Multi-agent reinforcement learning (MARL) is often modeled using the framework of Markov games (also called stochastic games or dynamic games). Most of the existing literature on MARL concentrates on zero-sum Markov games but is not applicable to general-sum Markov games. It is known that the best-response dynamics in general-sum Markov games are not a contraction. Therefore, different equilibria in general-sum Markov games can have different values. Moreover, the Q-function is not sufficient to completely characterize the equilibrium. Given these challenges, model based learning is an attractive approach for MARL in general-sum Markov games. In this paper, we investigate the fundamental question of \emph{sample complexity} for model-based MARL algorithms in general-sum Markov games. We show two results. We first use Hoeffding inequality based bounds to show that $\tilde{\mathcal{O}}( (1-\gamma)^{-4} \alpha^{-2})$ samples per state-action pair are sufficient to obtain a $\alpha$-approximate Markov perfect equilibrium with high probability, where $\gamma$ is the discount factor, and the $\tilde{\mathcal{O}}(\cdot)$ notation hides logarithmic terms. We then use Bernstein inequality based bounds to show that $\tilde{\mathcal{O}}( (1-\gamma)^{-1} \alpha^{-2} )$ samples are sufficient. To obtain these results, we study the robustness of Markov perfect equilibrium to model approximations. We show that the Markov perfect equilibrium of an approximate (or perturbed) game is always an approximate Markov perfect equilibrium of the original game and provide explicit bounds on the approximation error. We illustrate the results via a numerical example.

The course aims at helping students to be able to solve practical ML-amenable problems that they may encounter in real life that include: (1) understanding where the problem one faces lands on a general landscape of available ML methods, (2) understanding which particular ML approach(es) would be most appropriate for resolving the problem, and (3) ability to successfully implement a solution, and assess its performance. A learner with some or no previous knowledge of Machine Learning (ML) will get to know main algorithms of Supervised and Unsupervised Learning, and Reinforcement Learning, and will be able to use ML open source Python packages to design, test, and implement ML algorithms in Finance. Fundamentals of Machine Learning in Finance will provide more at-depth view of supervised, unsupervised, and reinforcement learning, and end up in a project on using unsupervised learning for implementing a simple portfolio trading strategy. The course is designed for three categories of students: Practitioners working at financial institutions such as banks, asset management firms or hedge funds Individuals interested in applications of ML for personal day trading Current full-time students pursuing a degree in Finance, Statistics, Computer Science, Mathematics, Physics, Engineering or other related disciplines who want to learn about practical applications of ML in Finance Experience with Python (including numpy, pandas, and IPython/Jupyter notebooks), linear algebra, basic probability theory and basic calculus is necessary to complete assignments in this course.

Reinforcement learning-based (RL-based) energy management strategy (EMS) is considered a promising solution for the energy management of electric vehicles with multiple power sources. It has been shown to outperform conventional methods in energy management problems regarding energy-saving and real-time performance. However, previous studies have not systematically examined the essential elements of RL-based EMS. This paper presents an empirical analysis of RL-based EMS in a Plug-in Hybrid Electric Vehicle (PHEV) and Fuel Cell Electric Vehicle (FCEV). The empirical analysis is developed in four aspects: algorithm, perception and decision granularity, hyperparameters, and reward function. The results show that the Off-policy algorithm effectively develops a more fuel-efficient solution within the complete driving cycle compared with other algorithms. Improving the perception and decision granularity does not produce a more desirable energy-saving solution but better balances battery power and fuel consumption. The equivalent energy optimization objective based on the instantaneous state of charge (SOC) variation is parameter sensitive and can help RL-EMSs to achieve more efficient energy-cost strategies.

Nowadays, the PQ flexibility from the distributed energy resources (DERs) in the high voltage (HV) grids plays a more critical and significant role in grid congestion management in TSO grids. This work proposed a multi-stage deep reinforcement learning approach to estimate the PQ flexibility (PQ area) at the TSO-DSO interfaces and identifies the DER PQ setpoints for each operating point in a way, that DERs in the meshed HV grid can be coordinated to offer flexibility for the transmission grid. In the estimation process, we consider the steady-state grid limits and the robustness in the resulting voltage profile against uncertainties and the N-1 security criterion regarding thermal line loading, essential for real-life grid operational planning applications. Using deep reinforcement learning (DRL) for PQ flexibility estimation is the first of its kind. Furthermore, our approach of considering N-1 security criterion for meshed grids and robustness against uncertainty directly in the optimization tasks offers a new perspective besides the common relaxation schema in finding a solution with mathematical optimal power flow (OPF). Finally, significant improvements in the computational efficiency in estimation PQ area are the highlights of the proposed method.

The target of a coreference resolution system is to cluster all mentions that refer to the same entity in a given context. All coreference resolution systems need to solve two subtasks; one task is to detect all of the potential mentions, and the other is to learn the linking of an antecedent for each possible mention. In this paper, we propose a reinforcement learning actor-critic-based neural coreference resolution system, which can achieve both mention detection and mention clustering by leveraging an actor-critic deep reinforcement learning technique and a joint training algorithm. We experiment on the BERT model to generate different input span representations. Our model with the BERT span representation achieves the state-of-the-art performance among the models on the CoNLL-2012 Shared Task English Test Set.

