Reinforcement learning applications in dynamic pricing of retail markets

In this paper, we investigate the use of reinforcement learning (RL) techniques to the problem of determining dynamic prices in an electronic retail market. As representative models, we consider a single seller market and a two seller market, and formulate the dynamic pricing problem in a setting that easily generalizes to markets with more than two sellers. We first formulate the single seller dynamic pricing problem in the RL framework and solve the problem using the Q-learning algorithm through simulation. Next we model the two seller dynamic pricing problem as a Markovian game and formulate the problem in the RL framework. We solve this problem using actor-critic algorithms through simulation. We believe our approach to solving these problems is a promising way of setting dynamic prices in multi-agent environments. We illustrate the methodology with two illustrative examples of typical retail markets.

A neural network based automatic generation control design through reinforcement learning

This paper presents the design and implementation of a learning controller for the Automatic Generation Control (AGC) in power systems based on a reinforcement learning (RL) framework. In contrast to the recent RL scheme for AGC proposed by us, the present method permits handling of power system variables such as Area Control Error (ACE) and deviations from scheduled frequency and tie-line flows as continuous variables. (In the earlier scheme, these variables have to be quantized into finitely many levels). The optimal control law is arrived at in the RL framework by making use of Q-learning strategy. Since the state variables are continuous, we propose the use of Radial Basis Function (RBF) neural networks to compute the Q-values for a given input state. Since, in this application we cannot provide training data appropriate for the standard supervised learning framework, a reinforcement learning algorithm is employed to train the RBF network. We also employ a novel exploration strategy, based on a Learning Automata algorithm,for generating training samples during Q-learning. The proposed scheme, in addition to being simple to implement, inherits all the attractive features of an RL scheme such as model independent design, flexibility in control objective specification, robustness etc. Two implementations of the proposed approach are presented. Through simulation studies the attractiveness of this approach is demonstrated.

Learning polyhedral classifiers using logistic function

In this paper we propose a new algorithm for learning polyhedral classifiers. In contrast to existing methods for learning polyhedral classifier which solve a constrained optimization problem, our method solves an unconstrained optimization problem. Our method is based on a logistic function based model for the posterior probability function. We propose an alternating optimization algorithm, namely, SPLA1 (Single Polyhedral Learning Algorithm1) which maximizes the loglikelihood of the training data to learn the parameters. We also extend our method to make it independent of any user specified parameter (e.g., number of hyperplanes required to form a polyhedral set) in SPLA2. We show the effectiveness of our approach with experiments on various synthetic and real world datasets and compare our approach with a standard decision tree method (OC1) and a constrained optimization based method for learning polyhedral sets.

Human action recognition using a fast learning fully complex-valued classifier

In this paper, we use optical flow based complex-valued features extracted from video sequences to recognize human actions. The optical flow features between two image planes can be appropriately represented in the Complex plane. Therefore, we argue that motion information that is used to model the human actions should be represented as complex-valued features and propose a fast learning fully complex-valued neural classifier to solve the action recognition task. The classifier, termed as, ``fast learning fully complex-valued neural (FLFCN) classifier'' is a single hidden layer fully complex-valued neural network. The neurons in the hidden layer employ the fully complex-valued activation function of the type of a hyperbolic secant function. The parameters of the hidden layer are chosen randomly and the output weights are estimated as the minimum norm least square solution to a set of linear equations. The results indicate the superior performance of FLFCN classifier in recognizing the actions compared to real-valued support vector machines and other existing results in the literature. Complex valued representation of 2D motion and orthogonal decision boundaries boost the classification performance of FLFCN classifier. (c) 2012 Elsevier B.V. All rights reserved.

A Calcium-Dependent Plasticity Rule for HCN Channels Maintains Activity Homeostasis and Stable Synaptic Learning

Theoretical and computational frameworks for synaptic plasticity and learning have a long and cherished history, with few parallels within the well-established literature for plasticity of voltage-gated ion channels. In this study, we derive rules for plasticity in the hyperpolarization-activated cyclic nucleotide-gated (HCN) channels, and assess the synergy between synaptic and HCN channel plasticity in establishing stability during synaptic learning. To do this, we employ a conductance-based model for the hippocampal pyramidal neuron, and incorporate synaptic plasticity through the well-established Bienenstock-Cooper-Munro (BCM)-like rule for synaptic plasticity, wherein the direction and strength of the plasticity is dependent on the concentration of calcium influx. Under this framework, we derive a rule for HCN channel plasticity to establish homeostasis in synaptically-driven firing rate, and incorporate such plasticity into our model. In demonstrating that this rule for HCN channel plasticity helps maintain firing rate homeostasis after bidirectional synaptic plasticity, we observe a linear relationship between synaptic plasticity and HCN channel plasticity for maintaining firing rate homeostasis. Motivated by this linear relationship, we derive a calcium-dependent rule for HCN-channel plasticity, and demonstrate that firing rate homeostasis is maintained in the face of synaptic plasticity when moderate and high levels of cytosolic calcium influx induced depression and potentiation of the HCN-channel conductance, respectively. Additionally, we show that such synergy between synaptic and HCN-channel plasticity enhances the stability of synaptic learning through metaplasticity in the BCM-like synaptic plasticity profile. Finally, we demonstrate that the synergistic interaction between synaptic and HCN-channel plasticity preserves robustness of information transfer across the neuron under a rate-coding schema. Our results establish specific physiological roles for experimentally observed plasticity in HCN channels accompanying synaptic plasticity in hippocampal neurons, and uncover potential links between HCN-channel plasticity and calcium influx, dynamic gain control and stable synaptic learning.

