Fuzzy Logic
Networked Communication for Mean-Field Games with Function Approximation and Empirical Mean-Field Estimation
Benjamin, Patrick, Abate, Alessandro
Recent works have provided algorithms by which decentralised agents, which may be connected via a communication network, can learn equilibria in Mean-Field Games from a single, non-episodic run of the empirical system. However, these algorithms are given for tabular settings: this computationally limits the size of players' observation space, meaning that the algorithms are not able to handle anything but small state spaces, nor to generalise beyond policies depending on the ego player's state to so-called 'population-dependent' policies. We address this limitation by introducing function approximation to the existing setting, drawing on the Munchausen Online Mirror Descent method that has previously been employed only in finite-horizon, episodic, centralised settings. While this permits us to include the population's mean-field distribution in the observation for each player's policy, it is arguably unrealistic to assume that decentralised agents would have access to this global information: we therefore additionally provide new algorithms that allow agents to estimate the global empirical distribution based on a local neighbourhood, and to improve this estimate via communication over a given network. Our experiments showcase how the communication network allows decentralised agents to estimate the mean-field distribution for population-dependent policies, and that exchanging policy information helps networked agents to outperform both independent and even centralised agents in function-approximation settings, by an even greater margin than in tabular settings.
Sentiment and Emotion-aware Multi-criteria Fuzzy Group Decision Making System
Yerkin, Adilet, Shamoi, Pakizar, Kadyrgali, Elnara
In today's world, making decisions as a group is common, whether choosing a restaurant or deciding on a holiday destination. Group decision-making (GDM) systems play a crucial role by facilitating consensus among participants with diverse preferences. Discussions are one of the main tools people use to make decisions. When people discuss alternatives, they use natural language to express their opinions. Traditional GDM systems generally require participants to provide explicit opinion values to the system. However, in real-life scenarios, participants often express their opinions through some text (e.g., in comments, social media, messengers, etc.). This paper introduces a sentiment and emotion-aware multi-criteria fuzzy GDM system designed to enhance consensus-reaching effectiveness in group settings. This system incorporates natural language processing to analyze sentiments and emotions expressed in textual data, enabling an understanding of participant opinions besides the explicit numerical preference inputs. Once all the experts have provided their preferences for the alternatives, the individual preferences are aggregated into a single collective preference matrix. This matrix represents the collective expert opinion regarding the other options. Then, sentiments, emotions, and preference scores are inputted into a fuzzy inference system to get the overall score. The proposed system was used for a small decision-making process - choosing the hotel for a vacation by a group of friends. Our findings demonstrate that integrating sentiment and emotion analysis into GDM systems allows everyone's feelings and opinions to be considered during discussions and significantly improves consensus among participants.
The Evolution of Reinforcement Learning in Quantitative Finance
Pippas, Nikolaos, Turkay, Cagatay, Ludvig, Elliot A.
Reinforcement Learning (RL) has experienced significant advancement over the past decade, prompting a growing interest in applications within finance. This survey critically evaluates 167 publications, exploring diverse RL applications and frameworks in finance. Financial markets, marked by their complexity, multi-agent nature, information asymmetry, and inherent randomness, serve as an intriguing test-bed for RL. Traditional finance offers certain solutions, and RL advances these with a more dynamic approach, incorporating machine learning methods, including transfer learning, meta-learning, and multi-agent solutions. This survey dissects key RL components through the lens of Quantitative Finance. We uncover emerging themes, propose areas for future research, and critique the strengths and weaknesses of existing methods.
AI-Powered Dynamic Fault Detection and Performance Assessment in Photovoltaic Systems
Salazar-Pena, Nelson, Tabares, Alejandra, Gonzalez-Mancera, Andres
The intermittent nature of photovoltaic (PV) solar energy, driven by variable weather, leads to power losses of 10-70% and an average energy production decrease of 25%. Accurate loss characterization and fault detection are crucial for reliable PV system performance and efficiency, integrating this data into control signal monitoring systems. Computational modeling of PV systems supports technological, economic, and performance analyses, but current models are often rigid, limiting advanced performance optimization and innovation. Conventional fault detection strategies are costly and often yield unreliable results due to complex data signal profiles. Artificial intelligence (AI), especially machine learning algorithms, offers improved fault detection by analyzing relationships between input parameters (e.g., meteorological and electrical) and output metrics (e.g., production). Once trained, these models can effectively identify faults by detecting deviations from expected performance. This research presents a computational model using the PVlib library in Python, incorporating a dynamic loss quantification algorithm that processes meteorological, operational, and technical data. An artificial neural network (ANN) trained on synthetic datasets with a five-minute resolution simulates real-world PV system faults. A dynamic threshold definition for fault detection is based on historical data from a PV system at Universidad de los Andes. Key contributions include: (i) a PV system model with a mean absolute error of 6.0% in daily energy estimation; (ii) dynamic loss quantification without specialized equipment; (iii) an AI-based algorithm for technical parameter estimation, avoiding special monitoring devices; and (iv) a fault detection model achieving 82.2% mean accuracy and 92.6% maximum accuracy.
