We propose a planning-based method to teach an agent to manage portfolio from scratch. Our approach combines deep reinforcement learning techniques with search techniques like AlphaGo. By uniting the advantages in A* search algorithm with Monte Carlo tree search, we come up with a new algorithm named A* tree search in which best information is returned to guide next search. Also, the expansion mode of Monte Carlo tree is improved for a higher utilization of the neural network. The suggested algorithm can also optimize non-differentiable utility function by combinatorial search. This technique is then used in our trading system. The major component is a neural network that is trained by trading experiences from tree search and outputs prior probability to guide search by pruning away branches in turn. Experimental results on simulated and real financial data verify the robustness of the proposed trading system and the trading system produces better strategies than several approaches based on reinforcement learning.

Limited lookahead has been studied for decades in complete-information games. We initiate a new direction via two simultaneous deviation points: generalization to incomplete-information games and a game-theoretic approach. We study how one should act when facing an opponent whose lookahead is limited. We study this for opponents that differ based on their lookahead depth, based on whether they, too, have incomplete information, and based on how they break ties. We characterize the hardness of finding a Nash equilibrium or an optimal commitment strategy for either player, showing that in some of these variations the problem can be solved in polynomial time while in others it is PPAD-hard or NP-hard. We proceed to design algorithms for computing optimal commitment strategies---for when the opponent breaks ties favorably, according to a fixed rule, or adversarially. We then experimentally investigate the impact of limited lookahead. The limited-lookahead player often obtains the value of the game if she knows the expected values of nodes in the game tree for some equilibrium---but we prove this is not sufficient in general. Finally, we study the impact of noise in those estimates and different lookahead depths. This uncovers an incomplete-information game lookahead pathology.

This technical report documents the winner of the Computational Intelligence in Games(CIG) 2018 Hanabi competition. We introduce Re-determinizing IS-MCTS, a novel extension of Information Set Monte Carlo Tree Search (IS-MCTS) \cite{IS-MCTS} that prevents a leakage of hidden information into opponent models that can occur in IS-MCTS, and is particularly severe in Hanabi. Re-determinizing IS-MCTS scores higher in Hanabi for 2-4 players than previously published work. Given the 40ms competition time limit per move we use a learned evaluation function to estimate leaf node values and avoid full simulations during MCTS. For the Mixed track competition, in which the identity of the other players is unknown, a simple Bayesian opponent model is used that is updated as each game proceeds.

A survey of early work exploring how AI can be used in medicine, with somewhat more technical expositions than in the complementary volume Artificial Intelligence in Medicine."Each chapter is preceded by a brief introduction that outlines our view of its contribution to the field, the reason it was selected for inclusion in this volume, an overview of its content, and a discussion of how the work evolved after the article appeared and how it relates to other chapters in the book.

Algorithm configuration methods optimize the performance of a parameterized heuristic algorithm on a given distribution of problem instances. Recent work introduced an algorithm configuration procedure ('Structured Procrastination') that provably achieves near optimal performance with high probability and with nearly minimal runtime in the worst case. It also offers an $\textit{anytime}$ property: it keeps tightening its optimality guarantees the longer it is run. Unfortunately, Structured Procrastination is not $\textit{adaptive}$ to characteristics of the parameterized algorithm: it treats every input like the worst case. Follow-up work ('Leaps and Bounds') achieves adaptivity but trades away the anytime property. This paper introduces a new algorithm configuration method, 'Structured Procrastination with Confidence', that preserves the near-optimality and anytime properties of Structured Procrastination while adding adaptivity. In particular, the new algorithm will perform dramatically faster in settings where many algorithm configurations perform poorly; we show empirically that such settings arise frequently in practice.

