Deep Quality-Value (DQV) Learning

We introduce a novel Deep Reinforcement Learning (DRL) algorithm called Deep Quality-Value (DQV) Learning. DQV uses temporal-difference learning to train a Value neural network and uses this network for training a second Quality-value network that learns to estimate state-action values. We first test DQV's update rules with Multilayer Perceptrons as function approximators on two classic RL problems, and then extend DQV with the use of Deep Convolutional Neural Networks, `Experience Replay' and `Target Neural Networks' for tackling four games of the Atari Arcade Learning environment. Our results show that DQV learns significantly faster and better than Deep Q-Learning and Double Deep Q-Learning, suggesting that our algorithm can potentially be a better performing synchronous temporal difference algorithm than what is currently present in DRL

Interacting neural networks and cryptography

Two neural networks which are trained on their mutual output bits are analysed using methods of statistical physics. The exact solution of the dynamics of the two weight vectors shows a novel phenomenon: The networks synchronize to a state with identical time dependent weights. Extending the models to multilayer networks with discrete weights, it is shown how synchronization by mutual learning can be applied to secret key exchange over a public channel.Comment: Invited talk for the meeting of the German Physical Societ

Theory of Interacting Neural Networks

In this contribution we give an overview over recent work on the theory of interacting neural networks. The model is defined in Section 2. The typical teacher/student scenario is considered in Section 3. A static teacher network is presenting training examples for an adaptive student network. In the case of multilayer networks, the student shows a transition from a symmetric state to specialisation. Neural networks can also generate a time series. Training on time series and predicting it are studied in Section 4. When a network is trained on its own output, it is interacting with itself. Such a scenario has implications on the theory of prediction algorithms, as discussed in Section 5. When a system of networks is trained on its minority decisions, it may be considered as a model for competition in closed markets, see Section 6. In Section 7 we consider two mutually interacting networks. A novel phenomenon is observed: synchronisation by mutual learning. In Section 8 it is shown, how this phenomenon can be applied to cryptography: Generation of a secret key over a public channel.Comment: Contribution to Networks, ed. by H.G. Schuster and S. Bornholdt, to be published by Wiley VC

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

Reverse Engineering Gene Networks with ANN: Variability in Network Inference Algorithms

Motivation :Reconstructing the topology of a gene regulatory network is one of the key tasks in systems biology. Despite of the wide variety of proposed methods, very little work has been dedicated to the assessment of their stability properties. Here we present a methodical comparison of the performance of a novel method (RegnANN) for gene network inference based on multilayer perceptrons with three reference algorithms (ARACNE, CLR, KELLER), focussing our analysis on the prediction variability induced by both the network intrinsic structure and the available data. Results: The extensive evaluation on both synthetic data and a selection of gene modules of "Escherichia coli" indicates that all the algorithms suffer of instability and variability issues with regards to the reconstruction of the topology of the network. This instability makes objectively very hard the task of establishing which method performs best. Nevertheless, RegnANN shows MCC scores that compare very favorably with all the other inference methods tested. Availability: The software for the RegnANN inference algorithm is distributed under GPL3 and it is available at the corresponding author home page (http://mpba.fbk.eu/grimaldi/regnann-supmat