Distributed Nested Rollout Policy for Same Game

Nested Rollout Policy Adaptation (NRPA) is a Monte Carlo search heuristic for puzzles and other optimization problems. It achieves state-of-the-art performance on several games including SameGame. In this paper, we design several parallel and distributed NRPA-based search techniques, and we provide a number of experimental insights about their execution. Finally, we use our best implementation to discover 15 better scores for 20 standard SameGame boards

Forecasting Financial Volatility Using Nested Monte Carlo Expression Discovery

We are interested in discovering expressions for financial prediction using Nested Monte Carlo Search and Genetic Programming. Both methods are applied to learn from financial time series to generate non linear functions for market volatility prediction. The input data, that is a series of daily prices of European S&P500 index, is filtered and sampled in order to improve the training process. Using some assessment metrics, the best generated models given by both approaches for each training sub sample, are evaluated and compared. Results show that Nested Monte Carlo is able to generate better forecasting models than Genetic Programming for the majority of learning samples

Monte-Carlo Tree Search for the Multiple Sequence Alignment Problem

The paper considers solving the multiple sequence alignment, a combinatorial challenge in computational biology, where several DNA RNA, or protein sequences are to be arranged for high similarity. The proposal applies randomized Monte-Carlo tree search with nested rollouts and is able to improve the solution quality over time. Instead of learning the position of the letters, the approach learns a policy for the position of the gaps. The Monte-Carlo beam search algorithm we have implemented has a low memory overhead and can be invoked with constructed or known initial solutions. Experiments in the BAliBASE benchmark show promising results in improving state-of-the-art alignments