We consider a sequential decision making task, where the goal is to optimize an unknown function without evaluating parameters that violate an a~priori unknown (safety) constraint. A common approach is to place a Gaussian process prior on the unknown functions and allow evaluations only in regions that are safe with high probability. Most current methods rely on a discretization of the domain and cannot be directly extended to the continuous case. Moreover, the way in which they exploit regularity assumptions about the constraint introduces an additional critical hyperparameter. In this paper, we propose an information-theoretic safe exploration criterion that directly exploits the GP posterior to identify the most informative safe parameters to evaluate. The combination of this exploration criterion with a well known Bayesian optimization acquisition function yields a novel safe Bayesian optimization selection criterion. Our approach is naturally applicable to continuous domains and does not require additional explicit hyperparameters. We theoretically analyze the method and show that we do not violate the safety constraint with high probability and that we learn about the value of the safe optimum up to arbitrary precision. Empirical evaluations demonstrate improved data-efficiency and scalability.

Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement Learning (RL) models were recently proposed to tackle this task. However, existing RL works for hedging do not consider market impact caused by the finite liquidity of traded instruments. Integrating such feature can be crucial to achieve optimal performance when hedging options on stocks with limited liquidity. In this paper, we propose a novel general market impact dynamic hedging model based on Deep Reinforcement Learning (DRL) that considers several realistic features such as convex market impacts, and impact persistence through time. The optimal policy obtained from the DRL model is analysed using several option hedging simulations and compared to commonly used procedures such as delta hedging. Results show our DRL model behaves better in contexts of low liquidity by, among others: 1) learning the extent to which portfolio rebalancing actions should be dampened or delayed to avoid high costs, 2) factoring in the impact of features not considered by conventional approaches, such as previous hedging errors through the portfolio value, and the underlying asset's drift (i.e. the magnitude of its expected return).

Mathematical and computational tools have proven to be reliable in decision-making processes. In recent times, in particular, machine learning-based methods are becoming increasingly popular as advanced support tools. When dealing with control problems, reinforcement learning has been applied to decision-making in several applications, most notably in games. The success of these methods in finding solutions to complex problems motivates the exploration of new areas where they can be employed to overcome current difficulties. In this paper, we explore the use of automatic control strategies to initial boundary value problems in thermal and disease transport. Specifically, in this work, we adapt an existing reinforcement learning algorithm using a stochastic policy gradient method and we introduce two novel reward functions to drive the flow of the transported field. The new model-based framework exploits the interactions between a reaction-diffusion model and the modified agent. The results show that certain controls can be implemented successfully in these applications, although model simplifications had to be assumed.

This work focuses on using advanced techniques for structural health monitoring (SHM) for bridges with Traffic. We propose an approach using deep reinforcement learning (DRL)-based control for Unmanned Aerial Vehicle (UAV). Our approach conducts a concrete bridge deck survey while traffic is ongoing and detects cracks. The UAV performs the crack detection, and the location of cracks is initially unknown. We use two edge detection techniques. First, we use canny edge detection for crack detection. We also use a Convolutional Neural Network (CNN) for crack detection and compare it with canny edge detection. Transfer learning is applied using CNN with pre-trained weights obtained from a crack image dataset. This enables the model to adapt and improve its performance in identifying and localizing cracks. Proximal Policy Optimization (PPO) is applied for UAV control and bridge surveys. The experimentation across various scenarios is performed to evaluate the performance of the proposed methodology. Key metrics such as task completion time and reward convergence are observed to gauge the effectiveness of the approach. We observe that the Canny edge detector offers up to 40\% lower task completion time, while the CNN excels in up to 12\% better damage detection and 1.8 times better rewards.

Manual optimization of traffic light cycles is a complex and time-consuming task, necessitating the development of automated solutions. In this paper, we propose the application of reinforcement learning to optimize traffic light cycles in real-time. We present a case study using the Simulation Urban Mobility simulator to train a Deep Q-Network algorithm. The experimental results showed 44.16% decrease in the average number of Emergency stops, showing the potential of our approach to reduce traffic congestion and improve traffic flow. Furthermore, we discuss avenues for future research and enhancements to the reinforcement learning model.

