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 Reinforcement Learning


What is Machine Learning?

#artificialintelligence

Machine learning is a branch of artificial intelligence (AI) and computer science that focuses on using data and algorithms to simulate the way humans learn, gradually increasing its accuracy. IBM has a rich history of machine learning. One of them, Arthur Samuel, is famous for coining the term "machine learning" in his research on the game of checkers. Robert Neely, a self-proclaimed checkers master, played the game on an IBM 7094 computer in 1962 and lost to the computer. This feat appears almost trivial in comparison to what can be done today, but it is regarded as a significant milestone in the field of artificial intelligence. Over the next two decades, data storage and processing technology will create some of the innovative products we know and love today, like the Netflix recommendation engine or self-driving cars.


V-Learning -- A Simple, Efficient, Decentralized Algorithm for Multiagent RL

arXiv.org Machine Learning

A major challenge of multiagent reinforcement learning (MARL) is the curse of multiagents, where the size of the joint action space scales exponentially with the number of agents. This remains to be a bottleneck for designing efficient MARL algorithms even in a basic scenario with finitely many states and actions. This paper resolves this challenge for the model of episodic Markov games. We design a new class of fully decentralized algorithms -- V-learning, which provably learns Nash equilibria (in the two-player zero-sum setting), correlated equilibria and coarse correlated equilibria (in the multiplayer general-sum setting) in a number of samples that only scales with $\max_{i\in[m]} A_i$, where $A_i$ is the number of actions for the $i^{\rm th}$ player. This is in sharp contrast to the size of the joint action space which is $\prod_{i=1}^m A_i$. V-learning (in its basic form) is a new class of single-agent RL algorithms that convert any adversarial bandit algorithm with suitable regret guarantees into a RL algorithm. Similar to the classical Q-learning algorithm, it performs incremental updates to the value functions. Different from Q-learning, it only maintains the estimates of V-values instead of Q-values. This key difference allows V-learning to achieve the claimed guarantees in the MARL setting by simply letting all agents run V-learning independently.


Finite Horizon Q-learning: Stability, Convergence and Simulations

arXiv.org Artificial Intelligence

Q-learning is a popular reinforcement learning algorithm. This algorithm has however been studied and analysed mainly in the infinite horizon setting. There are several important applications which can be modeled in the framework of finite horizon Markov decision processes. We develop a version of Q-learning algorithm for finite horizon Markov decision processes (MDP) and provide a full proof of its stability and convergence. Our analysis of stability and convergence of finite horizon Q-learning is based entirely on the ordinary differential equations (O.D.E) method. We also demonstrate the performance of our algorithm on a setting of random MDP.


Temporal-Difference Value Estimation via Uncertainty-Guided Soft Updates

arXiv.org Artificial Intelligence

Temporal-Difference (TD) learning methods, such as Q-Learning, have proven effective at learning a policy to perform control tasks. One issue with methods like Q-Learning is that the value update introduces bias when predicting the TD target of a unfamiliar state. Estimation noise becomes a bias after the max operator in the policy improvement step, and carries over to value estimations of other states, causing Q-Learning to overestimate the Q value. Algorithms like Soft Q-Learning (SQL) introduce the notion of a soft-greedy policy, which reduces the estimation bias via soft updates in early stages of training. However, the inverse temperature $\beta$ that controls the softness of an update is usually set by a hand-designed heuristic, which can be inaccurate at capturing the uncertainty in the target estimate. Under the belief that $\beta$ is closely related to the (state dependent) model uncertainty, Entropy Regularized Q-Learning (EQL) further introduces a principled scheduling of $\beta$ by maintaining a collection of the model parameters that characterizes model uncertainty. In this paper, we present Unbiased Soft Q-Learning (UQL), which extends the work of EQL from two action, finite state spaces to multi-action, infinite state space Markov Decision Processes. We also provide a principled numerical scheduling of $\beta$, extended from SQL and using model uncertainty, during the optimization process. We show the theoretical guarantees and the effectiveness of this update method in experiments on several discrete control environments.


ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets

arXiv.org Artificial Intelligence

Model-free Reinforcement Learning (RL) requires the ability to sample trajectories by taking actions in the original problem environment or a simulated version of it. Breakthroughs in the field of RL have been largely facilitated by the development of dedicated open source simulators with easy to use frameworks such as OpenAI Gym and its Atari environments. In this paper we propose to use the OpenAI Gym framework on discrete event time based Discrete Event Multi-Agent Simulation (DEMAS). We introduce a general technique to wrap a DEMAS simulator into the Gym framework. We expose the technique in detail and implement it using the simulator ABIDES as a base. We apply this work by specifically using the markets extension of ABIDES, ABIDES-Markets, and develop two benchmark financial markets OpenAI Gym environments for training daily investor and execution agents. As a result, these two environments describe classic financial problems with a complex interactive market behavior response to the experimental agent's action.


