Reinforcement Learning
A Machine Learning Approach for Prosumer Management in Intraday Electricity Markets
Prosumer operators are dealing with extensive challenges to participate in short-term electricity markets while taking uncertainties into account. Challenges such as variation in demand, solar energy, wind power, and electricity prices as well as faster response time in intraday electricity markets. Machine learning approaches could resolve these challenges due to their ability to continuous learning of complex relations and providing a real-time response. Such approaches are applicable with presence of the high performance computing and big data. To tackle these challenges, a Markov decision process is proposed and solved with a reinforcement learning algorithm with proper observations and actions employing tabular Q-learning. Trained agent converges to a policy which is similar to the global optimal solution. It increases the prosumer's profit by 13.39% compared to the well-known stochastic optimization approach.
The Multi-Agent Pickup and Delivery Problem: MAPF, MARL and Its Warehouse Applications
Lau, Tim Tsz-Kit, Sengupta, Biswa
We study two state-of-the-art solutions to the multi-agent pickup and delivery (MAPD) problem based on different principles -- multi-agent path-finding (MAPF) and multi-agent reinforcement learning (MARL). Specifically, a recent MAPF algorithm called conflict-based search (CBS) and a current MARL algorithm called shared experience actor-critic (SEAC) are studied. While the performance of these algorithms is measured using quite different metrics in their separate lines of work, we aim to benchmark these two methods comprehensively in a simulated warehouse automation environment.
The Efficacy of Pessimism in Asynchronous Q-Learning
Yan, Yuling, Li, Gen, Chen, Yuxin, Fan, Jianqing
This paper is concerned with the asynchronous form of Q-learning, which applies a stochastic approximation scheme to Markovian data samples. Motivated by the recent advances in offline reinforcement learning, we develop an algorithmic framework that incorporates the principle of pessimism into asynchronous Q-learning, which penalizes infrequently-visited state-action pairs based on suitable lower confidence bounds (LCBs). This framework leads to, among other things, improved sample efficiency and enhanced adaptivity in the presence of near-expert data. Our approach permits the observed data in some important scenarios to cover only partial state-action space, which is in stark contrast to prior theory that requires uniform coverage of all state-action pairs. When coupled with the idea of variance reduction, asynchronous Q-learning with LCB penalization achieves near-optimal sample complexity, provided that the target accuracy level is small enough. In comparison, prior works were suboptimal in terms of the dependency on the effective horizon even when i.i.d. sampling is permitted. Our results deliver the first theoretical support for the use of pessimism principle in the presence of Markovian non-i.i.d. data.
Computational Benefits of Intermediate Rewards for Goal-Reaching Policy Learning
Zhai, Yuexiang, Baek, Christina, Zhou, Zhengyuan, Jiao, Jiantao, Ma, Yi
Many goal-reaching reinforcement learning (RL) tasks have empirically verified that rewarding the agent on subgoals improves convergence speed and practical performance. We attempt to provide a theoretical framework to quantify the computational benefits of rewarding the completion of subgoals, in terms of the number of synchronous value iterations. In particular, we consider subgoals as one-way intermediate states, which can only be visited once per episode and propose two settings that consider these one-way intermediate states: the one-way single-path (OWSP) and the one-way multi-path (OWMP) settings. In both OWSP and OWMP settings, we demonstrate that adding intermediate rewards to subgoals is more computationally efficient than only rewarding the agent once it completes the goal of reaching a terminal state. We also reveal a trade-off between computational complexity and the pursuit of the shortest path in the OWMP setting: adding intermediate rewards significantly reduces the computational complexity of reaching the goal but the agent may not find the shortest path, whereas with sparse terminal rewards, the agent finds the shortest path at a significantly higher computational cost. We also corroborate our theoretical results with extensive experiments on the MiniGrid environments using Q-learning and some popular deep RL algorithms.
