Deep reinforcement learning for scheduling semiconductor cluster tools in varying configurations

Deep reinforcement learning (DRL) has been extensively used to address portfolio optimization problems. DRL agents acquire knowledge and make decisions through unsupervised interactions with their environment without requiring explicit knowledge of the joint dynamics of portfolio assets. Among these DRL algorithms, the combination of actor-critic algorithms and deep function approximators is the most widely used DRL algorithm. Here, we find that training the DRL agent using the actor-critic algorithm and deep function approximators may lead to scenarios where the improvement in the DRL agent's risk-adjusted profitability is insignificant. We argue that such situations primarily arise from the following two problems: sparsity in positive reward and the curse of dimensionality. These limitations prevent DRL agents from comprehensively learning asset price change patterns in the training environment. As a result, the DRL agents cannot effectively explore the dynamic portfolio optimization policy to improve the risk-adjusted profitability in the training process. To address these problems, we propose a novel multi-agent learning system based on the hierarchical deep reinforcement learning (HDRL) algorithmic framework in this research. Under this framework, the agents work together as a learning system for portfolio optimization. Specifically, by designing an auxiliary agent that works together with the executive agent for optimal policy exploration, the learning system can focus on exploring the policy with higher risk-adjusted return in the action space with positive return and low variance. The performance of the proposed learning system is evaluated using a portfolio of 29 stocks from the Dow Jones index in four different experiments. In the training process, the objective functions of the actor and critic both ultimately achieve stable convergence in the training process. The risk-adjusted profitability of our learning system in the training environment is significantly improved. Hence, we prove that the policies executed by our learning system in out-sample experiments originate from the DRL agents' comprehensive learning of asset price change patterns in the training environment. Furthermore, we find that adopting the auxiliary agent and HDRL training algorithm can efficiently overcome the issue of the curse of dimensionality and improve the training efficiency in the positive reward sparse environment. In each back-test experiment, the proposed learning system is compared to sixteen traditional strategies and ten strategies based on machine learning algorithms in the performance of profitability and risk control ability. The empirical results in the four evaluation experiments demonstrate the efficacy of our learning system, which outperforms all other strategies by at least 8.2% in terms of Sharpe ratio, Sorino ratio, and Calmar ratio. This indicates that the policies learned in the training environment can exhibit excellent generalization ability in the back-testing experiments.

Learning ability is the basic characteristic of human intelligence. The July 1, 2005 issue of Science published a list of 125 important questions in science. Among them, the question 94 “What are the limits of learning by machines?”. The annotation “Computers can already beat the world’s best chess players, and they have a wealth of information on the Web to draw on. But abstract reasoning is still beyond any machine”. In recent artificial intelligence has made great progresses. In 1997, the rise of the man-machine war, IBM Supercomputer Deep Blue defeated the chess master Garry Kasparov. On February 14, 2011, IBM’s Watson supercomputer won a practice round against Jeopardy champions Ken Jennings and Brad Rutter. In March 2016, Google DeepMind’s AlphaGo sealed a 4-1 victory over a South Korean Go grandmaster Lee Se-dol. This paper focuses on the machine learning methods of AlphaGo, including reinforcement learning, deep learning, deep reinforcement learning, analysis of the existing problems and the latest research progress. Deep reinforcement learning is the combination of deep learning and reinforcement learning, which can realize the learning algorithm from the perception to action. Simply said, this is the same as human behavior, input sensing information such as vision, and then, direct output action through the deep neural network. Deep reinforcement learning has the potential to learn a variety of skills for the robot to achieve full autonomy. Even though reinforcement learning is practiced successfully, but feature states need to manually set, for complex scene is a difficult thing, especially easy to cause the dimension disaster, and expression is not good. In 2010, Sascha Lange and Martin Riedmiller proposed deep auto-encoder neural networks in reinforcement learning to extract feature, which is used to control the visual correlation. In 2013, DeepMind proposed deep Q-network (DQN) in NIPS 2013, using convolution neural network to extract features, and then applied in reinforcement learning. They continue to improve and published an improved version of DQN on Nature in 2015, which has aroused widespread concern. In order to break through the limits of learning by machines, cognitive machine learning is proposed, which is the combination of machine learning and brain cognition, so that the machine intelligence is constantly evolving, and gradually reaches the human level of artificial intelligence. A cognitive model entitled Consciousness And Memory (CAM) is proposed by author, which consists of memory, consciousness, high-level cognitive functions, perception and motor. High-level cognitive functions of the brain include learning, language, thinking, decision making, emotion, and so on. Learning is a course to accept the stimulus through the nervous system and obtain new behavior, habits and accumulation experience. According to the current research progress of brain science and cognitive science, cognitive machine learning may be interested in learning emergence, procedural memory knowledge learning, learning evolution and so on. For intelligence, so-called evolution is refers to the learning of learning and the structure also follows the change. It is important to record the learning result by structure changing and improve the learning method.

