Reinforcement Learning
Multimodal Model-Agnostic Meta-Learning via Task-Aware Modulation
Model-agnostic meta-learners aim to acquire meta-learned parameters from similar tasks to adapt to novel tasks from the same distribution with few gradient updates. With the flexibility in the choice of models, those frameworks demonstrate appealing performance on a variety of domains such as few-shot image classification and reinforcement learning. However, one important limitation of such frameworks is that they seek a common initialization shared across the entire task distribution, substantially limiting the diversity of the task distributions that they are able to learn from. In this paper, we augment MAML with the capability to identify the mode of tasks sampled from a multimodal task distribution and adapt quickly through gradient updates. Specifically, we propose a multimodal MAML (MMAML) framework, which is able to modulate its meta-learned prior parameters according to the identified mode, allowing more efficient fast adaptation.
A Model-Based Reinforcement Learning with Adversarial Training for Online Recommendation
Reinforcement learning is effective in optimizing policies for recommender systems. Current solutions mostly focus on model-free approaches, which require frequent interactions with a real environment, and thus are expensive in model learning. Offline evaluation methods, such as importance sampling, can alleviate such limitations, but usually request a large amount of logged data and do not work well when the action space is large. In this work, we propose a model-based reinforcement learning solution which models the user-agent interaction for offline policy learning via a generative adversarial network. To reduce bias in the learnt policy, we use the discriminator to evaluate the quality of generated sequences and rescale the generated rewards.
Bayesian Bellman Operators
We introduce a novel perspective on Bayesian reinforcement learning (RL); whereas existing approaches infer a posterior over the transition distribution or Q-function, we characterise the uncertainty in the Bellman operator. Our Bayesian Bellman operator (BBO) framework is motivated by the insight that when bootstrapping is introduced, model-free approaches actually infer a posterior over Bellman operators, not value functions. In this paper, we use BBO to provide a rigorous theoretical analysis of model-free Bayesian RL to better understand its relationship to established frequentist RL methodologies. We prove that Bayesian solutions are consistent with frequentist RL solutions, even when approximate inference is used, and derive conditions for which convergence properties hold. Empirically, we demonstrate that algorithms derived from the BBO framework have sophisticated deep exploration properties that enable them to solve continuous control tasks at which state-of-the-art regularised actor-critic algorithms fail catastrophically.
A Unified Switching System Perspective and Convergence Analysis of Q-Learning Algorithms
This paper develops a novel and unified framework to analyze the convergence of a large family of Q-learning algorithms from the switching system perspective. We show that the nonlinear ODE models associated with Q-learning and many of its variants can be naturally formulated as affine switching systems. Building on their asymptotic stability, we obtain a number of interesting results: (i) we provide a simple ODE analysis for the convergence of asynchronous Q-learning under relatively weak assumptions; (ii) we establish the first convergence analysis of the averaging Q-learning algorithm; and (iii) we derive a new sufficient condition for the convergence of Q-learning with linear function approximation.
Provable Benefits of Actor-Critic Methods for Offline Reinforcement Learning
Actor-critic methods are widely used in offline reinforcement learningpractice, but are not so well-understood theoretically. We propose a newoffline actor-critic algorithm that naturally incorporates the pessimism principle, leading to several key advantages compared to the state of the art. The algorithm can operate when the Bellman evaluation operator is closed with respect to the action value function of the actor's policies; this is a more general setting than the low-rank MDP model. Despite the added generality, the procedure is computationally tractable as it involves the solution of a sequence of second-order programs.We prove an upper bound on the suboptimality gap of the policy returned by the procedure that depends on the data coverage of any arbitrary, possibly data dependent comparator policy.The achievable guarantee is complemented with a minimax lower bound that is matching up to logarithmic factors.
Finite-Time Performance Bounds and Adaptive Learning Rate Selection for Two Time-Scale Reinforcement Learning
We study two time-scale linear stochastic approximation algorithms, which can be used to model well-known reinforcement learning algorithms such as GTD, GTD2, and TDC. We present finite-time performance bounds for the case where the learning rate is fixed. The key idea in obtaining these bounds is to use a Lyapunov function motivated by singular perturbation theory for linear differential equations. We use the bound to design an adaptive learning rate scheme which significantly improves the convergence rate over the known optimal polynomial decay rule in our experiments, and can be used to potentially improve the performance of any other schedule where the learning rate is changed at pre-determined time instants.
Shield Decentralization for Safe Multi-Agent Reinforcement Learning
Learning safe solutions is an important but challenging problem in multi-agent reinforcement learning (MARL). Shielded reinforcement learning is one approach for preventing agents from choosing unsafe actions. Current shielded reinforcement learning methods for MARL make strong assumptions about communication and full observability. In this work, we extend the formalization of the shielded reinforcement learning problem to a decentralized multi-agent setting. We then present an algorithm for decomposition of a centralized shield, allowing shields to be used in such decentralized, communication-free environments.
Heuristic-Guided Reinforcement Learning
We provide a framework to accelerate reinforcement learning (RL) algorithms by heuristics that are constructed by domain knowledge or offline data. Tabula rasa RL algorithms require environment interactions or computation that scales with the horizon of the sequential decision-making task. Using our framework, we show how heuristic-guided RL induces a much shorter horizon sub-problem that provably solves the original task. Our framework can be viewed as a horizon-based regularization for controlling bias and variance in RL under a finite interaction budget. In theory, we characterize the properties of a good heuristic and the resulting impact on RL acceleration.
Generalization in Reinforcement Learning with Selective Noise Injection and Information Bottleneck
The ability for policies to generalize to new environments is key to the broad application of RL agents. A promising approach to prevent an agent's policy from overfitting to a limited set of training environments is to apply regularization techniques originally developed for supervised learning. However, there are stark differences between supervised learning and RL. We discuss those differences and propose modifications to existing regularization techniques in order to better adapt them to RL. In particular, we focus on regularization techniques relying on the injection of noise into the learned function, a family that includes some of the most widely used approaches such as Dropout and Batch Normalization.
Characterizing the Exact Behaviors of Temporal Difference Learning Algorithms Using Markov Jump Linear System Theory
In this paper, we provide a unified analysis of temporal difference learning algorithms with linear function approximators by exploiting their connections to Markov jump linear systems (MJLS). We tailor the MJLS theory developed in the control community to characterize the exact behaviors of the first and second order moments of a large family of temporal difference learning algorithms. For both the IID and Markov noise cases, we show that the evolution of some augmented versions of the mean and covariance matrix of the TD estimation error exactly follows the trajectory of a deterministic linear time-invariant (LTI) dynamical system. Applying the well-known LTI system theory, we obtain closed-form expressions for the mean and covariance matrix of the TD estimation error at any time step. We provide a tight matrix spectral radius condition to guarantee the convergence of the covariance matrix of the TD estimation error, and perform a perturbation analysis to characterize the dependence of the TD behaviors on learning rate.