Reinforcement Learning
A Novel Deep Reinforcement Learning Based Stock Direction Prediction using Knowledge Graph and Community Aware Sentiments
Altuner, Anil Berk, Kilimci, Zeynep Hilal
Stock market prediction has been an important topic for investors, researchers, and analysts. Because it is affected by too many factors, stock market prediction is a difficult task to handle. In this study, we propose a novel method that is based on deep reinforcement learning methodologies for the direction prediction of stocks using sentiments of community and knowledge graph. For this purpose, we firstly construct a social knowledge graph of users by analyzing relations between connections. After that, time series analysis of related stock and sentiment analysis is blended with deep reinforcement methodology. Turkish version of Bidirectional Encoder Representations from Transformers (BerTurk) is employed to analyze the sentiments of the users while deep Q-learning methodology is used for the deep reinforcement learning side of the proposed model to construct the deep Q network. In order to demonstrate the effectiveness of the proposed model, Garanti Bank (GARAN), Akbank (AKBNK), T\"urkiye \.I\c{s} Bankas{\i} (ISCTR) stocks in Istanbul Stock Exchange are used as a case study. Experiment results show that the proposed novel model achieves remarkable results for stock market prediction task.
User Role Discovery and Optimization Method based on K-means + Reinforcement learning in Mobile Applications
With the widespread use of mobile phones, users can share their location and activity anytime, anywhere, as a form of check-in data. These data reflect user features. Long-term stable, and a set of user-shared features can be abstracted as user roles. The role is closely related to the user's social background, occupation, and living habits. This study provides four main contributions. Firstly, user feature models from different views for each user are constructed from the analysis of check-in data. Secondly, K-Means algorithm is used to discover user roles from user features. Thirdly, a reinforcement learning algorithm is proposed to strengthen the clustering effect of user roles and improve the stability of the clustering result. Finally, experiments are used to verify the validity of the method, the results of which show the effectiveness of the method.
Gap-Dependent Bounds for Two-Player Markov Games
Dou, Zehao, Yang, Zhuoran, Wang, Zhaoran, Du, Simon S.
Recently, designing an effective and efficient algorithm to obtain a nea r-optimal strategy in sequential decision-making tasks has attracted more and more interest in the field of modern reinforcement learning (RL) [ SB88 ]. By estimating the optimal state-action value function (a.k.a Q-fun ction), Q-learning method [ WD92 ] is one of the most popular classes of algorithms. In each iteration o f Q-learning algorithms, the agent greedily chooses the action with th e largest Q value and achieve his reward and the next state by interacting with the underlying RL e nvironment. At the same time, the algorithm keeps updating the Q-values by using Bellman Equa tion. In comparison, the model-based methods attempt to reveal the structure of the en vironment, which lead to more memory and worse time efficiency. That's why Q-learning, a typical model-free method, is playing an important role in a wide range of RL problems [ MKS
Distilling Reinforcement Learning Tricks for Video Games
Kanervisto, Anssi, Scheller, Christian, Schraner, Yanick, Hautamäki, Ville
Reinforcement learning (RL) research focuses on general solutions that can be applied across different domains. This results in methods that RL practitioners can use in almost any domain. However, recent studies often lack the engineering steps ("tricks") which may be needed to effectively use RL, such as reward shaping, curriculum learning, and splitting a large task into smaller chunks. Such tricks are common, if not necessary, to achieve state-of-the-art results and win RL competitions. To ease the engineering efforts, we distill descriptions of tricks from state-of-the-art results and study how well these tricks can improve a standard deep Q-learning agent. The long-term goal of this work is to enable combining proven RL methods with domain-specific tricks by providing a unified software framework and accompanying insights in multiple domains.
Model Mediated Teleoperation with a Hand-Arm Exoskeleton in Long Time Delays Using Reinforcement Learning
Beik-Mohammadi, Hadi, Kerzel, Matthias, Pleintinger, Benedikt, Hulin, Thomas, Reisich, Philipp, Schmidt, Annika, Pereira, Aaron, Wermter, Stefan, Lii, Neal Y.
Telerobotic systems must adapt to new environmental conditions and deal with high uncertainty caused by long-time delays. As one of the best alternatives to human-level intelligence, Reinforcement Learning (RL) may offer a solution to cope with these issues. This paper proposes to integrate RL with the Model Mediated Teleoperation (MMT) concept. The teleoperator interacts with a simulated virtual environment, which provides instant feedback. Whereas feedback from the real environment is delayed, feedback from the model is instantaneous, leading to high transparency. The MMT is realized in combination with an intelligent system with two layers. The first layer utilizes Dynamic Movement Primitives (DMP) which accounts for certain changes in the avatar environment. And, the second layer addresses the problems caused by uncertainty in the model using RL methods. Augmented reality was also provided to fuse the avatar device and virtual environment models for the teleoperator. Implemented on DLR's Exodex Adam hand-arm haptic exoskeleton, the results show RL methods are able to find different solutions when changes are applied to the object position after the demonstration. The results also show DMPs to be effective at adapting to new conditions where there is no uncertainty involved.