Heavy-Ball Momentum Accelerated Actor-Critic With Function Approximation
Dong, Yanjie, Zhang, Haijun, Wang, Gang, Cui, Shisheng, Hu, Xiping
By using an parametric value function to replace the Monte-Carlo rollouts for value estimation, the actor-critic (AC) algorithms can reduce the variance of stochastic policy gradient so that to improve the convergence rate. While existing works mainly focus on analyzing convergence rate of AC algorithms under Markovian noise, the impacts of momentum on AC algorithms remain largely unexplored. In this work, we first propose a heavy-ball momentum based advantage actor-critic (\mbox{HB-A2C}) algorithm by integrating the heavy-ball momentum into the critic recursion that is parameterized by a linear function. When the sample trajectory follows a Markov decision process, we quantitatively certify the acceleration capability of the proposed HB-A2C algorithm. Our theoretical results demonstrate that the proposed HB-A2C finds an $\epsilon$-approximate stationary point with $\oo{\epsilon^{-2}}$ iterations for reinforcement learning tasks with Markovian noise. Moreover, we also reveal the dependence of learning rates on the length of the sample trajectory. By carefully selecting the momentum factor of the critic recursion, the proposed HB-A2C can balance the errors introduced by the initialization and the stoschastic approximation.
Stochastic Semi-Gradient Descent for Learning Mean Field Games with Population-Aware Function Approximation
Zhang, Chenyu, Chen, Xu, Di, Xuan
Mean field games (MFGs) model the interactions within a large-population multi-agent system using the population distribution. Traditional learning methods for MFGs are based on fixed-point iteration (FPI), which calculates best responses and induced population distribution separately and sequentially. However, FPI-type methods suffer from inefficiency and instability, due to oscillations caused by the forward-backward procedure. This paper considers an online learning method for MFGs, where an agent updates its policy and population estimates simultaneously and fully asynchronously, resulting in a simple stochastic gradient descent (SGD) type method called SemiSGD. Not only does SemiSGD exhibit numerical stability and efficiency, but it also provides a novel perspective by treating the value function and population distribution as a unified parameter. We theoretically show that SemiSGD directs this unified parameter along a descent direction to the mean field equilibrium. Motivated by this perspective, we develop a linear function approximation (LFA) for both the value function and the population distribution, resulting in the first population-aware LFA for MFGs on continuous state-action space. Finite-time convergence and approximation error analysis are provided for SemiSGD equipped with population-aware LFA.
On learning capacities of Sugeno integrals with systems of fuzzy relational equations
In this article, we introduce a method for learning a capacity underlying a Sugeno integral according to training data based on systems of fuzzy relational equations. To the training data, we associate two systems of equations: a $\max-\min$ system and a $\min-\max$ system. By solving these two systems (in the case that they are consistent) using Sanchez's results, we show that we can directly obtain the extremal capacities representing the training data. By reducing the $\max-\min$ (resp. $\min-\max$) system of equations to subsets of criteria of cardinality less than or equal to $q$ (resp. of cardinality greater than or equal to $n-q$), where $n$ is the number of criteria, we give a sufficient condition for deducing, from its potential greatest solution (resp. its potential lowest solution), a $q$-maxitive (resp. $q$-minitive) capacity. Finally, if these two reduced systems of equations are inconsistent, we show how to obtain the greatest approximate $q$-maxitive capacity and the lowest approximate $q$-minitive capacity, using recent results to handle the inconsistency of systems of fuzzy relational equations.
