Adaptive learning in agents behaviour: A framework for electricity markets simulation

Electricity markets are complex environments, involving a large number of different entities, playing in a dynamic scene to obtain the best advantages and profits. MASCEM (Multi-Agent System for Competitive Electricity Markets) is a multi-agent electricity market simulator that models market players and simulates their operation in the market. Market players are entities with specific characteristics and objectives, making their decisions and interacting with other players. This paper presents a methodology to provide decision support to electricity market negotiating players. This model allows integrating different strategic approaches for electricity market negotiations, and choosing the most appropriate one at each time, for each different negotiation context. This methodology is integrated in ALBidS (Adaptive Learning strategic Bidding System) – a multiagent system that provides decision support to MASCEM's negotiating agents so that they can properly achieve their goals. ALBidS uses artificial intelligence methodologies and data analysis algorithms to provide effective adaptive learning capabilities to such negotiating entities. The main contribution is provided by a methodology that combines several distinct strategies to build actions proposals, so that the best can be chosen at each time, depending on the context and simulation circumstances. The choosing process includes reinforcement learning algorithms, a mechanism for negotiating contexts analysis, a mechanism for the management of the efficiency/effectiveness balance of the system, and a mechanism for competitor players' profiles definition.

Embodiment and Manipulation Learning Process for a Humanoid Hand

Babies are born with simple manipulation capabilities such as reflexes to perceived stimuli. Initial discoveries by babies are accidental until they become coordinated and curious enough to actively investigate their surroundings. This thesis explores the development of such primitive learning systems using an embodied light-weight hand with three fingers and a thumb. It is self-contained having four motors and 36 exteroceptor and proprioceptor sensors controlled by an on-palm microcontroller. Primitive manipulation is learned from sensory inputs using competitive learning, back-propagation algorithm and reinforcement learning strategies. This hand will be used for a humanoid being developed at the MIT Artificial Intelligence Laboratory.

Modeling Stock Order Flows and Learning Market-Making from Data

Stock markets employ specialized traders, market-makers, designed to provide liquidity and volume to the market by constantly supplying both supply and demand. In this paper, we demonstrate a novel method for modeling the market as a dynamic system and a reinforcement learning algorithm that learns profitable market-making strategies when run on this model. The sequence of buys and sells for a particular stock, the order flow, we model as an Input-Output Hidden Markov Model fit to historical data. When combined with the dynamics of the order book, this creates a highly non-linear and difficult dynamic system. Our reinforcement learning algorithm, based on likelihood ratios, is run on this partially-observable environment. We demonstrate learning results for two separate real stocks.

Semi-online neural-Q_leaming for real-time robot learning

Reinforcement learning (RL) is a very suitable technique for robot learning, as it can learn in unknown environments and in real-time computation. The main difficulties in adapting classic RL algorithms to robotic systems are the generalization problem and the correct observation of the Markovian state. This paper attempts to solve the generalization problem by proposing the semi-online neural-Q_learning algorithm (SONQL). The algorithm uses the classic Q_learning technique with two modifications. First, a neural network (NN) approximates the Q_function allowing the use of continuous states and actions. Second, a database of the most representative learning samples accelerates and stabilizes the convergence. The term semi-online is referred to the fact that the algorithm uses the current but also past learning samples. However, the algorithm is able to learn in real-time while the robot is interacting with the environment. The paper shows simulated results with the "mountain-car" benchmark and, also, real results with an underwater robot in a target following behavior

Dynamic automata for mobile robot learning

Researchers at the University of Reading have developed over many years some simple mobile robots that explore an environment they perceive through simple ultrasonic sensors. Information from these sensors has allowed the robots to learn the simple task of moving around while avoiding dynamic obstacles using a static set of fuzzy automata, the choice of which has been criticised, due to its arbitrary nature. This paper considers how a dynamic set of automata can overcome this criticism. In addition, a new reinforcement learning function is outlined which is both scalable to different numbers and types of sensors. The innovations compare successfully with earlier work.

