Reinforcement Learning
A unified uncertainty-aware exploration: Combining epistemic and aleatory uncertainty
Malekzadeh, Parvin, Hou, Ming, Plataniotis, Konstantinos N.
Exploration is a significant challenge in practical reinforcement learning (RL), and uncertainty-aware exploration that incorporates the quantification of epistemic and aleatory uncertainty has been recognized as an effective exploration strategy. However, capturing the combined effect of aleatory and epistemic uncertainty for decision-making is difficult. Existing works estimate aleatory and epistemic uncertainty separately and consider the composite uncertainty as an additive combination of the two. Nevertheless, the additive formulation leads to excessive risk-taking behavior, causing instability. In this paper, we propose an algorithm that clarifies the theoretical connection between aleatory and epistemic uncertainty, unifies aleatory and epistemic uncertainty estimation, and quantifies the combined effect of both uncertainties for a risk-sensitive exploration. Our method builds on a novel extension of distributional RL that estimates a parameterized return distribution whose parameters are random variables encoding epistemic uncertainty. Experimental results on tasks with exploration and risk challenges show that our method outperforms alternative approaches.
Deep Reinforcement Learning for Local Path Following of an Autonomous Formula SAE Vehicle
Merton, Harvey, Delamore, Thomas, Stol, Karl, Williams, Henry
With the continued introduction of driverless events to Formula:Society of Automotive Engineers (F:SAE) competitions around the world, teams are investigating all aspects of the autonomous vehicle stack. This paper presents the use of Deep Reinforcement Learning (DRL) and Inverse Reinforcement Learning (IRL) to map locally-observed cone positions to a desired steering angle for race track following. Two state-of-the-art algorithms not previously tested in this context: soft actor critic (SAC) and adversarial inverse reinforcement learning (AIRL), are used to train models in a representative simulation. Three novel reward functions for use by RL algorithms in an autonomous racing context are also discussed. Tests performed in simulation and the real world suggest that both algorithms can successfully train models for local path following. Suggestions for future work are presented to allow these models to scale to a full F:SAE vehicle.
Synergistic Formulaic Alpha Generation for Quantitative Trading based on Reinforcement Learning
Shin, Hong-Gi, Jeong, Sukhyun, Kim, Eui-Yeon, Hong, Sungho, Cho, Young-Jin, Choi, Yong-Hoon
Mining of formulaic alpha factors refers to the process of discovering and developing specific factors or indicators (referred to as alpha factors) for quantitative trading in stock market. To efficiently discover alpha factors in vast search space, reinforcement learning (RL) is commonly employed. This paper proposes a method to enhance existing alpha factor mining approaches by expanding a search space and utilizing pretrained formulaic alpha set as initial seed values to generate synergistic formulaic alpha. We employ information coefficient (IC) and rank information coefficient (Rank IC) as performance evaluation metrics for the model. Using CSI300 market data, we conducted real investment simulations and observed significant performance improvement compared to existing techniques.
A Deep Q-Learning based Smart Scheduling of EVs for Demand Response in Smart Grids
Chifu, Viorica Rozina, Cioara, Tudor, Pop, Cristina Bianca, Rusu, Horia, Anghel, Ionut
However, the rapid adoption of small-scale renewable at the edge of the grid makes the smart grid management process more complex and exposed to uncertainty related to renewable production [1, 2]. The digitization and decentralization principles bring to the forefront the energy demand flexibility as a key support to accommodate high shares of variable renewable energy [3, 4]. Leveraging local flexibility is possible to maintain a balance between supply and demand at lower costs using the energy assets of the citizens rather than the ones owned by the grid operator that are more expensive to operate [5-7]. The challenges are even more evident and difficult to tackle in the context of the increased adoption of electrical vehicles (EVs) [8]. In that respect grid management should closely cooperate and interact within a low latency context with EVs coordination and aggregation services to procure their energy scheduling flexibility to support local network balancing or to achieve self-sufficiency [9, 10]. However, EVs usage has several shortcomings such as the limited battery range, relatively short battery lifespan, averaging 10-20 years or up to 150,000 miles, and the lack of existing infrastructure for charging electric vehicles. Other major issues refer to the impact of EVs on the power grid, encompassing factors such as the rise in short-circuit currents, deviations in voltage levels beyond standard limits, and the potential impact on the lifespan of equipment due to increased power demand [11].
Adaptive Discounting of Training Time Attacks
Bector, Ridhima, Aradhya, Abhay, Quek, Chai, Rabinovich, Zinovi
Among the most insidious attacks on Reinforcement Learning (RL) solutions are training-time attacks (TTAs) that create loopholes and backdoors in the learned behaviour. Not limited to a simple disruption, constructive TTAs (C-TTAs) are now available, where the attacker forces a specific, target behaviour upon a training RL agent (victim). However, even state-of-the-art C-TTAs focus on target behaviours that could be naturally adopted by the victim if not for a particular feature of the environment dynamics, which C-TTAs exploit. In this work, we show that a C-TTA is possible even when the target behaviour is un-adoptable due to both environment dynamics as well as non-optimality with respect to the victim objective(s). To find efficient attacks in this context, we develop a specialised flavour of the DDPG algorithm, which we term gammaDDPG, that learns this stronger version of C-TTA. gammaDDPG dynamically alters the attack policy planning horizon based on the victim's current behaviour. This improves effort distribution throughout the attack timeline and reduces the effect of uncertainty the attacker has about the victim. To demonstrate the features of our method and better relate the results to prior research, we borrow a 3D grid domain from a state-of-the-art C-TTA for our experiments. Code is available at "bit.ly/github-rb-gDDPG".
