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 Reinforcement Learning


Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Execution

arXiv.org Artificial Intelligence

Leveraging Deep Reinforcement Learning (DRL) in automated stock trading has shown promising results, yet its application faces significant challenges, including the curse of dimensionality, inertia in trading actions, and insufficient portfolio diversification. Addressing these challenges, we introduce the Hierarchical Reinforced Trader (HRT), a novel trading strategy employing a bi-level Hierarchical Reinforcement Learning framework. The HRT integrates a Proximal Policy Optimization (PPO)-based High-Level Controller (HLC) for strategic stock selection with a Deep Deterministic Policy Gradient (DDPG)-based Low-Level Controller (LLC) tasked with optimizing trade executions to enhance portfolio value. In our empirical analysis, comparing the HRT agent with standalone DRL models and the S&P 500 benchmark during both bullish and bearish market conditions, we achieve a positive and higher Sharpe ratio. This advancement not only underscores the efficacy of incorporating hierarchical structures into DRL strategies but also mitigates the aforementioned challenges, paving the way for designing more profitable and robust trading algorithms in complex markets.


A Large Language Model-Driven Reward Design Framework via Dynamic Feedback for Reinforcement Learning

arXiv.org Artificial Intelligence

Large Language Models (LLMs) have shown significant potential in designing reward functions for Reinforcement Learning (RL) tasks. However, obtaining high-quality reward code often involves human intervention, numerous LLM queries, or repetitive RL training. To address these issues, we propose CARD, a LLM-driven Reward Design framework that iteratively generates and improves reward function code. Specifically, CARD includes a Coder that generates and verifies the code, while a Evaluator provides dynamic feedback to guide the Coder in improving the code, eliminating the need for human feedback. In addition to process feedback and trajectory feedback, we introduce Trajectory Preference Evaluation (TPE), which evaluates the current reward function based on trajectory preferences. If the code fails the TPE, the Evaluator provides preference feedback, avoiding RL training at every iteration and making the reward function better aligned with the task objective. Empirical results on Meta-World and ManiSkill2 demonstrate that our method achieves an effective balance between task performance and token efficiency, outperforming or matching the baselines across all tasks. On 10 out of 12 tasks, CARD shows better or comparable performance to policies trained with expert-designed rewards, and our method even surpasses the oracle on 3 tasks.


Interpretable end-to-end Neurosymbolic Reinforcement Learning agents

arXiv.org Artificial Intelligence

Deep reinforcement learning (RL) agents rely on shortcut learning, preventing them from generalizing to slightly different environments. To address this problem, symbolic method, that use object-centric states, have been developed. However, comparing these methods to deep agents is not fair, as these last operate from raw pixel-based states. In this work, we instantiate the symbolic SCoBots framework. SCoBots decompose RL tasks into intermediate, interpretable representations, culminating in action decisions based on a comprehensible set of object-centric relational concepts. This architecture aids in demystifying agent decisions. By explicitly learning to extract object-centric representations from raw states, object-centric RL, and policy distillation via rule extraction, this work places itself within the neurosymbolic AI paradigm, blending the strengths of neural networks with symbolic AI. We present the first implementation of an end-to-end trained SCoBot, separately evaluate of its components, on different Atari games. The results demonstrate the framework's potential to create interpretable and performing RL systems, and pave the way for future research directions in obtaining end-to-end interpretable RL agents.


Offline-to-online Reinforcement Learning for Image-based Grasping with Scarce Demonstrations

arXiv.org Artificial Intelligence

Offline-to-online reinforcement learning (O2O RL) aims to obtain a continually improving policy as it interacts with the environment, while ensuring the initial behaviour is satisficing. This satisficing behaviour is necessary for robotic manipulation where random exploration can be costly due to catastrophic failures and time. O2O RL is especially compelling when we can only obtain a scarce amount of (potentially suboptimal) demonstrations$\unicode{x2014}$a scenario where behavioural cloning (BC) is known to suffer from distribution shift. Previous works have outlined the challenges in applying O2O RL algorithms under the image-based environments. In this work, we propose a novel O2O RL algorithm that can learn in a real-life image-based robotic vacuum grasping task with a small number of demonstrations where BC fails majority of the time. The proposed algorithm replaces the target network in off-policy actor-critic algorithms with a regularization technique inspired by neural tangent kernel. We demonstrate that the proposed algorithm can reach above 90% success rate in under two hours of interaction time, with only 50 human demonstrations, while BC and two commonly-used RL algorithms fail to achieve similar performance.


Benchmarking Deep Reinforcement Learning for Navigation in Denied Sensor Environments

arXiv.org Artificial Intelligence

Deep Reinforcement learning (DRL) is used to enable autonomous navigation in unknown environments. Most research assume perfect sensor data, but real-world environments may contain natural and artificial sensor noise and denial. Here, we present a benchmark of both well-used and emerging DRL algorithms in a navigation task with configurable sensor denial effects. In particular, we are interested in comparing how different DRL methods (e.g. model-free PPO vs. model-based DreamerV3) are affected by sensor denial. We show that DreamerV3 outperforms other methods in the visual end-to-end navigation task with a dynamic goal - and other methods are not able to learn this. Furthermore, DreamerV3 generally outperforms other methods in sensor-denied environments. In order to improve robustness, we use adversarial training and demonstrate an improved performance in denied environments, although this generally comes with a performance cost on the vanilla environments. We anticipate this benchmark of different DRL methods and the usage of adversarial training to be a starting point for the development of more elaborate navigation strategies that are capable of dealing with uncertain and denied sensor readings.


