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Anthony Bagnall

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JMLR Journal 2024 Journal Article

aeon: a Python Toolkit for Learning from Time Series

Matthew Middlehurst
Ali Ismail-Fawaz
Antoine Guillaume
Christopher Holder
David Guijo-Rubio
Guzal Bulatova
Leonidas Tsaprounis
Lukasz Mentel

aeon is a unified Python 3 library for all machine learning tasks involving time series. The package contains modules for time series forecasting, classification, extrinsic regression and clustering, as well as a variety of utilities, transformations and distance measures designed for time series data. aeon also has a number of experimental modules for tasks such as anomaly detection, similarity search and segmentation. aeon follows the scikit-learn API as much as possible to help new users and enable easy integration of aeon estimators with useful tools such as model selection and pipelines. It provides a broad library of time series algorithms, including efficient implementations of the very latest advances in research. Using a system of optional dependencies, aeon integrates a wide variety of packages into a single interface while keeping the core framework with minimal dependencies. The package is distributed under the 3-Clause BSD license and is available at https://github.com/aeon-toolkit/aeon. [abs] [ pdf ][ bib ] [ code ] &copy JMLR 2024. ( edit, beta )

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JAAMAS Journal 2005 Journal Article

Autonomous Adaptive Agents for Single Seller Sealed Bid Auctions

Anthony Bagnall
Iain Toft

Abstract In developing open, heterogeneous and distributed multi-agent systems researchers often face a problem of facilitating negotiation and bargaining amongst agents. It is increasingly common to use auction mechanisms for negotiation in multi-agent systems. The choice of auction mechanism and the bidding strategy of an agent are of central importance to the success of the agent model. Our aim is to determine the best agent learning algorithm for bidding in a variety of single seller auction structures in both static environments where a known optimal strategy exists and in complex environments where the optimal strategy may be constantly changing. In this paper we present a model of single seller auctions and describe three adaptive agent algorithms to learn strategies through repeated competition. We experiment in a range of auction environments of increasing complexity to determine how well each agent performs, in relation to an optimal strategy in cases where one can be deduced, or in relation to each other in other cases. We find that, with a uniform value distribution, a purely reactive agent based on Cliff’s ZIP algorithm for continuous double auctions (CDA) performs well, although is outperformed in some cases by a memory based agent based on the Gjerstad Dickhaut agent for CDA.

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