Further, we observe a meta-pattern games, strategy games, robotics, etc. In many of these arenas, in such hand-crafted patterns which we use to automatically the spectrum of human performance varies widely, from learn a large number of similar features using techniques average to expert. Human traders in financial markets also borrowed from inductive logic programming, and investigate differ greatly in skill and performance. The consistent success whether these add to the effectiveness of our meta-RL of expert traders is unlikely to be due to chance alone; based trading agent. We present preliminary results on real it is more likely that such traders are explicitly or implicitly data that indicate that both meta reinforcement learning and relying on patterns in the data they see.

Variational Quantum Circuits are being used as versatile Quantum Machine Learning models. Some empirical results exhibit an advantage in supervised and generative learning tasks. However, when applied to Reinforcement Learning, less is known. In this work, we considered a Variational Quantum Circuit composed of a low-depth hardware-efficient ansatz as the parameterized policy of a Reinforcement Learning agent. We show that an $\epsilon$-approximation of the policy gradient can be obtained using a logarithmic number of samples concerning the total number of parameters. We empirically verify that such quantum models behave similarly or even outperform typical classical neural networks used in standard benchmarking environments and in quantum control, using only a fraction of the parameters. Moreover, we study the Barren Plateau phenomenon in quantum policy gradients using the Fisher Information Matrix spectrum.

The main goal of this specialization is to provide the knowledge and practical skills necessary to develop a strong foundation on core paradigms and algorithms of machine learning (ML), with a particular focus on applications of ML to various practical problems in Finance. The specialization aims at helping students to be able to solve practical ML-amenable problems that they may encounter in real life that include: (1) mapping the problem on a general landscape of available ML methods, (2) choosing particular ML approach(es) that would be most appropriate for resolving the problem, and (3) successfully implementing a solution, and assessing its performance. The specialization is designed for three categories of students: · Practitioners working at financial institutions such as banks, asset management firms or hedge funds · Individuals interested in applications of ML for personal day trading · Current full-time students pursuing a degree in Finance, Statistics, Computer Science, Mathematics, Physics, Engineering or other related disciplines who want to learn about practical applications of ML in Finance. The modules can also be taken individually to improve relevant skills in a particular area of applications of ML to finance.

Reinforcement Learning is a framework for sequential decision making. It differs from the usual supervised setting as there are no labels present. In this framework an'agent' interacts with an'environment' to gain experience from which the agent learns to perform the most optimal action which maximises its rewards. Reinforcement Learning has had major advances in the last few years and is being applied to real world problems. The pace of adoption has definitely been slower than other ML approaches as RL has its own challenges.

Reinforcement Learning (RL) is a powerful subfield of AI that can be used to solve a wide range of problems. However, the reinforcement learning community faces a number of challenges. One challenge is the need for better methods for debugging and troubleshooting reinforcement learning algorithms during learning and during implementation, especially in multi-agent partially observed settings where full state observability is not maintained by all agents in every step of their decision making. In the multi-agent partially observed setting, most of the time the agents are making their own independent observations of some underlying state process and the agents usually have a very few select ways of cooperating effectively to solve a difficult task including: distributed learning algorithms, communication protocols, and social norms or conventions such as setting a pre-defined order of decision making. Combining agent observations with a sensor fusion center or leader agent is also possible to coordinate decision making better.

Traditional reinforcement learning (RL) aims to maximize the expected total reward, while the risk of uncertain outcomes needs to be controlled to ensure reliable performance in a risk-averse setting. In this paper, we consider the problem of maximizing dynamic risk of a sequence of rewards in infinite-horizon Markov Decision Processes (MDPs). We adapt the Expected Conditional Risk Measures (ECRMs) to the infinite-horizon risk-averse MDP and prove its time consistency. Using a convex combination of expectation and conditional value-at-risk (CVaR) as a special one-step conditional risk measure, we reformulate the risk-averse MDP as a risk-neutral counterpart with augmented action space and manipulation on the immediate rewards. We further prove that the related Bellman operator is a contraction mapping, which guarantees the convergence of any value-based RL algorithms. Accordingly, we develop a risk-averse deep Q-learning framework, and our numerical studies based on two simple MDPs show that the risk-averse setting can reduce the variance and enhance robustness of the results.

