Reinforcement Learning
Towards customizable reinforcement learning agents: Enabling preference specification through online vocabulary expansion
Soni, Utkarsh, Thakur, Nupur, Sreedharan, Sarath, Guan, Lin, Verma, Mudit, Marquez, Matthew, Kambhampati, Subbarao
There is a growing interest in developing automated agents that can work alongside humans. In addition to completing the assigned task, such an agent will undoubtedly be expected to behave in a manner that is preferred by the human. This requires the human to communicate their preferences to the agent. To achieve this, the current approaches either require the users to specify the reward function or the preference is interactively learned from queries that ask the user to compare behavior. The former approach can be challenging if the internal representation used by the agent is inscrutable to the human while the latter is unnecessarily cumbersome for the user if their preference can be specified more easily in symbolic terms. In this work, we propose PRESCA (PREference Specification through Concept Acquisition), a system that allows users to specify their preferences in terms of concepts that they understand. PRESCA maintains a set of such concepts in a shared vocabulary. If the relevant concept is not in the shared vocabulary, then it is learned. To make learning a new concept more feedback efficient, PRESCA leverages causal associations between the target concept and concepts that are already known. In addition, we use a novel data augmentation approach to further reduce required feedback. We evaluate PRESCA by using it on a Minecraft environment and show that it can effectively align the agent with the user's preference.
Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting
Gort, Berend Jelmer Dirk, Liu, Xiao-Yang, Sun, Xinghang, Gao, Jiechao, Chen, Shuaiyu, Wang, Christina Dan
Designing profitable and reliable trading strategies is challenging in the highly volatile cryptocurrency market. Existing works applied deep reinforcement learning methods and optimistically reported increased profits in backtesting, which may suffer from the false positive issue due to overfitting. In this paper, we propose a practical approach to address backtest overfitting for cryptocurrency trading using deep reinforcement learning. First, we formulate the detection of backtest overfitting as a hypothesis test. Then, we train the DRL agents, estimate the probability of overfitting, and reject the overfitted agents, increasing the chance of good trading performance. Finally, on 10 cryptocurrencies over a testing period from 05/01/2022 to 06/27/2022 (during which the crypto market crashed two times), we show that the less overfitted deep reinforcement learning agents have a higher return than that of more overfitted agents, an equal weight strategy, and the S&P DBM Index (market benchmark), offering confidence in possible deployment to a real market.
Bridging Physics-Informed Neural Networks with Reinforcement Learning: Hamilton-Jacobi-Bellman Proximal Policy Optimization (HJBPPO)
This paper introduces the Hamilton-Jacobi-Bellman Proximal Policy Optimization (HJBPPO) algorithm into reinforcement learning. The Hamilton-Jacobi-Bellman (HJB) equation is used in control theory to evaluate the optimality of the value function. Our work combines the HJB equation with reinforcement learning in continuous state and action spaces to improve the training of the value network. We treat the value network as a Physics-Informed Neural Network (PINN) to solve for the HJB equation by computing its derivatives with respect to its inputs exactly. The Proximal Policy Optimization (PPO)-Clipped algorithm is improvised with this implementation as it uses a value network to compute the objective function for its policy network. The HJBPPO algorithm shows an improved performance compared to PPO on the MuJoCo environments.
Efficient Global Planning in Large MDPs via Stochastic Primal-Dual Optimization
We propose a new stochastic primal-dual optimization algorithm for planning in a large discounted Markov decision process with a generative model and linear function approximation. Assuming that the feature map approximately satisfies standard realizability and Bellman-closedness conditions and also that the feature vectors of all state-action pairs are representable as convex combinations of a small core set of state-action pairs, we show that our method outputs a near-optimal policy after a polynomial number of queries to the generative model. Our method is computationally efficient and comes with the major advantage that it outputs a single softmax policy that is compactly represented by a low-dimensional parameter vector, and does not need to execute computationally expensive local planning subroutines in runtime. Keywords: Markov decision processes, Linear Programming, Linear function approximation, Planning with a generative model.
Generative methods for sampling transition paths in molecular dynamics
Lelièvre, Tony, Robin, Geneviève, Sekkat, Inass, Stoltz, Gabriel, Cardoso, Gabriel Victorino
Molecular dynamics aims at simulating the physical movement of atoms in order to sample the Boltzmann-Gibbs probability measure and the associated trajectories, and to compute macroscopic properties using Monte Carlo estimates [17, 1]. One of the main difficulties when performing these numerical simulations is metastability: the system tends to stay trapped in some regions of the phase space, typically in the vicinity of local maxima of the target probability measure. In this context, transitions from one metastable state to another one are of particular interest in complex systems, as they characterize for example crystallisation or enzymatic reactions. These reactions happen on a long time scale compared to the molecular timescale, so that the simulation of realistic rare events is computationally difficult. On the one hand, many efforts have been devoted to the development of rare events sampling methods in molecular dynamics. The goal of these methods is to characterize transition paths and to compute associated transition rates and mean transition times; see for instance [21] for a review. The most notable methods can be classified in two groups: (i) importance sampling techniques, where the dynamics is biased (by modifying the potential for instance) to reduce the variance of Monte Carlo estimators when computing expectations, see for instance [16, 8] for more details, and also [31, Section 6.2]. It is possible to use adaptive importance sampling strategies to choose the importance function, see [30, Chapter 5]. Another viewpoint is offered by the framework of stochastic control, as in [21] where the modification in the drift of the dynamics is determined by the solution of an optimal control problem.