Boosting-based transfer learning for multi-view head-pose classification from surveillance videos

This work proposes a boosting-based transfer learning approach for head-pose classification from multiple, low-resolution views. Head-pose classification performance is adversely affected when the source (training) and target (test) data arise from different distributions (due to change in face appearance, lighting, etc). Under such conditions, we employ Xferboost, a Logitboost-based transfer learning framework that integrates knowledge from a few labeled target samples with the source model to effectively minimize misclassifications on the target data. Experiments confirm that the Xferboost framework can improve classification performance by up to 6%, when knowledge is transferred between the CLEAR and FBK four-view headpose datasets.

Multi-task learning using shared and task specific information

Multi-task learning solves multiple related learning problems simultaneously by sharing some common structure for improved generalization performance of each task. We propose a novel approach to multi-task learning which captures task similarity through a shared basis vector set. The variability across tasks is captured through task specific basis vector set. We use sparse support vector machine (SVM) algorithm to select the basis vector sets for the tasks. The approach results in a sparse model where the prediction is done using very few examples. The effectiveness of our approach is demonstrated through experiments on synthetic and real multi-task datasets.

Joint Approximately Sparse Channel Estimation and Data Detection in OFDM Systems Using Sparse Bayesian Learning

It is well known that the impulse response of a wide-band wireless channel is approximately sparse, in the sense that it has a small number of significant components relative to the channel delay spread. In this paper, we consider the estimation of the unknown channel coefficients and its support in OFDM systems using a sparse Bayesian learning (SBL) framework for exact inference. In a quasi-static, block-fading scenario, we employ the SBL algorithm for channel estimation and propose a joint SBL (J-SBL) and a low-complexity recursive J-SBL algorithm for joint channel estimation and data detection. In a time-varying scenario, we use a first-order autoregressive model for the wireless channel and propose a novel, recursive, low-complexity Kalman filtering-based SBL (KSBL) algorithm for channel estimation. We generalize the KSBL algorithm to obtain the recursive joint KSBL algorithm that performs joint channel estimation and data detection. Our algorithms can efficiently recover a group of approximately sparse vectors even when the measurement matrix is partially unknown due to the presence of unknown data symbols. Moreover, the algorithms can fully exploit the correlation structure in the multiple measurements. Monte Carlo simulations illustrate the efficacy of the proposed techniques in terms of the mean-square error and bit error rate performance.

Two timescale convergent Q-learning for sleep-scheduling in wireless sensor networks

In this paper, we consider an intrusion detection application for Wireless Sensor Networks. We study the problem of scheduling the sleep times of the individual sensors, where the objective is to maximize the network lifetime while keeping the tracking error to a minimum. We formulate this problem as a partially-observable Markov decision process (POMDP) with continuous stateaction spaces, in a manner similar to Fuemmeler and Veeravalli (IEEE Trans Signal Process 56(5), 2091-2101, 2008). However, unlike their formulation, we consider infinite horizon discounted and average cost objectives as performance criteria. For each criterion, we propose a convergent on-policy Q-learning algorithm that operates on two timescales, while employing function approximation. Feature-based representations and function approximation is necessary to handle the curse of dimensionality associated with the underlying POMDP. Our proposed algorithm incorporates a policy gradient update using a one-simulation simultaneous perturbation stochastic approximation estimate on the faster timescale, while the Q-value parameter (arising from a linear function approximation architecture for the Q-values) is updated in an on-policy temporal difference algorithm-like fashion on the slower timescale. The feature selection scheme employed in each of our algorithms manages the energy and tracking components in a manner that assists the search for the optimal sleep-scheduling policy. For the sake of comparison, in both discounted and average settings, we also develop a function approximation analogue of the Q-learning algorithm. This algorithm, unlike the two-timescale variant, does not possess theoretical convergence guarantees. Finally, we also adapt our algorithms to include a stochastic iterative estimation scheme for the intruder's mobility model and this is useful in settings where the latter is not known. Our simulation results on a synthetic 2-dimensional network setting suggest that our algorithms result in better tracking accuracy at the cost of only a few additional sensors, in comparison to a recent prior work.