Virtual network embedding (VNE) refers to the process of mapping virtual networks onto physical networks, which can improve the utilization and flexibility of network resources. However, due to the complexity of VNE problems and the requirement for network security, how to efficiently complete VNE and ensure network security is important. In this article, we analyze the characteristics of the cloud–edge–terminal collaborative vehicular network and design a resource allocation mechanism based on VNEVNE, abbreviated as DRLS-VNE. First, we establish a multidimensional heterogeneous network model and design a five-layer neural network as the deep reinforcement learning (DRL) agent. The DRL agent can adaptively extract network feature attributes, thereby improving the performance of DRLS-VNE. Second, we introduce a dynamic trust evaluation mechanism, which can evaluate the trustworthiness of each node in the virtual network in real time and set embedding constraints based on the evaluation results. Finally, we conduct experiments to verify the practicality and effectiveness of DRLS-VNE. The experimental results show that our solution can significantly enhance the performance of the VNE solution.

Forecasting the behavior of the stock market is a classic but difficult topic, one that has attracted the interest of both economists and computer scientists. Over the course of the last couple of decades, researchers have investigated linear models as well as models that are based on machine learning (ML), deep learning (DL), reinforcement learning (RL), and deep reinforcement learning (DRL) in order to create an accurate predictive model. Machine learning algorithms can now extract high-level financial market data patterns. Investors are using deep learning models to anticipate and evaluate stock and foreign exchange markets due to the advantage of artificial intelligence. Recent years have seen a proliferation of the deep reinforcement learning algorithm’s application in algorithmic trading. DRL agents, which combine price prediction and trading signal production, have been used to construct several completely automated trading systems or strategies. Our objective is to enable interested researchers to stay current and easily imitate earlier findings. In this paper, we have worked to explain the utility of Machine Learning, Deep Learning, Reinforcement Learning, and Deep Reinforcement Learning in Quantitative Finance (QF) and the Stock Market. We also outline potential future study paths in this area based on the overview that was presented before.

Deep reinforcement learning (DRL) is one of the emerging areas of machine learning which focuses on maximized rewards. DRL is a type of machine learning that combines reinforcement learning and deep learning. It uses a series of algorithms to enable an agent to learn how to make decisions in a complex environment. DRL is a subset of artificial intelligence that focuses on making decisions based on the environment and the rewards associated with each action.The goal of DRL is to maximize the long-term reward of an agent. In order to do this, the agent must use a combination of deep learning, reinforcement learning and other AI techniques to learn which actions will lead to the highest reward. DRL is used to solve a variety of problems, from playing video games to controlling robots. It is also used in autonomous driving and robotics, as well as for financial trading. DRL is a powerful tool for solving complex problems and has been used in a variety of research projects. DRL has the potential to revolutionize the way we interact with machines and the environment.

Can machine learning help us make better decisions about a changing planet? In this paper, we illustrate and discuss the potential of a promising corner of machine learning known as deep reinforcement learning (RL) to help tackle the most challenging conservation decision problems. We provide a conceptual and technical introduction to deep RL as well as annotated code so that researchers can adopt, evaluate and extend these approaches. RL explicitly focuses on designing an agent who interacts with an environment that is dynamic and uncertain. Deep RL is the subfield of RL that incorporates deep neural networks into the agent. We train deep RL agents to solve sequential decision‐making problems in setting fisheries quotas and managing ecological tipping points. We show that a deep RL agent is able to learn a nearly optimal solution for the fisheries management problem. For the tipping point problem, we show that a deep RL agent can outperform a sensible rule‐of‐thumb strategy. Our results demonstrate that deep RL has the potential to solve challenging decision problems in conservation. While this potential may be compelling, the challenges involved in successfully deploying RL‐based management to realistic scenarios are formidable—the required expertise and computational cost may place these applications beyond the reach of all but large, international technology firms. Ecologists must establish a better understanding of how these algorithms work and fail if we are to realize this potential and avoid the pitfalls such a transition would bring. We ultimately set forth a research framework based on well‐posed, public challenges so that ecologists and computer scientists can collaborate towards solving hard decision‐making problems in conservation.

