Residual Networks for Computer Go

Deep learning for the game of Go recently had a tremendous success with the victory of AlphaGo against Lee Sedol in March 2016. We propose to use residual networks so as to improve the training of a policy network for computer Go. Training is faster than with usual convolutional networks and residual networks achieve high accuracy on our test set and a four dan level

Parallel Nested Monte-Carlo Search

International audienceWe address the parallelization of a Monte-Carlo search algorithm. On a cluster of 64 cores we obtain a speedup of 56 for the parallelization of Morpion Solitaire. An algorithm that behaves better than a naive one on heterogeneous clusters is also detailed

Solving the HP model with Nested Monte Carlo Search

In this paper we present a new Monte Carlo Search (MCS) algorithm for finding the ground state energy of proteins in the HP-model. We also compare it briefly to other MCS algorithms not usually used on the HP-model and provide an overview of the algorithms used on HP-model. The algorithm presented in this paper does not beat state of the art algorithms, see PERM (Hsu and Grassberger 2011), REMC (Thachuk, Shmygelska, and Hoos 2007) or WLRE (W\"ust and Landau 2012) for better results. Hsu, H.-P.; and Grassberger, P. 2011. A review of Monte Carlo simulations of polymers with PERM. Journal of Statistical Physics, 144 (3): 597 to 637. Thachuk, C.; Shmygelska, A.; and Hoos, H. H. 2007. A replica exchange Monte Carlo algorithm for protein folding in the HP model. BMC Bioinformatics, 8(1): 342. W\"ust, T.; and Landau, D. P. 2012. Optimized Wang-Landau sampling of lattice polymers: Ground state search and folding thermodynamics of HP model proteins. The Journal of Chemical Physics, 137(6): 064903.Comment: Accepted to AAAI's workshop AI2ASE 2023: 2nd Annual AAAI Workshop on AI to Accelerate Science and Engineering. 6 pages, 1 for reference

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