Reinforcement Learning
Improving generalization in reinforcement learning through forked agents
Moulin, Olivier, Francois-Lavet, Vincent, Hoogendoorn, Mark
An eco-system of agents each having their own policy with some, but limited, generalizability has proven to be a reliable approach to increase generalization across procedurally generated environments. In such an approach, new agents are regularly added to the eco-system when encountering a new environment that is outside of the scope of the eco-system. The speed of adaptation and general effectiveness of the eco-system approach highly depends on the initialization of new agents. In this paper we propose different initialization techniques, inspired from Deep Neural Network initialization and transfer learning, and study their impact.
A Novel Experts Advice Aggregation Framework Using Deep Reinforcement Learning for Portfolio Management
Fazli, MohammadAmin, Lashkari, Mahdi, Taherkhani, Hamed, Habibi, Jafar
Solving portfolio management problems using deep reinforcement learning has been getting much attention in finance for a few years. We have proposed a new method using experts signals and historical price data to feed into our reinforcement learning framework. Although experts signals have been used in previous works in the field of finance, as far as we know, it is the first time this method, in tandem with deep RL, is used to solve the financial portfolio management problem. Our proposed framework consists of a convolutional network for aggregating signals, another convolutional network for historical price data, and a vanilla network. We used the Proximal Policy Optimization algorithm as the agent to process the reward and take action in the environment. The results suggested that, on average, our framework could gain 90 percent of the profit earned by the best expert.
Rollout Algorithms and Approximate Dynamic Programming for Bayesian Optimization and Sequential Estimation
We provide a unifying approximate dynamic programming framework that applies to a broad variety of problems involving sequential estimation. We consider first the construction of surrogate cost functions for the purposes of optimization, and we focus on the special case of Bayesian optimization, using the rollout algorithm and some of its variations. We then discuss the more general case of sequential estimation of a random vector using optimal measurement selection, and its application to problems of stochastic and adaptive control. We distinguish between adaptive control of deterministic and stochastic systems: the former are better suited for the use of rollout, while the latter are well suited for the use of rollout with certainty equivalence approximations. As an example of the deterministic case, we discuss sequential decoding problems, and a rollout algorithm for the approximate solution of the Wordle and Mastermind puzzles, recently developed in the paper [BBB22].
On Deep Recurrent Reinforcement Learning for Active Visual Tracking of Space Noncooperative Objects
Zhou, Dong, Sun, Guanghui, Zhang, Zhao, Wu, Ligang
Active tracking of space noncooperative object that merely relies on vision camera is greatly significant for autonomous rendezvous and debris removal. Considering its Partial Observable Markov Decision Process (POMDP) property, this paper proposes a novel tracker based on deep recurrent reinforcement learning, named as RAMAVT which drives the chasing spacecraft to follow arbitrary space noncooperative object with high-frequency and near-optimal velocity control commands. To further improve the active tracking performance, we introduce Multi-Head Attention (MHA) module and Squeeze-and-Excitation (SE) layer into RAMAVT, which remarkably improve the representative ability of neural network with almost no extra computational cost. Extensive experiments and ablation study implemented on SNCOAT benchmark show the effectiveness and robustness of our method compared with other state-of-the-art algorithm. The source codes are available on https://github.com/Dongzhou-1996/RAMAVT.
Offline Policy Optimization in RL with Variance Regularizaton
Islam, Riashat, Sinha, Samarth, Bharadhwaj, Homanga, Arnob, Samin Yeasar, Yang, Zhuoran, Garg, Animesh, Wang, Zhaoran, Li, Lihong, Precup, Doina
Learning policies from fixed offline datasets is a key challenge to scale up reinforcement learning (RL) algorithms towards practical applications. This is often because off-policy RL algorithms suffer from distributional shift, due to mismatch between dataset and the target policy, leading to high variance and over-estimation of value functions. In this work, we propose variance regularization for offline RL algorithms, using stationary distribution corrections. We show that by using Fenchel duality, we can avoid double sampling issues for computing the gradient of the variance regularizer. The proposed algorithm for offline variance regularization (OVAR) can be used to augment any existing offline policy optimization algorithms. We show that the regularizer leads to a lower bound to the offline policy optimization objective, which can help avoid over-estimation errors, and explains the benefits of our approach across a range of continuous control domains when compared to existing state-of-the-art algorithms.
