Mean Field Games (MFGs) have been introduced to efficiently approximate games with very large populations of strategic agents. Recently, the question of learning equilibria in MFGs has gained momentum, particularly using model-free reinforcement learning (RL) methods. One limiting factor to further scale up using RL is that existing algorithms to solve MFGs require the mixing of approximated quantities such as strategies or $q$-values. This is far from being trivial in the case of non-linear function approximation that enjoy good generalization properties, e.g. neural networks. We propose two methods to address this shortcoming. The first one learns a mixed strategy from distillation of historical data into a neural network and is applied to the Fictitious Play algorithm. The second one is an online mixing method based on regularization that does not require memorizing historical data or previous estimates. It is used to extend Online Mirror Descent. We demonstrate numerically that these methods efficiently enable the use of Deep RL algorithms to solve various MFGs. In addition, we show that these methods outperform SotA baselines from the literature.

Continuous-time reinforcement learning offers an appealing formalism for describing control problems in which the passage of time is not naturally divided into discrete increments. Here we consider the problem of predicting the distribution of returns obtained by an agent interacting in a continuous-time, stochastic environment. Accurate return predictions have proven useful for determining optimal policies for risk-sensitive control, learning state representations, multiagent coordination, and more. We begin by establishing the distributional analogue of the Hamilton-Jacobi-Bellman (HJB) equation for It\^o diffusions and the broader class of Feller-Dynkin processes. We then specialize this equation to the setting in which the return distribution is approximated by $N$ uniformly-weighted particles, a common design choice in distributional algorithms. Our derivation highlights additional terms due to statistical diffusivity which arise from the proper handling of distributions in the continuous-time setting. Based on this, we propose a tractable algorithm for approximately solving the distributional HJB based on a JKO scheme, which can be implemented in an online control algorithm. We demonstrate the effectiveness of such an algorithm in a synthetic control problem.

Q4)How does Machine Learning differ from Deep Learning? Q5)What are the five popular algorithms of Machine Learning? Q6)What are the different Algorithm techniques in Machine Learning? Q7)What do you understand by Reinforcement Learning technique? Reinforcement learning is an algorithm technique used in Machine Learning.

Shared-account Cross-domain Sequential Recommendation (SCSR) is an emerging yet challenging task that simultaneously considers the shared-account and cross-domain characteristics in the sequential recommendation. Existing works on SCSR are mainly based on Recurrent Neural Network (RNN) and Graph Neural Network (GNN) but they ignore the fact that although multiple users share a single account, it is mainly occupied by one user at a time. This observation motivates us to learn a more accurate user-specific account representation by attentively focusing on its recent behaviors. Furthermore, though existing works endow lower weights to irrelevant interactions, they may still dilute the domain information and impede the cross-domain recommendation. To address the above issues, we propose a reinforcement learning-based solution, namely RL-ISN, which consists of a basic cross-domain recommender and a reinforcement learning-based domain filter. Specifically, to model the account representation in the shared-account scenario, the basic recommender first clusters users' mixed behaviors as latent users, and then leverages an attention model over them to conduct user identification. To reduce the impact of irrelevant domain information, we formulate the domain filter as a hierarchical reinforcement learning task, where a high-level task is utilized to decide whether to revise the whole transferred sequence or not, and if it does, a low-level task is further performed to determine whether to remove each interaction within it or not. To evaluate the performance of our solution, we conduct extensive experiments on two real-world datasets, and the experimental results demonstrate the superiority of our RL-ISN method compared with the state-of-the-art recommendation methods.

We consider a challenging theoretical problem in offline reinforcement learning (RL): obtaining sample-efficiency guarantees with a dataset lacking sufficient coverage, under only realizability-type assumptions for the function approximators. While the existing theory has addressed learning under realizability and under non-exploratory data separately, no work has been able to address both simultaneously (except for a concurrent work which we compare in detail). Under an additional gap assumption, we provide guarantees to a simple pessimistic algorithm based on a version space formed by marginalized importance sampling (MIS), and the guarantee only requires the data to cover the optimal policy and the function classes to realize the optimal value and density-ratio functions. While similar gap assumptions have been used in other areas of RL theory, our work is the first to identify the utility and the novel mechanism of gap assumptions in offline RL with weak function approximation.

Robust Reinforcement Learning tries to make predictions more robust to changes in the dynamics or rewards of the system. This problem is particularly important when the dynamics and rewards of the environment are estimated from the data. In this paper, we approximate the Robust Reinforcement Learning constrained with a $\Phi$-divergence using an approximate Risk-Averse formulation. We show that the classical Reinforcement Learning formulation can be robustified using standard deviation penalization of the objective. Two algorithms based on Distributional Reinforcement Learning, one for discrete and one for continuous action spaces are proposed and tested in a classical Gym environment to demonstrate the robustness of the algorithms.

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So you want to learn about Reinforcement Learning? Be prepared to enter into this field with confusion. Words and terminologies that make explanations confusing at best. Well, let's understand what the broad categories of Reinforcement Learning actually are, and the distinctions between them. From there, we can understand the important characteristics of methods belonging to certain categories, and be able to broaden our overall understanding of the field!

As representation learning becomes a powerful technique to reduce sample complexity in reinforcement learning (RL) in practice, theoretical understanding of its advantage is still limited. In this paper, we theoretically characterize the benefit of representation learning under the low-rank Markov decision process (MDP) model. We first study multitask low-rank RL (as upstream training), where all tasks share a common representation, and propose a new multitask reward-free algorithm called REFUEL. REFUEL learns both the transition kernel and the near-optimal policy for each task, and outputs a well-learned representation for downstream tasks. Our result demonstrates that multitask representation learning is provably more sample-efficient than learning each task individually, as long as the total number of tasks is above a certain threshold. We then study the downstream RL in both online and offline settings, where the agent is assigned with a new task sharing the same representation as the upstream tasks. For both online and offline settings, we develop a sample-efficient algorithm, and show that it finds a near-optimal policy with the suboptimality gap bounded by the sum of the estimation error of the learned representation in upstream and a vanishing term as the number of downstream samples becomes large. Our downstream results of online and offline RL further capture the benefit of employing the learned representation from upstream as opposed to learning the representation of the low-rank model directly. To the best of our knowledge, this is the first theoretical study that characterizes the benefit of representation learning in exploration-based reward-free multitask RL for both upstream and downstream tasks.

We study reinforcement learning for partially observed Markov decision processes (POMDPs) with infinite observation and state spaces, which remains less investigated theoretically. To this end, we make the first attempt at bridging partial observability and function approximation for a class of POMDPs with a linear structure. In detail, we propose a reinforcement learning algorithm (Optimistic Exploration via Adversarial Integral Equation or OP-TENET) that attains an $\epsilon$-optimal policy within $O(1/\epsilon^2)$ episodes. In particular, the sample complexity scales polynomially in the intrinsic dimension of the linear structure and is independent of the size of the observation and state spaces. The sample efficiency of OP-TENET is enabled by a sequence of ingredients: (i) a Bellman operator with finite memory, which represents the value function in a recursive manner, (ii) the identification and estimation of such an operator via an adversarial integral equation, which features a smoothed discriminator tailored to the linear structure, and (iii) the exploration of the observation and state spaces via optimism, which is based on quantifying the uncertainty in the adversarial integral equation.