Feature generation aims to generate new and meaningful features to create a discriminative representation space.A generated feature is meaningful when the generated feature is from a feature pair with inherent feature interaction. In the real world, experienced data scientists can identify potentially useful feature-feature interactions, and generate meaningful dimensions from an exponentially large search space, in an optimal crossing form over an optimal generation path. But, machines have limited human-like abilities.We generalize such learning tasks as self-optimizing feature generation. Self-optimizing feature generation imposes several under-addressed challenges on existing systems: meaningful, robust, and efficient generation. To tackle these challenges, we propose a principled and generic representation-crossing framework to solve self-optimizing feature generation.To achieve hashing representation, we propose a three-step approach: feature discretization, feature hashing, and descriptive summarization. To achieve reinforcement crossing, we develop a hierarchical reinforcement feature crossing approach.We present extensive experimental results to demonstrate the effectiveness and efficiency of the proposed method. The code is available at https://github.com/yingwangyang/HRC_feature_cross.git.

Online reinforcement learning (RL) methods are often data-inefficient or unreliable, making them difficult to train on real robotic hardware, especially quadruped robots. Learning robotic tasks from pre-collected data is a promising direction. Meanwhile, agile and stable legged robotic locomotion remains an open question in their general form. Offline reinforcement learning (ORL) has the potential to make breakthroughs in this challenging field, but its current bottleneck lies in the lack of diverse datasets for challenging realistic tasks. To facilitate the development of ORL, we benchmarked 11 ORL algorithms in the realistic quadrupedal locomotion dataset. Such dataset is collected by the classic model predictive control (MPC) method, rather than the model-free online RL method commonly used by previous benchmarks. Extensive experimental results show that the best-performing ORL algorithms can achieve competitive performance compared with the model-free RL, and even surpass it in some tasks. However, there is still a gap between the learning-based methods and MPC, especially in terms of stability and rapid adaptation. Our proposed benchmark will serve as a development platform for testing and evaluating the performance of ORL algorithms in real-world legged locomotion tasks.

The realm of High-Frequency Trading (HFT) is characterized by rapid decision-making processes that capitalize on fleeting market inefficiencies. As the financial markets become increasingly competitive, there is a pressing need for innovative strategies that can adapt and evolve with changing market dynamics. Enter Reinforcement Learning (RL), a branch of machine learning where agents learn by interacting with their environment, making it an intriguing candidate for HFT applications. This paper dives deep into the integration of RL in statistical arbitrage strategies tailored for HFT scenarios. By leveraging the adaptive learning capabilities of RL, we explore its potential to unearth patterns and devise trading strategies that traditional methods might overlook. We delve into the intricate exploration-exploitation trade-offs inherent in RL and how they manifest in the volatile world of HFT. Furthermore, we confront the challenges of applying RL in non-stationary environments, typical of financial markets, and investigate methodologies to mitigate associated risks. Through extensive simulations and backtests, our research reveals that RL not only enhances the adaptability of trading strategies but also shows promise in improving profitability metrics and risk-adjusted returns.

Simulation to Real-World Transfer allows affordable and fast training of learning-based robots for manipulation tasks using Deep Reinforcement Learning methods. Currently, Sim2Real uses Asymmetric Actor-Critic approaches to reduce the rich idealized features in simulation to the accessible ones in the real world. However, the feature reduction from the simulation to the real world is conducted through an empirically defined one-step curtail. Small feature reduction does not sufficiently remove the actor's features, which may still cause difficulty setting up the physical system, while large feature reduction may cause difficulty and inefficiency in training. To address this issue, we proposed Curriculum-based Sensing Reduction to enable the actor to start with the same rich feature space as the critic and then get rid of the hard-to-extract features step-by-step for higher training performance and better adaptation for real-world feature space. The reduced features are replaced with random signals from a Deep Random Generator to remove the dependency between the output and the removed features and avoid creating new dependencies. The methods are evaluated on the Allegro robot hand in a real-world in-hand manipulation task. The results show that our methods have faster training and higher task performance than baselines and can solve real-world tasks when selected tactile features are reduced.

Deep Reinforcement Learning has shown its capability to solve the high degrees of freedom in control and the complex interaction with the object in the multi-finger dexterous in-hand manipulation tasks. Current DRL approaches prefer sparse rewards to dense rewards for the ease of training but lack behavior constraints during the manipulation process, leading to aggressive and unstable policies that are insufficient for safety-critical in-hand manipulation tasks. Dense rewards can regulate the policy to learn stable manipulation behaviors with continuous reward constraints but are hard to empirically define and slow to converge optimally. This work proposes the Finger-specific Multi-agent Shadow Reward (FMSR) method to determine the stable manipulation constraints in the form of dense reward based on the state-action occupancy measure, a general utility of DRL that is approximated during the learning process. Information Sharing (IS) across neighboring agents enables consensus training to accelerate the convergence. The methods are evaluated in two in-hand manipulation tasks on the Shadow Hand. The results show FMSR+IS converges faster in training, achieving a higher task success rate and better manipulation stability than conventional dense reward. The comparison indicates FMSR+IS achieves a comparable success rate even with the behavior constraint but much better manipulation stability than the policy trained with a sparse reward.

