Explorations of the Practical Issues of Learning Prediction-Control Tasks Using Temporal Difference Learning Methods

There has been recent interest in using temporal difference learning methods to attack problems of prediction and control. While these algorithms have been brought to bear on many problems, they remain poorly understood. It is the purpose of this thesis to further explore these algorithms, presenting a framework for viewing them and raising a number of practical issues and exploring those issues in the context of several case studies. This includes applying the TD(lambda) algorithm to: 1) learning to play tic-tac-toe from the outcome of self-play and of play against a perfectly-playing opponent and 2) learning simple one-dimensional segmentation tasks.

Task-Level Robot Learning

We are investigating how to program robots so that they learn from experience. Our goal is to develop principled methods of learning that can improve a robot's performance of a wide range of dynamic tasks. We have developed task-level learning that successfully improves a robot's performance of two complex tasks, ball-throwing and juggling. With task- level learning, a robot practices a task, monitors its own performance, and uses that experience to adjust its task-level commands. This learning method serves to complement other approaches, such as model calibration, for improving robot performance.

Learning Commonsense Categorical Knowledge in a Thread Memory System

If we are to understand how we can build machines capable of broad purpose learning and reasoning, we must first aim to build systems that can represent, acquire, and reason about the kinds of commonsense knowledge that we humans have about the world. This endeavor suggests steps such as identifying the kinds of knowledge people commonly have about the world, constructing suitable knowledge representations, and exploring the mechanisms that people use to make judgments about the everyday world. In this work, I contribute to these goals by proposing an architecture for a system that can learn commonsense knowledge about the properties and behavior of objects in the world. The architecture described here augments previous machine learning systems in four ways: (1) it relies on a seven dimensional notion of context, built from information recently given to the system, to learn and reason about objects' properties; (2) it has multiple methods that it can use to reason about objects, so that when one method fails, it can fall back on others; (3) it illustrates the usefulness of reasoning about objects by thinking about their similarity to other, better known objects, and by inferring properties of objects from the categories that they belong to; and (4) it represents an attempt to build an autonomous learner and reasoner, that sets its own goals for learning about the world and deduces new facts by reflecting on its acquired knowledge. This thesis describes this architecture, as well as a first implementation, that can learn from sentences such as ``A blue bird flew to the tree'' and ``The small bird flew to the cage'' that birds can fly. One of the main contributions of this work lies in suggesting a further set of salient ideas about how we can build broader purpose commonsense artificial learners and reasoners.

A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks

We propose a nonparametric method for estimating derivative financial asset pricing formulae using learning networks. To demonstrate feasibility, we first simulate Black-Scholes option prices and show that learning networks can recover the Black-Scholes formula from a two-year training set of daily options prices, and that the resulting network formula can be used successfully to both price and delta-hedge options out-of-sample. For comparison, we estimate models using four popular methods: ordinary least squares, radial basis functions, multilayer perceptrons, and projection pursuit. To illustrate practical relevance, we also apply our approach to S&P 500 futures options data from 1987 to 1991.