Portfolio optimization is one of the most attentive fields that have been researched with machine learning approaches. Many researchers attempted to solve this problem using deep reinforcement learning due to its efficient inherence that can handle the property of financial markets. However, most of them can hardly be applicable to real-world trading since they ignore or extremely simplify the realistic constraints of transaction costs. These constraints have a significantly negative impact on portfolio profitability. In our research, a conservative level of transaction fees and slippage are considered for the realistic experiment. To enhance the performance under those constraints, we propose a novel Deterministic Policy Gradient with 2D Relative-attentional Gated Transformer (DPGRGT) model. Applying learnable relative positional embeddings for the time and assets axes, the model better understands the peculiar structure of the financial data in the portfolio optimization domain. Also, gating layers and layer reordering are employed for stable convergence of Transformers in reinforcement learning. In our experiment using U.S. stock market data of 20 years, our model outperformed baseline models and demonstrated its effectiveness.

Dialogue policy learning based on reinforcement learning is difficult to be applied to real users to train dialogue agents from scratch because of the high cost. User simulators, which choose random user goals for the dialogue agent to train on, have been considered as an affordable substitute for real users. However, this random sampling method ignores the law of human learning, making the learned dialogue policy inefficient and unstable. We propose a novel framework, Automatic Curriculum Learning-based Deep Q-Network (ACL-DQN), which replaces the traditional random sampling method with a teacher policy model to realize the dialogue policy for automatic curriculum learning. The teacher model arranges a meaningful ordered curriculum and automatically adjusts it by monitoring the learning progress of the dialogue agent and the over-repetition penalty without any requirement of prior knowledge. The learning progress of the dialogue agent reflects the relationship between the dialogue agent's ability and the sampled goals' difficulty for sample efficiency. The over-repetition penalty guarantees the sampled diversity. Experiments show that the ACL-DQN significantly improves the effectiveness and stability of dialogue tasks with a statistically significant margin. Furthermore, the framework can be further improved by equipping with different curriculum schedules, which demonstrates that the framework has strong generalizability.

In this article, two types of methods from different perspectives based on spectral normalization are described for ensuring the stability of the system controlled by a neural network. The first one is that the L2 gain of the feedback system is bounded less than 1 to satisfy the stability condition derived from the small-gain theorem. While explicitly including the stability condition, the first method may provide an insufficient performance on the neural network controller due to its strict stability condition. To overcome this difficulty, the second one is proposed, which improves the performance while ensuring the local stability with a larger region of attraction. In the second method, the stability is ensured by solving linear matrix inequalities after training the neural network controller. The spectral normalization proposed in this article improves the feasibility of the a-posteriori stability test by constructing tighter local sectors. The numerical experiments show that the second method provides enough performance compared with the first one while ensuring enough stability compared with the existing reinforcement learning algorithms.

The sample-inefficiency problem in Artificial Intelligence refers to the inability of current Deep Reinforcement Learning models to optimize action policies within a small number of episodes. Recent studies have tried to overcome this limitation by adding memory systems and architectural biases to improve learning speed, such as in Episodic Reinforcement Learning. However, despite achieving incremental improvements, their performance is still not comparable to how humans learn behavioral policies. In this paper, we capitalize on the design principles of the Distributed Adaptive Control (DAC) theory of mind and brain to build a novel cognitive architecture (DAC-ML) that, by incorporating a hippocampus-inspired sequential memory system, can rapidly converge to effective action policies that maximize reward acquisition in a challenging foraging task.

In this article, we aim to provide a literature review of different formulations and approaches to continual reinforcement learning (RL), also known as lifelong or non-stationary RL. We begin by discussing our perspective on why RL is a natural fit for studying continual learning. We then provide a taxonomy of different continual RL formulations and mathematically characterize the non-stationary dynamics of each setting. We go on to discuss evaluation of continual RL agents, providing an overview of benchmarks used in the literature and important metrics for understanding agent performance. Finally, we highlight open problems and challenges in bridging the gap between the current state of continual RL and findings in neuroscience. While still in its early days, the study of continual RL has the promise to develop better incremental reinforcement learners that can function in increasingly realistic applications where non-stationarity plays a vital role. These include applications such as those in the fields of healthcare, education, logistics, and robotics.

Online reviews are a vital source of information when purchasing a service or a product. Opinion spammers manipulate these reviews, deliberately altering the overall perception of the service. Though there exists a corpus of online reviews, only a few have been labeled as spam or non-spam, making it difficult to train spam detection models. We propose an adversarial training mechanism leveraging the capabilities of Generative Pre-Training 2 (GPT-2) for classifying opinion spam with limited labeled data and a large set of unlabeled data. Experiments on TripAdvisor and YelpZip datasets show that the proposed model outperforms state-of-the-art techniques by at least 7% in terms of accuracy when labeled data is limited. The proposed model can also generate synthetic spam/non-spam reviews with reasonable perplexity, thereby, providing additional labeled data during training.