Policy Optimization to Learn Adaptive Motion Primitives in Path Planning with Dynamic Obstacles
Angulo, Brian, Panov, Aleksandr, Yakovlev, Konstantin
This paper addresses the kinodynamic motion planning for non-holonomic robots in dynamic environments with both static and dynamic obstacles -- a challenging problem that lacks a universal solution yet. One of the promising approaches to solve it is decomposing the problem into the smaller sub problems and combining the local solutions into the global one. The crux of any planning method for non-holonomic robots is the generation of motion primitives that generates solutions to local planning sub-problems. In this work we introduce a novel learnable steering function (policy), which takes into account kinodynamic constraints of the robot and both static and dynamic obstacles. This policy is efficiently trained via the policy optimization. Empirically, we show that our steering function generalizes well to unseen problems. We then plug in the trained policy into the sampling-based and lattice-based planners, and evaluate the resultant POLAMP algorithm (Policy Optimization that Learns Adaptive Motion Primitives) in a range of challenging setups that involve a car-like robot operating in the obstacle-rich parking-lot environments. We show that POLAMP is able to plan collision-free kinodynamic trajectories with success rates higher than 92%, when 50 simultaneously moving obstacles populate the environment showing better performance than the state-of-the-art competitors.
Improving a sequence-to-sequence nlp model using a reinforcement learning policy algorithm
Ismail, Jabri, Ahmed, Aboulbichr, Aziza, El ouaazizi
Nowadays, the current neural network models of dialogue generation(chatbots) show great promise for generating answers for chatty agents. But they are short-sighted in that they predict utterances one at a time while disregarding their impact on future outcomes. Modelling a dialogue's future direction is critical for generating coherent, interesting dialogues, a need that has led traditional NLP dialogue models that rely on reinforcement learning. In this article, we explain how to combine these objectives by using deep reinforcement learning to predict future rewards in chatbot dialogue. The model simulates conversations between two virtual agents, with policy gradient methods used to reward sequences that exhibit three useful conversational characteristics: the flow of informality, coherence, and simplicity of response (related to forward-looking function). We assess our model based on its diversity, length, and complexity with regard to humans. In dialogue simulation, evaluations demonstrated that the proposed model generates more interactive responses and encourages a more sustained successful conversation. This work commemorates a preliminary step toward developing a neural conversational model based on the long-term success of dialogues.
Lexicographic Multi-Objective Reinforcement Learning
Skalse, Joar, Hammond, Lewis, Griffin, Charlie, Abate, Alessandro
In this work we introduce reinforcement learning techniques for solving lexicographic multi-objective problems. These are problems that involve multiple reward signals, and where the goal is to learn a policy that maximises the first reward signal, and subject to this constraint also maximises the second reward signal, and so on. We present a family of both action-value and policy gradient algorithms that can be used to solve such problems, and prove that they converge to policies that are lexicographically optimal. We evaluate the scalability and performance of these algorithms empirically, demonstrating their practical applicability. As a more specific application, we show how our algorithms can be used to impose safety constraints on the behaviour of an agent, and compare their performance in this context with that of other constrained reinforcement learning algorithms.
Towards Learning Abstractions via Reinforcement Learning
Jergรฉus, Erik, Oinonen, Leo Karlsson, Carlsson, Emil, Johansson, Moa
In this paper we take the first steps in studying a new approach to synthesis of efficient communication schemes in multi-agent systems, trained via reinforcement learning. We combine symbolic methods with machine learning, in what is referred to as a neuro-symbolic system. The agents are not restricted to only use initial primitives: reinforcement learning is interleaved with steps to extend the current language with novel higher-level concepts, allowing generalisation and more informative communication via shorter messages. We demonstrate that this approach allow agents to converge more quickly on a small collaborative construction task.
Don't do it: Safer Reinforcement Learning With Rule-based Guidance
Nikonova, Ekaterina, Xue, Cheng, Renz, Jochen
During training, reinforcement learning systems interact with the world without considering the safety of their actions. When deployed into the real world, such systems can be dangerous and cause harm to their surroundings. Often, dangerous situations can be mitigated by defining a set of rules that the system should not violate under any conditions. For example, in robot navigation, one safety rule would be to avoid colliding with surrounding objects and people. In this work, we define safety rules in terms of the relationships between the agent and objects and use them to prevent reinforcement learning systems from performing potentially harmful actions. We propose a new safe epsilon-greedy algorithm that uses safety rules to override agents' actions if they are considered to be unsafe. In our experiments, we show that a safe epsilon-greedy policy significantly increases the safety of the agent during training, improves the learning efficiency resulting in much faster convergence, and achieves better performance than the base model.