Learning of shared attention in sociable robotics

Sociable robots are embodied agents that are part of a heterogeneous society of robots and humans. They Should be able to recognize human beings and each other, and to engage in social, interactions. The use of a robotic architecture may strongly reduce the time and effort required to construct a sociable robot. Such architecture must have structures and mechanisms to allow social interaction. behavior control and learning from environment. Learning processes described oil Science of Behavior Analysis may lead to the development of promising methods and Structures for constructing robots able to behave socially and learn through interactions from the environment by a process of contingency learning. In this paper, we present a robotic architecture inspired from Behavior Analysis. Methods and structures of the proposed architecture, including a hybrid knowledge representation. are presented and discussed. The architecture has been evaluated in the context of a nontrivial real problem: the learning of the shared attention, employing an interactive robotic head. The learning capabilities of this architecture have been analyzed by observing the robot interacting with the human and the environment. The obtained results show that the robotic architecture is able to produce appropriate behavior and to learn from social interaction. (C) 2009 Elsevier Inc. All rights reserved.

Algoritmo Q-learning como estratégia de exploração e/ou explotação para metaheurísticas GRASP e algoritmo genético

Techniques of optimization known as metaheuristics have achieved success in the resolution of many problems classified as NP-Hard. These methods use non deterministic approaches that reach very good solutions which, however, don t guarantee the determination of the global optimum. Beyond the inherent difficulties related to the complexity that characterizes the optimization problems, the metaheuristics still face the dilemma of xploration/exploitation, which consists of choosing between a greedy search and a wider exploration of the solution space. A way to guide such algorithms during the searching of better solutions is supplying them with more knowledge of the problem through the use of a intelligent agent, able to recognize promising regions and also identify when they should diversify the direction of the search. This way, this work proposes the use of Reinforcement Learning technique - Q-learning Algorithm - as exploration/exploitation strategy for the metaheuristics GRASP (Greedy Randomized Adaptive Search Procedure) and Genetic Algorithm. The GRASP metaheuristic uses Q-learning instead of the traditional greedy-random algorithm in the construction phase. This replacement has the purpose of improving the quality of the initial solutions that are used in the local search phase of the GRASP, and also provides for the metaheuristic an adaptive memory mechanism that allows the reuse of good previous decisions and also avoids the repetition of bad decisions. In the Genetic Algorithm, the Q-learning algorithm was used to generate an initial population of high fitness, and after a determined number of generations, where the rate of diversity of the population is less than a certain limit L, it also was applied to supply one of the parents to be used in the genetic crossover operator. Another significant change in the hybrid genetic algorithm is the proposal of a mutually interactive cooperation process between the genetic operators and the Q-learning algorithm. In this interactive/cooperative process, the Q-learning algorithm receives an additional update in the matrix of Q-values based on the current best solution of the Genetic Algorithm. The computational experiments presented in this thesis compares the results obtained with the implementation of traditional versions of GRASP metaheuristic and Genetic Algorithm, with those obtained using the proposed hybrid methods. Both algorithms had been applied successfully to the symmetrical Traveling Salesman Problem, which was modeled as a Markov decision process