Purpose: Lesion segmentation in medical imaging is key to evaluating treatment response. We have recently shown that reinforcement learning can be applied to radiological images for lesion localization. Furthermore, we demonstrated that reinforcement learning addresses important limitations of supervised deep learning; namely, it can eliminate the requirement for large amounts of annotated training data and can provide valuable intuition lacking in supervised approaches. However, we did not address the fundamental task of lesion/structure-of-interest segmentation. Here we introduce a method combining unsupervised deep learning clustering with reinforcement learning to segment brain lesions on MRI. Materials and Methods: We initially clustered images using unsupervised deep learning clustering to generate candidate lesion masks for each MRI image. The user then selected the best mask for each of 10 training images. We then trained a reinforcement learning algorithm to select the masks. We tested the corresponding trained deep Q network on a separate testing set of 10 images. For comparison, we also trained and tested a U-net supervised deep learning network on the same set of training/testing images. Results: Whereas the supervised approach quickly overfit the training data and predictably performed poorly on the testing set (16% average Dice score), the unsupervised deep clustering and reinforcement learning achieved an average Dice score of 83%. Conclusion: We have demonstrated a proof-of-principle application of unsupervised deep clustering and reinforcement learning to segment brain tumors. The approach represents human-allied AI that requires minimal input from the radiologist without the need for hand-traced annotation.

Over the last decade, the long-running endeavour to automate high-level processes in machine learning (ML) has risen to mainstream prominence, stimulated by advances in optimisation techniques and their impact on selecting ML models/algorithms. Central to this drive is the appeal of engineering a computational system that both discovers and deploys high-performance solutions to arbitrary ML problems with minimal human interaction. Beyond this, an even loftier goal is the pursuit of autonomy, which describes the capability of the system to independently adjust an ML solution over a lifetime of changing contexts. However, these ambitions are unlikely to be achieved in a robust manner without the broader synthesis of various mechanisms and theoretical frameworks, which, at the present time, remain scattered across numerous research threads. Accordingly, this review seeks to motivate a more expansive perspective on what constitutes an automated/autonomous ML system, alongside consideration of how best to consolidate those elements. In doing so, we survey developments in the following research areas: hyperparameter optimisation, multi-component models, neural architecture search, automated feature engineering, meta-learning, multi-level ensembling, dynamic adaptation, multi-objective evaluation, resource constraints, flexible user involvement, and the principles of generalisation. We also develop a conceptual framework throughout the review, augmented by each topic, to illustrate one possible way of fusing high-level mechanisms into an autonomous ML system. Ultimately, we conclude that the notion of architectural integration deserves more discussion, without which the field of automated ML risks stifling both its technical advantages and general uptake.

Multi-agent reinforcement learning (MARL) has been increasingly explored to learn the cooperative policy towards maximizing a certain global reward. Many existing studies take advantage of graph neural networks (GNN) in MARL to propagate critical collaborative information over the interaction graph, built upon inter-connected agents. Nevertheless, the vanilla GNN approach yields substantial defects in dealing with complex real-world scenarios since the generic message passing mechanism is ineffective between heterogeneous vertices and, moreover, simple message aggregation functions are incapable of accurately modeling the combinational interactions from multiple neighbors. While adopting complex GNN models with more informative message passing and aggregation mechanisms can obviously benefit heterogeneous vertex representations and cooperative policy learning, it could, on the other hand, increase the training difficulty of MARL and demand more intense and direct reward signals compared to the original global reward. To address these challenges, we propose a new cooperative learning framework with pre-trained heterogeneous observation representations. Particularly, we employ an encoder-decoder based graph attention to learn the intricate interactions and heterogeneous representations that can be more easily leveraged by MARL. Moreover, we design a pre-training with local actor-critic algorithm to ease the difficulty in cooperative policy learning. Extensive experiments over real-world scenarios demonstrate that our new approach can significantly outperform existing MARL baselines as well as operational research solutions that are widely-used in industry.

Symbolic planning models allow decision-making agents to sequence actions in arbitrary ways to achieve a variety of goals in dynamic domains. However, they are typically handcrafted and tend to require precise formulations that are not robust to human error. Reinforcement learning (RL) approaches do not require such models, and instead learn domain dynamics by exploring the environment and collecting rewards. However, RL approaches tend to require millions of episodes of experience and often learn policies that are not easily transferable to other tasks. In this paper, we address one aspect of the open problem of integrating these approaches: how can decision-making agents resolve discrepancies in their symbolic planning models while attempting to accomplish goals? We propose an integrated framework named SPOTTER that uses RL to augment and support ("spot") a planning agent by discovering new operators needed by the agent to accomplish goals that are initially unreachable for the agent. SPOTTER outperforms pure-RL approaches while also discovering transferable symbolic knowledge and does not require supervision, successful plan traces or any a priori knowledge about the missing planning operator.