Educational Customization by Homogenous Grouping of e-Learners based on their Learning Styles
amiri, Mohammadreza, montazer, GholamAli, Mousavi, Ebrahim
The E-learning environment offers greater flexibility compared to face-to-face interactions, allowing for adapting educational content to meet learners' individual needs and abilities through personalization and customization of e-content and the educational process. Despite the advantages of this approach, customizing the learning environment can reduce the costs of tutoring systems for similar learners by utilizing the same content and process for co-like learning groups. Various indicators for grouping learners exist, but many of them are conceptual, uncertain, and subject to change over time. In this article, we propose using the Felder-Silverman model, which is based on learning styles, to group similar learners. Additionally, we model the behaviors and actions of e-learners in a network environment using Fuzzy Set Theory (FST). After identifying the learning styles of the learners, co-like learning groups are formed, and each group receives adaptive content based on their preferences, needs, talents, and abilities. By comparing the results of the experimental and control groups, we determine the effectiveness of the proposed grouping method. In terms of "educational success," the weighted average score of the experimental group is 17.65 out of 20, while the control group achieves a score of 12.6 out of 20. Furthermore, the "educational satisfaction" of the experimental group is 67%, whereas the control group's satisfaction level is 37%.
Intuitionistic Fuzzy Cognitive Maps for Interpretable Image Classification
Sovatzidi, Georgia, Vasilakakis, Michael D., Iakovidis, Dimitris K.
The interpretability of machine learning models is critical, as users may be reluctant to rely on their inferences. Intuitionistic FCMs (iFCMs) have been proposed as an extension of FCMs offering a natural mechanism to assess the quality of their output through the estimation of hesitancy, a concept resembling to human hesitation in decision making. To address the challenge of interpretable image classification, this paper introduces a novel framework, named Interpretable Intuitionistic FCM (I2FCM) which is domain-independent, simple to implement, and can be applied on Convolutional Neural Network (CNN) models, rendering them interpretable. To the best of our knowledge this is the first time iFCMs are applied for image classification. Further novel contributions include: a feature extraction process focusing on the most informative image regions; a learning algorithm for data-driven determination of the intuitionistic fuzzy interconnections of the iFCM; an inherently interpretable classification approach based on image contents. In the context of image classification, hesitancy is considered as a degree of inconfidence with which an image is categorized to a class. The constructed iFCM model distinguishes the most representative image semantics and analyses them utilizing cause-and-effect relations. The effectiveness of the introduced framework is evaluated on publicly available datasets, and the experimental results confirm that it can provide enhanced classification performance, while providing interpretable inferences.
Artificial Intelligence for Public Health Surveillance in Africa: Applications and Opportunities
Tshimula, Jean Marie, Kalengayi, Mitterrand, Makenga, Dieumerci, Lilonge, Dorcas, Asumani, Marius, Madiya, Déborah, Kalonji, Élie Nkuba, Kanda, Hugues, Galekwa, René Manassé, Kumbu, Josias, Mikese, Hardy, Tshimula, Grace, Muabila, Jean Tshibangu, Mayemba, Christian N., Nkashama, D'Jeff K., Kalala, Kalonji, Ataky, Steve, Basele, Tighana Wenge, Didier, Mbuyi Mukendi, Kasereka, Selain K., Dialufuma, Maximilien V., Kumwita, Godwill Ilunga Wa, Muyuku, Lionel, Kimpesa, Jean-Paul, Muteba, Dominique, Abedi, Aaron Aruna, Ntobo, Lambert Mukendi, Bundutidi, Gloria M., Mashinda, Désiré Kulimba, Mpinga, Emmanuel Kabengele, Kasoro, Nathanaël M.
Artificial Intelligence (AI) is revolutionizing various fields, including public health surveillance. In Africa, where health systems frequently encounter challenges such as limited resources, inadequate infrastructure, failed health information systems and a shortage of skilled health professionals, AI offers a transformative opportunity. This paper investigates the applications of AI in public health surveillance across the continent, presenting successful case studies and examining the benefits, opportunities, and challenges of implementing AI technologies in African healthcare settings. Our paper highlights AI's potential to enhance disease monitoring and health outcomes, and support effective public health interventions. The findings presented in the paper demonstrate that AI can significantly improve the accuracy and timeliness of disease detection and prediction, optimize resource allocation, and facilitate targeted public health strategies. Additionally, our paper identified key barriers to the widespread adoption of AI in African public health systems and proposed actionable recommendations to overcome these challenges.