Markov Models
GenDICE: Generalized Offline Estimation of Stationary Values
Zhang, Ruiyi, Dai, Bo, Li, Lihong, Schuurmans, Dale
An important problem that arises in reinforcement learning and Monte Carlo methods is estimating quantities defined by the stationary distribution of a Markov chain. In many real-world applications, access to the underlying transition operator is limited to a fixed set of data that has already been collected, without additional interaction with the environment being available. We show that consistent estimation remains possible in this challenging scenario, and that effective estimation can still be achieved in important applications. Our approach is based on estimating a ratio that corrects for the discrepancy between the stationary and empirical distributions, derived from fundamental properties of the stationary distribution, and exploiting constraint reformulations based on variational divergence minimization. The resulting algorithm, GenDICE, is straightforward and effective. We prove its consistency under general conditions, provide an error analysis, and demonstrate strong empirical performance on benchmark problems, including off-line PageRank and off-policy policy evaluation.
Statistically Efficient Off-Policy Policy Gradients
Kallus, Nathan, Uehara, Masatoshi
Policy gradient methods in reinforcement learning update policy parameters by taking steps in the direction of an estimated gradient of policy value. In this paper, we consider the statistically efficient estimation of policy gradients from off-policy data, where the estimation is particularly non-trivial. We derive the asymptotic lower bound on the feasible mean-squared error in both Markov and non-Markov decision processes and show that existing estimators fail to achieve it in general settings. We propose a meta-algorithm that achieves the lower bound without any parametric assumptions and exhibits a unique 3-way double robustness property. We discuss how to estimate nuisances that the algorithm relies on. Finally, we establish guarantees on the rate at which we approach a stationary point when we take steps in the direction of our new estimated policy gradient.
A Road Map to Strong Intelligence
I wrote this paper because technology can really improve people's lives. With it, we can live longer in a healthy body, save time through increased efficiency and automation, and make better decisions. To get to the next level, we need to start looking at intelligence from a much broader perspective, and promote international interdisciplinary collaborations. Section 1 of this paper delves into sociology and social psychology to explain that the mechanisms underlying intelligence are inherently social. Section 2 proposes a method to classify intelligence, and describes the differences between weak and strong intelligence. Section 3 examines the Chinese Room argument from a different perspective. It demonstrates that a Turing-complete machine cannot have strong intelligence, and considers the modifications necessary for a computer to be intelligent and have understanding. Section 4 argues that the existential risk caused by the technological explosion of a single agent should not be of serious concern. Section 5 looks at the AI control problem and argues that it is impossible to build a super-intelligent machine that will do what it creators want. By using insights from biology, it also proposes a solution to the control problem. Section 6 discusses some of the implications of strong intelligence. Section 7 lists the main challenges with deep learning, and asserts that radical changes will be required to reach strong intelligence. Section 8 examines a neuroscience framework that could help explain how a cortical column works. Section 9 lays out the broad strokes of a road map towards strong intelligence. Finally, section 10 analyzes the impacts and the challenges of greater intelligence.
A Model-Based, Decision-Theoretic Perspective on Automated Cyber Response
Booker, Lashon B., Musman, Scott A.
Cyber-attacks can occur at machine speeds that are far too fast for human-in-the-loop (or sometimes on-the-loop) decision making to be a viable option. Although human inputs are still important, a defensive Artificial Intelligence (AI) system must have considerable autonomy in these circumstances. When the AI system is model-based, its behavior responses can be aligned with risk-aware cost/benefit tradeoffs that are defined by user-supplied preferences that capture the key aspects of how human operators understand the system, the adversary and the mission. This paper describes an approach to automated cyber response that is designed along these lines. We combine a simulation of the system to be defended with an anytime online planner to solve cyber defense problems characterized as partially observable Markov decision problems (POMDPs).
How To Avoid Being Eaten By a Grue: Exploration Strategies for Text-Adventure Agents
Ammanabrolu, Prithviraj, Tien, Ethan, Luo, Zhaochen, Riedl, Mark O.
Most current reinforcement learning algorithms are not capable of effectively handling such a large number of possible actions per turn. Poor sample efficiency, consequently, results in agents that are unable to pass bottleneck states, where they are unable to proceed because they do not see the right action sequence to pass the bottleneck enough times to be sufficiently reinforced. Building on prior work using knowledge graphs in reinforcement learning, we introduce two new game state exploration strategies. We compare our exploration strategies against strong baselines on the classic text-adventure game, Zork1, where prior agent have been unable to get past a bottleneck where the agent is eaten by a Grue.