Reinforcement Lernen mit Regularisierungsnetzwerken

Die Arbeit behandelt das Problem der Skalierbarkeit von Reinforcement Lernen auf hochdimensionale und komplexe Aufgabenstellungen. Unter Reinforcement Lernen versteht man dabei eine auf approximativem Dynamischen Programmieren basierende Klasse von Lernverfahren, die speziell Anwendung in der Künstlichen Intelligenz findet und zur autonomen Steuerung simulierter Agenten oder realer Hardwareroboter in dynamischen und unwägbaren Umwelten genutzt werden kann. Dazu wird mittels Regression aus Stichproben eine Funktion bestimmt, die die Lösung einer "Optimalitätsgleichung" (Bellman) ist und aus der sich näherungsweise optimale Entscheidungen ableiten lassen. Eine große Hürde stellt dabei die Dimensionalität des Zustandsraums dar, die häufig hoch und daher traditionellen gitterbasierten Approximationsverfahren wenig zugänglich ist. Das Ziel dieser Arbeit ist es, Reinforcement Lernen durch nichtparametrisierte Funktionsapproximation (genauer, Regularisierungsnetze) auf -- im Prinzip beliebig -- hochdimensionale Probleme anwendbar zu machen. Regularisierungsnetze sind eine Verallgemeinerung von gewöhnlichen Basisfunktionsnetzen, die die gesuchte Lösung durch die Daten parametrisieren, wodurch die explizite Wahl von Knoten/Basisfunktionen entfällt und so bei hochdimensionalen Eingaben der "Fluch der Dimension" umgangen werden kann. Gleichzeitig sind Regularisierungsnetze aber auch lineare Approximatoren, die technisch einfach handhabbar sind und für die die bestehenden Konvergenzaussagen von Reinforcement Lernen Gültigkeit behalten (anders als etwa bei Feed-Forward Neuronalen Netzen). Allen diesen theoretischen Vorteilen gegenüber steht allerdings ein sehr praktisches Problem: der Rechenaufwand bei der Verwendung von Regularisierungsnetzen skaliert von Natur aus wie O(n**3), wobei n die Anzahl der Daten ist. Das ist besonders deswegen problematisch, weil bei Reinforcement Lernen der Lernprozeß online erfolgt -- die Stichproben werden von einem Agenten/Roboter erzeugt, während er mit der Umwelt interagiert. Anpassungen an der Lösung müssen daher sofort und mit wenig Rechenaufwand vorgenommen werden. Der Beitrag dieser Arbeit gliedert sich daher in zwei Teile: Im ersten Teil der Arbeit formulieren wir für Regularisierungsnetze einen effizienten Lernalgorithmus zum Lösen allgemeiner Regressionsaufgaben, der speziell auf die Anforderungen von Online-Lernen zugeschnitten ist. Unser Ansatz basiert auf der Vorgehensweise von Recursive Least-Squares, kann aber mit konstantem Zeitaufwand nicht nur neue Daten sondern auch neue Basisfunktionen in das bestehende Modell einfügen. Ermöglicht wird das durch die "Subset of Regressors" Approximation, wodurch der Kern durch eine stark reduzierte Auswahl von Trainingsdaten approximiert wird, und einer gierigen Auswahlwahlprozedur, die diese Basiselemente direkt aus dem Datenstrom zur Laufzeit selektiert. Im zweiten Teil übertragen wir diesen Algorithmus auf approximative Politik-Evaluation mittels Least-Squares basiertem Temporal-Difference Lernen, und integrieren diesen Baustein in ein Gesamtsystem zum autonomen Lernen von optimalem Verhalten. Insgesamt entwickeln wir ein in hohem Maße dateneffizientes Verfahren, das insbesondere für Lernprobleme aus der Robotik mit kontinuierlichen und hochdimensionalen Zustandsräumen sowie stochastischen Zustandsübergängen geeignet ist. Dabei sind wir nicht auf ein Modell der Umwelt angewiesen, arbeiten weitestgehend unabhängig von der Dimension des Zustandsraums, erzielen Konvergenz bereits mit relativ wenigen Agent-Umwelt Interaktionen, und können dank des effizienten Online-Algorithmus auch im Kontext zeitkritischer Echtzeitanwendungen operieren. Wir demonstrieren die Leistungsfähigkeit unseres Ansatzes anhand von zwei realistischen und komplexen Anwendungsbeispielen: dem Problem RoboCup-Keepaway, sowie der Steuerung eines (simulierten) Oktopus-Tentakels.

