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 Reinforcement Learning


Computational-Statistical Gaps in Reinforcement Learning

arXiv.org Machine Learning

Reinforcement learning with function approximation has recently achieved tremendous results in applications with large state spaces. This empirical success has motivated a growing body of theoretical work proposing necessary and sufficient conditions under which efficient reinforcement learning is possible. From this line of work, a remarkably simple minimal sufficient condition has emerged for sample efficient reinforcement learning: MDPs with optimal value function $V^*$ and $Q^*$ linear in some known low-dimensional features. In this setting, recent works have designed sample efficient algorithms which require a number of samples polynomial in the feature dimension and independent of the size of state space. They however leave finding computationally efficient algorithms as future work and this is considered a major open problem in the community. In this work, we make progress on this open problem by presenting the first computational lower bound for RL with linear function approximation: unless NP=RP, no randomized polynomial time algorithm exists for deterministic transition MDPs with a constant number of actions and linear optimal value functions. To prove this, we show a reduction from Unique-Sat, where we convert a CNF formula into an MDP with deterministic transitions, constant number of actions and low dimensional linear optimal value functions. This result also exhibits the first computational-statistical gap in reinforcement learning with linear function approximation, as the underlying statistical problem is information-theoretically solvable with a polynomial number of queries, but no computationally efficient algorithm exists unless NP=RP. Finally, we also prove a quasi-polynomial time lower bound under the Randomized Exponential Time Hypothesis.


Off-Policy Fitted Q-Evaluation with Differentiable Function Approximators: Z-Estimation and Inference Theory

arXiv.org Machine Learning

Off-Policy Evaluation (OPE) serves as one of the cornerstones in Reinforcement Learning (RL). Fitted Q Evaluation (FQE) with various function approximators, especially deep neural networks, has gained practical success. While statistical analysis has proved FQE to be minimax-optimal with tabular, linear and several nonparametric function families, its practical performance with more general function approximator is less theoretically understood. We focus on FQE with general differentiable function approximators, making our theory applicable to neural function approximations. We approach this problem using the Z-estimation theory and establish the following results: The FQE estimation error is asymptotically normal with explicit variance determined jointly by the tangent space of the function class at the ground truth, the reward structure, and the distribution shift due to off-policy learning; The finite-sample FQE error bound is dominated by the same variance term, and it can also be bounded by function class-dependent divergence, which measures how the off-policy distribution shift intertwines with the function approximator. In addition, we study bootstrapping FQE estimators for error distribution inference and estimating confidence intervals, accompanied by a Cramer-Rao lower bound that matches our upper bounds. The Z-estimation analysis provides a generalizable theoretical framework for studying off-policy estimation in RL and provides sharp statistical theory for FQE with differentiable function approximators.


Settling the Communication Complexity for Distributed Offline Reinforcement Learning

arXiv.org Machine Learning

We study a novel setting in offline reinforcement learning (RL) where a number of distributed machines jointly cooperate to solve the problem but only one single round of communication is allowed and there is a budget constraint on the total number of information (in terms of bits) that each machine can send out. For value function prediction in contextual bandits, and both episodic and non-episodic MDPs, we establish information-theoretic lower bounds on the minimax risk for distributed statistical estimators; this reveals the minimum amount of communication required by any offline RL algorithms. Specifically, for contextual bandits, we show that the number of bits must scale at least as $\Omega(AC)$ to match the centralised minimax optimal rate, where $A$ is the number of actions and $C$ is the context dimension; meanwhile, we reach similar results in the MDP settings. Furthermore, we develop learning algorithms based on least-squares estimates and Monte-Carlo return estimates and provide a sharp analysis showing that they can achieve optimal risk up to logarithmic factors. Additionally, we also show that temporal difference is unable to efficiently utilise information from all available devices under the single-round communication setting due to the initial bias of this method. To our best knowledge, this paper presents the first minimax lower bounds for distributed offline RL problems.


GitHub - PacktPublishing/TensorFlow-Reinforcement-Learning-Quick-Start-Guide: TensorFlow Reinforcement Learning Quick Start Guide, published by Packt

#artificialintelligence

This is the code repository for TensorFlow Reinforcement Learning Quick Start Guide, published by Packt. Advances in reinforcement learning algorithms have made it possible to use them for optimal control in several different industrial applications. With this book, you will apply Reinforcement Learning to a range of problems, from computer games to autonomous driving. If you feel this book is for you, get your copy today! All of the code is organized into folders.


Sony's Sophy racing AI beats Gran Turismo's top talent

Engadget

Hyper-capable AIs have been beating us at our own games for years. Whether it's Go or Jeopardy, DOTA 2 or Nethack, artificial intelligences have routinely proven themselves superior competitors, helping advance not only the state of gaming arts but also those of machine learning and computational science as well. On Wednesday, Sony announced its latest addition to the field, GT Sophy, an AI racer capable of taking on -- and beating -- some of the world's best Gran Turismo players. GT Sophy (the GT stands for "Gran Turismo") is the result of a collaboration between Sony AI, Polyphony Digital (PDI) and Sony Interactive Entertainment (SIE), as well as more than half a decade of research and development. "Gran Turismo Sophy is a significant development in AI whose purpose is not simply to be better than human players, but to offer players a stimulating opponent that can accelerate and elevate the players' techniques and creativity to the next level," Sony AI CEO, Hiroaki Kitano, said in a statement Wednesday.


