Analysis and design of a distributed k-winners-take-all model

The -winners-take-all (WTA) problem is to find the largest inputs from inputs. In this paper, we design and propose a novel distributed WTA model, for which no central unit is needed to realize the computation of the winners. As a result, the proposed model has the general advantages of distributed models over centralized ones, such as better robustness to faults of agents. The global asymptotic convergence of the proposed distributed model is proven. Besides, two numerical examples on networks of agents with static inputs and time-varying inputs are presented to validate the performance of the proposed model

Solving the Constrained Problem in Model Predictive Control Based Motion Cueing Algorithm with a Neural Network Approach

Because of the critical timing requirement, one major issue regarding model predictive control-based motion cueing algorithms is the calculation of real-time optimal solutions. In this paper, a continuous-time recurrent neural network-based gradient method is applied to compute the optimal control action in real time for an MPCbased MCA.We demonstrate that by implementing a saturation function for the constraints in the decision variables and a regulation for the energy function in the network, a constrained optimization problem can be solved without using any penalty function. Simulation results are included to compare the proposed approach and substantiate the applicability of recurrent neural networks as a quadratic programming solver. A comparison with another QP solver shows that our method can find an optimal solution much faster and with the same precision

Design and Comprehensive Analysis of a Noise-Tolerant ZNN Model With Limited-Time Convergence for Time-Dependent Nonlinear Minimization

Zeroing neural network (ZNN) is a powerful tool to address the mathematical and optimization problems broadly arisen in the science and engineering areas. The convergence and robustness are always co-pursued in ZNN. However, there exists no related work on the ZNN for time-dependent nonlinear minimization that achieves simultaneously limited-time convergence and inherently noise suppression. In this article, for the purpose of satisfying such two requirements, a limited-time robust neural network (LTRNN) is devised and presented to solve time-dependent nonlinear minimization under various external disturbances. Different from the previous ZNN model for this problem either with limited-time convergence or with noise suppression, the proposed LTRNN model simultaneously possesses such two characteristics. Besides, rigorous theoretical analyses are given to prove the superior performance of the LTRNN model when adopted to solve time-dependent nonlinear minimization under external disturbances. Comparative results also substantiate the effectiveness and advantages of LTRNN via solving a time-dependent nonlinear minimization problem

Modeling Financial Time Series with Artificial Neural Networks

Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.CELEST, a National Science Foundation Science of Learning Center (SBE-0354378); SyNAPSE program of the Defense Advanced Research Project Agency (HR001109-03-0001

Many-agent Reinforcement Learning

Multi-agent reinforcement learning (RL) solves the problem of how each agent should behave optimally in a stochastic environment in which multiple agents are learning simultaneously. It is an interdisciplinary domain with a long history that lies in the joint area of psychology, control theory, game theory, reinforcement learning, and deep learning. Following the remarkable success of the AlphaGO series in single-agent RL, 2019 was a booming year that witnessed significant advances in multi-agent RL techniques; impressive breakthroughs have been made on developing AIs that outperform humans on many challenging tasks, especially multi-player video games. Nonetheless, one of the key challenges of multi-agent RL techniques is the scalability; it is still non-trivial to design efficient learning algorithms that can solve tasks including far more than two agents ($N \gg 2$), which I name by \emph{many-agent reinforcement learning} (MARL\footnote{I use the world of ``MARL" to denote multi-agent reinforcement learning with a particular focus on the cases of many agents; otherwise, it is denoted as ``Multi-Agent RL" by default.}) problems. In this thesis, I contribute to tackling MARL problems from four aspects. Firstly, I offer a self-contained overview of multi-agent RL techniques from a game-theoretical perspective. This overview fills the research gap that most of the existing work either fails to cover the recent advances since 2010 or does not pay adequate attention to game theory, which I believe is the cornerstone to solving many-agent learning problems. Secondly, I develop a tractable policy evaluation algorithm -- $\alpha^\alpha$-Rank -- in many-agent systems. The critical advantage of $\alpha^\alpha$-Rank is that it can compute the solution concept of $\alpha$-Rank tractably in multi-player general-sum games with no need to store the entire pay-off matrix. This is in contrast to classic solution concepts such as Nash equilibrium which is known to be $PPAD$-hard in even two-player cases. $\alpha^\alpha$-Rank allows us, for the first time, to practically conduct large-scale multi-agent evaluations. Thirdly, I introduce a scalable policy learning algorithm -- mean-field MARL -- in many-agent systems. The mean-field MARL method takes advantage of the mean-field approximation from physics, and it is the first provably convergent algorithm that tries to break the curse of dimensionality for MARL tasks. With the proposed algorithm, I report the first result of solving the Ising model and multi-agent battle games through a MARL approach. Fourthly, I investigate the many-agent learning problem in open-ended meta-games (i.e., the game of a game in the policy space). Specifically, I focus on modelling the behavioural diversity in meta-games, and developing algorithms that guarantee to enlarge diversity during training. The proposed metric based on determinantal point processes serves as the first mathematically rigorous definition for diversity. Importantly, the diversity-aware learning algorithms beat the existing state-of-the-art game solvers in terms of exploitability by a large margin. On top of the algorithmic developments, I also contribute two real-world applications of MARL techniques. Specifically, I demonstrate the great potential of applying MARL to study the emergent population dynamics in nature, and model diverse and realistic interactions in autonomous driving. Both applications embody the prospect that MARL techniques could achieve huge impacts in the real physical world, outside of purely video games