Inspired by the success of AlphaGo Zero (AGZ) which utilizes Monte Carlo Tree Search (MCTS) with Supervised Learning via Neural Network to learn the optimal policy and value function, in this work, we focus on establishing formally that such an approach indeed finds optimal policy asymptotically, as well as establishing non-asymptotic guarantees in the process. We shall focus on infinite-horizon discounted Markov Decision Process to establish the results. To start with, it requires establishing the MCTS's claimed property in the literature that for any given query state, MCTS provides approximate value function for the state with enough simulation steps of MDP. We provide non-asymptotic analysis establishing this property by analyzing a non-stationary multi-arm bandit setup. Our proof suggests that MCTS needs to be utilized with polynomial rather than logarithmic "upper confidence bound" for establishing its desired performance -- interestingly enough, AGZ chooses such polynomial bound. Using this as a building block, combined with nearest neighbor supervised learning, we argue that MCTS acts as a "policy improvement" operator; it has a natural "bootstrapping" property to iteratively improve value function approximation for all states, due to combining with supervised learning, despite evaluating at only finitely many states. In effect, we establish that to learn $\varepsilon$ approximation of value function in $\ell_\infty$ norm, MCTS combined with nearest-neighbors requires samples scaling as $\widetilde{O}\big(\varepsilon^{-(d+4)}\big)$, where $d$ is the dimension of the state space. This is nearly optimal due to a minimax lower bound of $\widetilde{\Omega}\big(\varepsilon^{-(d+2)}\big).$

To relieve the pain of manually selecting machine learning algorithms and tuning hyperparameters, automated machine learning (AutoML) methods have been developed to automatically search for good models. Due to the huge model search space, it is impossible to try all models. Users tend to distrust automatic results and increase the search budget as much as they can, thereby undermining the efficiency of AutoML. To address these issues, we design and implement ATMSeer, an interactive visualization tool that supports users in refining the search space of AutoML and analyzing the results. To guide the design of ATMSeer, we derive a workflow of using AutoML based on interviews with machine learning experts. A multi-granularity visualization is proposed to enable users to monitor the AutoML process, analyze the searched models, and refine the search space in real time. We demonstrate the utility and usability of ATMSeer through two case studies, expert interviews, and a user study with 13 end users.

JANICE S. AIKINS Dr. Aikins received her Ph.D. in computer science from Stanford University in 1980. She is currently a research computer scientist at IBM's Palo Alto Scientific Center. She specializes in designing systems with an emphasis on the explicit representation of control knowledge in expert systems. ROBERT L. BLUM Dr. Blum received his M.D. from the University of California Medical School at San Francisco in 1973. From 1973 to 1976 he did an internship and residency in the Department of Internal Medicine at the Kaiser Foundation Hospital in Oakland, California, where he was chief resident in 1976.

Constructing of molecular structural models from Cryo-Electron Microscopy (Cryo-EM) density volumes is the critical last step of structure determination by Cryo-EM technologies. Methods have evolved from manual construction by structural biologists to perform 6D translation-rotation searching, which is extremely compute-intensive. In this paper, we propose a learning-based method and formulate this problem as a vision-inspired 3D detection and pose estimation task. We develop a deep learning framework for amino acid determination in a 3D Cryo-EM density volume. We also design a sequence-guided Monte Carlo Tree Search (MCTS) to thread over the candidate amino acids to form the molecular structure. This framework achieves 91% coverage on our newly proposed dataset and takes only a few minutes for a typical structure with a thousand amino acids. Our method is hundreds of times faster and several times more accurate than existing automated solutions without any human intervention.

Abstract--The Interaction-Transformation (IT) is a new representation for Symbolic Regression that restricts the search space into simpler, but expressive, function forms. This representation has the advantage of creating a smoother search space unlike the space generated by Expression Trees, the common representation used in Genetic Programming. This paper introduces an Evolutionary Algorithmcapable of evolving a population of IT expressions supported only by the mutation operator. The results show that this representation is capable of finding better approximations to real-world data sets when compared to traditional approaches and a state-of-the-art Genetic Programming algorithm. I. INTRODUCTION Regression analysis has the objective of describing the relationship between measurable variables [1]. This analysis can be used to make predictions of not yet observed samples, to study a system's behavior or to calculate the statistical properties of such system. F. O. de Franca is with Federal University of ABC, Center for Mathematics, Computationand Cognition, Heuristics, Analysis and Learning Laboratory, São Paulo, Brazil, email: folivetti@ufabc.edu.br,