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This paper presents the development of a motivated learning (ML) agent with symbolic I/O. Our earlier work on the ML agent was enhanced, giving it autonomy for interaction with other agents. Specifically, we equipped the agent with drives and pains that establish its motivations to learn how to respond to desired and undesired events and create related abstract goals. The purpose of this paper is to explore the autonomous development of motivations and memory in agents within a simulated environment. The ML agent has been implemented in a virtual environment created within the NeoAxis game engine. Additionally, to illustrate the benefits of an ML-based agent, we compared the performance of our algorithm against various reinforcement learning (RL) algorithms in a dynamic test scenario, and demonstrated that our ML agent learns better than any of the tested RL agents. [ABSTRACT FROM PUBLISHER]

Learning from imbalanced data is among the most popular topics in the contemporary machine learning. However, the vast majority of attention in this field is given to binary problems, while their much more difficult multiclass counterparts are relatively unexplored. Handling data sets with multiple skewed classes poses various challenges and calls for a better understanding of the relationship among classes. In this paper, we propose multiclass radial-based oversampling (MC-RBO), a novel data-sampling algorithm dedicated to multiclass problems. The main novelty of our method lies in using potential functions for generating artificial instances. We take into account information coming from all of the classes, contrary to existing multiclass oversampling approaches that use only minority class characteristics. The process of artificial instance generation is guided by exploring areas where the value of the mutual class distribution is very small. This way, we ensure a smart oversampling procedure that can cope with difficult data distributions and alleviate the shortcomings of existing methods. The usefulness of the MC-RBO algorithm is evaluated on the basis of extensive experimental study and backed-up with a thorough statistical analysis. Obtained results show that by taking into account information coming from all of the classes and conducting a smart oversampling, we can significantly improve the process of learning from multiclass imbalanced data. [ABSTRACT FROM AUTHOR]

In this paper, a metacognitive octonion-valued neural network (Mc-OVNN) learning algorithm and its application to diverse time series prediction are presented. The Mc-OVNN is comprised of two components: the octonion-valued neural network that represents the cognitive component and the metacognitive component that serves to self-regulate the learning algorithm. At each epoch, the metacognitive component decides if, how, and when learning occurs. The algorithm deletes unneeded samples and only stores those that will be used. This decision is determined by the octonion magnitude and the seven phases. To evaluate the Mc-OVNN algorithm’s performance, it is applied to five real-world forecasting problems: the power consumption of a home in Honolulu, HI, USA, Box and Jenkins J series, Euro to Algerian Dinar (DZ) real-time conversion rates, the Mackey–Glass equation, and Europe Brent oil price prediction in a time series. When comparing the Mc-OVNN to other relevant techniques, Mc-OVNN displays its capability for efficient time series prediction. The real-time evaluation of the proposed algorithm is presented using the power consumption of a home in Boumerdès, Algeria, as a case study. [ABSTRACT FROM AUTHOR]

The limited memory version of the Broyden–Fletcher–Goldfarb–Shanno (L-BFGS) algorithm is the most popular quasi-Newton algorithm in machine learning and optimization. Recently, it was shown that the stochastic L-BFGS (sL-BFGS) algorithm with the variance-reduced stochastic gradient converges linearly. In this paper, we propose a new sL-BFGS algorithm by importing a proper momentum. We prove an accelerated linear convergence rate under mild conditions. The experimental results on different data sets also verify this acceleration advantage. [ABSTRACT FROM AUTHOR]

Conjugate gradient (CG) methods are a class of important methods for solving linear equations and nonlinear optimization problems. In this paper, we propose a new stochastic CG algorithm with variance reduction and we prove its linear convergence with the Fletcher and Reeves method for strongly convex and smooth functions. We experimentally demonstrate that the CG with variance reduction algorithm converges faster than its counterparts for four learning models, which may be convex, nonconvex or nonsmooth. In addition, its area under the curve performance on six large-scale data sets is comparable to that of the LIBLINEAR solver for the $L2$ -regularized $L2$ -loss but with a significant improvement in computational efficiency. 1 CGVR algorithm is available on github: https://github.com/xbjin/cgvr [ABSTRACT FROM AUTHOR]

In this paper, we consider the composition optimization with two expected-value functions in the form of $({1}/{n})\sum _{i = 1}^{n} F_{i}\left({({1}/{m})\sum _{j = 1}^{m} G_{j}(x)}\right)+R(x)$ , which formulates many important problems in statistical learning and machine learning such as solving Bellman equations in reinforcement learning and nonlinear embedding. Full gradient- or classical stochastic gradient descent-based optimization algorithms are unsuitable or computationally expensive to solve this problem due to the inner expectation $({1}/{m})\sum _{j = 1}^{m} G_{j}(x)$. We propose a dualityfree-based stochastic composition method that combines the variance reduction methods to address the stochastic composition problem. We apply the stochastic variance reduction gradient- and stochastic average gradient algorithm-based methods to estimate the inner function and the dualityfree method to estimate the outer function. We prove the linear convergence rate not only for the convex composition problem but also for the case that the individual outer functions are nonconvex, while the objective function is strongly convex. We also provide the results of experiments that show the effectiveness of our proposed methods. [ABSTRACT FROM AUTHOR]

Over the past few years, multiple kernel learning (MKL) has received significant attention among data-driven feature selection techniques in the context of kernel-based learning. MKL formulations have been devised and solved for a broad spectrum of machine learning problems, including multitask learning (MTL). Solving different MKL formulations usually involves designing algorithms that are tailored to the problem at hand, which is, typically, a nontrivial accomplishment. In this paper we present a general multitask multiple kernel learning (MT-MKL) framework that subsumes well-known MT-MKL formulations, as well as several important MKL approaches on single-task problems. We then derive a simple algorithm that can solve the unifying framework. To demonstrate the flexibility of the proposed framework, we formulate a new learning problem, namely partially-shared common space MT-MKL, and demonstrate its merits through experimentation. [ABSTRACT FROM AUTHOR]