Spatio-temporal credit assignment in population learning

Learning by reinforcement is important in shaping animal behavior, and in particular in behavioral decision making. Such decision making is likely to involve the integration of many synaptic events in space and time. However, using a single reinforcement signal to modulate synaptic plasticity, as suggested in classical reinforcement learning algorithms, a twofold problem arises. Different synapses will have contributed differently to the behavioral decision, and even for one and the same synapse, releases at different times may have had different effects. Here we present a plasticity rule which solves this spatio-temporal credit assignment problem in a population of spiking neurons. The learning rule is spike-time dependent and maximizes the expected reward by following its stochastic gradient. Synaptic plasticity is modulated not only by the reward, but also by a population feedback signal. While this additional signal solves the spatial component of the problem, the temporal one is solved by means of synaptic eligibility traces. In contrast to temporal difference (TD) based approaches to reinforcement learning, our rule is explicit with regard to the assumed biophysical mechanisms. Neurotransmitter concentrations determine plasticity and learning occurs fully online. Further, it works even if the task to be learned is non-Markovian, i.e. when reinforcement is not determined by the current state of the system but may also depend on past events. The performance of the model is assessed by studying three non-Markovian tasks. In the first task, the reward is delayed beyond the last action with non-related stimuli and actions appearing in between. The second task involves an action sequence which is itself extended in time and reward is only delivered at the last action, as it is the case in any type of board-game. The third task is the inspection game that has been studied in neuroeconomics, where an inspector tries to prevent a worker from shirking. Applying our algorithm to this game yields a learning behavior which is consistent with behavioral data from humans and monkeys, revealing themselves properties of a mixed Nash equilibrium. The examples show that our neuronal implementation of reward based learning copes with delayed and stochastic reward delivery, and also with the learning of mixed strategies in two-opponent games.

Spatio-temporal credit assignment in population learning

Learning by reinforcement is important in shaping animal behavior. But behavioral decision making is likely to involve the integration of many synaptic events in space and time. So in using a single reinforcement signal to modulate synaptic plasticity a twofold problem arises. Different synapses will have contributed differently to the behavioral decision and, even for one and the same synapse, releases at different times may have had different effects. Here we present a plasticity rule which solves this spatio-temporal credit assignment problem in a population of spiking neurons. The learning rule is spike time dependent and maximizes the expected reward by following its stochastic gradient. Synaptic plasticity is modulated not only by the reward but by a population feedback signal as well. While this additional signal solves the spatial component of the problem, the temporal one is solved by means of synaptic eligibility traces. In contrast to temporal difference based approaches to reinforcement learning, our rule is explicit with regard to the assumed biophysical mechanisms. Neurotransmitter concentrations determine plasticity and learning occurs fully online. Further, it works even if the task to be learned is non-Markovian, i.e. when reinforcement is not determined by the current state of the system but may also depend on past events. The performance of the model is assessed by studying three non-Markovian tasks. In the first task the reward is delayed beyond the last action with non-related stimuli and actions appearing in between. The second one involves an action sequence which is itself extended in time and reward is only delivered at the last action, as is the case in any type of board-game. The third is the inspection game that has been studied in neuroeconomics. It only has a mixed Nash equilibrium and exemplifies that the model also copes with stochastic reward delivery and the learning of mixed strategies.

Spatio-temporal credit assignment in population learning

We present a model for plasticity induction in reinforcement learning which is based on a cascade of synaptic memory traces. In the cascade of these so called eligibility traces presynaptic input is first corre lated with postsynaptic events, next with the behavioral decisions and finally with the external reinforcement. A population of leaky integrate and fire neurons endowed with this plasticity scheme is studied by simulation on different tasks. For operant co nditioning with delayed reinforcement, learning succeeds even when the delay is so large that the delivered reward reflects the appropriateness, not of the immediately preceeding response, but of a decision made earlier on in the stimulus - decision sequence . So the proposed model does not rely on the temporal contiguity between decision and pertinent reward and thus provides a viable means of addressing the temporal credit assignment problem. In the same task, learning speeds up with increasing population si ze, showing that the plasticity cascade simultaneously addresses the spatial problem of assigning credit to the different population neurons. Simulations on other task such as sequential decision making serve to highlight the robustness of the proposed sch eme and, further, contrast its performance to that of temporal difference based approaches to reinforcement learning.

