Invention Grant
- Patent Title: System and method for deep reinforcement learning
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Application No.: US16674932Application Date: 2019-11-05
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Publication No.: US11574148B2Publication Date: 2023-02-07
- Inventor: Bilal Kartal , Pablo Francisco Hernandez Leal , Matthew Edmund Taylor
- Applicant: ROYAL BANK OF CANADA
- Applicant Address: CA Toronto
- Assignee: ROYAL BANK OF CANADA
- Current Assignee: ROYAL BANK OF CANADA
- Current Assignee Address: CA Toronto
- Agency: Norton Rose Fulbright Canada LLP
- Main IPC: G06K9/62
- IPC: G06K9/62 ; G06N3/04 ; G06N3/08

Abstract:
A computer system and method for extending parallelized asynchronous reinforcement learning for training a neural network is described in various embodiments, through coordinated operation of plurality of hardware processors or threads such that each functions as a worker agent that is configured to simultaneously interact with a target computing environment for local gradient computation based on a loss determination and to update global network parameters based at least on local gradient computation to train the neural network through modifications of weighted interconnections between interconnected computing units as gradient computation is conducted across a plurality of iterations of a target computing environment, the loss determination including at least a policy loss term (actor), a value loss term (critic), and an auxiliary control loss. Variations are described further where the neural network is adapted to include terminal state prediction and action guidance.
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