Skill Decision Transformer
Sudhakaran, Shyam, Risi, Sebastian
Recent work has shown that Large Language Models (LLMs) can be incredibly effective for offline reinforcement learning (RL) by representing the traditional RL problem as a sequence modelling problem (Chen et al., 2021; Janner et al., 2021). However many of these methods only optimize for high returns, and may not extract much information from a diverse dataset of trajectories. Generalized Decision Transformers (GDTs) (Furuta et al., 2021) have shown that utilizing future trajectory information, in the form of information statistics, can help extract more information from offline trajectory data. Building upon this, we propose Skill Decision Transformer (Skill DT). Skill DT draws inspiration from hindsight relabelling (Andrychowicz et al., 2017) and skill discovery methods to discover a diverse set of primitive behaviors, or skills. We show that Skill DT can not only perform offline state-marginal matching (SMM), but can discovery descriptive behaviors that can be easily sampled. Furthermore, we show that through purely reward-free optimization, Skill DT is still competitive with supervised offline RL approaches on the D4RL benchmark.
Learning Vision-based Robotic Manipulation Tasks Sequentially in Offline Reinforcement Learning Settings
Yadav, Sudhir Pratap, Nagar, Rajendra, Shah, Suril V.
With the rise of deep reinforcement learning (RL) methods, many complex robotic manipulation tasks are being solved. However, harnessing the full power of deep learning requires large datasets. Online-RL does not suit itself readily into this paradigm due to costly and time-taking agent environment interaction. Therefore recently, many offline-RL algorithms have been proposed to learn robotic tasks. But mainly, all such methods focus on a single task or multi-task learning, which requires retraining every time we need to learn a new task. Continuously learning tasks without forgetting previous knowledge combined with the power of offline deep-RL would allow us to scale the number of tasks by keep adding them one-after-another. In this paper, we investigate the effectiveness of regularisation-based methods like synaptic intelligence for sequentially learning image-based robotic manipulation tasks in an offline-RL setup. We evaluate the performance of this combined framework against common challenges of sequential learning: catastrophic forgetting and forward knowledge transfer. We performed experiments with different task combinations to analyze the effect of task ordering. We also investigated the effect of the number of object configurations and density of robot trajectories. We found that learning tasks sequentially helps in the propagation of knowledge from previous tasks, thereby reducing the time required to learn a new task. Regularisation based approaches for continuous learning like the synaptic intelligence method although helps in mitigating catastrophic forgetting but has shown only limited transfer of knowledge from previous tasks.
Scheduling Inference Workloads on Distributed Edge Clusters with Reinforcement Learning
Castellano, Gabriele, Nieto, Juan-José, Luque, Jordi, Diego, Ferrán, Segura, Carlos, Perino, Diego, Esposito, Flavio, Risso, Fulvio, Raman, Aravindh
Many real-time applications (e.g., Augmented/Virtual Reality, cognitive assistance) rely on Deep Neural Networks (DNNs) to process inference tasks. Edge computing is considered a key infrastructure to deploy such applications, as moving computation close to the data sources enables us to meet stringent latency and throughput requirements. However, the constrained nature of edge networks poses several additional challenges to the management of inference workloads: edge clusters can not provide unlimited processing power to DNN models, and often a trade-off between network and processing time should be considered when it comes to end-to-end delay requirements. In this paper, we focus on the problem of scheduling inference queries on DNN models in edge networks at short timescales (i.e., few milliseconds). By means of simulations, we analyze several policies in the realistic network settings and workloads of a large ISP, highlighting the need for a dynamic scheduling policy that can adapt to network conditions and workloads. We therefore design ASET, a Reinforcement Learning based scheduling algorithm able to adapt its decisions according to the system conditions. Our results show that ASET effectively provides the best performance compared to static policies when scheduling over a distributed pool of edge resources.
Mathematical Models and Reinforcement Learning based Evolutionary Algorithm Framework for Satellite Scheduling Problem
For complex combinatorial optimization problems, models and algorithms are at the heart of the solution. The complexity of many types of satellite mission planning problems is NP-hard and places high demands on the solution. In this paper, two types of satellite scheduling problem models are introduced and a reinforcement learning based evolutionary algorithm framework based is proposed. Problem Description The EDSSP problem is to designate a time-ordered task execution sequence for electromagnetic detection satellites [1]. The goal is to maximize the detection sequence profit while satisfying various satellite constraints.
Strongest Model Of Today's Time. Deep Reinforcement Learning maybe be…
Deep Reinforcement Learning maybe be the most accurate model of Machine Learning to an actual human mind. What is so special about them? I will answer that for you, when deep RL combined with attention mechanism goes in some other league, something powerful enough to understand what is happening and what is the purpose of the machine (Maybe something similar to ultron from Avengers). A new term is tossed when these two are combined known as DRARL (Deep Residual Attention Reinforcement Learning). DRARL models have the ability to understand a question and then answer it, another ability it has, is to understand patterns from a given data.