Overcoming Slow Decision Frequencies in Continuous Control: Model-Based Sequence Reinforcement Learning for Model-Free Control

arXiv.org Artificial Intelligence

Reinforcement learning (RL) is rapidly reaching and surpassing human-level control capabilities. However, state-of-the-art RL algorithms often require timesteps and reaction times significantly faster than human capabilities, which is impractical in real-world settings and typically necessitates specialized hardware. Such speeds are difficult to achieve in the real world and often requires specialized hardware. We introduce Sequence Reinforcement Learning (SRL), an RL algorithm designed to produce a sequence of actions for a given input state, enabling effective control at lower decision frequencies. SRL addresses the challenges of learning action sequences by employing both a model and an actor-critic architecture operating at different temporal scales. We propose a "temporal recall" mechanism, where the critic uses the model to estimate intermediate states between primitive actions, providing a learning signal for each individual action within the sequence. Once training is complete, the actor can generate action sequences independently of the model, achieving model-free control at a slower frequency. We evaluate SRL on a suite of continuous control tasks, demonstrating that it achieves performance comparable to state-of-the-art algorithms while significantly reducing actor sample complexity. To better assess performance across varying decision frequencies, we introduce the Frequency-Averaged Score (FAS) metric. Our results show that SRL significantly outperforms traditional RL algorithms in terms of FAS, making it particularly suitable for applications requiring variable decision frequencies. Additionally, we compare SRL with model-based online planning, showing that SRL achieves superior FAS while leveraging the same model during training that online planners use for planning.


CybORG++: An Enhanced Gym for the Development of Autonomous Cyber Agents

arXiv.org Artificial Intelligence

CybORG++ is an advanced toolkit for reinforcement learning research focused on network defence. Building on the CAGE 2 CybORG environment, it introduces key improvements, including enhanced debugging capabilities, refined agent implementation support, and a streamlined environment that enables faster training and easier customisation. Along with addressing several software bugs from its predecessor, CybORG++ introduces MiniCAGE, a lightweight version of CAGE 2, which improves performance dramatically, up to 1000x faster execution in parallel iterations, without sacrificing accuracy or core functionality. CybORG++ serves as a robust platform for developing and evaluating defensive agents, making it a valuable resource for advancing enterprise network defence research.


Online Reinforcement Learning with Passive Memory

arXiv.org Artificial Intelligence

This paper considers an online reinforcement learning algorithm that leverages pre-collected data (passive memory) from the environment for online interaction. We show that using passive memory improves performance and further provide theoretical guarantees for regret that turns out to be near-minimax optimal. Results show that the quality of passive memory determines sub-optimality of the incurred regret. The proposed approach and results hold in both continuous and discrete state-action spaces.


MARLIN: Multi-Agent Reinforcement Learning Guided by Language-Based Inter-Robot Negotiation

arXiv.org Artificial Intelligence

Multi-agent reinforcement learning is a key method for training multi-robot systems over a series of episodes in which robots are rewarded or punished according to their performance; only once the system is trained to a suitable standard is it deployed in the real world. If the system is not trained enough, the task will likely not be completed and could pose a risk to the surrounding environment. Therefore, reaching high performance in a shorter training period can lead to significant reductions in time and resource consumption. We introduce Multi-Agent Reinforcement Learning guided by Language-based Inter-Robot Negotiation (MARLIN), which makes the training process both faster and more transparent. We equip robots with large language models that negotiate and debate the task, producing a plan that is used to guide the policy during training. We dynamically switch between using reinforcement learning and the negotiation-based approach throughout training. This offers an increase in training speed when compared to standard multi-agent reinforcement learning and allows the system to be deployed to physical hardware earlier. As robots negotiate in natural language, we can better understand the behaviour of the robots individually and as a collective. We compare the performance of our approach to multi-agent reinforcement learning and a large language model to show that our hybrid method trains faster at little cost to performance.


A Survey of Multi-Agent Deep Reinforcement Learning with Communication

arXiv.org Artificial Intelligence

Communication is an effective mechanism for coordinating the behaviors of multiple agents, broadening their views of the environment, and to support their collaborations. In the field of multi-agent deep reinforcement learning (MADRL), agents can improve the overall learning performance and achieve their objectives by communication. Agents can communicate various types of messages, either to all agents or to specific agent groups, or conditioned on specific constraints. With the growing body of research work in MADRL with communication (Comm-MADRL), there is a lack of a systematic and structural approach to distinguish and classify existing Comm-MADRL approaches. In this paper, we survey recent works in the Comm-MADRL field and consider various aspects of communication that can play a role in designing and developing multi-agent reinforcement learning systems. With these aspects in mind, we propose 9 dimensions along which Comm-MADRL approaches can be analyzed, developed, and compared. By projecting existing works into the multi-dimensional space, we discover interesting trends. We also propose some novel directions for designing future Comm-MADRL systems through exploring possible combinations of the dimensions.