scholarly journals Reinforcement Learning with Self-Attention Networks for Cryptocurrency Trading

2021 ◽  
Vol 11 (16) ◽  
pp. 7377
Author(s):  
Carlos Betancourt ◽  
Wen-Hui Chen
Keyword(s):  
Reinforcement Learning ◽  
State Of The Art ◽  
Experimental Results ◽  
Financial Assets ◽  
Trading System ◽  
Attention Network ◽  
Attention Networks ◽  
High Frequencies ◽  
Transaction Fees ◽  
Using Data

This work presents an application of self-attention networks for cryptocurrency trading. Cryptocurrencies are extremely volatile and unpredictable. Thus, cryptocurrency trading is challenging and involves higher risks than trading traditional financial assets such as stocks. To overcome the aforementioned problems, we propose a deep reinforcement learning (DRL) approach for cryptocurrency trading. The proposed trading system contains a self-attention network trained using an actor-critic DRL algorithm. Cryptocurrency markets contain hundreds of assets, allowing greater investment diversification, which can be accomplished if all the assets are analyzed against one another. Self-attention networks are suitable for dealing with the problem because the attention mechanism can process long sequences of data and focus on the most relevant parts of the inputs. Transaction fees are also considered in formulating the studied problem. Systems that perform trades in high frequencies cannot overlook this issue, since, after many trades, small fees can add up to significant expenses. To validate the proposed approach, a DRL environment is built using data from an important cryptocurrency market. We test our method against a state-of-the-art baseline in two different experiments. The experimental results show the proposed approach can obtain higher daily profits and has several advantages over existing methods.

scholarly journals Towards High-Level Intrinsic Exploration in Reinforcement Learning

2020 ◽  
Author(s):  
Nicolas Bougie ◽  
Ryutaro Ichise
Keyword(s):  
Reinforcement Learning ◽  
Time Horizon ◽  
State Of The Art ◽  
Experimental Results ◽  
Prior Work ◽  
Extrinsic Rewards ◽  
Intrinsic Reward ◽  
Long Time ◽  
End To End ◽  
High Level

Deep reinforcement learning (DRL) methods traditionally struggle with tasks where environment rewards are sparse or delayed, which entails that exploration remains one of the key challenges of DRL. Instead of solely relying on extrinsic rewards, many state-of-the-art methods use intrinsic curiosity as exploration signal. While they hold promise of better local exploration, discovering global exploration strategies is beyond the reach of current methods. We propose a novel end-to-end intrinsic reward formulation that introduces high-level exploration in reinforcement learning. Our curiosity signal is driven by a fast reward that deals with local exploration and a slow reward that incentivizes long-time horizon exploration strategies. We formulate curiosity as the error in an agent’s ability to reconstruct the observations given their contexts. Experimental results show that this high-level exploration enables our agents to outperform prior work in several Atari games.

scholarly journals Scene Recognition Based on Recurrent Memorized Attention Network

Electronics ◽  
2020 ◽  
Vol 9 (12) ◽  
pp. 2038
Author(s):  
Xi Shao ◽  
Xuan Zhang ◽  
Guijin Tang ◽  
Bingkun Bao
Keyword(s):  
Recognition Accuracy ◽  
State Of The Art ◽  
Classification Performance ◽  
Scene Recognition ◽  
Experimental Results ◽  
Scene Classification ◽  
Attention Network ◽  
Attention Model ◽  
Scene Image ◽  
Object Based

We propose a new end-to-end scene recognition framework, called a Recurrent Memorized Attention Network (RMAN) model, which performs object-based scene classification by recurrently locating and memorizing objects in the image. Based on the proposed framework, we introduce a multi-task mechanism that contiguously attends on the different essential objects in a scene image and recurrently performs memory fusion of the features of object focused by an attention model to improve the scene recognition accuracy. The experimental results show that the RMAN model has achieved better classification performance on the constructed dataset and two public scene datasets, surpassing state-of-the-art image scene recognition approaches.

scholarly journals Dialogue Generation: From Imitation Learning to Inverse Reinforcement Learning

2019 ◽  
Vol 33 ◽  
pp. 6722-6729 ◽  
Author(s):  
Ziming Li ◽  
Julia Kiseleva ◽  
Maarten De Rijke
Keyword(s):  
Reinforcement Learning ◽  
State Of The Art ◽  
The State ◽  
Experimental Results ◽  
Imitation Learning ◽  
Local Optimum ◽  
Inverse Reinforcement Learning ◽  
High Quality ◽  
Overall Performance

The performance of adversarial dialogue generation models relies on the quality of the reward signal produced by the discriminator. The reward signal from a poor discriminator can be very sparse and unstable, which may lead the generator to fall into a local optimum or to produce nonsense replies. To alleviate the first problem, we first extend a recently proposed adversarial dialogue generation method to an adversarial imitation learning solution. Then, in the framework of adversarial inverse reinforcement learning, we propose a new reward model for dialogue generation that can provide a more accurate and precise reward signal for generator training. We evaluate the performance of the resulting model with automatic metrics and human evaluations in two annotation settings. Our experimental results demonstrate that our model can generate more high-quality responses and achieve higher overall performance than the state-of-the-art.

