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 Reinforcement Learning


Risk-averse policies for natural gas futures trading using distributional reinforcement learning

arXiv.org Artificial Intelligence

Financial markets have experienced significant instabilities in recent years, creating unique challenges for trading and increasing interest in risk-averse strategies. Distributional Reinforcement Learning (RL) algorithms, which model the full distribution of returns rather than just expected values, offer a promising approach to managing market uncertainty. This paper investigates this potential by studying the effectiveness of three distributional RL algorithms for natural gas futures trading and exploring their capacity to develop risk-averse policies. Specifically, we analyze the performance and behavior of Categorical Deep Q-Network (C51), Quantile Regression Deep Q-Network (QR-DQN), and Implicit Quantile Network (IQN). To the best of our knowledge, these algorithms have never been applied in a trading context. These policies are compared against five Machine Learning (ML) baselines, using a detailed dataset provided by Predictive Layer SA, a company supplying ML-based strategies for energy trading. The main contributions of this study are as follows. (1) We demonstrate that distributional RL algorithms significantly outperform classical RL methods, with C51 achieving performance improvement of more than 32\%. (2) We show that training C51 and IQN to maximize CVaR produces risk-sensitive policies with adjustable risk aversion. Specifically, our ablation studies reveal that lower CVaR confidence levels increase risk aversion, while higher levels decrease it, offering flexible risk management options. In contrast, QR-DQN shows less predictable behavior. These findings emphasize the potential of distributional RL for developing adaptable, risk-averse trading strategies in volatile markets.


Safe Reinforcement Learning with Minimal Supervision

arXiv.org Artificial Intelligence

Reinforcement learning (RL) in the real world necessitates the development of procedures that enable agents to explore without causing harm to themselves or others. The most successful solutions to the problem of safe RL leverage offline data to learn a safe-set, enabling safe online exploration. However, this approach to safe-learning is often constrained by the demonstrations that are available for learning. In this paper we investigate the influence of the quantity and quality of data used to train the initial safe learning problem offline on the ability to learn safe-RL policies online. Specifically, we focus on tasks with spatially extended goal states where we have few or no demonstrations available. Classically this problem is addressed either by using hand-designed controllers to generate data or by collecting user-generated demonstrations. However, these methods are often expensive and do not scale to more complex tasks and environments. To address this limitation we propose an unsupervised RL-based offline data collection procedure, to learn complex and scalable policies without the need for hand-designed controllers or user demonstrations. Our research demonstrates the significance of providing sufficient demonstrations for agents to learn optimal safe-RL policies online, and as a result, we propose optimistic forgetting, a novel online safe-RL approach that is practical for scenarios with limited data. Further, our unsupervised data collection approach highlights the need to balance diversity and optimality for safe online exploration.


Hybrid Artificial Intelligence Strategies for Drone Navigation

arXiv.org Artificial Intelligence

Objective: This paper describes the development of hybrid artificial intelligence strategies for drone navigation. Methods: The navigation module combines a deep learning model with a rule-based engine depending on the agent state. The deep learning model has been trained using reinforcement learning. The rule-based engine uses expert knowledge to deal with specific situations. The navigation module incorporates several strategies to explain the drone decision based on its observation space, and different mechanisms for including human decisions in the navigation process. Finally, this paper proposes an evaluation methodology based on defining several scenarios and analyzing the performance of the different strategies according to metrics adapted to each scenario. Results: Two main navigation problems have been studied. For the first scenario (reaching known targets), it has been possible to obtain a 90% task completion rate, reducing significantly the number of collisions thanks to the rule-based engine. For the second scenario, it has been possible to reduce 20% of the time required to locate all the targets using the reinforcement learning model. Conclusions: Reinforcement learning is a very good strategy to learn policies for drone navigation, but in critical situations, it is necessary to complement it with a rule-based module to increase task success rate.


Microservice Deployment in Space Computing Power Networks via Robust Reinforcement Learning

arXiv.org Artificial Intelligence

With the growing demand for Earth observation, it is important to provide reliable real-time remote sensing inference services to meet the low-latency requirements. The Space Computing Power Network (Space-CPN) offers a promising solution by providing onboard computing and extensive coverage capabilities for real-time inference. This paper presents a remote sensing artificial intelligence applications deployment framework designed for Low Earth Orbit satellite constellations to achieve real-time inference performance. The framework employs the microservice architecture, decomposing monolithic inference tasks into reusable, independent modules to address high latency and resource heterogeneity. This distributed approach enables optimized microservice deployment, minimizing resource utilization while meeting quality of service and functional requirements. We introduce Robust Optimization to the deployment problem to address data uncertainty. Additionally, we model the Robust Optimization problem as a Partially Observable Markov Decision Process and propose a robust reinforcement learning algorithm to handle the semi-infinite Quality of Service constraints. Our approach yields sub-optimal solutions that minimize accuracy loss while maintaining acceptable computational costs. Simulation results demonstrate the effectiveness of our framework.


Constraints as Rewards: Reinforcement Learning for Robots without Reward Functions

arXiv.org Artificial Intelligence

Reinforcement learning has become an essential algorithm for generating complex robotic behaviors. However, to learn such behaviors, it is necessary to design a reward function that describes the task, which often consists of multiple objectives that needs to be balanced. This tuning process is known as reward engineering and typically involves extensive trial-and-error. In this paper, to avoid this trial-and-error process, we propose the concept of Constraints as Rewards (CaR). CaR formulates the task objective using multiple constraint functions instead of a reward function and solves a reinforcement learning problem with constraints using the Lagrangian-method. By adopting this approach, different objectives are automatically balanced, because Lagrange multipliers serves as the weights among the objectives. In addition, we will demonstrate that constraints, expressed as inequalities, provide an intuitive interpretation of the optimization target designed for the task. We apply the proposed method to the standing-up motion generation task of a six-wheeled-telescopic-legged robot and demonstrate that the proposed method successfully acquires the target behavior, even though it is challenging to learn with manually designed reward functions.


