相关论文: Improve Value Estimation of Q Function and Reshape…
The combination of Monte-Carlo Tree Search (MCTS) and deep reinforcement learning is state-of-the-art in two-player perfect-information games. In this paper, we describe a search algorithm that uses a variant of MCTS which we enhanced by 1)…
The construction of approximate replication strategies for pricing and hedging of derivative contracts in incomplete markets is a key problem of financial engineering. Recently Reinforcement Learning algorithms for hedging under realistic…
Monte Carlo Tree Search (MCTS) methods have proven powerful in planning for sequential decision-making problems such as Go and video games, but their performance can be poor when the planning depth and sampling trajectories are limited or…
Deep reinforcement learning has been successfully applied to several visual-input tasks using model-free methods. In this paper, we propose a model-based approach that combines learning a DNN-based transition model with Monte Carlo tree…
To this day, a variety of approaches for providing local interpretability of black-box machine learning models have been introduced. Unfortunately, all of these methods suffer from one or more of the following deficiencies: They are either…
Games, including abstract board games, constitute a convenient ground to create, design, and improve new AI methods. In this field, Monte Carlo Tree Search is a popular algorithm family, aiming to build game trees and explore them…
After the recent groundbreaking results of AlphaGo, we have seen a strong interest in reinforcement learning in game playing. General Game Playing (GGP) provides a good testbed for reinforcement learning. In GGP, a specification of games…
Currently, many applications in Machine Learning are based on define new models to extract more information about data, In this case Deep Reinforcement Learning with the most common application in video games like Atari, Mario, and others…
In combination with Reinforcement Learning, Monte-Carlo Tree Search has shown to outperform human grandmasters in games such as Chess, Shogi and Go with little to no prior domain knowledge. However, most classical use cases only feature up…
The advent of AlphaGo and its successors marked the beginning of a new paradigm in playing games using artificial intelligence. This was achieved by combining Monte Carlo tree search, a planning procedure, and deep learning. While the…
AlphaZero, using a combination of Deep Neural Networks and Monte Carlo Tree Search (MCTS), has successfully trained reinforcement learning agents in a tabula-rasa way. The neural MCTS algorithm has been successful in finding near-optimal…
A grand challenge in reinforcement learning is intelligent exploration, especially when rewards are sparse or deceptive. Two Atari games serve as benchmarks for such hard-exploration domains: Montezuma's Revenge and Pitfall. On both games,…
We methodologically address the problem of Q-value overestimation in deep reinforcement learning to handle high-dimensional state spaces efficiently. By adapting concepts from information theory, we introduce an intrinsic penalty signal…
The popular Q-learning algorithm is known to overestimate action values under certain conditions. It was not previously known whether, in practice, such overestimations are common, whether they harm performance, and whether they can…
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.…
We introduce the Thresholding Monte Carlo Tree Search problem, in which, given a tree $\mathcal{T}$ and a threshold $\theta$, a player must answer whether the root node value of $\mathcal{T}$ is at least $\theta$ or not. In the given tree,…
Models of intrinsic motivation present an important means to produce sensible behaviour in the absence of extrinsic rewards. Applications in video games are varied, and range from intrinsically motivated general game-playing agents to…
Adversarial self-play in two-player games has delivered impressive results when used with reinforcement learning algorithms that combine deep neural networks and tree search. Algorithms like AlphaZero and Expert Iteration learn tabula-rasa,…
Much current research in AI and games is being devoted to Monte Carlo search (MCS) algorithms. While the quest for a single unified MCS algorithm that would perform well on all problems is of major interest for AI, practitioners often know…
In this article we propose a heuristic algorithm to explore search space trees associated with instances of combinatorial optimization problems. The algorithm is based on Monte Carlo tree search, a popular algorithm in game playing that is…