Team competition in multi-agent Markov games is an increasingly important setting for multi-agent reinforcement learning, due to its general applicability in modeling many real-life situations. Multi-agent actor-critic methods are the most suitable class of techniques for learning optimal policies in the team competition setting, due to their flexibility in learning agent-specific critic functions, which can also learn from other agents. In many real-world team competitive scenarios, the roles of the agents naturally emerge, in order to aid in coordination and collaboration within members of the teams. However, existing methods for learning emergent roles rely heavily on the Q-learning setup which does not allow learning of agent-specific Q-functions. In this paper, we propose RAC, a novel technique for learning the emergent roles of agents within a team that are diverse and dynamic. In the proposed method, agents also benefit from predicting the roles of the agents in the opponent team. RAC uses the actor-critic framework with role encoder and opponent role predictors for learning an optimal policy. Experimentation using 2 games demonstrates that the policies learned by RAC achieve higher rewards than those learned using state-of-the-art baselines. Moreover, experiments suggest that the agents in a team learn diverse and opponent-aware policies.

Industrial robots are widely used in various manufacturing environments due to their efficiency in doing repetitive tasks such as assembly or welding. A common problem for these applications is to reach a destination without colliding with obstacles or other robot arms. Commonly used sampling-based path planning approaches such as RRT require long computation times, especially in complex environments. Furthermore, the environment in which they are employed needs to be known beforehand. When utilizing the approaches in new environments, a tedious engineering effort in setting hyperparameters needs to be conducted, which is time- and cost-intensive. On the other hand, Deep Reinforcement Learning has shown remarkable results in dealing with unknown environments, generalizing new problem instances, and solving motion planning problems efficiently. On that account, this paper proposes a Deep-Reinforcement-Learning-based motion planner for robotic manipulators. We evaluated our model against state-of-the-art sampling-based planners in several experiments. The results show the superiority of our planner in terms of path length and execution time.

Constructive studies on symbol emergence systems seek to investigate computational models that can better explain human language evolution, the creation of symbol systems, and the construction of internal representations. This study provides a new model for emergent communication, which is based on a probabilistic generative model (PGM) instead of a discriminative model based on deep reinforcement learning. We define the Metropolis-Hastings (MH) naming game by generalizing previously proposed models. It is not a referential game with explicit feedback, as assumed by many emergent communication studies. Instead, it is a game based on joint attention without explicit feedback. Mathematically, the MH naming game is proved to be a type of MH algorithm for an integrative PGM that combines two agents that play the naming game. From this viewpoint, symbol emergence is regarded as decentralized Bayesian inference, and semiotic communication is regarded as inter-personal cross-modal inference. This notion leads to the collective predictive coding hypothesis} regarding language evolution and, in general, the emergence of symbols. We also propose the inter-Gaussian mixture model (GMM)+ variational autoencoder (VAE), a deep generative model for emergent communication based on the MH naming game. The model has been validated on MNIST and Fruits 360 datasets. Experimental findings demonstrate that categories are formed from real images observed by agents, and signs are correctly shared across agents by successfully utilizing both of the observations of agents via the MH naming game. Furthermore, scholars verified that visual images were recalled from signs uttered by agents. Notably, emergent communication without supervision and reward feedback improved the performance of the unsupervised representation learning of agents.

Graph mining tasks arise from many different application domains, ranging from social networks, transportation to E-commerce, etc., which have been receiving great attention from the theoretical and algorithmic design communities in recent years, and there has been some pioneering work employing the research-rich Reinforcement Learning (RL) techniques to address graph data mining tasks. However, these graph mining methods and RL models are dispersed in different research areas, which makes it hard to compare them. In this survey, we provide a comprehensive overview of RL and graph mining methods and generalize these methods to Graph Reinforcement Learning (GRL) as a unified formulation. We further discuss the applications of GRL methods across various domains and summarize the method descriptions, open-source codes, and benchmark datasets of GRL methods. Furthermore, we propose important directions and challenges to be solved in the future. As far as we know, this is the latest work on a comprehensive survey of GRL, this work provides a global view and a learning resource for scholars. In addition, we create an online open-source for both interested scholars who want to enter this rapidly developing domain and experts who would like to compare GRL methods.