Robots are traditionally bounded by a fixed embodiment during their operational lifetime, which limits their ability to adapt to their surroundings. Co-optimizing control and morphology of a robot, however, is often inefficient due to the complex interplay between the controller and morphology. In this paper, we propose a learning-based control method that can inherently take morphology into consideration such that once the control policy is trained in the simulator, it can be easily deployed to robots with different embodiments in the real world. In particular, we present the Embodiment-aware Transformer (EAT), an architecture that casts this control problem as conditional sequence modeling. EAT outputs the optimal actions by leveraging a causally masked Transformer. By conditioning an autoregressive model on the desired robot embodiment, past states, and actions, our EAT model can generate future actions that best fit the current robot embodiment. Experimental results show that EAT can outperform all other alternatives in embodiment-varying tasks, and succeed in an example of real-world evolution tasks: stepping down a stair through updating the morphology alone. We hope that EAT will inspire a new push toward real-world evolution across many domains, where algorithms like EAT can blaze a trail by bridging the field of evolutionary robotics and big data sequence modeling.

In reinforcement learning applications like robotics, agents usually need to deal with various input/output features when specified with different state/action spaces by their developers or physical restrictions. This indicates unnecessary re-training from scratch and considerable sample inefficiency, especially when agents follow similar solution steps to achieve tasks. In this paper, we aim to transfer similar high-level goal-transition knowledge to alleviate the challenge. Specifically, we propose PILoT, i.e., Planning Immediate Landmarks of Targets. PILoT utilizes the universal decoupled policy optimization to learn a goal-conditioned state planner; then, distills a goal-planner to plan immediate landmarks in a model-free style that can be shared among different agents. In our experiments, we show the power of PILoT on various transferring challenges, including few-shot transferring across action spaces and dynamics, from low-dimensional vector states to image inputs, from simple robot to complicated morphology; and we also illustrate a zero-shot transfer solution from a simple 2D navigation task to the harder Ant-Maze task.

Variational inference (VI) is a specific type of approximate Bayesian inference that approximates an intractable posterior distribution with a tractable one. VI casts the inference problem as an optimization problem, more specifically, the goal is to maximize a lower bound of the logarithm of the marginal likelihood with respect to the parameters of the approximate posterior. Reinforcement learning (RL) on the other hand deals with autonomous agents and how to make them act optimally such as to maximize some notion of expected future cumulative reward. In the non-sequential setting where agents' actions do not have an impact on future states of the environment, RL is covered by contextual bandits and Bayesian optimization. In a proper sequential scenario, however, where agents' actions affect future states, instantaneous rewards need to be carefully traded off against potential long-term rewards. This manuscript shows how the apparently different subjects of VI and RL are linked in two fundamental ways. First, the optimization objective of RL to maximize future cumulative rewards can be recovered via a VI objective under a soft policy constraint in both the non-sequential and the sequential setting. This policy constraint is not just merely artificial but has proven as a useful regularizer in many RL tasks yielding significant improvements in agent performance. And second, in model-based RL where agents aim to learn about the environment they are operating in, the model-learning part can be naturally phrased as an inference problem over the process that governs environment dynamics. We are going to distinguish between two scenarios for the latter: VI when environment states are fully observable by the agent and VI when they are only partially observable through an observation distribution.

World models learn the consequences of actions in vision-based interactive systems. However, in practical scenarios such as autonomous driving, there commonly exists noncontrollable dynamics independent of the action signals, making it difficult to learn effective world models. To tackle this problem, we present a novel reinforcement learning approach named Iso-Dream, which improves the Dream-to-Control framework in two aspects. First, by optimizing the inverse dynamics, we encourage the world model to learn controllable and noncontrollable sources of spatiotemporal changes on isolated state transition branches. Second, we optimize the behavior of the agent on the decoupled latent imaginations of the world model. Specifically, to estimate state values, we roll-out the noncontrollable states into the future and associate them with the current controllable state. In this way, the isolation of dynamics sources can greatly benefit long-horizon decision-making of the agent, such as a self-driving car that can avoid potential risks by anticipating the movement of other vehicles. Experiments show that Iso-Dream is effective in decoupling the mixed dynamics and remarkably outperforms existing approaches in a wide range of visual control and prediction domains.

Michael Chui, Nicolaus Henke, and Mehdi Miremadi, "Most of AI's business uses will be in two areas," McKinsey, March 7, 2019. As companies are recovering from the pandemic, research shows that talent, resilience, tech enablement across all areas, and organic growth are their top priorities. 2 2. What matters most? This article is a collaborative effort by Kimberly Borden, Mark Huntington, Mithun Kamat, Alex Singla, Joris Wijpkema, and Bill Wiseman, representing views from McKinsey's Advanced Industries Practices. Despite this opportunity, many executives remain unsure where to apply AI solutions to capture real bottom-line impact. The result has been slow rates of adoption, with many companies taking a wait-and-see approach rather than diving in.