A Comparison of Machine Learning Techniques for Modeling River Flow Time Series: The Case of Upper Cauvery River Basin

Models of river flow time series are essential in efficient management of a river basin. It helps policy makers in developing efficient water utilization strategies to maximize the utility of scarce water resource. Time series analysis has been used extensively for modeling river flow data. The use of machine learning techniques such as support-vector regression and neural network models is gaining increasing popularity. In this paper we compare the performance of these techniques by applying it to a long-term time-series data of the inflows into the Krishnaraja Sagar reservoir (KRS) from three tributaries of the river Cauvery. In this study flow data over a period of 30 years from three different observation points established in upper Cauvery river sub-basin is analyzed to estimate their contribution to KRS. Specifically, ANN model uses a multi-layer feed forward network trained with a back-propagation algorithm and support vector regression with epsilon intensive-loss function is used. Auto-regressive moving average models are also applied to the same data. The performance of different techniques is compared using performance metrics such as root mean squared error (RMSE), correlation, normalized root mean squared error (NRMSE) and Nash-Sutcliffe Efficiency (NSE).

Adaptive Sleep-Wake Control using Reinforcement Learning in Sensor Networks

The aim in this paper is to allocate the `sleep time' of the individual sensors in an intrusion detection application so that the energy consumption from the sensors is reduced, while keeping the tracking error to a minimum. We propose two novel reinforcement learning (RL) based algorithms that attempt to minimize a certain long-run average cost objective. Both our algorithms incorporate feature-based representations to handle the curse of dimensionality associated with the underlying partially-observable Markov decision process (POMDP). Further, the feature selection scheme used in our algorithms intelligently manages the energy cost and tracking cost factors, which in turn assists the search for the optimal sleeping policy. We also extend these algorithms to a setting where the intruder's mobility model is not known by incorporating a stochastic iterative scheme for estimating the mobility model. The simulation results on a synthetic 2-d network setting are encouraging.

Multi-agent Reinforcement Learning for Traffic Signal Control

Optimal control of traffic lights at junctions or traffic signal control (TSC) is essential for reducing the average delay experienced by the road users amidst the rapid increase in the usage of vehicles. In this paper, we formulate the TSC problem as a discounted cost Markov decision process (MDP) and apply multi-agent reinforcement learning (MARL) algorithms to obtain dynamic TSC policies. We model each traffic signal junction as an independent agent. An agent decides the signal duration of its phases in a round-robin (RR) manner using multi-agent Q-learning with either is an element of-greedy or UCB 3] based exploration strategies. It updates its Q-factors based on the cost feedback signal received from its neighbouring agents. This feedback signal can be easily constructed and is shown to be effective in minimizing the average delay of the vehicles in the network. We show through simulations over VISSIM that our algorithms perform significantly better than both the standard fixed signal timing (FST) algorithm and the saturation balancing (SAT) algorithm 15] over two real road networks.

Active learning in keyword search-based data integration

The problem of scaling up data integration, such that new sources can be quickly utilized as they are discovered, remains elusive: Global schemas for integrated data are difficult to develop and expand, and schema and record matching techniques are limited by the fact that data and metadata are often under-specified and must be disambiguated by data experts. One promising approach is to avoid using a global schema, and instead to develop keyword search-based data integration-where the system lazily discovers associations enabling it to join together matches to keywords, and return ranked results. The user is expected to understand the data domain and provide feedback about answers' quality. The system generalizes such feedback to learn how to correctly integrate data. A major open challenge is that under this model, the user only sees and offers feedback on a few ``top-'' results: This result set must be carefully selected to include answers of high relevance and answers that are highly informative when feedback is given on them. Existing systems merely focus on predicting relevance, by composing the scores of various schema and record matching algorithms. In this paper, we show how to predict the uncertainty associated with a query result's score, as well as how informative feedback is on a given result. We build upon these foundations to develop an active learning approach to keyword search-based data integration, and we validate the effectiveness of our solution over real data from several very different domains.

Bayesian learning of noisy Markov decision processes

This work addresses the problem of estimating the optimal value function in a Markov Decision Process from observed state-action pairs. We adopt a Bayesian approach to inference, which allows both the model to be estimated and predictions about actions to be made in a unified framework, providing a principled approach to mimicry of a controller on the basis of observed data. A new Markov chain Monte Carlo (MCMC) sampler is devised for simulation from theposterior distribution over the optimal value function. This step includes a parameter expansion step, which is shown to be essential for good convergence properties of the MCMC sampler. As an illustration, the method is applied to learning a human controller.