Given their strong performance on a variety of graph learning tasks, Graph Neural Networks (GNNs) are increasingly used to model financial networks. Traditional GNNs, however, are not able to capture higher-order topological information, and their performance is known to degrade with the presence of negative edges that may arise in many common financial applications. Considering the rich semantic inference of negative edges, excluding them as an obvious solution is not elegant. Alternatively, another basic approach is to apply positive normalization, however, this also may lead to information loss. Our work proposes a simple yet effective solution to overcome these two challenges by employing the eigenvectors with top-š largest eigenvalues of the raw adjacency matrix for preembeddings. These pre-embeddings contain high-order topological knowledge together with the information on negative edges, which are then fed into a GNN with a positively normalized adjacency matrix to compensate for its shortcomings. Through comprehensive experiments and analysis, we empirically demonstrate the superiority of our proposed solution in a Bitcoin user reputation score prediction task. CCS CONCEPTSā¢ Applied computing ā Secure online transactions.
Data augmentation is a widely used technique for improving model performance in machine learning, particularly in computer vision and natural language processing. Recently, there has been increasing interest in applying augmentation techniques to reinforcement learning (RL) problems, with a focus on image-based augmentation. In this paper, we explore a set of generic wrappers designed to augment RL environments with noise and encourage agent exploration and improve training data diversity which are applicable to a broad spectrum of RL algorithms and environments. Specifically, we concentrate on augmentations concerning states, rewards, and transition dynamics and introduce two novel augmentation techniques. In addition, we introduce a noise rate hyperparameter for control over the frequency of noise injection. We present experimental results on the impact of these wrappers on return using three popular RL algorithms, Soft Actor-Critic (SAC), Twin Delayed DDPG (TD3), and Proximal Policy Optimization (PPO), across five MuJoCo environments. To support the choice of augmentation technique in practice, we also present analysis that explores the performance these techniques across environments. Lastly, we publish the wrappers in our noisyenv repository for use with gym environments. CCS CONCEPTSā¢ Theory of computation ā Reinforcement learning.
We introduce a method for pricing consumer credit using recent advances in offline deep reinforcement learning. This approach relies on a static dataset and requires no assumptions on the functional form of demand. Using both real and synthetic data on consumer credit applications, we demonstrate that our approach using the conservative Q-Learning algorithm is capable of learning an effective personalized pricing policy without any online interaction or price experimentation.
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