Confidence-Aware Imitation Learning from Demonstrations with Varying Optimality

arXiv.org Artificial Intelligence

Most existing imitation learning approaches assume the demonstrations are drawn from experts who are optimal, but relaxing this assumption enables us to use a wider range of data. Standard imitation learning may learn a suboptimal policy from demonstrations with varying optimality. Prior works use confidence scores or rankings to capture beneficial information from demonstrations with varying optimality, but they suffer from many limitations, e.g., manually annotated confidence scores or high average optimality of demonstrations. In this paper, we propose a general framework to learn from demonstrations with varying optimality that jointly learns the confidence score and a well-performing policy. Our approach, Confidence-Aware Imitation Learning (CAIL) learns a well-performing policy from confidence-reweighted demonstrations, while using an outer loss to track the performance of our model and to learn the confidence. We provide theoretical guarantees on the convergence of CAIL and evaluate its performance in both simulated and real robot experiments. Our results show that CAIL significantly outperforms other imitation learning methods from demonstrations with varying optimality. We further show that even without access to any optimal demonstrations, CAIL can still learn a successful policy, and outperforms prior work.


Play to Grade: Testing Coding Games as Classifying Markov Decision Process

arXiv.org Artificial Intelligence

Contemporary coding education often presents students with the task of developing programs that have user interaction and complex dynamic systems, such as mouse based games. While pedagogically compelling, there are no contemporary autonomous methods for providing feedback. Notably, interactive programs are impossible to grade by traditional unit tests. In this paper we formalize the challenge of providing feedback to interactive programs as a task of classifying Markov Decision Processes (MDPs). Each student's program fully specifies an MDP where the agent needs to operate and decide, under reasonable generalization, if the dynamics and reward model of the input MDP should be categorized as correct or broken. We demonstrate that by designing a cooperative objective between an agent and an autoregressive model, we can use the agent to sample differential trajectories from the input MDP that allows a classifier to determine membership: Play to Grade. Our method enables an automatic feedback system for interactive code assignments. We release a dataset of 711,274 anonymized student submissions to a single assignment with hand-coded bug labels to support future research.


DreamerPro: Reconstruction-Free Model-Based Reinforcement Learning with Prototypical Representations

arXiv.org Artificial Intelligence

Top-performing Model-Based Reinforcement Learning (MBRL) agents, such as Dreamer, learn the world model by reconstructing the image observations. Hence, they often fail to discard task-irrelevant details and struggle to handle visual distractions. To address this issue, previous work has proposed to contrastively learn the world model, but the performance tends to be inferior in the absence of distractions. In this paper, we seek to enhance robustness to distractions for MBRL agents. Specifically, we consider incorporating prototypical representations, which have yielded more accurate and robust results than contrastive approaches in computer vision. However, it remains elusive how prototypical representations can benefit temporal dynamics learning in MBRL, since they treat each image independently without capturing temporal structures. To this end, we propose to learn the prototypes from the recurrent states of the world model, thereby distilling temporal structures from past observations and actions into the prototypes. The resulting model, DreamerPro, successfully combines Dreamer with prototypes, making large performance gains on the DeepMind Control suite both in the standard setting and when there are complex background distractions. Code available at https://github.com/fdeng18/dreamer-pro .


Comparing Heuristics, Constraint Optimization, and Reinforcement Learning for an Industrial 2D Packing Problem

arXiv.org Artificial Intelligence

Cutting and Packing problems are occurring in different industries with a direct impact on the revenue of businesses. Generally, the goal in Cutting and Packing is to assign a set of smaller objects to a set of larger objects. To solve Cutting and Packing problems, practitioners can resort to heuristic and exact methodologies. Lately, machine learning is increasingly used for solving such problems. This paper considers a 2D packing problem from the furniture industry, where a set of wooden workpieces must be assigned to different modules of a trolley in the most space-saving way. We present an experimental setup to compare heuristics, constraint optimization, and deep reinforcement learning for the given problem. The used methodologies and their results get collated in terms of their solution quality and runtime. In the given use case a greedy heuristic produces optimal results and outperforms the other approaches in terms of runtime. Constraint optimization also produces optimal results but requires more time to perform. The deep reinforcement learning approach did not always produce optimal or even feasible solutions. While we assume this could be remedied with more training, considering the good results with the heuristic, deep reinforcement learning seems to be a bad fit for the given use case.


Iterative Teaching by Label Synthesis

arXiv.org Artificial Intelligence

In this paper, we consider the problem of iterative machine teaching, where a teacher provides examples sequentially based on the current iterative learner. In contrast to previous methods that have to scan over the entire pool and select teaching examples from it in each iteration, we propose a label synthesis teaching framework where the teacher randomly selects input teaching examples (e.g., images) and then synthesizes suitable outputs (e.g., labels) for them. We show that this framework can avoid costly example selection while still provably achieving exponential teachability. We propose multiple novel teaching algorithms in this framework. Finally, we empirically demonstrate the value of our framework.