Monte Carlo methods have become increasingly relevant for control of non-differentiable systems, approximate dynamics models and learning from data. These methods scale to high-dimensional spaces and are effective at the non-convex optimizations often seen in robot learning. We look at sample-based methods from the perspective of inference-based control, specifically posterior policy iteration. From this perspective, we highlight how Gaussian noise priors produce rough control actions that are unsuitable for physical robot deployment. Considering smoother Gaussian process priors, as used in episodic reinforcement learning and motion planning, we demonstrate how smoother model predictive control can be achieved using online sequential inference. This inference is realized through an efficient factorization of the action distribution and a novel means of optimizing the likelihood temperature to improve importance sampling accuracy. We evaluate this approach on several high-dimensional robot control tasks, matching the sample efficiency of prior heuristic methods while also ensuring smoothness. Simulation results can be seen at https://monte-carlo-ppi.github.io/.

Functional data analysis has long been used in modeling time series enabling long term predictions with the ability to We propose a novel group of Gaussian Process based algorithms work with irregularly sampled data [7]. In time series modeling, for fast approximate optimal stopping of time series with specific approaches based on Gaussian Processes (GPs) allow long term applications to financial markets. We show that structural properties forecasting in settings with small quantities of data for calibration commonly exhibited by financial time series (e.g., the tendency and those with a need to estimate the covariance of predictions [30, to mean-revert) allow the use of Gaussian and Deep Gaussian Process 17]. GPs also come up in finance when studying mean reverting models that further enable us to analytically evaluate optimal processes called Ornstein-Uhlenbeck (OU) processes which are GPs stopping value functions and policies. We additionally quantify with an exponential kernel [29].

Price movement prediction has always been one of the traders' concerns in financial market trading. In order to increase their profit, they can analyze the historical data and predict the price movement. The large size of the data and complex relations between them lead us to use algorithmic trading and artificial intelligence. This paper aims to offer an approach using Twin-Delayed DDPG (TD3) and the daily close price in order to achieve a trading strategy in the stock and cryptocurrency markets. Unlike previous studies using a discrete action space reinforcement learning algorithm, the TD3 is continuous, offering both position and the number of trading shares. Both the stock (Amazon) and cryptocurrency (Bitcoin) markets are addressed in this research to evaluate the performance of the proposed algorithm. The achieved strategy using the TD3 is compared with some algorithms using technical analysis, reinforcement learning, stochastic, and deterministic strategies through two standard metrics, Return and Sharpe ratio. The results indicate that employing both position and the number of trading shares can improve the performance of a trading system based on the mentioned metrics.

In machine learning, meta-learning methods aim for fast adaptability to unknown tasks using prior knowledge. Model-based meta-reinforcement learning combines reinforcement learning via world models with Meta Reinforcement Learning (MRL) for increased sample efficiency. However, adaption to unknown tasks does not always result in preferable agent behavior. This paper introduces a new Meta Adaptation Controller (MAC) that employs MRL to apply a preferred robot behavior from one task to many similar tasks. To do this, MAC aims to find actions an agent has to take in a new task to reach a similar outcome as in a learned task. As a result, the agent will adapt quickly to the change in the dynamic and behave appropriately without the need to construct a reward function that enforces the preferred behavior.

Human-in-the-loop (HiL) reinforcement learning is gaining traction in domains with large action and state spaces, and sparse rewards by allowing the agent to take advice from HiL. Beyond advice accommodation, a sequential decision-making agent must be able to express the extent to which it was able to utilize the human advice. Subsequently, the agent should provide a means for the HiL to inspect parts of advice that it had to reject in favor of the overall environment objective. We introduce the problem of Advice-Conformance Verification which requires reinforcement learning (RL) agents to provide assurances to the human in the loop regarding how much of their advice is being conformed to. We then propose a Tree-based lingua-franca to support this communication, called a Preference Tree. We study two cases of good and bad advice scenarios in MuJoCo's Humanoid environment. Through our experiments, we show that our method can provide an interpretable means of solving the Advice-Conformance Verification problem by conveying whether or not the agent is using the human's advice. Finally, we present a human-user study with 20 participants that validates our method.

