Related papers: Economic span selection of bridge based on deep re…
Optimal stopping is the problem of deciding the right time at which to take a particular action in a stochastic system, in order to maximize an expected reward. It has many applications in areas such as finance, healthcare, and statistics.…
Optimal execution is an important problem faced by any trader. Most solutions are based on the assumption of constant market impact, while liquidity is known to be dynamic. Moreover, models with time-varying liquidity typically assume that…
In many real-world decision making problems, reaching an optimal decision requires taking into account a variable number of objects around the agent. Autonomous driving is a domain in which this is especially relevant, since the number of…
We address the problem of building a decision model for a specific bidding situation in the game of Bridge. We propose the following multi-step methodology i) Build a set of examples for the decision problem and use simulations to associate…
We present a deep reinforcement learning-based artificial intelligence agent that could provide optimized development plans given a basic description of the reservoir and rock/fluid properties with minimal computational cost. This…
When making decisions under risk, people often exhibit behaviors that classical economic theories cannot explain. Newer models that attempt to account for these irrational behaviors often lack neuroscience bases and require the introduction…
Deep reinforcement learning enables algorithms to learn complex behavior, deal with continuous action spaces and find good strategies in environments with high dimensional state spaces. With deep reinforcement learning being an active area…
Data selection is essential for any data-based optimization technique, such as Reinforcement Learning. State-of-the-art sampling strategies for the experience replay buffer improve the performance of the Reinforcement Learning agent.…
This paper proposes a quantum-classical algorithm to evaluate and select classical artificial neural networks architectures. The proposed algorithm is based on a probabilistic quantum memory and the possibility to train artificial neural…
The effectiveness of the machine learning methods for real-world tasks depends on the proper structure of the modeling pipeline. The proposed approach is aimed to automate the design of composite machine learning pipelines, which is…
The development of machine learning algorithms has been gathering relevance to address the increasing modelling complexity of manufacturing decision-making problems. Reinforcement learning is a methodology with great potential due to the…
Feature engineering is a crucial step in the process of predictive modeling. It involves the transformation of given feature space, typically using mathematical functions, with the objective of reducing the modeling error for a given…
The use of artificial intelligence in supply chain forecasting has attracted many scientific studies for several decades. However, the process of selecting an appropriate forecasting solution becomes a daunting task. This complexity arises…
We consider how to learn multi-step predictions efficiently. Conventional algorithms wait until observing actual outcomes before performing the computations to update their predictions. If predictions are made at a high rate or span over a…
This paper investigates how a Bayesian reinforcement learning method can be used to create a tactical decision-making agent for autonomous driving in an intersection scenario, where the agent can estimate the confidence of its recommended…
Deep Reinforcement Learning is gaining increasing attention thanks to its capability to learn complex policies in high-dimensional settings. Recent advancements utilize a dual-network architecture to learn optimal policies through the…
Band selection refers to the process of choosing the most relevant bands in a hyperspectral image. By selecting a limited number of optimal bands, we aim at speeding up model training, improving accuracy, or both. It reduces redundancy…
This study introduces a simplified model for bridge-vehicle interaction for medium- to long-span bridges subject to random traffic loads. Previous studies have focused on calculating the exact response of the vehicle or the bridge based on…
Learning how to act when there are many available actions in each state is a challenging task for Reinforcement Learning (RL) agents, especially when many of the actions are redundant or irrelevant. In such cases, it is sometimes easier to…
Many real-world problems can be reduced to combinatorial optimization on a graph, where the subset or ordering of vertices that maximize some objective function must be found. With such tasks often NP-hard and analytically intractable,…