No abstract

Semi-local Hurst estimation is considered by incorporating a Markov random field model to constrain a wavelet-based pointwise Hurst estimator. This results in an estimator which is able to exploit the spatial regularities of a piecewise parametric varying Hurst parameter. The pointwise estimates are jointly inferred along with the parametric form of the underlying Hurst function which characterises how the Hurst parameter varies deterministically over the spatial support of the data. Unlike recent Hurst regularisation methods, the proposed approach is flexible in that arbitrary parametric forms can be considered and is extensible in as much as the associated gradient descent algorithm can accommodate a broad class of distributional assumptions without any significant modifications. The potential benefits of the approach are illustrated with simulations of various first-order polynomial forms.

No abstract

Complex sequential tasks in continuous-control settings often require agents to successfully traverse a set of "narrow passages" in their state space. Solving such tasks with a sparse reward in a sample-efficient manner poses a challenge to modern reinforcement learning (RL) due to the associated long-horizon nature of the problem and the lack of sufficient positive signal during learning. Various tools have been applied to address this challenge. When available, large sets of demonstrations can guide agent exploration. Hindsight relabelling on the other hand does not require additional sources of information. However, existing strategies explore based on task-agnostic goal distributions, which can render the solution of long-horizon tasks impractical. In this work, we extend hindsight relabelling mechanisms to guide exploration along task-specific distributions implied by a small set of successful demonstrations. We evaluate the approach on four complex, single and dual arm, robotics manipulation tasks against strong suitable baselines. The method requires far fewer demonstrations to solve all tasks and achieves a significantly higher overall performance as task complexity increases. Finally, we investigate the robustness of the proposed solution with respect to the quality of input representations and the number of demonstrations.