MHER: Model-based Hindsight Experience Replay
Yang, Rui, Fang, Meng, Han, Lei, Du, Yali, Luo, Feng, Li, Xiu
Solving multi-goal reinforcement learning (RL) problems with sparse rewards is generally challenging. Existing approaches have utilized goal relabeling on collected experiences to alleviate issues raised from sparse rewards. However, these methods are still limited in efficiency and cannot make full use of experiences. In this paper, we propose Model-based Hindsight Experience Replay (MHER), which exploits experiences more efficiently by leveraging environmental dynamics to generate virtual achieved goals. Replacing original goals with virtual goals generated from interaction with a trained dynamics model leads to a novel relabeling method, \emph{model-based relabeling} (MBR). Based on MBR, MHER performs both reinforcement learning and supervised learning for efficient policy improvement. Theoretically, we also prove the supervised part in MHER, i.e., goal-conditioned supervised learning with MBR data, optimizes a lower bound on the multi-goal RL objective. Experimental results in several point-based tasks and simulated robotics environments show that MHER achieves significantly higher sample efficiency than previous state-of-the-art methods.
Optimal Power Allocation for Rate Splitting Communications with Deep Reinforcement Learning
Hieu, Nguyen Quang, Hoang, Dinh Thai, Niyato, Dusit, Kim, Dong In
This letter introduces a novel framework to optimize the power allocation for users in a Rate Splitting Multiple Access (RSMA) network. In the network, messages intended for users are split into different parts that are a single common part and respective private parts. This mechanism enables RSMA to flexibly manage interference and thus enhance energy and spectral efficiency. Although possessing outstanding advantages, optimizing power allocation in RSMA is very challenging under the uncertainty of the communication channel and the transmitter has limited knowledge of the channel information. To solve the problem, we first develop a Markov Decision Process framework to model the dynamic of the communication channel. The deep reinforcement algorithm is then proposed to find the optimal power allocation policy for the transmitter without requiring any prior information of the channel. The simulation results show that the proposed scheme can outperform baseline schemes in terms of average sum-rate under different power and QoS requirements.
Markov Decision Process modeled with Bandits for Sequential Decision Making in Linear-flow
In membership/subscriber acquisition and retention, we sometimes need to recommend marketing content for multiple pages in sequence. Different from general sequential decision making process, the use cases have a simpler flow where customers per seeing recommended content on each page can only return feedback as moving forward in the process or dropping from it until a termination state. We refer to this type of problems as sequential decision making in linear--flow. We propose to formulate the problem as an MDP with Bandits where Bandits are employed to model the transition probability matrix. At recommendation time, we use Thompson sampling (TS) to sample the transition probabilities and allocate the best series of actions with analytical solution through exact dynamic programming. The way that we formulate the problem allows us to leverage TS's efficiency in balancing exploration and exploitation and Bandit's convenience in modeling actions' incompatibility. In the simulation study, we observe the proposed MDP with Bandits algorithm outperforms Q-learning with $\epsilon$-greedy and decreasing $\epsilon$, independent Bandits, and interaction Bandits. We also find the proposed algorithm's performance is the most robust to changes in the across-page interdependence strength.
Applications of the Free Energy Principle to Machine Learning and Neuroscience
In this thesis, we explore and apply methods inspired by the free energy principle to two important areas in machine learning and neuroscience. The free energy principle is a general mathematical theory of the necessary information-theoretic behaviours of systems which maintain a separation from their environment. A core postulate of the theory is that complex systems can be seen as performing variational Bayesian inference and minimizing an information-theoretic quantity called the variational free energy. The free energy principle originated in, and has been extremely influential in theoretical neuroscience, having spawned a number of neurophysiologically realistic process theories, and maintaining close links with Bayesian Brain viewpoints. The thesis is split into three main parts where we apply methods and insights from the free energy principle to understand questions first in perception, then action, and finally learning. Specifically, in the first section, we focus on the theory of predictive coding, a neurobiologically plausible process theory derived from the free energy principle under certain assumptions, which argues that the primary function of the brain is to minimize prediction errors. We focus on scaling up predictive coding architectures and simulate large-scale predictive coding networks for perception on machine learning benchmarks; we investigate predictive coding's relationship to other classical filtering algorithms, and we demonstrate that many biologically implausible aspects of current models of predictive coding can be relaxed without unduly harming the performance of predictive coding models which allows for a potentially more literal translation of predictive coding theory into cortical microcircuits. In the second part of the thesis, we focus on the application of methods deriving from the free energy principle to action. We study the extension of methods of'active inference', a neurobiologically grounded account of action through variational message passing, to utilize deep artificial neural networks, allowing these methods to'scale up' to be competitive with state of the art deep reinforcement learning methods.