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Reinforcement Learning with Quantopian

Are there any way to do reinforcement learning through libraries offered by quantopian?
I am interested in implementing the process outlined in this paper and investigating ways to improve it.

3 responses

The PyBrain module includes reinforcement learning but in order to use it, you will need to ask the Quantopian guys to add it to their module whitelist

That's exactly what I've done! Horray!
Any alternatives for the short term while they take a good look at it?

scikit-learn is on Quantopian's whitelist, but AFAIK it doesn't include reinforcement learning.