Reinforcement Learning
Multi-market Energy Optimization with Renewables via Reinforcement Learning
Werner, Lucien, Kumar, Peeyush
This paper introduces a deep reinforcement learning (RL) framework for optimizing the operations of power plants pairing renewable energy with storage. The objective is to maximize revenue from energy markets while minimizing storage degradation costs and renewable curtailment. The framework handles complexities such as time coupling by storage devices, uncertainty in renewable generation and energy prices, and non-linear storage models. The study treats the problem as a hierarchical Markov Decision Process (MDP) and uses component-level simulators for storage. It utilizes RL to incorporate complex storage models, overcoming restrictions of optimization-based methods that require convex and differentiable component models. A significant aspect of this approach is ensuring policy actions respect system constraints, achieved via a novel method of projecting potentially infeasible actions onto a safe state-action set. The paper demonstrates the efficacy of this approach through extensive experiments using data from US and Indian electricity markets, comparing the learned RL policies with a baseline control policy and a retrospective optimal control policy. It validates the adaptability of the learning framework with various storage models and shows the effectiveness of RL in a complex energy optimization setting, in the context of multi-market bidding, probabilistic forecasts, and accurate storage component models.
On Faking a Nash Equilibrium
Wu, Young, McMahan, Jeremy, Zhu, Xiaojin, Xie, Qiaomin
We characterize offline data poisoning attacks on Multi-Agent Reinforcement Learning (MARL), where an attacker may change a data set in an attempt to install a (potentially fictitious) unique Markov-perfect Nash equilibrium. We propose the unique Nash set, namely the set of games, specified by their Q functions, with a specific joint policy being the unique Nash equilibrium. The unique Nash set is central to poisoning attacks because the attack is successful if and only if data poisoning pushes all plausible games inside it. The unique Nash set generalizes the reward polytope commonly used in inverse reinforcement learning to MARL. For zero-sum Markov games, both the inverse Nash set and the set of plausible games induced by data are polytopes in the Q function space. We exhibit a linear program to efficiently compute the optimal poisoning attack. Our work sheds light on the structure of data poisoning attacks on offline MARL, a necessary step before one can design more robust MARL algorithms.
Dynamic Interval Restrictions on Action Spaces in Deep Reinforcement Learning for Obstacle Avoidance
Deep reinforcement learning algorithms typically act on the same set of actions. However, this is not sufficient for a wide range of real-world applications where different subsets are available at each step. In this thesis, we consider the problem of interval restrictions as they occur in pathfinding with dynamic obstacles. When actions that lead to collisions are avoided, the continuous action space is split into variable parts. Recent research learns with strong assumptions on the number of intervals, is limited to convex subsets, and the available actions are learned from the observations. Therefore, we propose two approaches that are independent of the state of the environment by extending parameterized reinforcement learning and ConstraintNet to handle an arbitrary number of intervals. We demonstrate their performance in an obstacle avoidance task and compare the methods to penalties, projection, replacement, as well as discrete and continuous masking from the literature. The results suggest that discrete masking of action-values is the only effective method when constraints did not emerge during training. When restrictions are learned, the decision between projection, masking, and our ConstraintNet modification seems to depend on the task at hand. We compare the results with varying complexity and give directions for future work.
A Markovian Formalism for Active Querying
Current reinforcement learning policies are heavily dependent upon the usage of a reward function. However, for advanced problems such as learning behavior for a self-driving car or a robot with many degrees of freedom, the reward function is very difficult or impossible to design to effectively encompass all human considerations. Inverse reinforcement learning algorithms are a class of algorithms that attempt to solve this issue by learning a reward function from expert demonstrations, and then subsequently using any manner of standard reinforcement learning algorithms to learn an optimal policy based off that learned reward function [1]. Inverse reinforcement learning algorithms require a dataset of expert demonstrations to derive a reward function from. However, this reward function can often be inaccurate and highly variable.
UAV Trajectory and Multi-User Beamforming Optimization for Clustered Users Against Passive Eavesdropping Attacks With Unknown CSI
Abdalla, Aly Sabri, Behfarnia, Ali, Marojevic, Vuk
This paper tackles the fundamental passive eavesdropping problem in modern wireless communications in which the location and the channel state information (CSI) of the attackers are unknown. In this regard, we propose deploying an unmanned aerial vehicle (UAV) that serves as a mobile aerial relay (AR) to help ground base station (GBS) support a subset of vulnerable users. More precisely, our solution (1) clusters the single-antenna users in two groups to be either served by the GBS directly or via the AR, (2) employs optimal multi-user beamforming to the directly served users, and (3) optimizes the AR's 3D position, its multi-user beamforming matrix and transmit powers by combining closed-form solutions with machine learning techniques. Specifically, we design a plain beamforming and power optimization combined with a deep reinforcement learning (DRL) algorithm for an AR to optimize its trajectory for the security maximization of the served users. Numerical results show that the multi-user multiple input, single output (MU-MISO) system split between a GBS and an AR with optimized transmission parameters without knowledge of the eavesdropping channels achieves high secrecy capacities that scale well with increasing the number of users.
Bounding the Optimal Value Function in Compositional Reinforcement Learning
Adamczyk, Jacob, Makarenko, Volodymyr, Arriojas, Argenis, Tiomkin, Stas, Kulkarni, Rahul V.