Simple Hierarchical Planning with Diffusion
Chen, Chang, Deng, Fei, Kawaguchi, Kenji, Gulcehre, Caglar, Ahn, Sungjin
Diffusion-based generative methods have proven effective in modeling trajectories with offline datasets. However, they often face computational challenges and can falter in generalization, especially in capturing temporal abstractions for long-horizon tasks. To overcome this, we introduce the Hierarchical Diffuser, a simple, fast, yet surprisingly effective planning method combining the advantages of hierarchical and diffusion-based planning. Our model adopts a "jumpy" planning strategy at the higher level, which allows it to have a larger receptive field but at a lower computational cost -- a crucial factor for diffusion-based planning methods, as we have empirically verified. Additionally, the jumpy sub-goals guide our low-level planner, facilitating a fine-tuning stage and further improving our approach's effectiveness. We conducted empirical evaluations on standard offline reinforcement learning benchmarks, demonstrating our method's superior performance and efficiency in terms of training and planning speed compared to the non-hierarchical Diffuser as well as other hierarchical planning methods. Moreover, we explore our model's generalization capability, particularly on how our method improves generalization capabilities on compositional out-of-distribution tasks.
Self-supervised Pretraining for Decision Foundation Model: Formulation, Pipeline and Challenges
Liu, Xiaoqian, Jiao, Jianbin, Zhang, Junge
Decision-making is a dynamic process requiring Self-supervised pretraining has enabled large sequence perception, memory, and reasoning to make models to realize few-shot or even zero-shot adaptation in choices and find optimal policies. Traditional natural language processing (NLP) [OpenAI, 2023] and computer approaches to decision-making suffer from sample vision (CV) tasks [Bai et al., 2023]. Through pretraining efficiency and generalization, while largescale on large generic corpora or visual data (images and self-supervised pretraining has enabled fast videos), knowledge about the world and human society is adaptation with fine-tuning or few-shot learning learned which can be utilized in various downstream task in language and vision. We thus argue to integrate learning with few samples so as to improve sample efficiency knowledge acquired from generic largescale and generalization.
Reinforcement Learning and Data-Generation for Syntax-Guided Synthesis
Parsert, Julian, Polgreen, Elizabeth
Program synthesis is the task of automatically generating code based on a specification. In Syntax-Guided Synthesis (SyGuS) this specification is a combination of a syntactic template and a logical formula, and the result is guaranteed to satisfy both. We present a reinforcement-learning guided algorithm for SyGuS which uses Monte-Carlo Tree Search (MCTS) to search the space of candidate solutions. Our algorithm learns policy and value functions which, combined with the upper confidence bound for trees, allow it to balance exploration and exploitation. A common challenge in applying machine learning approaches to syntax-guided synthesis is the scarcity of training data. To address this, we present a method for automatically generating training data for SyGuS based on anti-unification of existing first-order satisfiability problems, which we use to train our MCTS policy. We implement and evaluate this setup and demonstrate that learned policy and value improve the synthesis performance over a baseline by over 26 percentage points in the training and testing sets. Our tool outperforms state-of-the-art tool cvc5 on the training set and performs comparably in terms of the total number of problems solved on the testing set (solving 23% of the benchmarks on which cvc5 fails). We make our data set publicly available, to enable further application of machine learning methods to the SyGuS problem.
RL$^3$: Boosting Meta Reinforcement Learning via RL inside RL$^2$
Bhatia, Abhinav, Nashed, Samer B., Zilberstein, Shlomo
Meta reinforcement learning (meta-RL) methods such as RL$^2$ have emerged as promising approaches for learning data-efficient RL algorithms tailored to a given task distribution. However, these RL algorithms struggle with long-horizon tasks and out-of-distribution tasks since they rely on recurrent neural networks to process the sequence of experiences instead of summarizing them into general RL components such as value functions. Moreover, even transformers have a practical limit to the length of histories they can efficiently reason about before training and inference costs become prohibitive. In contrast, traditional RL algorithms are data-inefficient since they do not leverage domain knowledge, but they do converge to an optimal policy as more data becomes available. In this paper, we propose RL$^3$, a principled hybrid approach that combines traditional RL and meta-RL by incorporating task-specific action-values learned through traditional RL as an input to the meta-RL neural network. We show that RL$^3$ earns greater cumulative reward on long-horizon and out-of-distribution tasks compared to RL$^2$, while maintaining the efficiency of the latter in the short term. Experiments are conducted on both custom and benchmark discrete domains from the meta-RL literature that exhibit a range of short-term, long-term, and complex dependencies.
DGPO: Discovering Multiple Strategies with Diversity-Guided Policy Optimization
Chen, Wentse, Huang, Shiyu, Chiang, Yuan, Pearce, Tim, Tu, Wei-Wei, Chen, Ting, Zhu, Jun
Most reinforcement learning algorithms seek a single optimal strategy that solves a given task. However, it can often be valuable to learn a diverse set of solutions, for instance, to make an agent's interaction with users more engaging, or improve the robustness of a policy to an unexpected perturbance. We propose Diversity-Guided Policy Optimization (DGPO), an on-policy algorithm that discovers multiple strategies for solving a given task. Unlike prior work, it achieves this with a shared policy network trained over a single run. Specifically, we design an intrinsic reward based on an information-theoretic diversity objective. Our final objective alternately constraints on the diversity of the strategies and on the extrinsic reward. We solve the constrained optimization problem by casting it as a probabilistic inference task and use policy iteration to maximize the derived lower bound. Experimental results show that our method efficiently discovers diverse strategies in a wide variety of reinforcement learning tasks. Compared to baseline methods, DGPO achieves comparable rewards, while discovering more diverse strategies, and often with better sample efficiency.