scholarly journals A Topic-Aware Reinforced Model for Weakly Supervised Stance Detection

2019 ◽  
Vol 33 ◽  
pp. 7249-7256
Author(s):  
Penghui Wei ◽  
Wenji Mao ◽  
Guandan Chen
Keyword(s):  
Reinforcement Learning ◽  
Opinion Mining ◽  
State Of The Art ◽  
Public Attitudes ◽  
Representation Learning ◽  
Experimental Results ◽  
Training Data ◽  
Policy Network ◽  
Proposed Model ◽  
Weakly Supervised

Analyzing public attitudes plays an important role in opinion mining systems. Stance detection aims to determine from a text whether its author is in favor of, against, or neutral towards a given target. One challenge of this task is that a text may not explicitly express an attitude towards the target, but existing approaches utilize target content alone to build models. Moreover, although weakly supervised approaches have been proposed to ease the burden of manually annotating largescale training data, such approaches are confronted with noisy labeling problem. To address the above two issues, in this paper, we propose a Topic-Aware Reinforced Model (TARM) for weakly supervised stance detection. Our model consists of two complementary components: (1) a detection network that incorporates target-related topic information into representation learning for identifying stance effectively; (2) a policy network that learns to eliminate noisy instances from auto-labeled data based on off-policy reinforcement learning. Two networks are alternately optimized to improve each other’s performances. Experimental results demonstrate that our proposed model TARM outperforms the state-of-the-art approaches.

scholarly journals Multiple Interactive Attention Networks for Aspect-Based Sentiment Classification

2020 ◽  
Vol 10 (6) ◽  
pp. 2052
Author(s):  
Dianyuan Zhang ◽  
Zhenfang Zhu ◽  
Qiang Lu ◽  
Hongli Pei ◽  
Wenqing Wu ◽  
...  
Keyword(s):  
Target Word ◽  
Sentiment Classification ◽  
Experimental Results ◽  
Context Word ◽  
Attention Network ◽  
Attention Networks ◽  
The Core

Aspect-Based (also known as aspect-level) Sentiment Classification (ABSC) aims at determining the sentimental tendency of a particular target in a sentence. With the successful application of the attention network in multiple fields, attention-based ABSC has aroused great interest. However, most of the previous methods are difficult to parallelize, insufficiently obtain, and fuse the interactive information. In this paper, we proposed a Multiple Interactive Attention Network (MIN). First, we used the Bidirectional Encoder Representations from Transformers (BERT) model to pre-process the data. Then, we used the partial transformer to obtain a hidden state in parallel. Finally, we took the target word and the context word as the core to obtain and fuse the interactive information. Experimental results on the different datasets showed that our model was much more effective.

scholarly journals Selecting Portfolios Directly Using Recurrent Reinforcement Learning (Student Abstract)

2020 ◽  
Vol 34 (10) ◽  
pp. 13857-13858
Author(s):  
Lin Li
Keyword(s):  
Reinforcement Learning ◽  
Portfolio Selection ◽  
Asset Allocation ◽  
State Of The Art ◽  
Selection Methods ◽  
Trading System ◽  
Asset Trading ◽  
Novel Method ◽  
Art Portfolio ◽  
Financial Portfolios

Portfolio selection has attracted increasing attention in machine learning and AI communities recently. Existing portfolio selection using recurrent reinforcement learning (RRL) heavily relies on single asset trading system to heuristically obtain the portfolio weights. In this paper, we propose a novel method, the direct portfolio selection using recurrent reinforcement learning (DPS-RRL), to select portfolios directly. Instead of trading single asset one by one to obtain portfolio weights, our method learns to quantify the asset allocation weight directly via optimizing the Sharpe ratio of financial portfolios. We empirically demonstrate the effectiveness of our method, which is able to outperform state-of-the-art portfolio selection methods.

Content-Based Attention Network for Person Image Generation

2020 ◽  
Vol 29 (15) ◽  
pp. 2050250
Author(s):  
Xiongfei Liu ◽  
Bengao Li ◽  
Xin Chen ◽  
Haiyan Zhang ◽  
Shu Zhan
Keyword(s):  
Major Part ◽  
State Of The Art ◽  
Attention Mechanism ◽  
Experimental Results ◽  
Generative Adversarial Networks ◽  
Image Generation ◽  
Attention Network ◽  
Adversarial Networks ◽  
Proposed Model ◽  
Novel Method

This paper proposes a novel method for person image generation with arbitrary target pose. Given a person image and an arbitrary target pose, our proposed model can synthesize images with the same person but different poses. The Generative Adversarial Networks (GANs) are the major part of the proposed model. Different from the traditional GANs, we add attention mechanism to the generator in order to generate realistic-looking images, we also use content reconstruction with a pretrained VGG16 Net to keep the content consistency between generated images and target images. Furthermore, we test our model on DeepFashion and Market-1501 datasets. The experimental results show that the proposed network performs favorably against state-of-the-art methods.

