Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the "allocation" step of the portfolio in one unified process to produce fully autonomous systems capable of interacting with their environment to make optimal decisions through trial and error. This work represents a DRL model to generate profitable trades in the stock market, effectively overcoming the limitations of supervised learning approaches. We formulate the trading problem as a Partially Observed Markov Decision Process (POMDP) model, considering the constraints imposed by the stock market, such as liquidity and transaction costs. We then solve the formulated POMDP problem using the Twin Delayed Deep Deterministic Policy Gradient (TD3) algorithm reporting a 2.68 Sharpe Ratio on unseen data set (test data). From the point of view of stock market forecasting and the intelligent decision-making mechanism, this paper demonstrates the superiority of DRL in financial markets over other types of machine learning and proves its credibility and advantages of strategic decision-making.

This paper explores Deep Learning (DL) methods that are used or have the potential to be used for traffic video analysis, emphasizing driving safety for both Autonomous Vehicles (AVs) and human-operated vehicles. We present a typical processing pipeline, which can be used to understand and interpret traffic videos by extracting operational safety metrics and providing general hints and guidelines to improve traffic safety. This processing framework includes several steps, including video enhancement, video stabilization, semantic and incident segmentation, object detection and classification, trajectory extraction, speed estimation, event analysis, modeling and anomaly detection. Our main goal is to guide traffic analysts to develop their own custom-built processing frameworks by selecting the best choices for each step and offering new designs for the lacking modules by providing a comparative analysis of the most successful conventional and DL-based algorithms proposed for each step. We also review existing open-source tools and public datasets that can help train DL models. To be more specific, we review exemplary traffic problems and mentioned requires steps for each problem. Besides, we investigate connections to the closely related research areas of drivers' cognition evaluation, Crowd-sourcing-based monitoring systems, Edge Computing in roadside infrastructures, Automated Driving Systems (ADS)-equipped vehicles, and highlight the missing gaps. Finally, we review commercial implementations of traffic monitoring systems, their future outlook, and open problems and remaining challenges for widespread use of such systems.

Reinforcement learning has witnessed recent applications to a variety of tasks in quantum programming. The underlying assumption is that those tasks could be modeled as Markov Decision Processes (MDPs). Here, we investigate the feasibility of this assumption by exploring its consequences for two fundamental tasks in quantum programming: state preparation and gate compilation. By forming discrete MDPs, focusing exclusively on the single-qubit case (both with and without noise), we solve for the optimal policy exactly through policy iteration. We find optimal paths that correspond to the shortest possible sequence of gates to prepare a state, or compile a gate, up to some target accuracy. As an example, we find sequences of $H$ and $T$ gates with length as small as $11$ producing $\sim 99\%$ fidelity for states of the form $(HT)^{n} |0\rangle$ with values as large as $n=10^{10}$. In the presence of gate noise, we demonstrate how the optimal policy adapts to the effects of noisy gates in order to achieve a higher state fidelity. Our work shows that one can meaningfully impose a discrete, stochastic and Markovian nature to a continuous, deterministic and non-Markovian quantum evolution, and provides theoretical insight into why reinforcement learning may be successfully used to find optimally short gate sequences in quantum programming.

We present a novel algorithm for learning the parameters of hidden Markov models (HMMs) in a geometric setting where the observations take values in Riemannian manifolds. In particular, we elevate a recent second-order method of moments algorithm that incorporates non-consecutive correlations to a more general setting where observations take place in a Riemannian symmetric space of non-positive curvature and the observation likelihoods are Riemannian Gaussians. The resulting algorithm decouples into a Riemannian Gaussian mixture model estimation algorithm followed by a sequence of convex optimization procedures. We demonstrate through examples that the learner can result in significantly improved speed and numerical accuracy compared to existing learners.

Latent Dirichlet allocation (LDA) is widely used for unsupervised topic modelling on sets of documents. No temporal information is used in the model. However, there is often a relationship between the corresponding topics of consecutive tokens. In this paper, we present an extension to LDA that uses a Markov chain to model temporal information. We use this new model for acoustic unit discovery from speech. As input tokens, the model takes a discretised encoding of speech from a vector quantised (VQ) neural network with 512 codes. The goal is then to map these 512 VQ codes to 50 phone-like units (topics) in order to more closely resemble true phones. In contrast to the base LDA, which only considers how VQ codes co-occur within utterances (documents), the Markov chain LDA additionally captures how consecutive codes follow one another. This extension leads to an increase in cluster quality and phone segmentation results compared to the base LDA. Compared to a recent vector quantised neural network approach that also learns 50 units, the extended LDA model performs better in phone segmentation but worse in mutual information.