Quantum reinforcement learning (QRL) has emerged as a framework to solve sequential decision-making tasks, showcasing empirical quantum advantages. A notable development is through quantum recurrent neural networks (QRNNs) for memory-intensive tasks such as partially observable environments. However, QRL models incorporating QRNN encounter challenges such as inefficient training of QRL with QRNN, given that the computation of gradients in QRNN is both computationally expensive and time-consuming. This work presents a novel approach to address this challenge by constructing QRL agents utilizing QRNN-based reservoirs, specifically employing quantum long short-term memory (QLSTM). QLSTM parameters are randomly initialized and fixed without training. The model is trained using the asynchronous advantage actor-aritic (A3C) algorithm. Through numerical simulations, we validate the efficacy of our QLSTM-Reservoir RL framework. Its performance is assessed on standard benchmarks, demonstrating comparable results to a fully trained QLSTM RL model with identical architecture and training settings.

Multi-Agent Reinforcement Learning (MARL) has achieved significant success in large-scale AI systems and big-data applications such as smart grids, surveillance, etc. Existing advancements in MARL algorithms focus on improving the rewards obtained by introducing various mechanisms for inter-agent cooperation. However, these optimizations are usually compute- and memory-intensive, thus leading to suboptimal speed performance in end-to-end training time. In this work, we analyze the speed performance (i.e., latency-bounded throughput) as the key metric in MARL implementations. Specifically, we first introduce a taxonomy of MARL algorithms from an acceleration perspective categorized by (1) training scheme and (2) communication method. Using our taxonomy, we identify three state-of-the-art MARL algorithms - Multi-Agent Deep Deterministic Policy Gradient (MADDPG), Target-oriented Multi-agent Communication and Cooperation (ToM2C), and Networked Multi-Agent RL (NeurComm) - as target benchmark algorithms, and provide a systematic analysis of their performance bottlenecks on a homogeneous multi-core CPU platform. We justify the need for MARL latency-bounded throughput to be a key performance metric in future literature while also addressing opportunities for parallelization and acceleration.

In this paper, we address the challenge of exploring unknown indoor aerial environments using autonomous aerial robots with Size Weight and Power (SWaP) constraints. The SWaP constraints induce limits on mission time requiring efficiency in exploration. We present a novel exploration framework that uses Deep Learning (DL) to predict the most likely indoor map given the previous observations, and Deep Reinforcement Learning (DRL) for exploration, designed to run on modern SWaP constraints neural processors. The DL-based map predictor provides a prediction of the occupancy of the unseen environment while the DRL-based planner determines the best navigation goals that can be safely reached to provide the most information. The two modules are tightly coupled and run onboard allowing the vehicle to safely map an unknown environment. Extensive experimental and simulation results show that our approach surpasses state-of-the-art methods by 50-60% in efficiency, which we measure by the fraction of the explored space as a function of the length of the trajectory traveled.

Systems for heating, ventilation and air-conditioning (HVAC) of buildings are traditionally controlled by a rule-based approach. In order to reduce the energy consumption and the environmental impact of HVAC systems more advanced control methods such as reinforcement learning are promising. Reinforcement learning (RL) strategies offer a good alternative, as user feedback can be integrated more easily and presence can also be incorporated. Moreover, multi-agent RL approaches scale well and can be generalized. In this paper, we propose a multi-agent RL framework based on existing work that learns reducing on one hand energy consumption by optimizing HVAC control and on the other hand user feedback by occupants about uncomfortable room temperatures. Second, we show how to reduce training time required for proper RL-agent-training by using parameter sharing between the multiple agents and apply different pretraining techniques. Results show that our framework is capable of reducing the energy by around 6% when controlling a complete building or 8% for a single room zone. The occupants complaints are acceptable or even better compared to a rule-based baseline. Additionally, our performance analysis show that the training time can be drastically reduced by using parameter sharing.

Reinforcement learning~(RL) is a versatile framework for learning to solve complex real-world tasks. However, influences on the learning performance of RL algorithms are often poorly understood in practice. We discuss different analysis techniques and assess their effectiveness for investigating the impact of action representations in RL. Our experiments demonstrate that the action representation can significantly influence the learning performance on popular RL benchmark tasks. The analysis results indicate that some of the performance differences can be attributed to changes in the complexity of the optimization landscape. Finally, we discuss open challenges of analysis techniques for RL algorithms.