Reinaldo A. C. Bianchi

Francisco Caio Lima Paiva, Leonardo Kanashiro Felizardo, Reinaldo Augusto da Costa Bianchi et al.

The feasibility of making profitable trades on a single asset on stock exchanges based on patterns identification has long attracted researchers. Reinforcement Learning (RL) and Natural Language Processing have gained notoriety in these single-asset trading tasks, but only a few works have explored their combination. Moreover, some issues are still not addressed, such as extracting market sentiment momentum through the explicit capture of sentiment features that reflect the market condition over time and assessing the consistency and stability of RL results in different situations. Filling this gap, we propose the Sentiment-Aware RL (SentARL) intelligent trading system that improves profit stability by leveraging market mood through an adaptive amount of past sentiment features drawn from textual news. We evaluated SentARL across twenty assets, two transaction costs, and five different periods and initializations to show its consistent effectiveness against baselines. Subsequently, this thorough assessment allowed us to identify the boundary between news coverage and market sentiment regarding the correlation of price-time series above which SentARL's effectiveness is outstanding.

Douglas De Rizzo Meneghetti, Reinaldo Augusto da Costa Bianchi

Inspired by recent advances in agent communication with graph neural networks, this work proposes the representation of multi-agent communication capabilities as a directed labeled heterogeneous agent graph, in which node labels denote agent classes and edge labels, the communication type between two classes of agents. We also introduce a neural network architecture that specializes communication in fully cooperative heterogeneous multi-agent tasks by learning individual transformations to the exchanged messages between each pair of agent classes. By also employing encoding and action selection modules with parameter sharing for environments with heterogeneous agents, we demonstrate comparable or superior performance in environments where a larger number of agent classes operates.

Douglas De Rizzo Meneghetti, Thiago Pedro Donadon Homem, Jonas Henrique Renolfi de Oliveira et al.

Object detection techniques that achieve state-of-the-art detection accuracy employ convolutional neural networks, implemented to have optimal performance in graphics processing units. Some hardware systems, such as mobile robots, operate under constrained hardware situations, but still benefit from object detection capabilities. Multiple network models have been proposed, achieving comparable accuracy with reduced architectures and leaner operations. Motivated by the need to create an object detection system for a soccer team of mobile robots, this work provides a comparative study of recent proposals of neural networks targeted towards constrained hardware environments, in the specific task of soccer ball detection. We train multiple open implementations of MobileNetV2 and MobileNetV3 models with different underlying architectures, as well as YOLOv3, TinyYOLOv3, YOLOv4 and TinyYOLOv4 in an annotated image data set captured using a mobile robot. We then report their mean average precision on a test data set and their inference times in videos of different resolutions, under constrained and unconstrained hardware configurations. Results show that MobileNetV3 models have a good trade-off between mAP and inference time in constrained scenarios only, while MobileNetV2 with high width multipliers are appropriate for server-side inference. YOLO models in their official implementations are not suitable for inference in CPUs.

Douglas De Rizzo Meneghetti, Reinaldo Augusto da Costa Bianchi

This work proposes a neural network architecture that learns policies for multiple agent classes in a heterogeneous multi-agent reinforcement setting. The proposed network uses directed labeled graph representations for states, encodes feature vectors of different sizes for different entity classes, uses relational graph convolution layers to model different communication channels between entity types and learns distinct policies for different agent classes, sharing parameters wherever possible. Results have shown that specializing the communication channels between entity classes is a promising step to achieve higher performance in environments composed of heterogeneous entities.

Thiago Freitas dos Santos, Paulo E. Santos, Leonardo A. Ferreira et al.

Spatial puzzles composed of rigid objects, flexible strings and holes offer interesting domains for reasoning about spatial entities that are common in the human daily-life's activities. The goal of this work is to investigate the automated solution of this kind of puzzles adapting an algorithm that combines Answer Set Programming (ASP) with Markov Decision Process (MDP), algorithm oASP(MDP), to use heuristics accelerating the learning process. ASP is applied to represent the domain as an MDP, while a Reinforcement Learning algorithm (Q-Learning) is used to find the optimal policies. In this work, the heuristics were obtained from the solution of relaxed versions of the puzzles. Experiments were performed on deterministic, non-deterministic and non-stationary versions of the puzzles. Results show that the proposed approach can accelerate the learning process, presenting an advantage when compared to the non-heuristic versions of oASP(MDP) and Q-Learning.

Leonardo A. Ferreira, Reinaldo A. C. Bianchi, Paulo E. Santos et al.

Non-stationary domains, that change in unpredicted ways, are a challenge for agents searching for optimal policies in sequential decision-making problems. This paper presents a combination of Markov Decision Processes (MDP) with Answer Set Programming (ASP), named {\em Online ASP for MDP} (oASP(MDP)), which is a method capable of constructing the set of domain states while the agent interacts with a changing environment. oASP(MDP) updates previously obtained policies, learnt by means of Reinforcement Learning (RL), using rules that represent the domain changes observed by the agent. These rules represent a set of domain constraints that are processed as ASP programs reducing the search space. Results show that oASP(MDP) is capable of finding solutions for problems in non-stationary domains without interfering with the action-value function approximation process.

Leonardo A. Ferreira, Reinaldo A. C. Bianchi, Paulo E. Santos et al.

Non-stationary domains, where unforeseen changes happen, present a challenge for agents to find an optimal policy for a sequential decision making problem. This work investigates a solution to this problem that combines Markov Decision Processes (MDP) and Reinforcement Learning (RL) with Answer Set Programming (ASP) in a method we call ASP(RL). In this method, Answer Set Programming is used to find the possible trajectories of an MDP, from where Reinforcement Learning is applied to learn the optimal policy of the problem. Results show that ASP(RL) is capable of efficiently finding the optimal solution of an MDP representing non-stationary domains.