In the field of reinforcement learning (RL), agents are often tasked with solving a variety of problems differing only in their reward functions. In order to quickly obtain solutions to unseen problems with new reward functions, a popular approach involves functional composition of previously solved tasks. However, previous work using such functional composition has primarily focused on specific instances of composition functions whose limiting assumptions allow for exact zero-shot composition. Our work unifies these examples and provides a more general framework for compositionality in both standard and entropy-regularized RL. We find that, for a broad class of functions, the optimal solution for the composite task of interest can be related to the known primitive task solutions. Specifically, we present double-sided inequalities relating the optimal composite value function to the value functions for the primitive tasks. We also show that the regret of using a zero-shot policy can be bounded for this class of functions. The derived bounds can be used to develop clipping approaches for reducing uncertainty during training, allowing agents to quickly adapt to new tasks.
Continual Vision-based Reinforcement Learning with Group Symmetries
Liu, Shiqi, Xu, Mengdi, Huang, Piede, Liu, Yongkang, Oguchi, Kentaro, Zhao, Ding
Continual reinforcement learning aims to sequentially learn a variety of tasks, retaining the ability to perform previously encountered tasks while simultaneously developing new policies for novel tasks. However, current continual RL approaches overlook the fact that certain tasks are identical under basic group operations like rotations or translations, especially with visual inputs. They may unnecessarily learn and maintain a new policy for each similar task, leading to poor sample efficiency and weak generalization capability. To address this, we introduce a unique Continual Vision-based Reinforcement Learning method that recognizes Group Symmetries, called COVERS, cultivating a policy for each group of equivalent tasks rather than individual tasks. COVERS employs a proximal policy optimization-based RL algorithm with an equivariant feature extractor and a novel task grouping mechanism that relies on the extracted invariant features. We evaluate COVERS on sequences of table-top manipulation tasks that incorporate image observations and robot proprioceptive information in both simulations and on real robot platforms. Our results show that COVERS accurately assigns tasks to their respective groups and significantly outperforms existing methods in terms of generalization capability.
Skill Disentanglement for Imitation Learning from Suboptimal Demonstrations
Zhao, Tianxiang, Yu, Wenchao, Wang, Suhang, Wang, Lu, Zhang, Xiang, Chen, Yuncong, Liu, Yanchi, Cheng, Wei, Chen, Haifeng
Imitation learning has achieved great success in many sequential decision-making tasks, in which a neural agent is learned by imitating collected human demonstrations. However, existing algorithms typically require a large number of high-quality demonstrations that are difficult and expensive to collect. Usually, a trade-off needs to be made between demonstration quality and quantity in practice. Targeting this problem, in this work we consider the imitation of sub-optimal demonstrations, with both a small clean demonstration set and a large noisy set. Some pioneering works have been proposed, but they suffer from many limitations, e.g., assuming a demonstration to be of the same optimality throughout time steps and failing to provide any interpretation w.r.t knowledge learned from the noisy set. Addressing these problems, we propose {\method} by evaluating and imitating at the sub-demonstration level, encoding action primitives of varying quality into different skills. Concretely, {\method} consists of a high-level controller to discover skills and a skill-conditioned module to capture action-taking policies, and is trained following a two-phase pipeline by first discovering skills with all demonstrations and then adapting the controller to only the clean set. A mutual-information-based regularization and a dynamic sub-demonstration optimality estimator are designed to promote disentanglement in the skill space. Extensive experiments are conducted over two gym environments and a real-world healthcare dataset to demonstrate the superiority of {\method} in learning from sub-optimal demonstrations and its improved interpretability by examining learned skills.
Provably Learning Nash Policies in Constrained Markov Potential Games
Alatur, Pragnya, Ramponi, Giorgia, He, Niao, Krause, Andreas
Multi-agent reinforcement learning (MARL) addresses sequential decision-making problems with multiple agents, where each agent optimizes its own objective. In many real-world instances, the agents may not only want to optimize their objectives, but also ensure safe behavior. For example, in traffic routing, each car (agent) aims to reach its destination quickly (objective) while avoiding collisions (safety). Constrained Markov Games (CMGs) are a natural formalism for safe MARL problems, though generally intractable. In this work, we introduce and study Constrained Markov Potential Games (CMPGs), an important class of CMGs. We first show that a Nash policy for CMPGs can be found via constrained optimization. One tempting approach is to solve it by Lagrangian-based primal-dual methods. As we show, in contrast to the single-agent setting, however, CMPGs do not satisfy strong duality, rendering such approaches inapplicable and potentially unsafe. To solve the CMPG problem, we propose our algorithm Coordinate-Ascent for CMPGs (CA-CMPG), which provably converges to a Nash policy in tabular, finite-horizon CMPGs. Furthermore, we provide the first sample complexity bounds for learning Nash policies in unknown CMPGs, and, which under additional assumptions, guarantee safe exploration.
Stepsize Learning for Policy Gradient Methods in Contextual Markov Decision Processes
Sabbioni, Luca, Corda, Francesco, Restelli, Marcello
Policy-based algorithms are among the most widely adopted techniques in model-free RL, thanks to their strong theoretical groundings and good properties in continuous action spaces. Unfortunately, these methods require precise and problem-specific hyperparameter tuning to achieve good performance, and tend to struggle when asked to accomplish a series of heterogeneous tasks. In particular, the selection of the step size has a crucial impact on their ability to learn a highly performing policy, affecting the speed and the stability of the training process, and often being the main culprit for poor results. In this paper, we tackle these issues with a Meta Reinforcement Learning approach, by introducing a new formulation, known as meta-MDP, that can be used to solve any hyperparameter selection problem in RL with contextual processes. After providing a theoretical Lipschitz bound to the difference of performance in different tasks, we adopt the proposed framework to train a batch RL algorithm to dynamically recommend the most adequate step size for different policies and tasks. In conclusion, we present an experimental campaign to show the advantages of selecting an adaptive learning rate in heterogeneous environments.