In order to circumvent statistical and computational hardness results in sequential decision-making, recent work has considered smoothed online learning, where the distribution of data at each time is assumed to have bounded likeliehood ratio with respect to a base measure when conditioned on the history. While previous works have demonstrated the benefits of smoothness, they have either assumed that the base measure is known to the learner or have presented computationally inefficient algorithms applying only in special cases. This work investigates the more general setting where the base measure is \emph{unknown} to the learner, focusing in particular on the performance of Empirical Risk Minimization (ERM) with square loss when the data are well-specified and smooth. We show that in this setting, ERM is able to achieve sublinear error whenever a class is learnable with iid data; in particular, ERM achieves error scaling as $\tilde O( \sqrt{\mathrm{comp}(\mathcal F)\cdot T} )$, where $\mathrm{comp}(\mathcal F)$ is the statistical complexity of learning $\mathcal F$ with iid data. In so doing, we prove a novel norm comparison bound for smoothed data that comprises the first sharp norm comparison for dependent data applying to arbitrary, nonlinear function classes. We complement these results with a lower bound indicating that our analysis of ERM is essentially tight, establishing a separation in the performance of ERM between smoothed and iid data.

This paper addresses the problem of integrating local guide policies into a Reinforcement Learning agent. For this, we show how to adapt existing algorithms to this setting before introducing a novel algorithm based on a noisy policy-switching procedure. This approach builds on a proper Approximate Policy Evaluation (APE) scheme to provide a perturbation that carefully leads the local guides towards better actions. We evaluated our method on a set of classical Reinforcement Learning problems, including safety-critical systems where the agent cannot enter some areas at the risk of triggering catastrophic consequences. In all the proposed environments, our agent proved to be efficient at leveraging those policies to improve the performance of any APE-based Reinforcement Learning algorithm, especially in its first learning stages.

This paper presents a learning-based control strategy for non-linear throttle valves with an asymmetric hysteresis, leading to a near-optimal controller without requiring any prior knowledge about the environment. We start with a carefully tuned Proportional Integrator (PI) controller and exploit the recent advances in Reinforcement Learning (RL) with Guides to improve the closed-loop behavior by learning from the additional interactions with the valve. We test the proposed control method in various scenarios on three different valves, all highlighting the benefits of combining both PI and RL frameworks to improve control performance in non-linear stochastic systems. In all the experimental test cases, the resulting agent has a better sample efficiency than traditional RL agents and outperforms the PI controller.

The mimicking of human-like arm movement characteristics involves the consideration of three factors during control policy synthesis: (a) chosen task requirements, (b) inclusion of noise during movement execution and (c) chosen optimality principles. Previous studies showed that when considering these factors (a-c) individually, it is possible to synthesize arm movements that either kinematically match the experimental data or reproduce the stereotypical triphasic muscle activation pattern. However, to date no quantitative comparison has been made on how realistic the arm movement generated by each factor is; as well as whether a partial or total combination of all factors results in arm movements with human-like kinematic characteristics and a triphasic muscle pattern. To investigate this, we used reinforcement learning to learn a control policy for a musculoskeletal arm model, aiming to discern which combination of factors (a-c) results in realistic arm movements according to four frequently reported stereotypical characteristics. Our findings indicate that incorporating velocity and acceleration requirements into the reaching task, employing reward terms that encourage minimization of mechanical work, hand jerk, and control effort, along with the inclusion of noise during movement, leads to the emergence of realistic human arm movements in reinforcement learning. We expect that the gained insights will help in the future to better predict desired arm movements and corrective forces in wearable assistive devices.

Training image captioning models using teacher forcing results in very generic samples, whereas more distinctive captions can be very useful in retrieval applications or to produce alternative texts describing images for accessibility. Reinforcement Learning (RL) allows to use cross-modal retrieval similarity score between the generated caption and the input image as reward to guide the training, leading to more distinctive captions. Recent studies show that pre-trained cross-modal retrieval models can be used to provide this reward, completely eliminating the need for reference captions. However, we argue in this paper that Ground Truth (GT) captions can still be useful in this RL framework. We propose a new image captioning model training strategy that makes use of GT captions in different ways. Firstly, they can be used to train a simple MLP discriminator that serves as a regularization to prevent reward hacking and ensures the fluency of generated captions, resulting in a textual GAN setup extended for multimodal inputs. Secondly, they can serve as additional trajectories in the RL strategy, resulting in a teacher forcing loss weighted by the similarity of the GT to the image. This objective acts as an additional learning signal grounded to the distribution of the GT captions. Thirdly, they can serve as strong baselines when added to the pool of captions used to compute the proposed contrastive reward to reduce the variance of gradient estimate. Experiments on MS-COCO demonstrate the interest of the proposed training strategy to produce highly distinctive captions while maintaining high writing quality.