The Strategic Control of an Ant-Based Routing System Using Neural Net Q-Learning Agents

In this paper we propose an artificial stock market model based on interaction of heterogeneous agents whose forward-looking behaviour is driven by the reinforcement-learning algorithm combined with some evolutionary selection mechanism. We use the model for the analysis of market self-regulation abilities, market efficiency and determinants of emergent properties of the financial market. Distinctive and novel features of the model include strong emphasis on the economic content of individual decision-making, application of the Q-learning algorithm for driving individual behaviour, and rich market setup. Along with that a parallel version of the model is presented, which is mainly based on research of current changes in the market, as well as on search of newly emerged consistent patterns, and which has been repeatedly used for optimal decisions’ search experiments in various capital markets.

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Active Inference: Demystified and Compared

Neural Computation ◽

10.1162/neco_a_01357 ◽

2021 ◽

pp. 1-39

Author(s):

Noor Sajid ◽

Philip J. Ball ◽

Thomas Parr ◽

Karl J. Friston

Keyword(s):

Reinforcement Learning ◽

Autonomous Agents ◽

Arm Movement ◽

Generative Models ◽

Active Inference ◽

Discrete State ◽

Q Learning ◽

Learning Agents ◽

Time Formulation ◽

Complex Settings

Active inference is a first principle account of how autonomous agents operate in dynamic, nonstationary environments. This problem is also considered in reinforcement learning, but limited work exists on comparing the two approaches on the same discrete-state environments. In this letter, we provide (1) an accessible overview of the discrete-state formulation of active inference, highlighting natural behaviors in active inference that are generally engineered in reinforcement learning, and (2) an explicit discrete-state comparison between active inference and reinforcement learning on an OpenAI gym baseline. We begin by providing a condensed overview of the active inference literature, in particular viewing the various natural behaviors of active inference agents through the lens of reinforcement learning. We show that by operating in a pure belief-based setting, active inference agents can carry out epistemic exploration—and account for uncertainty about their environment—in a Bayes-optimal fashion. Furthermore, we show that the reliance on an explicit reward signal in reinforcement learning is removed in active inference, where reward can simply be treated as another observation we have a preference over; even in the total absence of rewards, agent behaviors are learned through preference learning. We make these properties explicit by showing two scenarios in which active inference agents can infer behaviors in reward-free environments compared to both Q-learning and Bayesian model-based reinforcement learning agents and by placing zero prior preferences over rewards and learning the prior preferences over the observations corresponding to reward. We conclude by noting that this formalism can be applied to more complex settings (e.g., robotic arm movement, Atari games) if appropriate generative models can be formulated. In short, we aim to demystify the behavior of active inference agents by presenting an accessible discrete state-space and time formulation and demonstrate these behaviors in a OpenAI gym environment, alongside reinforcement learning agents.

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