scholarly journals Depression Detection on Reddit With an Emotion-Based Attention Network: Algorithm Development and Validation (Preprint)

2021 ◽  
Author(s):  
Lu Ren ◽  
Hongfei Lin ◽  
Bo Xu ◽  
Shaowu Zhang ◽  
Liang Yang ◽  
...  
Keyword(s):  
Semantic Information ◽  
State Of The Art ◽  
Emotion Understanding ◽  
Experimental Results ◽  
Network Module ◽  
Emotional Information ◽  
Attention Network ◽  
Depression Detection ◽  
Self Harm ◽  
High Level

BACKGROUND As a common mental disease, depression seriously affects people’s physical and mental health. According to the statistics of the World Health Organization, depression is one of the main reasons for suicide and self-harm events in the world. Therefore, strengthening depression detection can effectively reduce the occurrence of suicide or self-harm events so as to save more people and families. With the development of computer technology, some researchers are trying to apply natural language processing techniques to detect people who are depressed automatically. Many existing feature engineering methods for depression detection are based on emotional characteristics, but these methods do not consider high-level emotional semantic information. The current deep learning methods for depression detection cannot accurately extract effective emotional semantic information. OBJECTIVE In this paper, we propose an emotion-based attention network, including a semantic understanding network and an emotion understanding network, which can capture the high-level emotional semantic information effectively to improve the depression detection task. METHODS The semantic understanding network module is used to capture the contextual semantic information. The emotion understanding network module is used to capture the emotional semantic information. There are two units in the emotion understanding network module, including a positive emotion understanding unit and a negative emotion understanding unit, which are used to capture the positive emotional information and the negative emotional information, respectively. We further proposed a dynamic fusion strategy in the emotion understanding network module to fuse the positive emotional information and the negative emotional information. RESULTS We evaluated our method on the Reddit data set. The experimental results showed that the proposed emotion-based attention network model achieved an accuracy, precision, recall, and F-measure of 91.30%, 91.91%, 96.15%, and 93.98%, respectively, which are comparable results compared with state-of-the-art methods. CONCLUSIONS The experimental results showed that our model is competitive with the state-of-the-art models. The semantic understanding network module, the emotion understanding network module, and the dynamic fusion strategy are effective modules for depression detection. In addition, the experimental results verified that the emotional semantic information was effective in depression detection.

scholarly journals Schema-Guided Multi-Domain Dialogue State Tracking with Graph Attention Neural Networks

2020 ◽  
Vol 34 (05) ◽  
pp. 7521-7528 ◽  
Author(s):  
Lu Chen ◽  
Boer Lv ◽  
Chi Wang ◽  
Su Zhu ◽  
Bowen Tan ◽  
...  
Keyword(s):  
Neural Networks ◽  
State Of The Art ◽  
Major Obstacle ◽  
Matching Network ◽  
Data Sparsity ◽  
Attention Network ◽  
Attention Networks ◽  
State Tracking ◽  
Sparsity Problem ◽  
Control State

Dialogue state tracking (DST) aims at estimating the current dialogue state given all the preceding conversation. For multi-domain DST, the data sparsity problem is also a major obstacle due to the increased number of state candidates. Existing approaches generally predict the value for each slot independently and do not consider slot relations, which may aggravate the data sparsity problem. In this paper, we propose a Schema-guided multi-domain dialogue State Tracker with graph attention networks (SST) that predicts dialogue states from dialogue utterances and schema graphs which contain slot relations in edges. We also introduce a graph attention matching network to fuse information from utterances and graphs, and a recurrent graph attention network to control state updating. Experiment results show that our approach obtains new state-of-the-art performance on both MultiWOZ 2.0 and MultiWOZ 2.1 benchmarks.

scholarly journals Hierarchical Attention Networks for Sentence Ordering

2019 ◽  
Vol 33 ◽  
pp. 7184-7191
Author(s):  
Tianming Wang ◽  
Xiaojun Wan
Keyword(s):  
Natural Language ◽  
State Of The Art ◽  
Natural Language Generation ◽  
Attention Network ◽  
Attention Networks ◽  
Language Generation ◽  
Visualization Analysis ◽  
Discourse Coherence ◽  
Model Visualization

Modeling discourse coherence is an important problem in natural language generation and understanding. Sentence ordering, the goal of which is to organize a set of sentences into a coherent text, is a commonly used task to learn and evaluate the model. In this paper, we propose a novel hierarchical attention network that captures word clues and dependencies between sentences to address this problem. Our model outperforms prior methods and achieves state-of-the-art performance on several datasets in different domains. Furthermore, our experiments demonstrate that the model performs very well even though adding noisy sentences into the set, which shows the robustness and effectiveness of the model. Visualization analysis and case study show that our model captures the structure and pattern of coherent texts not only by simple word clues but also by consecution in context.

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