Team Composition in PES2018 using Submodular Function Optimization

With the development of computer game technologies, gameplay becomes very realistic in many sports games, therefore providing appealing play experience to game players. To get the victory in a football pitch, the team composition is pretty important. There is little research on the automatic team composition in sports games particularly in a popular game of Pro Evolution Soccer (PES). In this paper, we consider the team composition as one team player recommendation problem since a team is composed of several players in a game. Subsequently, we aim to recommend a list of sufficiently good football players to game players. We convert the team player recommendation into one optimization problem and resort to the greedy algorithm-based solutions. We propose a coverage function that quantifies the degree of soccer skills to be covered by the selected players. In addition, we prove the submodularity of the coverage function and improve a greedy algorithm to solve the function optimization problem. We demonstrate the performance of our techniques in PES2018.</p

Group sparse optimization for learning predictive state representations

Predictive state representations (PSRs) are a commonly used approach for agents to summarize the information from history generated during their interaction with a dynamical environment and the agents may use PSRs to predict the future observation. Existing works have shown the benefits of PSRs for modelling partially observable dynamical systems. One of the key issues in PSRs is to discover a set of tests for representing states, which is called core tests. However, there is no very efficient technique to find the core tests for a large and complex problem in practice. In this paper, we formulate the discovering of the set of core tests as an optimization problem and exploit a group sparsity of the decision-making matrix to solve the problem. Then the PSR parameters can be obtained simultaneously. Hence, the model of the underlying system can be built immediately. The new learning approach doesn’t require the specification of the number of core tests. Furthermore, the embedded optimization method for solving the considered group Lasso problem, called alternating direction method of multipliers (ADMM), can achieve a global convergence. We conduct experiments on three problem domains including one extremely large problem domain and show promising performances of the new approach

A hybrid approach for portfolio selection with higher-order moments: Empirical evidence from Shanghai Stock Exchange

Abstract(#br)Skewness and kurtosis, the third and fourth order moments, are statistics to summarize the shape of a distribution function. Recent studies show that investors would take these higher-order moments into consideration to make a profitable investment decision. Unfortunately, due to the difficulties in solving the multi-objective problem with higher-order moments, the literature on portfolio selection problem with higher-order moments is few. This paper proposes a new hybrid approach to solve the portfolio selection problem with skewness and kurtosis, which includes not only the multi-objective optimization but also the data-driven asset selection and return prediction, where the techniques of two-stage clustering, radial basis function neural network and genetic algorithm are employed. With the historical data from Shanghai stock exchange, we find that the out-of-sample performance of our model with higher-order moments is significantly better than that of traditional mean-variance model and verify the robustness of our hybrid algorithm