Reinforcement Learning
Causal Machine Learning: A Survey and Open Problems
Kaddour, Jean, Lynch, Aengus, Liu, Qi, Kusner, Matt J., Silva, Ricardo
Causal Machine Learning (CausalML) is an umbrella term for machine learning methods that formalize the data-generation process as a structural causal model (SCM). This perspective enables us to reason about the effects of changes to this process (interventions) and what would have happened in hindsight (counterfactuals). We categorize work in CausalML into five groups according to the problems they address: (1) causal supervised learning, (2) causal generative modeling, (3) causal explanations, (4) causal fairness, and (5) causal reinforcement learning. We systematically compare the methods in each category and point out open problems. Further, we review data-modality-specific applications in computer vision, natural language processing, and graph representation learning. Finally, we provide an overview of causal benchmarks and a critical discussion of the state of this nascent field, including recommendations for future work.
How AI Augments the E-Commerce industry - Assiduus Global Inc
The E-commerce business has been on a steep growth curve for the past two years, with several variables impacting its various sectors, as well as the industry as a whole. Artificial Intelligence (AI), in conjunction with machine learning, computer vision, and reinforcement learning, has become inextricably linked to the day-to-day operations of an E-commerce company. According to a Statista survey, 70% of eCommerce decision-makers believe AI would improve their business, and more than 51% said it is something they are actively working on to help their company develop. In a short period of time, AI has had a major influence on the E-commerce business, with learning technologies and algorithms becoming the core of the websites and platforms that host the items offered online.
Task Allocation using a Team of Robots
Aziz, Haris, Pal, Arindam, Pourmiri, Ali, Ramezani, Fahimeh, Sims, Brendan
Task allocation using a team or coalition of robots is one of the most important problems in robotics, computer science, operational research, and artificial intelligence. In recent work, research has focused on handling complex objectives and feasibility constraints amongst other variations of the multi-robot task allocation problem. There are many examples of important research progress in these directions. We present a general formulation of the task allocation problem that generalizes several versions that are well-studied. Our formulation includes the states of robots, tasks, and the surrounding environment in which they operate. We describe how the problem can vary depending on the feasibility constraints, objective functions, and the level of dynamically changing information. In addition, we discuss existing solution approaches for the problem including optimization-based approaches, and market-based approaches.
The Game of Hidden Rules: A New Kind of Benchmark Challenge for Machine Learning
Pulick, Eric, Bharti, Shubham, Chen, Yiding, Menkov, Vladimir, Mintz, Yonatan, Kantor, Paul, Bier, Vicki M.
As machine learning (ML) is more tightly woven into society, it is imperative that we better characterize ML's strengths and limitations if we are to employ it responsibly. Existing benchmark environments for ML, such as board and video games, offer well-defined benchmarks for progress, but constituent tasks are often complex, and it is frequently unclear how task characteristics contribute to overall difficulty for the machine learner. Likewise, without a systematic assessment of how task characteristics influence difficulty, it is challenging to draw meaningful connections between performance in different benchmark environments. We introduce a novel benchmark environment that offers an enormous range of ML challenges and enables precise examination of how task elements influence practical difficulty. The tool frames learning tasks as a "board-clearing game," which we call the Game of Hidden Rules (GOHR). The environment comprises an expressive rule language and a captive server environment that can be installed locally. We propose a set of benchmark rule-learning tasks and plan to support a performance leader-board for researchers interested in attempting to learn our rules. GOHR complements existing environments by allowing fine, controlled modifications to tasks, enabling experimenters to better understand how each facet of a given learning task contributes to its practical difficulty for an arbitrary ML algorithm.
Contingency-constrained economic dispatch with safe reinforcement learning
Eichelbeck, Michael, Markgraf, Hannah, Althoff, Matthias
Future power systems will rely heavily on micro grids with a high share of decentralised renewable energy sources and energy storage systems. The high complexity and uncertainty in this context might make conventional power dispatch strategies infeasible. Reinforcement-learning based (RL) controllers can address this challenge, however, cannot themselves provide safety guarantees, preventing their deployment in practice. To overcome this limitation, we propose a formally validated RL controller for economic dispatch. We extend conventional constraints by a time-dependent constraint encoding the islanding contingency. The contingency constraint is computed using set-based backwards reachability analysis and actions of the RL agent are verified through a safety layer. Unsafe actions are projected into the safe action space while leveraging constrained zonotope set representations for computational efficiency. The developed approach is demonstrated on a residential use case using real-world measurements.