Adaptive Temporal Difference Learning with Linear Function Approximation
Sun, Tao, Shen, Han, Chen, Tianyi, Li, Dongsheng
This paper revisits the celebrated temporal difference (TD) learning algorithm for the policy evaluation in reinforcement learning. Typically, the performance of the plain-vanilla TD algorithm is sensitive to the choice of stepsizes. Oftentimes, TD suffers from slow convergence. Motivated by the tight connection between the TD learning algorithm and the stochastic gradient methods, we develop the first adaptive variant of the TD learning algorithm with linear function approximation that we term AdaTD. In contrast to the original TD, AdaTD is robust or less sensitive to the choice of stepsizes. Analytically, we establish that to reach an $\epsilon$ accuracy, the number of iterations needed is $\tilde{O}(\epsilon^2\ln^4\frac{1}{\epsilon}/\ln^4\frac{1}{\rho})$, where $\rho$ represents the speed of the underlying Markov chain converges to the stationary distribution. This implies that the iteration complexity of AdaTD is no worse than that of TD in the worst case. Going beyond TD, we further develop an adaptive variant of TD($\lambda$), which is referred to as AdaTD($\lambda$). We evaluate the empirical performance of AdaTD and AdaTD($\lambda$) on several standard reinforcement learning tasks in OpenAI Gym on both linear and nonlinear function approximation, which demonstrate the effectiveness of our new approaches over existing ones.
Optimistic Policy Optimization with Bandit Feedback
Efroni, Yonathan, Shani, Lior, Rosenberg, Aviv, Mannor, Shie
Policy optimization methods are one of the most widely used classes of Reinforcement Learning (RL) algorithms. Yet, so far, such methods have been mostly analyzed from an optimization perspective, without addressing the problem of exploration, or by making strong assumptions on the interaction with the environment. In this paper we consider model-based RL in the tabular finite-horizon MDP setting with unknown transitions and bandit feedback. For this setting, we propose an optimistic trust region policy optimization (TRPO) algorithm for which we establish $\tilde O(\sqrt{S^2 A H^4 K})$ regret for stochastic rewards. Furthermore, we prove $\tilde O( \sqrt{ S^2 A H^4 } K^{2/3} ) $ regret for adversarial rewards. Interestingly, this result matches previous bounds derived for the bandit feedback case, yet with known transitions. To the best of our knowledge, the two results are the first sub-linear regret bounds obtained for policy optimization algorithms with unknown transitions and bandit feedback.
Constrained Multiagent Rollout and Multidimensional Assignment with the Auction Algorithm
We consider an extension of the rollout algorithm that applies to constrained deterministic dynamic programming, including challenging combinatorial optimization problems. The algorithm relies on a suboptimal policy, called base heuristic. Under suitable assumptions, we show that if the base heuristic produces a feasible solution, the rollout algorithm has a cost improvement property: it produces a feasible solution, whose cost is no worse than the base heuristic's cost. We then focus on multiagent problems, where the control at each stage consists of multiple components (one per agent), which are coupled either through the cost function or the constraints or both. We show that the cost improvement property is maintained with an alternative implementation that has greatly reduced computational requirements, and makes possible the use of rollout in problems with many agents. We demonstrate this alternative algorithm by applying it to layered graph problems that involve both a spatial and a temporal structure. We consider in some detail a prominent example of such problems: multidimensional assignment, where we use the auction algorithm for 2-dimensional assignment as a base heuristic. This auction algorithm is particularly well-suited for our context, because through the use of prices, it can advantageously use the solution of an assignment problem as a starting point for solving other related assignment problems, and this can greatly speed up the execution of the rollout algorithm.
Deep Gaussian Markov random fields
Gaussian Markov random fields (GMRFs) are probabilistic graphical models widely used in spatial statistics and related fields to model dependencies over spatial structures. We establish a formal connection between GMRFs and convolutional neural networks (CNNs). Common GMRFs are special cases of a generative model where the inverse mapping from data to latent variables is given by a 1-layer linear CNN. This connection allows us to generalize GMRFs to multi-layer CNN architectures, effectively increasing the order of the corresponding GMRF in a way which has favorable computational scaling. We describe how well-established tools, such as autodiff and variational inference, can be used for simple and efficient inference and learning of the deep GMRF. We demonstrate the flexibility of the proposed model and show that it outperforms the state-of-the-art on a dataset of satellite temperatures, in terms of prediction and predictive uncertainty.
Spatial Concept-Based Navigation with Human Speech Instructions via Probabilistic Inference on Bayesian Generative Model
Taniguchi, Akira, Hagiwara, Yoshinobu, Taniguchi, Tadahiro, Inamura, Tetsunari
Robots are required to not only learn spatial concepts autonomously but also utilize such knowledge for various tasks in a domestic environment. Spatial concept represents a multimodal place category acquired from the robot's spatial experience including vision, speech-language, and self-position. The aim of this study is to enable a mobile robot to perform navigational tasks with human speech instructions, such as `Go to the kitchen', via probabilistic inference on a Bayesian generative model using spatial concepts. Specifically, path planning was formalized as the maximization of probabilistic distribution on the path-trajectory under speech instruction, based on a control-as-inference framework. Furthermore, we described the relationship between probabilistic inference based on the Bayesian generative model and control problem including reinforcement learning. We demonstrated path planning based on human instruction using acquired spatial concepts to verify the usefulness of the proposed approach in the simulator and in real environments. Experimentally, places instructed by the user's speech commands showed high probability values, and the trajectory toward the target place was correctly estimated. Our approach, based on probabilistic inference concerning decision-making, can lead to further improvement in robot autonomy.