AI driver can beat some of the world's best players at Gran Turismo

New Scientist

An artificial intelligence has beaten four of the world's best human drivers on three different tracks in the racing video game Gran Turismo Sport, by gaining ground at the most difficult parts of a track. The AI, named GT Sophy, was able to execute tactical moves such as using an opponent's slipstream to boost itself forwards and block its opponents from passing. Peter Wurman at Sony AI in New York and his colleagues trained the system using deep reinforcement learning, a type of machine learning that uses rewards and penalties to teach the AI's neural network how to win. During training, GT Sophy, which was running on a separate computer, played the game on up to 20 PlayStation 4 consoles simultaneously. The team gave the AI the ability to accelerate, brake and steer, along with real-time information on the position of the cars in the game, including its own, and a map of the next 6 seconds of the track, which meant sight of a longer distance ahead when the AI travelled faster.


Deep Reinforcement Learning 2.0

#artificialintelligence

Welcome to Deep Reinforcement Learning 2.0! In this course, we will learn and implement a new incredibly smart AI model, called the Twin-Delayed DDPG, which combines state of the art techniques in Artificial Intelligence including continuous Double Deep Q-Learning, Policy Gradient, and Actor Critic. The model is so strong that for the first time in our courses, we are able to solve the most challenging virtual AI applications (training an ant/spider and a half humanoid to walk and run across a field). In this part we will study all the fundamentals of Artificial Intelligence which will allow you to understand and master the AI of this course. These include Q-Learning, Deep Q-Learning, Policy Gradient, Actor-Critic and more.


Imitation Learning by State-Only Distribution Matching

arXiv.org Artificial Intelligence

Imitation Learning from observation describes policy learning in a similar way to human learning. An agent's policy is trained by observing an expert performing a task. While many state-only imitation learning approaches are based on adversarial imitation learning, one main drawback is that adversarial training is often unstable and lacks a reliable convergence estimator. If the true environment reward is unknown and cannot be used to select the best-performing model, this can result in bad real-world policy performance. We propose a non-adversarial learning-from-observations approach, together with an interpretable convergence and performance metric. Our training objective minimizes the Kulback-Leibler divergence (KLD) between the policy and expert state transition trajectories which can be optimized in a non-adversarial fashion. Such methods demonstrate improved robustness when learned density models guide the optimization. We further improve the sample efficiency by rewriting the KLD minimization as the Soft Actor Critic objective based on a modified reward using additional density models that estimate the environment's forward and backward dynamics. Finally, we evaluate the effectiveness of our approach on well-known continuous control environments and show state-of-the-art performance while having a reliable performance estimator compared to several recent learning-from-observation methods.


Adapting to Mixing Time in Stochastic Optimization with Markovian Data

arXiv.org Machine Learning

We consider stochastic optimization problems where data is drawn from a Markov chain. Existing methods for this setting crucially rely on knowing the mixing time of the chain, which in real-world applications is usually unknown. We propose the first optimization method that does not require the knowledge of the mixing time, yet obtains the optimal asymptotic convergence rate when applied to convex problems. We further show that our approach can be extended to: (i) finding stationary points in non-convex optimization with Markovian data, and (ii) obtaining better dependence on the mixing time in temporal difference (TD) learning; in both cases, our method is completely oblivious to the mixing time. Our method relies on a novel combination of multi-level Monte Carlo (MLMC) gradient estimation together with an adaptive learning method.


A Reinforcement Learning Approach to Domain-Knowledge Inclusion Using Grammar Guided Symbolic Regression

arXiv.org Artificial Intelligence

In recent years, symbolic regression has been of wide interest to provide an interpretable symbolic representation of potentially large data relationships. Initially circled to genetic algorithms, symbolic regression methods now include a variety of Deep Learning based alternatives. However, these methods still do not generalize well to real-world data, mainly because they hardly include domain knowledge nor consider physical relationships between variables such as known equations and units. Regarding these issues, we propose a Reinforcement-Based Grammar-Guided Symbolic Regression (RBG2-SR) method that constrains the representational space with domain-knowledge using context-free grammar as reinforcement action space. We detail a Partially-Observable Markov Decision Process (POMDP) modeling of the problem and benchmark our approach against state-of-the-art methods. We also analyze the POMDP state definition and propose a physical equation search use case on which we compare our approach to grammar-based and non-grammarbased symbolic regression methods. The experiment results show that our method is competitive against other state-of-the-art methods on the benchmarks and offers the best error-complexity trade-off, highlighting the interest of using a grammar-based method in a real-world scenario.