Reinforcement Learning
Reviews: Bayesian Optimization with a Finite Budget: An Approximate Dynamic Programming Approach
I enjoyed this paper where an effort has been made to transfer a relevant formalism and an appropriate technique from the world of Operations Research and Dynamic Programming to Bayesian Optimization. While this was partly done in previous work here it it seems to go one step further, and I am not aware of publications where the Rollout was adapted to this precise problem. The results look promising, especially on the GP realizations, but I really felt the absence of comparison to other strategies recently proposed to adress this very issue; GLASSES of [5] seems a natural competitor here (and maybe also the MCTS of [13]). Also I was wondering if further improvements could be reachable at reasonable research investment regarding the (currently rather simple) base policies. As for the empirical comparisons on functions, the way the models are set appears a bit contrived, and the conclusions would have more weight with some experiments in more realistic conditions.
Reviews: PAC Reinforcement Learning with Rich Observations
Contextual MDPs are a specific type of POMDPs with the restriction that the optimal q-function depends only on the most recent observation (instead of the belief state). The authors show that Contextual MDPs are not poly PAC learneable even when either memoryless policies are considered or value function approximation is used. However, when both memoryless policies and value function approximation is used and the transitions are deterministic, then the model is PAC learnable in a polynomial number of episodes (and the complexity is independent of the number of observations). The paper is well written overall. The proofs are quite clear and quite thorough. I am not quite sure that the 16 pages of technical proofs in the appendix are suitable for a conference; the paper may better fit a journal format.
Reviews: Zap Q-Learning
The paper proposes a variant of Q-learning, called Zap Q-learning, that is more stable than its precursor. Specifically, the authors show that, in the tabular case, their method minimises the asymptotic covariance of the parameter vector by applying approximate second-order updates based on the stochastic Newton-Raphson method. The behaviour of the algorithm is analised for the particular case of a tabular representation and experiments are presented showing the empirical performance of the method in its most general form. This is an interesting paper that addresses a core issue in RL. I have some comments regarding both its content and its presentation.
Reviews: Active Matting
The authors propose a method for learning how to propose informative regions to be labelled for matting. The model is based on an RNN that uses a matting solver as a black box. Given that in principle the matting solver is non-differentiable, the authors rely on posing the training process as a reinforcement learning problem. The problem is interesting, and the overall idea of making the model learn to propose informative regions is nice. However the execution of the idea is unsatisfactory for the following reasons: The reinforcement learning approach described is based on the direct application of the algorithm developed in ref [3] in the paper.
Action-Gap Phenomenon in Reinforcement Learning
Many practitioners of reinforcement learning problems have observed that oftentimes the performance of the agent reaches very close to the optimal performance even though the estimated (action-)value function is still far from the optimal one. The goal of this paper is to explain and formalize this phenomenon by introducing the concept of the action-gap regularity. As a typical result, we prove that for an agent following the greedy policy (\hat{\pi}) with respect to an action-value function (\hat{Q}), the performance loss (E[V (X) - V {\hat{X}} (X)]) is upper bounded by (O( \hat{Q} - Q _\infty {1 \zeta})), in which (\zeta 0) is the parameter quantifying the action-gap regularity. For (\zeta 0), our results indicate smaller performance loss compared to what previous analyses had suggested. Finally, we show how this regularity affects the performance of the family of approximate value iteration algorithms.
Regret-Optimal Model-Free Reinforcement Learning for Discounted MDPs with Short Burn-In Time
A crucial problem in reinforcement learning is learning the optimal policy. We study this in tabular infinite-horizon discounted Markov decision processes under the online setting. The existing algorithms either fail to achieve regret optimality or have to incur a high memory and computational cost. In addition, existing optimal algorithms all require a long burn-in time in order to achieve optimal sample efficiency, i.e., their optimality is not guaranteed unless sample size surpasses a high threshold. We address both open problems by introducing a model-free algorithm that employs variance reduction and a novel technique that switches the execution policy in a slow-yet-adaptive manner.
Decision Stacks: Flexible Reinforcement Learning via Modular Generative Models
Reinforcement learning presents an attractive paradigm to reason about several distinct aspects of sequential decision making, such as specifying complex goals, planning future observations and actions, and critiquing their utilities. However, the combined integration of these capabilities poses competing algorithmic challenges in retaining maximal expressivity while allowing for flexibility in modeling choices for efficient learning and inference. These modules simulate the temporal evolution of observations, rewards, and actions via independent generative models that can be learned in parallel via teacher forcing. Our framework guarantees both expressivity and flexibility in designing individual modules to account for key factors such as architectural bias, optimization objective and dynamics, transferrability across domains, and inference speed. Our empirical results demonstrate the effectiveness of Decision Stacks for offline policy optimization for several MDP and POMDP environments, outperforming existing methods and enabling flexible generative decision making.
Conditional Mutual Information for Disentangled Representations in Reinforcement Learning
Reinforcement Learning (RL) environments can produce training data with spurious correlations between features due to the amount of training data or its limited feature coverage. This can lead to RL agents encoding these misleading correlations in their latent representation, preventing the agent from generalising if the correlation changes within the environment or when deployed in the real world. Disentangled representations can improve robustness, but existing disentanglement techniques that minimise mutual information between features require independent features, thus they cannot disentangle correlated features. We propose an auxiliary task for RL algorithms that learns a disentangled representation of high-dimensional observations with correlated features by minimising the conditional mutual information between features in the representation. We demonstrate experimentally, using continuous control tasks, that our approach improves generalisation under correlation shifts, as well as improving the training performance of RL algorithms in the presence of correlated features.
Context Shift Reduction for Offline Meta-Reinforcement Learning
Offline meta-reinforcement learning (OMRL) utilizes pre-collected offline datasets to enhance the agent's generalization ability on unseen tasks. However, the context shift problem arises due to the distribution discrepancy between the contexts used for training (from the behavior policy) and testing (from the exploration policy). The context shift problem leads to incorrect task inference and further deteriorates the generalization ability of the meta-policy. Existing OMRL methods either overlook this problem or attempt to mitigate it with additional information. In this paper, we propose a novel approach called Context Shift Reduction for OMRL (CSRO) to address the context shift problem with only offline datasets.
Discovering General Reinforcement Learning Algorithms with Adversarial Environment Design
The past decade has seen vast progress in deep reinforcement learning (RL) on the back of algorithms manually designed by human researchers. Recently, it has been shown that it is possible to meta-learn update rules, with the hope of discovering algorithms that can perform well on a wide range of RL tasks. Despite impressive initial results from algorithms such as Learned Policy Gradient (LPG), there remains a generalization gap when these algorithms are applied to unseen environments. In this work, we examine how characteristics of the meta-training distribution impact the generalization performance of these algorithms. Motivated by this analysis and building on ideas from Unsupervised Environment Design (UED), we propose a novel approach for automatically generating curricula to maximize the regret of a meta-learned optimizer, in addition to a novel approximation of regret, which we name algorithmic regret (AR).