Near-optimal Offline Reinforcement Learning with Linear Representation: Leveraging Variance Information with Pessimism
Yin, Ming, Duan, Yaqi, Wang, Mengdi, Wang, Yu-Xiang
Offline reinforcement learning, which seeks to utilize offline/historical data to optimize sequential decision-making strategies, has gained surging prominence in recent studies. Due to the advantage that appropriate function approximators can help mitigate the sample complexity burden in modern reinforcement learning problems, existing endeavors usually enforce powerful function representation models (e.g. neural networks) to learn the optimal policies. However, a precise understanding of the statistical limits with function representations, remains elusive, even when such a representation is linear. Towards this goal, we study the statistical limits of offline reinforcement learning with linear model representations. To derive the tight offline learning bound, we design the variance-aware pessimistic value iteration (VAPVI), which adopts the conditional variance information of the value function for time-inhomogeneous episodic linear Markov decision processes (MDPs). VAPVI leverages estimated variances of the value functions to reweight the Bellman residuals in the least-square pessimistic value iteration and provides improved offline learning bounds over the best-known existing results (whereas the Bellman residuals are equally weighted by design). More importantly, our learning bounds are expressed in terms of system quantities, which provide natural instance-dependent characterizations that previous results are short of. We hope our results draw a clearer picture of what offline learning should look like when linear representations are provided.
Investigation of Factorized Optical Flows as Mid-Level Representations
Yang, Hsuan-Kung, Hsiao, Tsu-Ching, Liao, Ting-Hsuan, Liu, Hsu-Shen, Tsao, Li-Yuan, Wang, Tzu-Wen, Yang, Shan-Ya, Chen, Yu-Wen, Liao, Huang-Ru, Lee, Chun-Yi
In this paper, we introduce a new concept of incorporating factorized flow maps as mid-level representations, for bridging the perception and the control modules in modular learning based robotic frameworks. To investigate the advantages of factorized flow maps and examine their interplay with the other types of mid-level representations, we further develop a configurable framework, along with four different environments that contain both static and dynamic objects, for analyzing the impacts of factorized optical flow maps on the performance of deep reinforcement learning agents. Based on this framework, we report our experimental results on various scenarios, and offer a set of analyses to justify our hypothesis. Finally, we validate flow factorization in real world scenarios.
Human-Like Navigation Behavior: A Statistical Evaluation Framework
Recent advancements in deep reinforcement learning have brought forth an impressive display of highly skilled artificial agents capable of complex intelligent behavior. In video games, these artificial agents are increasingly deployed as non-playable characters (NPCs) designed to enhance the experience of human players. However, while it has been shown that the convincing human-like behavior of NPCs leads to increased engagement in video games, the believability of an artificial agent's behavior is most often measured solely by its proficiency at a given task. Recent work has hinted that proficiency alone is not sufficient to discern human-like behavior. Motivated by this, we build a non-parametric two-sample hypothesis test designed to compare the behaviors of artificial agents to those of human players. We show that the resulting $p$-value not only aligns with anonymous human judgment of human-like behavior, but also that it can be used as a measure of similarity.
OpenAI's AutoDIME: Automating Multi-Agent Environment Design for RL Agents
Natural selection driven by interspecific and intraspecific competition is a fundamental evolutionary mechanism that has led to the wide diversity and complexity of species inhabiting Earth. The process is mirrored to a degree in contemporary AI research, where competitive multi-agent reinforcement learning (RL) environments have enabled machines to reach superhuman performance. Designing multi-agent RL environments with conditions conducive to the development of interesting and useful agent skills can however be a time-consuming and laborious process. A common approach in single-agent settings is domain randomization, where the agent is trained on a wide distribution of randomized environments. Recent works have improved this process via automatic environment curricula techniques that adapt environment distribution during training to maximize the number of environments that produce better and more robust skills.
How rewards teach reinforcement learning agents to behave
Thomas covers AI in all its iterations. Writer at Neural by TNW -- Thomas covers AI in all its iterations. In June 2021, scientists at the AI lab DeepMind made a controversial claim. The researchers suggested that we could reach artificial general intelligence (AGI) using one single approach: reinforcement learning. They titled their paper on the subject: "Reward is Enough."