The first is the widely used optimistic Q-learning, which initializes the Q-values to large initial values and then follows a greedy policy with respect to the Q-values. We show that setting the initial value sufficiently large guarantees the converges to an E optimal policy. The second is a new and novel algorithm incremental Q-learning, which gradually promotes the values of actions that are not taken. We show that incremental Q-learning converges, in the limit, to the optimal policy. Our incremental Q-learning algorithm can be viewed as derandomization of the E-greedy Q-learning. 1 Introduction One of the challenges of Reinforcement Learning is learning in an unknown environment.

We consider the use of two additive control variate methods to reduce the variance of performance gradient estimates in reinforcement learning problems. The first approach we consider is the baseline method, in which a function of the current state is added to the discounted value estimate. We relate the performance of these methods, which use sample paths, to the variance of estimates based on iid data. We derive the baseline function that minimizes this variance, and we show that the variance for any baseline is the sum of the optimal variance and a weighted squared distance to the optimal baseline. We show that the widely used average discounted value baseline (where the reward is replaced by the difference between the reward and its expectation) is suboptimal.

This paper presents reinforcement learning with a Long Short Term Memory recurrent neural network: RL-LSTM. Model-free RL-LSTM using Advantage(,x) learning and directed exploration can solve non-Markovian tasks with long-term dependencies between relevant events. This is demonstrated in a T-maze task, as well as in a difficult variation of the pole balancing task. 1 Introduction Reinforcement learning (RL) is a way of learning how to behave based on delayed reward signals [12]. Among the more important challenges for RL are tasks where part of the state of the environment is hidden from the agent. Such tasks are called non-Markovian tasks or Partially Observable Markov Decision Processes. Many real world tasks have this problem of hidden state. For instance, in a navigation task different positions in the environment may look the same, but one and the same action may lead to different next states or rewards. Thus, hidden state makes RL more realistic.

Principal Component Analysis and Fisher Linear Discriminant methods have demonstrated their success in face detection, recognition, and tracking. The representation in these subspace methods is based on second order statistics of the image set, and does not address higher order statistical dependencies such as the relationships among three or more pixels. Recently Higher Order Statistics and Independent Component Analysis (ICA) have been used as informative low dimensional representations for visual recognition. In this paper, we investigate the use of Kernel Principal Component Analysis and Kernel Fisher Linear Discriminant for learning low dimensional representations for face recognition, which we call Kernel Eigenface and Kernel Fisherface methods. While Eigenface and Fisherface methods aim to find projection directions based on the second order correlation of samples, Kernel Eigenface and Kernel Fisherface methods provide generalizations which take higher order correlations into account.

This paper deals with a neural network architecture which establishes a portfolio management system similar to the Black / Litterman approach. This allocation scheme distributes funds across various securities or financial markets while simultaneously complying with specific allocation constraints which meet the requirements of an investor. The portfolio optimization algorithm is modeled by a feedforward neural network. The underlying expected return forecasts are based on error correction neural networks (ECNN), which utilize the last model error as an auxiliary input to evaluate their own misspecification. The portfolio optimization is implemented such that (i.) the allocations comply with investor's constraints and that (ii.) the risk of the portfolio can be controlled.

We investigate the following data mining problem from Computational Chemistry: From a large data set of compounds, find those that bind to a target molecule in as few iterations of biological testing as possible. In each iteration a comparatively small batch of compounds is screened for binding to the target. We apply active learning techniques for selecting the successive batches. One selection strategy picks unlabeled examples closest to the maximum margin hyperplane. Another produces many weight vectors by running perceptrons over multiple permutations of the data.

We describe a computer system that provides a real-time musical accompaniment for a live soloist in a piece of non-improvised music for soloist and accompaniment. A Bayesian network is developed that represents the joint distribution on the times at which the solo and accompaniment notes are played, relating the two parts through a layer of hidden variables. The network is first constructed using the rhythmic information contained in the musical score. The network is then trained to capture the musical interpretations of the soloist and accompanist in an off-line rehearsal phase. During live accompaniment the learned distribution of the network is combined with a real-time analysis of the soloist's acoustic signal, performed with a hidden Markov model, to generate a musically principled accompaniment that respects all available sources of knowledge. A live demonstration will be provided.

We introduce a new type of Self-Organizing Map (SOM) to navigate in the Semantic Space of large text collections. We propose a "hyperbolic SOM" (HSOM) based on a regular tesselation of the hyperbolic plane, which is a non-euclidean space characterized by constant negative gaussian curvature. The exponentially increasing size of a neighborhood around a point in hyperbolic space provides more freedom to map the complex information space arising from language into spatial relations. We describe experiments, showing that the HSOM can successfully be applied to text categorization tasks and yields results comparable to other state-of-the-art methods.

Many applications rely on the device maintaining a replica of a data-structure which is stored on a server, for example news databases, calendars and email.

We present a probabilistic generative model for timing deviations in expressive music. The structure of the proposed model is equivalent to a switching state space model. We formulate two well known music recognition problems, namely tempo tracking and automatic transcription (rhythm quantization) as filtering and maximum a posteriori (MAP) state estimation tasks. The inferences are carried out using sequential Monte Carlo integration (particle filtering) techniques. For this purpose, we have derived a novel Viterbi algorithm for Rao-Blackwellized particle filters, where a subset of the hidden variables is integrated out.