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 Reinforcement Learning


First Go, then Post-Explore: the Benefits of Post-Exploration in Intrinsic Motivation

arXiv.org Artificial Intelligence

Go-Explore achieved breakthrough performance on challenging reinforcement learning (RL) tasks with sparse rewards. The key insight of Go-Explore was that successful exploration requires an agent to first return to an interesting state ('Go'), and only then explore into unknown terrain ('Explore'). We refer to such exploration after a goal is reached as 'post-exploration'. In this paper, we present a clear ablation study of post-exploration in a general intrinsically motivated goal exploration process (IMGEP) framework, that the Go-Explore paper did not show. We study the isolated potential of post-exploration, by turning it on and off within the same algorithm under both tabular and deep RL settings on both discrete navigation and continuous control tasks. Experiments on a range of MiniGrid and Mujoco environments show that post-exploration indeed helps IMGEP agents reach more diverse states and boosts their performance. In short, our work suggests that RL researchers should consider to use post-exploration in IMGEP when possible since it is effective, method-agnostic and easy to implement.


Multi-Agent Dynamic Pricing in a Blockchain Protocol Using Gaussian Bandits

arXiv.org Artificial Intelligence

The Graph Protocol indexes historical blockchain transaction data and makes it available for querying. As the protocol is decentralized, there are many independent Indexers that index and compete with each other for serving queries to the Consumers. One dimension along which Indexers compete is pricing. In this paper, we propose a bandit-based algorithm for maximization of Indexers' revenue via Consumer budget discovery. We present the design and the considerations we had to make for a dynamic pricing algorithm being used by multiple agents simultaneously. We discuss the results achieved by our dynamic pricing bandits both in simulation and deployed into production on one of the Indexers operating on Ethereum. We have open-sourced both the simulation framework and tools we created, which other Indexers have since started to adapt into their own workflows.


Quantum reinforcement learning in continuous action space

arXiv.org Artificial Intelligence

Quantum reinforcement learning (QRL) is one promising algorithm proposed for near-term quantum devices. Early QRL proposals are effective at solving problems in discrete action space, but often suffer from the curse of dimensionality in the continuous domain due to discretization. To address this problem, we propose a quantum Deep Deterministic Policy Gradient algorithm that is efficient at solving both classical and quantum sequential decision problems in the continuous domain. As an application, our method can solve the quantum state-generation problem in a single shot: it only requires a one-shot optimization to generate a model that outputs the desired control sequence for arbitrary target state. In comparison, the standard quantum control method requires optimizing for each target state. Moreover, our method can also be used to physically reconstruct an unknown quantum state.


Provably Efficient Model-Free Constrained RL with Linear Function Approximation

arXiv.org Artificial Intelligence

We study the constrained reinforcement learning problem, in which an agent aims to maximize the expected cumulative reward subject to a constraint on the expected total value of a utility function. In contrast to existing model-based approaches or model-free methods accompanied with a `simulator', we aim to develop the first model-free, simulator-free algorithm that achieves a sublinear regret and a sublinear constraint violation even in large-scale systems. To this end, we consider the episodic constrained Markov decision processes with linear function approximation, where the transition dynamics and the reward function can be represented as a linear function of some known feature mapping. We show that $\tilde{\mathcal{O}}(\sqrt{d^3H^3T})$ regret and $\tilde{\mathcal{O}}(\sqrt{d^3H^3T})$ constraint violation bounds can be achieved, where $d$ is the dimension of the feature mapping, $H$ is the length of the episode, and $T$ is the total number of steps. Our bounds are attained without explicitly estimating the unknown transition model or requiring a simulator, and they depend on the state space only through the dimension of the feature mapping. Hence our bounds hold even when the number of states goes to infinity. Our main results are achieved via novel adaptations of the standard LSVI-UCB algorithms. In particular, we first introduce primal-dual optimization into the LSVI-UCB algorithm to balance between regret and constraint violation. More importantly, we replace the standard greedy selection with respect to the state-action function in LSVI-UCB with a soft-max policy. This turns out to be key in establishing uniform concentration for the constrained case via its approximation-smoothness trade-off. We also show that one can achieve an even zero constraint violation while still maintaining the same order with respect to $T$.


RL-GA: A Reinforcement Learning-Based Genetic Algorithm for Electromagnetic Detection Satellite Scheduling Problem

arXiv.org Artificial Intelligence

The study of electromagnetic detection satellite scheduling problem (EDSSP) has attracted attention due to the detection requirements for a large number of targets. This paper proposes a mixed-integer programming model for the EDSSP problem and a genetic algorithm based on reinforcement learning (RL-GA). Numerous factors that affect electromagnetic detection are considered in the model, such as detection mode, bandwidth, and other factors. The RL-GA embeds a Q-learning method into an improved genetic algorithm, and the evolution of each individual depends on the decision of the agent. Q-learning is used to guide the population search process by choosing evolution operators. In this way, the search information can be effectively used by the reinforcement learning method. In the algorithm, we design a reward function to update the Q value. According to the problem characteristics, a new combination of is proposed. The RL-GA also uses an elite individual retention strategy to improve search performance. After that, a task time window selection algorithm (TTWSA) is proposed to evaluate the performance of population evolution. Several experiments are used to examine the scheduling effect of the proposed algorithm. Through the experimental verification of multiple instances, it can be seen that the RL-GA can solve the EDSSP problem effectively. Compared with the state-of-the-art algorithms, the RL-GA performs better in several aspects.