Spatio-Temporal Credit Assignment in Neuronal Population Learning

n learning from trial and error, animals need to relate behavioral decisions to environmental reinforcement even though it may be difficult to assign credit to a particular decision when outcomes are uncertain or subject to delays. When considering the biophysical basis of learning, the credit-assignment problem is compounded because the behavioral decisions themselves result from the spatio-temporal aggregation of many synaptic releases. We present a model of plasticity induction for reinforcement learning in a population of leaky integrate and fire neurons which is based on a cascade of synaptic memory traces. Each synaptic cascade correlates presynaptic input first with postsynaptic events, next with the behavioral decisions and finally with external reinforcement. For operant conditioning, learning succeeds even when reinforcement is delivered with a delay so large that temporal contiguity between decision and pertinent reward is lost due to intervening decisions which are themselves subject to delayed reinforcement. This shows that the model provides a viable mechanism for temporal credit assignment. Further, learning speeds up with increasing population size, so the plasticity cascade simultaneously addresses the spatial problem of assigning credit to synapses in different population neurons. Simulations on other tasks, such as sequential decision making, serve to contrast the performance of the proposed scheme to that of temporal difference-based learning. We argue that, due to their comparative robustness, synaptic plasticity cascades are attractive basic models of reinforcement learning in the brain.

Dopamine-related deficit in reward learning after catecholamine depletion in unmedicated, remitted subjects with bulimia nervosa

Disturbances in reward processing have been implicated in bulimia nervosa (BN). Abnormalities in processing reward-related stimuli might be linked to dysfunctions of the catecholaminergic neurotransmitter system, but findings have been inconclusive. A powerful way to investigate the relationship between catecholaminergic function and behavior is to examine behavioral changes in response to experimental catecholamine depletion (CD). The purpose of this study was to uncover putative catecholaminergic dysfunction in remitted subjects with BN who performed a reinforcement-learning task after CD. CD was achieved by oral alpha-methyl-para-tyrosine (AMPT) in 19 unmedicated female subjects with remitted BN (rBN) and 28 demographically matched healthy female controls (HC). Sham depletion administered identical capsules containing diphenhydramine. The study design consisted of a randomized, double-blind, placebo-controlled crossover, single-site experimental trial. The main outcome measures were reward learning in a probabilistic reward task analyzed using signal-detection theory. Secondary outcome measures included self-report assessments, including the Eating Disorder Examination-Questionnaire. Relative to healthy controls, rBN subjects were characterized by blunted reward learning in the AMPT-but not in placebo-condition. Highlighting the specificity of these findings, groups did not differ in their ability to perceptually distinguish between stimuli. Increased CD-induced anhedonic (but not eating disorder) symptoms were associated with a reduced response bias toward a more frequently rewarded stimulus. In conclusion, under CD, rBN subjects showed reduced reward learning compared with healthy control subjects. These deficits uncover disturbance of the central reward processing systems in rBN related to altered brain catecholamine levels, which might reflect a trait-like deficit increasing vulnerability to BN.

Spike-based decision learning of nash equilibria in two-player games

Humans and animals face decision tasks in an uncertain multi-agent environment where an agent's strategy may change in time due to the co-adaptation of others strategies. The neuronal substrate and the computational algorithms underlying such adaptive decision making, however, is largely unknown. We propose a population coding model of spiking neurons with a policy gradient procedure that successfully acquires optimal strategies for classical game-theoretical tasks. The suggested population reinforcement learning reproduces data from human behavioral experiments for the blackjack and the inspector game. It performs optimally according to a pure (deterministic) and mixed (stochastic) Nash equilibrium, respectively. In contrast, temporal-difference(TD)-learning, covariance-learning, and basic reinforcement learning fail to perform optimally for the stochastic strategy. Spike-based population reinforcement learning, shown to follow the stochastic reward gradient, is therefore a viable candidate to explain automated decision learning of a Nash equilibrium in two-player games.

Learning flexible sensori-motor mappings in a complex network

Given the complex structure of the brain, how can synaptic plasticity explain the learning and forgetting of associations when these are continuously changing? We address this question by studying different reinforcement learning rules in a multilayer network in order to reproduce monkey behavior in a visuomotor association task. Our model can only reproduce the learning performance of the monkey if the synaptic modifications depend on the pre- and postsynaptic activity, and if the intrinsic level of stochasticity is low. This favored learning rule is based on reward modulated Hebbian synaptic plasticity and shows the interesting feature that the learning performance does not substantially degrade when adding layers to the network, even for a complex problem.