With the improvement in the intelligence level of UAVs and the development of cluster control technology, the intelligent decision-making method of UAV cluster confrontation will become the key technology of UAV combat in the future. The UAV cluster confrontation learning environment is of complex characteristics of high dimension, non-linearity, incomplete information, continuous action space, and so on. Recently, artificial intelligence technology represented by deep learning and reinforcement learning has made a great breakthrough. Deep reinforcement learning has shown a great ability to solve intelligent decision-making problems in complex environments. In this paper, enlightened by the multi-agent centralized training distributed execution framework and the idea of maximum policy entropy, we propose a deep reinforcement learning method of the multi-agent soft actor-critic (MASAC) with incomplete information. A game model for UAV cluster confrontation based on multi-agent deep reinforcement learning is established, and a continuous space multiple UAV combat environment is constructed. Simulation experiments are performed on the asymmetric confrontation of UAV clusters with red and blue teams. The experimental results show that MASAC outperforms the existing popular multi-agent deep reinforcement learning methods, making the game players converge to a higher return equilibrium point of the game. Moreover, the convergence of MASAC is investigated and analyzed extensively, and the results show that MASAC is of good convergence and stability, ensuring the practicability of MASAC in intelligent decision-making regarding UAV cluster confrontation.

To solve problems involving sequential decision-making, Deep Reinforcement Learning (DRL) combines the advantages of Reinforcement Learning (RL) and Deep Learning (DL).These fusions are skilled at training agents for video games because they use neural networks to approximate nonlinear functions.The Deep Q Network (DQN), a key algorithm in this field, tends to overestimate Q-values despite its effectiveness.The Double Deep Q Network (Double DQN) was presented to address this.The Kera's framework in PyCharm is used in this study to examine the practical application and comparative analysis of DQN and Double DQN in the Flappy Bird game.To speed up its training, improvements were also made to the DQN model.The enhanced DQN performed better than the traditional DQN but less well than the Double DQN, according to the results.This study delves into the practical application and comparative analysis of DQN and Double DQN in the Flappy Bird game, utilizing the Kera's framework in PyCharm.Additionally, enhancements were made to the DQN model to expedite its training.Results affirmed that the enhanced DQN outperformed the conventional DQN but lagged the Double DQN.The training loss trajectory further substantiated Double DQN's superiority in mitigating overestimation issues.

Reinforcement learning is a mathematical framework for agents to interact intelligently with their environment. Unlike supervised learning, where a system learns with the help of labeled data, reinforcement learning agents learn how to act by trial and error only receiving a reward signal from their environments. A field where reinforcement learning has been prominently successful is robotics [3]. However, real-world control problems are also particularly challenging because of the noise and high- dimensionality of input data (e.g., visual input). In recent years, in the field of supervised learning, deep neural networks have been successfully used to extract meaning from this kind of data. Building on these advances, deep reinforcement learning was used to solve complex problems like Atari games and Go. Mnih et al. [1] built a system with fixed hyper parameters able to learn to play 49 different Atari games only from raw pixel inputs. However, in order to apply the same methods to real-world control problems, deep reinforcement learning has to be able to deal with continuous action spaces. Discretizing continuous action spaces would scale poorly, since the number of discrete actions grows exponentially with the dimensionality of the action. Furthermore, having a parametrized policy can be advantageous because it can generalize in the action space. Therefore with this thesis we study state-of-the-art deep reinforcement learning algorithm, Deep Deterministic Policy Gradients. We provide a theoretical comparison to other popular methods, an evaluation of its performance, identify its limitations and investigate future directions of research. The remainder of the thesis is organized as follows. We start by introducing the field of interest, machine learning, focusing our attention of deep learning and reinforcement learning. We continue by describing in details the two main algorithms, core of this study, namely Deep Q-Network (DQN) and Deep Deterministic Policy Gradients (DDPG). We then provide implementatory details of DDPG and our test environment, followed by a description of benchmark test cases. Finally, we discuss the results of our evaluation, identifying limitations of the current approach and proposing future avenues of research.