Robust $Q$-learning Algorithm for Markov Decision Processes under Wasserstein Uncertainty

arXiv.org Artificial Intelligence

We present a novel $Q$-learning algorithm to solve distributionally robust Markov decision problems, where the corresponding ambiguity set of transition probabilities for the underlying Markov decision process is a Wasserstein ball around a (possibly estimated) reference measure. We prove convergence of the presented algorithm and provide several examples also using real data to illustrate both the tractability of our algorithm as well as the benefits of considering distributional robustness when solving stochastic optimal control problems, in particular when the estimated distributions turn out to be misspecified in practice.


Centralized Cooperative Exploration Policy for Continuous Control Tasks

arXiv.org Artificial Intelligence

The deep reinforcement learning (DRL) algorithm works brilliantly on solving various complex control tasks. This phenomenal success can be partly attributed to DRL encouraging intelligent agents to sufficiently explore the environment and collect diverse experiences during the agent training process. Therefore, exploration plays a significant role in accessing an optimal policy for DRL. Despite recent works making great progress in continuous control tasks, exploration in these tasks has remained insufficiently investigated. To explicitly encourage exploration in continuous control tasks, we propose CCEP (Centralized Cooperative Exploration Policy), which utilizes underestimation and overestimation of value functions to maintain the capacity of exploration. CCEP first keeps two value functions initialized with different parameters, and generates diverse policies with multiple exploration styles from a pair of value functions. In addition, a centralized policy framework ensures that CCEP achieves message delivery between multiple policies, furthermore contributing to exploring the environment cooperatively. Extensive experimental results demonstrate that CCEP achieves higher exploration capacity. Empirical analysis shows diverse exploration styles in the learned policies by CCEP, reaping benefits in more exploration regions. And this exploration capacity of CCEP ensures it outperforms the current state-of-the-art methods across multiple continuous control tasks shown in experiments.


DRL-GAN: A Hybrid Approach for Binary and Multiclass Network Intrusion Detection

arXiv.org Artificial Intelligence

Our increasingly connected world continues to face an ever-growing amount of network-based attacks. Intrusion detection systems (IDS) are an essential security technology for detecting these attacks. Although numerous machine learning-based IDS have been proposed for the detection of malicious network traffic, the majority have difficulty properly detecting and classifying the more uncommon attack types. In this paper, we implement a novel hybrid technique using synthetic data produced by a Generative Adversarial Network (GAN) to use as input for training a Deep Reinforcement Learning (DRL) model. Our GAN model is trained with the NSL-KDD dataset for four attack categories as well as normal network flow. Ultimately, our findings demonstrate that training the DRL on specific synthetic datasets can result in better performance in correctly classifying minority classes over training on the true imbalanced dataset.


Data-Driven Inverse Reinforcement Learning for Expert-Learner Zero-Sum Games

arXiv.org Artificial Intelligence

In this paper, we formulate inverse reinforcement learning (IRL) as an expert-learner interaction whereby the optimal performance intent of an expert or target agent is unknown to a learner agent. The learner observes the states and controls of the expert and hence seeks to reconstruct the expert's cost function intent and thus mimics the expert's optimal response. Next, we add non-cooperative disturbances that seek to disrupt the learning and stability of the learner agent. This leads to the formulation of a new interaction we call zero-sum game IRL. We develop a framework to solve the zero-sum game IRL problem that is a modified extension of RL policy iteration (PI) to allow unknown expert performance intentions to be computed and non-cooperative disturbances to be rejected. The framework has two parts: a value function and control action update based on an extension of PI, and a cost function update based on standard inverse optimal control. Then, we eventually develop an off-policy IRL algorithm that does not require knowledge of the expert and learner agent dynamics and performs single-loop learning. Rigorous proofs and analyses are given. Finally, simulation experiments are presented to show the effectiveness of the new approach.


Value Enhancement of Reinforcement Learning via Efficient and Robust Trust Region Optimization

arXiv.org Artificial Intelligence

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing literature are developed in \textit{online} settings where the data are easy to collect or simulate. Motivated by high stake domains such as mobile health studies with limited and pre-collected data, in this paper, we study \textit{offline} reinforcement learning methods. To efficiently use these datasets for policy optimization, we propose a novel value enhancement method to improve the performance of a given initial policy computed by existing state-of-the-art RL algorithms. Specifically, when the initial policy is not consistent, our method will output a policy whose value is no worse and often better than that of the initial policy. When the initial policy is consistent, under some mild conditions, our method will yield a policy whose value converges to the optimal one at a faster rate than the initial policy, achieving the desired ``value enhancement" property. The proposed method is generally applicable to any parametrized policy that belongs to certain pre-specified function class (e.g., deep neural networks). Extensive numerical studies are conducted to demonstrate the superior performance of our method.