of a forecasting framework that includes a power-spectrum-based semi-analytic projection tool, targeted explicitly towards optimizing constraints on the tensor-to-scalar ratio, $r$, in the presence of Galactic foregrounds and gravitational lensing of the CMB. This framework is unique in its direct use of information from the achieved performance of current Stage 2--3 CMB experiments to robustly forecast the science reach of upcoming CMB-polarization endeavors. The methodology allows for rapid iteration over experimental configurations and offers a flexible way to optimize the design of future experiments given a desired scientific goal. To form a closed-loop process, we couple this semi-analytic tool with map-based validation studies, which allow for the injection of additional complexity and verification of our forecasts with several independent analysis methods. We document multiple rounds of forecasts for CMB-S4 using this process and the resulting establishment of the current reference design of the primordial gravitational-wave component of the Stage-4 experiment, optimized to achieve our science goals of detecting primordial gravitational waves for $r > 0.003$ at greater than $5\sigma$, or, in the absence of a detection, of reaching an upper limit of $r < 0.001$ at $95\%$ CL.Comment: 24 pages, 8 figures, 9 tables, submitted to ApJ. arXiv admin note: text overlap with arXiv:1907.0447

Performance and characterization of the SPT-3G digital frequency-domain multiplexed readout system using an improved noise and crosstalk model

The third-generation South Pole Telescope camera (SPT-3G) improves upon its predecessor (SPTpol) by an order of magnitude increase in detectors on the focal plane. The technology used to read out and control these detectors, digital frequency-domain multiplexing (DfMUX), is conceptually the same as used for SPTpol, but extended to accommodate more detectors. A nearly 5× expansion in the readout operating bandwidth has enabled the use of this large focal plane, and SPT-3G performance meets the forecasting targets relevant to its science objectives. However, the electrical dynamics of the higher-bandwidth readout differ from predictions based on models of the SPTpol system due to the higher frequencies used and parasitic impedances associated with new cryogenic electronic architecture. To address this, we present an updated derivation for electrical crosstalk in higher-bandwidth DfMUX systems and identify two previously uncharacterized contributions to readout noise, which become dominant at high bias frequency. The updated crosstalk and noise models successfully describe the measured crosstalk and readout noise performance of SPT-3G. These results also suggest specific changes to warm electronics component values, wire-harness properties, and SQUID parameters, to improve the readout system for future experiments using DfMUX, such as the LiteBIRD space telescope

CMB-S4

We describe the stage 4 cosmic microwave background ground-based experiment CMB-S4

CMB-S4: Forecasting Constraints on Primordial Gravitational Waves

Abstract: CMB-S4—the next-generation ground-based cosmic microwave background (CMB) experiment—is set to significantly advance the sensitivity of CMB measurements and enhance our understanding of the origin and evolution of the universe. Among the science cases pursued with CMB-S4, the quest for detecting primordial gravitational waves is a central driver of the experimental design. This work details the development of a forecasting framework that includes a power-spectrum-based semianalytic projection tool, targeted explicitly toward optimizing constraints on the tensor-to-scalar ratio, r, in the presence of Galactic foregrounds and gravitational lensing of the CMB. This framework is unique in its direct use of information from the achieved performance of current Stage 2–3 CMB experiments to robustly forecast the science reach of upcoming CMB-polarization endeavors. The methodology allows for rapid iteration over experimental configurations and offers a flexible way to optimize the design of future experiments, given a desired scientific goal. To form a closed-loop process, we couple this semianalytic tool with map-based validation studies, which allow for the injection of additional complexity and verification of our forecasts with several independent analysis methods. We document multiple rounds of forecasts for CMB-S4 using this process and the resulting establishment of the current reference design of the primordial gravitational-wave component of the Stage-4 experiment, optimized to achieve our science goals of detecting primordial gravitational waves for r > 0.003 at greater than 5σ, or in the absence of a detection, of reaching an upper limit of r < 0.001 at 95% CL

Hierarchical Model-Based Deep Reinforcement Learning for Single-Asset Trading

We present a hierarchical reinforcement learning (RL) architecture that employs various low-level agents to act in the trading environment, i.e., the market. The highest-level agent selects from among a group of specialized agents, and then the selected agent decides when to sell or buy a single asset for a period of time. This period can be variable according to a termination function. We hypothesized that, due to different market regimes, more than one single agent is needed when trying to learn from such heterogeneous data, and instead, multiple agents will perform better, with each one specializing in a subset of the data. We use k-meansclustering to partition the data and train each agent with a different cluster. Partitioning the input data also helps model-based RL (MBRL), where models can be heterogeneous. We also add two simple decision-making models to the set of low-level agents, diversifying the pool of available agents, and thus increasing overall behavioral flexibility. We perform multiple experiments showing the strengths of a hierarchical approach and test various prediction models at both levels. We also use a risk-based reward at the high level, which transforms the overall problem into a risk-return optimization. This type of reward shows a significant reduction in risk while minimally reducing profits. Overall, the hierarchical approach shows significant promise, especially when the pool of low-level agents is highly diverse. The usefulness of such a system is clear, especially for human-devised strategies, which could be incorporated in a sound manner into larger, powerful automatic systems

Deep Reinforcement Learning for Trading&mdash;A Critical Survey

Deep reinforcement learning (DRL) has achieved significant results in many machine learning (ML) benchmarks. In this short survey, we provide an overview of DRL applied to trading on financial markets with the purpose of unravelling common structures used in the trading community using DRL, as well as discovering common issues and limitations of such approaches. We include also a short corpus summarization using Google Scholar. Moreover, we discuss how one can use hierarchy for dividing the problem space, as well as using model-based RL to learn a world model of the trading environment which can be used for prediction. In addition, multiple risk measures are defined and discussed, which not only provide a way of quantifying the performance of various algorithms, but they can also act as (dense) reward-shaping mechanisms for the agent. We discuss in detail the various state representations used for financial markets, which we consider critical for the success and efficiency of such DRL agents. The market in focus for this survey is the cryptocurrency market; the results of this survey are two-fold: firstly, to find the most promising directions for further research and secondly, to show how a lack of consistency in the community can significantly impede research and the development of DRL agents for trading