4 ms·

UCT is a very simple idea that works surprisingly well across very diverse domains. Can't emphasize its generality enough, you can throw different problems at i

by zhanwei 10y ago

UCT is a very simple idea that works surprisingly well across very diverse domains. Can't emphasize its generality enough, you can throw different problems at it and it can give you decent (may not be the best) result without using any additional domain knowledge. It is also very easy to work with, you can easily tweak the algorithm and add heuristics for your specific domains. Also relevant: UCT applied to partially observable game (Poc-man) http://papers.nips.cc/paper/4031-monte-carlo-planning-in-large-pomdps.pdf http://papers.nips.cc/paper/4031-monte-carlo-planning-in-lar... Another approach for Monte-Carlo planning http://papers.nips.cc/paper/5189-despot-online-pomdp-planning-with-regularization.pdf http://papers.nips.cc/paper/5189-despot-online-pomdp-plannin...

nurettin 10y ago
I've coded and tested sparse lookahead in a trading algorithm before using a comprehensive example as a guide. Do you know of any comprehensive walkthrough examples implementing a UCT scenario that I can use to implement and verify my results?
- zhanwei 10y ago
  This tutorial seems quite good. Covers the basic and various useful UCT extension: https://webdocs.cs.ualberta.ca/~mmueller/courses/2014-AAAI-games-tutorial/slides/AAAI-14-Tutorial-Games-5-MCTS.pdf https://webdocs.cs.ualberta.ca/~mmueller/courses/2014-AAAI-g... However, the tutorial doesn't work towards a working implementation. I think you can verify your results against benchmark problems. There are a number of good implementations around: UCT implementation with many MDP benchmark problems: https://github.com/bonetblai/mdp-engine https://github.com/bonetblai/mdp-engine My favorite implementation. The code is quite easy to read: http://www0.cs.ucl.ac.uk/staff/D.Silver/web/Applications_files/pomcp-1.0.tar.gz http://www0.cs.ucl.ac.uk/staff/D.Silver/web/Applications_fil...
  - nurettin 10y ago
    Thank you. I like to verify as much as I like to implement :-)

by zhanwei 10y ago

nurettin 10y ago

I've coded and tested sparse lookahead in a trading algorithm before using a comprehensive example as a guide. Do you know of any comprehensive walkthrough examples implementing a UCT scenario that I can use to implement and verify my results?

zhanwei 10y ago
This tutorial seems quite good. Covers the basic and various useful UCT extension: https://webdocs.cs.ualberta.ca/~mmueller/courses/2014-AAAI-games-tutorial/slides/AAAI-14-Tutorial-Games-5-MCTS.pdf https://webdocs.cs.ualberta.ca/~mmueller/courses/2014-AAAI-g... However, the tutorial doesn't work towards a working implementation. I think you can verify your results against benchmark problems. There are a number of good implementations around: UCT implementation with many MDP benchmark problems: https://github.com/bonetblai/mdp-engine https://github.com/bonetblai/mdp-engine My favorite implementation. The code is quite easy to read: http://www0.cs.ucl.ac.uk/staff/D.Silver/web/Applications_files/pomcp-1.0.tar.gz http://www0.cs.ucl.ac.uk/staff/D.Silver/web/Applications_fil...
- nurettin 10y ago
  Thank you. I like to verify as much as I like to implement :-)