Research on environment perception and behavior prediction of intelligent UAV based on semantic communication

arXiv.org Artificial Intelligence

The convergence of drone delivery systems, virtual worlds, and blockchain has transformed logistics and supply chain management, providing a fast, and environmentally friendly alternative to traditional ground transportation methods;Provide users with a real-world experience, virtual service providers need to collect up-to-the-minute delivery information from edge devices. To address this challenge, 1) a reinforcement learning approach is introduced to enable drones with fast training capabilities and the ability to autonomously adapt to new virtual scenarios for effective resource allocation.2) A semantic communication framework for meta-universes is proposed, which utilizes the extraction of semantic information to reduce the communication cost and incentivize the transmission of information for meta-universe services.3) In order to ensure that user information security, a lightweight authentication and key agreement scheme is designed between the drone and the user by introducing blockchain technology. In our experiments, the drone adaptation performance is improved by about 35\%, and the local offloading rate can reach 90\% with the increase of the number of base stations. The semantic communication system proposed in this paper is compared with the Cross Entropy baseline model. Introducing blockchain technology the throughput of the transaction is maintained at a stable value with different number of drones.


HypeRL: Parameter-Informed Reinforcement Learning for Parametric PDEs

arXiv.org Artificial Intelligence

In this work, we devise a new, general-purpose reinforcement learning strategy for the optimal control of parametric partial differential equations (PDEs). Such problems frequently arise in applied sciences and engineering and entail a significant complexity when control and/or state variables are distributed in high-dimensional space or depend on varying parameters. Traditional numerical methods, relying on either iterative minimization algorithms or dynamic programming, while reliable, often become computationally infeasible. Indeed, in either way, the optimal control problem must be solved for each instance of the parameters, and this is out of reach when dealing with high-dimensional time-dependent and parametric PDEs. In this paper, we propose HypeRL, a deep reinforcement learning (DRL) framework to overcome the limitations shown by traditional methods. HypeRL aims at approximating the optimal control policy directly. Specifically, we employ an actor-critic DRL approach to learn an optimal feedback control strategy that can generalize across the range of variation of the parameters. To effectively learn such optimal control laws, encoding the parameter information into the DRL policy and value function neural networks (NNs) is essential. To do so, HypeRL uses two additional NNs, often called hypernetworks, to learn the weights and biases of the value function and the policy NNs. We validate the proposed approach on two PDE-constrained optimal control benchmarks, namely a 1D Kuramoto-Sivashinsky equation and a 2D Navier-Stokes equations, by showing that the knowledge of the PDE parameters and how this information is encoded, i.e., via a hypernetwork, is an essential ingredient for learning parameter-dependent control policies that can generalize effectively to unseen scenarios and for improving the sample efficiency of such policies.


Rethinking Adversarial Attacks in Reinforcement Learning from Policy Distribution Perspective

arXiv.org Artificial Intelligence

Deep Reinforcement Learning (DRL) suffers from uncertainties and inaccuracies in the observation signal in realworld applications. Adversarial attack is an effective method for evaluating the robustness of DRL agents. However, existing attack methods targeting individual sampled actions have limited impacts on the overall policy distribution, particularly in continuous action spaces. To address these limitations, we propose the Distribution-Aware Projected Gradient Descent attack (DAPGD). DAPGD uses distribution similarity as the gradient perturbation input to attack the policy network, which leverages the entire policy distribution rather than relying on individual samples. We utilize the Bhattacharyya distance in DAPGD to measure policy similarity, enabling sensitive detection of subtle but critical differences between probability distributions. Our experiment results demonstrate that DAPGD achieves SOTA results compared to the baselines in three robot navigation tasks, achieving an average 22.03% higher reward drop compared to the best baseline.


SWEPO: Simultaneous Weighted Preference Optimization for Group Contrastive Alignment

arXiv.org Artificial Intelligence

We introduce Simultaneous Weighted Preference Optimization (SWEPO), a novel extension of Direct Preference Optimization (DPO) designed to accommodate multiple dynamically chosen positive and negative responses for each query. SWEPO employs a weighted group contrastive loss, assigning weights to responses based on their deviation from the mean reward score. This approach effectively prioritizes responses that are significantly better or worse than the average, enhancing optimization. Our theoretical analysis demonstrates that simultaneously considering multiple preferences reduces alignment bias, resulting in more robust alignment. Additionally, we provide insights into the training dynamics of our loss function and a related function, InfoNCA. Empirical validation on the UltraFeedback dataset establishes SWEPO as state-of-the-art, with superior performance in downstream evaluations using the AlpacaEval dataset.


Hierarchical Object-Oriented POMDP Planning for Object Rearrangement

arXiv.org Artificial Intelligence

We present an online planning framework for solving multi-object rearrangement problems in partially observable, multi-room environments. Current object rearrangement solutions, primarily based on Reinforcement Learning or hand-coded planning methods, often lack adaptability to diverse challenges. To address this limitation, we introduce a novel Hierarchical Object-Oriented Partially Observed Markov Decision Process (HOO-POMDP) planning approach. This approach comprises of (a) an object-oriented POMDP planner generating sub-goals, (b) a set of low-level policies for sub-goal achievement, and (c) an abstraction system converting the continuous low-level world into a representation suitable for abstract planning. We evaluate our system on varying numbers of objects, rooms, and problem types in AI2-THOR simulated environments with promising results.