The multiple-target self-organizing pursuit (SOP) problem has wide applications and has been considered a challenging self-organization game for distributed systems, in which intelligent agents cooperatively pursue multiple dynamic targets with partial observations. This work proposes a framework for decentralized multi-agent systems to improve intelligent agents' search and pursuit capabilities. The proposed distributed algorithm: fuzzy self-organizing cooperative coevolution (FSC2) is then leveraged to resolve the three challenges in multi-target SOP: distributed self-organizing search (SOS), distributed task allocation, and distributed single-target pursuit. FSC2 includes a coordinated multi-agent deep reinforcement learning method that enables homogeneous agents to learn natural SOS patterns. Additionally, we propose a fuzzy-based distributed task allocation method, which locally decomposes multi-target SOP into several single-target pursuit problems.

This is a collection of (mostly) pen-and-paper exercises in machine learning. The exercises are on the following topics: linear algebra, optimisation, directed graphical models, undirected graphical models, expressive power of graphical models, factor graphs and message passing, inference for hidden Markov models, model-based learning (including ICA and unnormalised models), sampling and Monte-Carlo integration, and variational inference.

We study reinforcement learning with function approximation for large-scale Partially Observable Markov Decision Processes (POMDPs) where the state space and observation space are large or even continuous. Particularly, we consider Hilbert space embeddings of POMDP where the feature of latent states and the feature of observations admit a conditional Hilbert space embedding of the observation emission process, and the latent state transition is deterministic. Under the function approximation setup where the optimal latent state-action $Q$-function is linear in the state feature, and the optimal $Q$-function has a gap in actions, we provide a \emph{computationally and statistically efficient} algorithm for finding the \emph{exact optimal} policy. We show our algorithm's computational and statistical complexities scale polynomially with respect to the horizon and the intrinsic dimension of the feature on the observation space. Furthermore, we show both the deterministic latent transitions and gap assumptions are necessary to avoid statistical complexity exponential in horizon or dimension. Since our guarantee does not have an explicit dependence on the size of the state and observation spaces, our algorithm provably scales to large-scale POMDPs.

We study Reinforcement Learning for partially observable dynamical systems using function approximation. We propose a new \textit{Partially Observable Bilinear Actor-Critic framework}, that is general enough to include models such as observable tabular Partially Observable Markov Decision Processes (POMDPs), observable Linear-Quadratic-Gaussian (LQG), Predictive State Representations (PSRs), as well as a newly introduced model Hilbert Space Embeddings of POMDPs and observable POMDPs with latent low-rank transition. Under this framework, we propose an actor-critic style algorithm that is capable of performing agnostic policy learning. Given a policy class that consists of memory based policies (that look at a fixed-length window of recent observations), and a value function class that consists of functions taking both memory and future observations as inputs, our algorithm learns to compete against the best memory-based policy in the given policy class. For certain examples such as undercomplete observable tabular POMDPs, observable LQGs and observable POMDPs with latent low-rank transition, by implicitly leveraging their special properties, our algorithm is even capable of competing against the globally optimal policy without paying an exponential dependence on the horizon in its sample complexity.

Although, in the task of grasping via a data-driven method, closed-loop feedback and predicting 6 degrees of freedom (DoF) grasp rather than conventionally used 4DoF top-down grasp are demonstrated to improve performance individually, few systems have both. Moreover, the sequential property of that task is hardly dealt with, while the approaching motion necessarily generates a series of observations. Therefore, this paper synthesizes three approaches and suggests a closed-loop framework that can predict the 6DoF grasp in a heavily cluttered environment from continuously received vision observations. This can be realized by formulating the grasping problem as Hidden Markov Model and applying a particle filter to infer grasp. Additionally, we introduce a novel lightweight Convolutional Neural Network (CNN) model that evaluates and initializes grasp samples in real-time, making the particle filter process possible. The experiments, which are conducted on a real robot with a heavily cluttered environment, show that our framework not only quantitatively improves the grasping success rate significantly compared to the baseline algorithms, but also qualitatively reacts to a dynamic change in the environment and cleans up the table.