average
Leverage the Average: an Analysis of KL Regularization in Reinforcement Learning
Recent Reinforcement Learning (RL) algorithms making use of Kullback-Leibler (KL) regularization as a core component have shown outstanding performance. Yet, only little is understood theoretically about why KL regularization helps, so far. We study KL regularization within an approximate value iteration scheme and show that it implicitly averages q-values. Leveraging this insight, we provide a very strong performance bound, the very first to combine two desirable aspects: a linear dependency to the horizon (instead of quadratic) and an error propagation term involving an averaging effect of the estimation errors (instead of an accumulation effect). We also study the more general case of an additional entropy regularizer. The resulting abstract scheme encompasses many existing RL algorithms. Some of our assumptions do not hold with neural networks, so we complement this theoretical analysis with an extensive empirical study.
BigPanda Report Finds IT Outages Cost Businesses $12,913 Per Minute on Average
BigPanda, the leader in AIOps Event Correlation and Automation, released the findings of a new report titled "The Modern IT Outage: Costs, Causes and Cures," which found that the average cost of an IT Outage is $12,913 per minute. Produced in conjunction with Enterprise Management Associates (EMA), the report also found a correlation between IT outage costs and the size of an organization, as businesses with more than 20,000 employees lose an average of $25,402 per minute due to outages, translating to more than $1.5 million per hour. "For years there has been a largely unchallenged urban legend that the cost of an IT outage is $5,600 per minute, but our research shows it's actually more than double that amount," said Assaf Resnick, co-founder and CEO at BigPanda. "Ultimately, this underscores the importance of minimizing IT outages on the front end and acting quickly to remediate them if and when they do occur. Particularly in the face of economic uncertainty and an IT talent shortage, the numbers validate how imperative it is for today's organizations to adopt AIOps to lower the risk of frequent, lengthy, and costly outages."
AI at Rescue: Demand Forecasting
Originally published on Towards AI the World's Leading AI and Technology News and Media Company. If you are building an AI-related product or service, we invite you to consider becoming an AI sponsor. At Towards AI, we help scale AI and technology startups. Let us help you unleash your technology to the masses. Demand Forecasting is a field of predictive analytics that predicts customer demand based on historical data and other related variables to drive the supply chain decision-making process.
4 Techniques to Handle Missing values in Time Series Data
The real-world data often contain missing values. All types of the dataset including time-series data have the problem with missing values. The cause of missing values can be data corruption or failure to record data at any given time. Time Series models work with the complete data and therefore they require to impute the missing values prior to the modeling or actual time series analysis. Dropping the missing value is however an inappropriate solution, as we may lose the correlation of adjacent observation.
Implementation of a Type-2 Fuzzy Logic Based Prediction System for the Nigerian Stock Exchange
Davies, Isobo Nelson, Ene, Donald, Cookey, Ibiere Boma, Lenu, Godwin Fred
Stock Market can be easily seen as one of the most attractive places for investors, but it is also very complex in terms of making trading decisions. Predicting the market is a risky venture because of the uncertainties and nonlinear nature of the market. Deciding on the right time to trade is key to every successful trader as it can lead to either a huge gain of money or totally a loss in investment that will be recorded as a careless trade. The aim of this research is to develop a prediction system for stock market using Fuzzy Logic Type2 which will handle these uncertainties and complexities of human behaviour in general when it comes to buy, hold or sell decision making in stock trading. The proposed system was developed using VB.NET programming language as frontend and Microsoft SQL Server as backend. A total of four different technical indicators were selected for this research. The selected indicators are the Relative Strength Index, William Average, Moving Average Convergence and Divergence, and Stochastic Oscillator. These indicators serve as input variable to the Fuzzy System. The MACD and SO are deployed as primary indicators, while the RSI and WA are used as secondary indicators. Fibonacci retracement ratio was adopted for the secondary indicators to determine their support and resistance level in terms of making trading decisions. The input variables to the Fuzzy System is fuzzified to Low, Medium, and High using the Triangular and Gaussian Membership Function. The Mamdani Type Fuzzy Inference rules were used for combining the trading rules for each input variable to the fuzzy system. The developed system was tested using sample data collected from ten different companies listed on the Nigerian Stock Exchange for a total of fifty two periods. The dataset collected are Opening, High, Low, and Closing prices of each security.
- Europe > United Kingdom > England > Greater London > London (0.04)
- North America > United States > New York (0.04)
- North America > United States > California (0.04)
- (7 more...)
Enhanced Performance of Pre-Trained Networks by Matched Augmentation Distributions
Ahmad, Touqeer, Jafarzadeh, Mohsen, Dhamija, Akshay Raj, Rabinowitz, Ryan, Cruz, Steve, Li, Chunchun, Boult, Terrance E.
There exists a distribution discrepancy between training and testing, in the way images are fed to modern CNNs. Recent work tried to bridge this gap either by fine-tuning or re-training the network at different resolutions. However re-training a network is rarely cheap and not always viable. To this end, we propose a simple solution to address the train-test distributional shift and enhance the performance of pre-trained models -- which commonly ship as a package with deep learning platforms \eg, PyTorch. Specifically, we demonstrate that running inference on the center crop of an image is not always the best as important discriminatory information may be cropped-off. Instead we propose to combine results for multiple random crops for a test image. This not only matches the train time augmentation but also provides the full coverage of the input image. We explore combining representation of random crops through averaging at different levels \ie, deep feature level, logit level, and softmax level. We demonstrate that, for various families of modern deep networks, such averaging results in better validation accuracy compared to using a single central crop per image. The softmax averaging results in the best performance for various pre-trained networks without requiring any re-training or fine-tuning whatsoever. On modern GPUs with batch processing, the paper's approach to inference of pre-trained networks, is essentially free as all images in a batch can all be processed at once.
Tesla to increase Full Self-Driving package as it unveils update that adds an 'Assertive mode'
Elon Musk's Tesla had a busy weekend - the company announced its Full Self-Driving (FSD) package will increase to $12,000 starting January 17 and it rolled out a software update to the system. The cost of the FSD premium option is a $2,000 increase, but according to Musk it will only be available in the US. Tesla also unleased the latest FSD beta 10.3 with three driving modes that gives vehicles a'Chill,' 'Average' or'Assertive' approach while on the road. The Assertive mode, however, has caused a stir among the public, as it may perform rolling stops, which many people say is illegal in most US states. Tesla's FSD is available to drivers with high safety scores of 100 out of 100.
- North America > United States > California (0.07)
- North America > United States > Texas (0.05)
- North America > United States > New Jersey (0.05)
Accelerating Reinforcement Learning by Composing Solutions of Automatically Identified Subtasks
This paper discusses a system that accelerates reinforcement learning by using transfer from related tasks. Without such transfer, even if two tasks are very similar at some abstract level, an extensive re-learning effort is required. The system achieves much of its power by transferring parts of previously learned solutions rather than a single complete solution. The system exploits strong features in the multi-dimensional function produced by reinforcement learning in solving a particular task. These features are stable and easy to recognize early in the learning process. They generate a partitioning of the state space and thus the function. The partition is represented as a graph. This is used to index and compose functions stored in a case base to form a close approximation to the solution of the new task. Experiments demonstrate that function composition often produces more than an order of magnitude increase in learning rate compared to a basic reinforcement learning algorithm.