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 reinforcement learning technique


Evaluation of Reinforcement Learning Techniques for Trading on a Diverse Portfolio

arXiv.org Artificial Intelligence

This work seeks to answer key research questions regarding the viability of reinforcement learning over the S&P 500 index. The on-policy techniques of Value Iteration (VI) and State-action-reward-state-action (SARSA) are implemented along with the off-policy technique of Q-Learning. The models are trained and tested on a dataset comprising multiple years of stock market data from 2000-2023. The analysis presents the results and findings from training and testing the models using two different time periods: one including the COVID-19 pandemic years and one excluding them. The results indicate that including market data from the COVID-19 period in the training dataset leads to superior performance compared to the baseline strategies. During testing, the on-policy approaches (VI and SARSA) outperform Q-learning, highlighting the influence of bias-variance tradeoff and the generalization capabilities of simpler policies. However, it is noted that the performance of Q-learning may vary depending on the stability of future market conditions. Future work is suggested, including experiments with updated Q-learning policies during testing and trading diverse individual stocks. Additionally, the exploration of alternative economic indicators for training the models is proposed.


FlapAI Bird: Training an Agent to Play Flappy Bird Using Reinforcement Learning Techniques

arXiv.org Artificial Intelligence

Reinforcement learning is one of the most popular approaches for automated game playing. This method allows an agent to estimate the expected utility of its state in order to make optimal actions in an unknown environment. We seek to apply reinforcement learning algorithms to the game Flappy Bird. We implement SARSA and Q-Learning with some modifications such as $\epsilon$-greedy policy, discretization and backward updates. We find that SARSA and Q-Learning outperform the baseline, regularly achieving scores of 1400+, with the highest in-game score of 2069.


A Survey of Reinforcement Learning Techniques: Strategies, Recent Development, and Future Directions

arXiv.org Artificial Intelligence

Reinforcement learning is one of the core components in designing an artificial intelligent system emphasizing real-time response. Reinforcement learning influences the system to take actions within an arbitrary environment either having previous knowledge about the environment model or not. In this paper, we present a comprehensive study on Reinforcement Learning focusing on various dimensions including challenges, the recent development of different state-of-the-art techniques, and future directions. The fundamental objective of this paper is to provide a framework for the presentation of available methods of reinforcement learning that is informative enough and simple to follow for the new researchers and academics in this domain considering the latest concerns. First, we illustrated the core techniques of reinforcement learning in an easily understandable and comparable way. Finally, we analyzed and depicted the recent developments in reinforcement learning approaches. My analysis pointed out that most of the models focused on tuning policy values rather than tuning other things in a particular state of reasoning.


Using Deep Q-Learning in FIFA 18 to perfect the art of free-kicks

#artificialintelligence

A code tutorial in Tensorflow that uses Reinforcement Learning to take free kicks. In my previous article, I presented an AI bot trained to play the game of FIFA using Supervised Learning technique. However, the training data required to improve it further quickly became cumbersome to gather and provided little-to-no improvements, making this approach very time consuming. For this sake, I decided to switch to Reinforcement Learning, as suggested by almost everyone who commented on that article! In this article, I'll provide a short description of what Reinforcement Learning is and how I applied it to this game.


Reinforcement Learning Techniques with R Udemy

@machinelearnbot

Reinforcement Learning is a type of machine learning that allows machines and software agents to act smart and automatically detect the ideal behavior within a specific environment, in order to maximize its performance and productivity. Reinforcement Learning is becoming popular because it not only serves as an way to study how machine and software agents learn to act, it is also been used as a tool for constructing autonomous systems that improve themselves with experience. This video will give you a brief introduction to Reinforcement Learning; it will help you navigate the "Grid world" to calculate likely successful outcomes using the popular MDPToolbox package. This video will show you how the Stimulus - Action - Reward algorithm works in Reinforcement Learning. By the end of this video you will have a basic understanding of the concept of reinforcement learning, you will have compiled your first Reinforcement Learning program, and will have mastered programming the environment for Reinforcement Learning.