Successor Representation Active Inference
Millidge, Beren, Buckley, Christopher L
Recent work has uncovered close links between between classical reinforcement learning algorithms, Bayesian filtering, and Active Inference which lets us understand value functions in terms of Bayesian posteriors. An alternative, but less explored, model-free RL algorithm is the successor representation, which expresses the value function in terms of a successor matrix of expected future state occupancies. In this paper, we derive the probabilistic interpretation of the successor representation in terms of Bayesian filtering and thus design a novel active inference agent architecture utilizing successor representations instead of model-based planning. We demonstrate that active inference successor representations have significant advantages over current active inference agents in terms of planning horizon and computational cost. Moreover, we demonstrate how the successor representation agent can generalize to changing reward functions such as variants of the expected free energy.
Discriminator-Weighted Offline Imitation Learning from Suboptimal Demonstrations
Xu, Haoran, Zhan, Xianyuan, Yin, Honglei, Qin, Huiling
We study the problem of offline Imitation Learning (IL) where an agent aims to learn an optimal expert behavior policy without additional online environment interactions. Instead, the agent is provided with a supplementary offline dataset from suboptimal behaviors. Prior works that address this problem either require that expert data occupies the majority proportion of the offline dataset, or need to learn a reward function and perform offline reinforcement learning (RL) afterwards. In this paper, we aim to address the problem without additional steps of reward learning and offline RL training for the case when demonstrations contain a large proportion of suboptimal data. Built upon behavioral cloning (BC), we introduce an additional discriminator to distinguish expert and non-expert data. We propose a cooperation framework to boost the learning of both tasks, Based on this framework, we design a new IL algorithm, where the outputs of discriminator serve as the weights of the BC loss. Experimental results show that our proposed algorithm achieves higher returns and faster training speed compared to baseline algorithms.
Learning Action Translator for Meta Reinforcement Learning on Sparse-Reward Tasks
Guo, Yijie, Wu, Qiucheng, Lee, Honglak
Meta reinforcement learning (meta-RL) aims to learn a policy solving a set of training tasks simultaneously and quickly adapting to new tasks. It requires massive amounts of data drawn from training tasks to infer the common structure shared among tasks. Without heavy reward engineering, the sparse rewards in long-horizon tasks exacerbate the problem of sample efficiency in meta-RL. Another challenge in meta-RL is the discrepancy of difficulty level among tasks, which might cause one easy task dominating learning of the shared policy and thus preclude policy adaptation to new tasks. This work introduces a novel objective function to learn an action translator among training tasks. We theoretically verify that the value of the transferred policy with the action translator can be close to the value of the source policy and our objective function (approximately) upper bounds the value difference. We propose to combine the action translator with context-based meta-RL algorithms for better data collection and more efficient exploration during meta-training. Our approach empirically improves the sample efficiency and performance of meta-RL algorithms on sparse-reward tasks.
Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model
Gaลกperov, Bruno, Kostanjฤar, Zvonko
The stochastic control problem of optimal market making is among the central problems in quantitative finance. In this paper, a deep reinforcement learning-based controller is trained on a weakly consistent, multivariate Hawkes process-based limit order book simulator to obtain market making controls. The proposed approach leverages the advantages of Monte Carlo backtesting and contributes to the line of research on market making under weakly consistent limit order book models. The ensuing deep reinforcement learning controller is compared to multiple market making benchmarks, with the results indicating its superior performance with respect to various risk-reward metrics, even under significant transaction costs.
Learning Deformable Object Manipulation from Expert Demonstrations
Salhotra, Gautam, Liu, I-Chun Arthur, Dominguez-Kuhne, Marcus, Sukhatme, Gaurav S.
We present a novel Learning from Demonstration (LfD) method, Deformable Manipulation from Demonstrations (DMfD), to solve deformable manipulation tasks using states or images as inputs, given expert demonstrations. Our method uses demonstrations in three different ways, and balances the trade-off between exploring the environment online and using guidance from experts to explore high dimensional spaces effectively. We test DMfD on a set of representative manipulation tasks for a 1-dimensional rope and a 2-dimensional cloth from the SoftGym suite of tasks, each with state and image observations. Our method exceeds baseline performance by up to 12.9% for state-based tasks and up to 33.44% on image-based tasks, with comparable or better robustness to randomness. Additionally, we create two challenging environments for folding a 2D cloth using image-based observations, and set a performance benchmark for them. We deploy DMfD on a real robot with a minimal loss in normalized performance during real-world execution compared to simulation (~6%). Source code is on github.com/uscresl/dmfd