Cloud radio access networks (CRANs) have become a key enabling technique for the next generation wireless communications. Resource allocation in CRANs still needs to be further improved to reach the objective of minimizing power consumption and meeting demands of wireless users over a long period. Inspired by the success of Deep Reinforcement Learning (DRL) on solving complicated control problems, we present a novel framework, <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">ReCARL</i> , for power-efficient resource allocation in CRANs with deep reinforcement learning. Specifically, we define the state space, action space and reward function for the DRL agent, apply a deep neural network (DNN) to approximating the action-value function, and formally formulate the resource allocation problem (in each decision epoch) as a convex optimization problem. Under ReCARL, we propose two different DRL agents: one has a regular DNN structure trained with the basic deep Q-learning method ( <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">ReCARL-Basic</i> ); while the other has a context-aware DNN structure trained with a hybrid deep Q-learning method ( <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">ReCARL-Hybrid</i> ). We evaluated the performance of ReCARL along with the two DRL agents by comparing them with two widely-used baselines via extensive simulation. The simulation results show that ReCARL achieves significant power savings while meeting user demands, and it can well handle highly dynamic cases.

To decrease the impact of Partially Observable MDP on deep reinforcement learning performance of intersection signal control, A deep reinforcement learning is proposed in this paper with utilizing the real-time GPS data as well as learning the control of the traffic lights in single intersection. We integrate deep reinforcement learning network (DRQN) with recurrent neural network (RNN) and apply deep network, experience pool and greedy strategy in deep reinforcement learning strategy. It solves the problem of overestimation of target Q value and insufficient long-term experience learning in the standard reinforcement learning of traffic signal control. The comparison of performance was made between the proposed method and standard Deep Q-Network (DQN) on the partial observation of traffic situations. The experimental results show that both DQN and DRQN methods can adjust their traffic signal timing control strategies according to the specific traffic conditions as well as calculating a lower average delay time of vehicle than that of fixed-time control. Besides, the simulation effect of DRQN learning method is better than that of DQN learning method in different probe vehicle proportion environment.

Reward poisoning attacks in deep reinforcement learning based on exploration strategies

In this work, we proposed a vulnerability-aware network adaptation framework that can generate a robust network topology against epidemic attacks by leveraging deep reinforcement learning (DRL) to build a resilient network. We call our proposed framework DREVAN, representing Deep REinforcement Learning-based Vulnerability-Aware Network Adaptations. The goal of the proposed DREVAN is to minimize security vulnerability caused by epidemic attacks exploiting the software monoculture for node compromise while maximizing network connectivity in terms of the size of the giant component. To be specific, the DREVAN aims to autonomously identify a pair of network adaptation budgets for adding or removing edges (i.e., how many edges to add or remove) by leveraging DRL. In this work, we tackle the inherent challenge of using DRL in reducing the learning curve of a DRL agent by proposing two algorithms. First, we proposed a vulnerability ranking algorithm of edges and nodes, namely VREN, for the DRL agent to select which edges to add or remove based on the lowest expected vulnerability between two nodes or the highest vulnerability of edges, respectively. Second, we also developed a Fractal-based Solution Search algorithm (FSS) to effectively direct the DRL agent towards the effective samples to visit and quickly identify and converge to an optimal solution (i.e., budget sizes of edge additions and removals). Via our extensive comparative performance analysis of the six different schemes, we demonstrated the outperformance of our proposed DREVAN-based schemes over counterpart and baseline schemes.

This paper investigates the use of Deep Reinforcement Learning (DRL) to control a profit-seeking storage device trading in the European Continuous Intra-day Electricity Market (CIM). The main objective is to study whether model-free DRL can profitably trade on the CIM. Two DRL agents are compared: Twin Delayed Deep Deterministic Policy Gradients (TD3), and TD3 with behavior cloning. The agents are trained and evaluated in a simulated CIM environment, which uses historical market data to simulate other market participants. A Rolling Intrinsic (RI) algorithm is used as a benchmark. Results indicate that the agents are profitable and occasionally outperform RI, in one instance obtaining 162.03% of RI profit. However, none of the agents consistently outperforms the baseline. These results suggest that DRL has the potential to increase profitability considerably compared to RI, but that the observation provided to the agent is not descriptive enough of the CIM to learn a robust policy. Future research could use additional features in the observation, or model-based DRL to improve performance.

Leveraging multi-agent deep reinforcement learning for autonomous galaxy image classification