7 papers
ART for Diffusion Sampling: Continuous-Time Control and Actor-Critic Learning
Yilie Huang, Wenpin Tang, Xun Yu Zhou
We study timestep allocation for score-based diffusion sampling, where a learned reverse-time dynamics is discretized on a finite grid. Uniform and hand-crafted schedules are stand…
Amortized Guidance for Image Inpainting with Pretrained Diffusion Models
Yilie Huang, Xun Yu Zhou
We study image inpainting with generative diffusion models. Existing methods typically either train dedicated task-specific models, or adapt a pretrained diffusion model separately…
ART for Diffusion Sampling: A Reinforcement Learning Approach to Timestep Schedule
Yilie Huang, Wenpin Tang, Xunyu Zhou
We consider time discretization for score-based diffusion models to generate samples from a learned reverse-time dynamic on a finite grid. Uniform and hand-crafted grids can be sub…
Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study
Yilie Huang, Yanwei Jia, Xun Yu Zhou
We study continuous-time mean--variance portfolio selection in markets where stock prices are diffusion processes driven by observable factors that are also diffusion processes, ye…
Continuous-Time Reinforcement Learning for Asset-Liability Management
Yilie Huang
This paper proposes a novel approach for Asset-Liability Management (ALM) by employing continuous-time Reinforcement Learning (RL) with a linear-quadratic (LQ) formulation that inc…
Sublinear Regret for a Class of Continuous-Time Linear-Quadratic Reinforcement Learning Problems
Yilie Huang, Yanwei Jia, Xun Yu Zhou
We study reinforcement learning (RL) for a class of continuous-time linear-quadratic (LQ) control problems for diffusions, where states are scalar-valued and running control reward…