Deep Q-Networks algorithm (DQN) was the first reinforcement learning algorithm using deep neural network to successfully surpass human level performance in a number of Atari learning environments. However, divergent and unstable behaviour have been long standing issues in DQNs. The unstable behaviour is often characterised by overestimation in the $Q$-values, commonly referred to as the overestimation bias. To address the overestimation bias and the divergent behaviour, a number of heuristic extensions have been proposed. Notably, multi-step updates have been shown to drastically reduce unstable behaviour while improving agent's training performance. However, agents are often highly sensitive to the selection of the multi-step update horizon ($n$), and our empirical experiments show that a poorly chosen static value for $n$ can in many cases lead to worse performance than single-step DQN. Inspired by the success of $n$-step DQN and the effects that multi-step updates have on overestimation bias, this paper proposes a new algorithm that we call `Elastic Step DQN' (ES-DQN). It dynamically varies the step size horizon in multi-step updates based on the similarity of states visited. Our empirical evaluation shows that ES-DQN out-performs $n$-step with fixed $n$ updates, Double DQN and Average DQN in several OpenAI Gym environments while at the same time alleviating the overestimation bias.

While deep reinforcement learning (RL) agents have showcased strong results across many domains, a major concern is their inherent opaqueness and the safety of such systems in real-world use cases. To overcome these issues, we need agents that can quantify their uncertainty and detect out-of-distribution (OOD) states. Existing uncertainty estimation techniques, like Monte-Carlo Dropout or Deep Ensembles, have not seen widespread adoption in on-policy deep RL. We posit that this is due to two reasons: concepts like uncertainty and OOD states are not well defined compared to supervised learning, especially for on-policy RL methods. Secondly, available implementations and comparative studies for uncertainty estimation methods in RL have been limited. To overcome the first gap, we propose definitions of uncertainty and OOD for Actor-Critic RL algorithms, namely, proximal policy optimization (PPO), and present possible applicable measures. In particular, we discuss the concepts of value and policy uncertainty. The second point is addressed by implementing different uncertainty estimation methods and comparing them across a number of environments. The OOD detection performance is evaluated via a custom evaluation benchmark of in-distribution (ID) and OOD states for various RL environments. We identify a trade-off between reward and OOD detection performance. To overcome this, we formulate a Pareto optimization problem in which we simultaneously optimize for reward and OOD detection performance. We show experimentally that the recently proposed method of Masksembles strikes a favourable balance among the survey methods, enabling high-quality uncertainty estimation and OOD detection while matching the performance of original RL agents.

Scheduling plays an important role in automated production. Its impact can be found in various fields such as the manufacturing industry, the service industry and the technology industry. A scheduling problem (NP-hard) is a task of finding a sequence of job assignments on a given set of machines with the goal of optimizing the objective defined. Methods such as Operation Research, Dispatching Rules, and Combinatorial Optimization have been applied to scheduling problems but no solution guarantees to find the optimal solution. The recent development of Reinforcement Learning has shown success in sequential decision-making problems. This research presents a Reinforcement Learning approach for scheduling problems. In particular, this study delivers an OpenAI gym environment with search-space reduction for Job Shop Scheduling Problems and provides a heuristic-guided Q-Learning solution with state-of-the-art performance for Multi-agent Flexible Job Shop Problems.

Offline reinforcement learning enables learning from a fixed dataset, without further interactions with the environment. The lack of environmental interactions makes the policy training vulnerable to state-action pairs far from the training dataset and prone to missing rewarding actions. For training more effective agents, we propose a framework that supports learning a flexible yet well-regularized fully-implicit policy. We further propose a simple modification to the classical policy-matching methods for regularizing with respect to the dual form of the Jensen--Shannon divergence and the integral probability metrics. We theoretically show the correctness of the policy-matching approach, and the correctness and a good finite-sample property of our modification. An effective instantiation of our framework through the GAN structure is provided, together with techniques to explicitly smooth the state-action mapping for robust generalization beyond the static dataset. Extensive experiments and ablation study on the D4RL benchmark validate our framework and the effectiveness of our algorithmic designs.

Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or robotics, where executing a policy in the environment is costly. In popular RL algorithms, agents typically explore either by adding stochasticity to a reward-maximizing policy or by attempting to gather maximal information about environment dynamics without taking the given task into account. In this work, we develop a method that allows us to plan for exploration while taking both the task and the current knowledge about the dynamics into account. The key insight to our approach is to plan an action sequence that maximizes the expected information gain about the optimal trajectory for the task at hand. We demonstrate that our method learns strong policies with 2x fewer samples than strong exploration baselines and 200x fewer samples than model free methods on a diverse set of low-to-medium dimensional control tasks in both the open-loop and closed-loop control settings.