Reinforcement Learning
Decision Transformer: Reinforcement Learning via Sequence Modeling
Chen, Lili, Lu, Kevin, Rajeswaran, Aravind, Lee, Kimin, Grover, Aditya, Laskin, Michael, Abbeel, Pieter, Srinivas, Aravind, Mordatch, Igor
We introduce a framework that abstracts Reinforcement Learning (RL) as a sequence modeling problem. This allows us to draw upon the simplicity and scalability of the Transformer architecture, and associated advances in language modeling such as GPT-x and BERT. In particular, we present Decision Transformer, an architecture that casts the problem of RL as conditional sequence modeling. Unlike prior approaches to RL that fit value functions or compute policy gradients, Decision Transformer simply outputs the optimal actions by leveraging a causally masked Transformer. By conditioning an autoregressive model on the desired return (reward), past states, and actions, our Decision Transformer model can generate future actions that achieve the desired return. Despite its simplicity, Decision Transformer matches or exceeds the performance of state-of-the-art model-free offline RL baselines on Atari, OpenAI Gym, and Key-to-Door tasks.
Smooth Q-learning: Accelerate Convergence of Q-learning Using Similarity
Liao, Wei, Wei, Xiaohui, Lai, Jizhou
An improvement of Q-learning is proposed in this paper. It is different from classic Q-learning in that the similarity between different states and actions is considered in the proposed method. During the training, a new updating mechanism is used, in which the Q value of the similar state-action pairs are updated synchronously. The proposed method can be used in combination with both tabular Q-learning function and deep Q-learning. And the results of numerical examples illustrate that compared to the classic Q-learning, the proposed method has a significantly better performance.
On the Convergence Rate of Off-Policy Policy Optimization Methods with Density-Ratio Correction
In this paper, we study the convergence properties of off-policy policy improvement algorithms with state-action density ratio correction under function approximation setting, where the objective function is formulated as a max-max-min optimization problem. We characterize the bias of the learning objective and present two strategies with finite-time convergence guarantees. In our first strategy, we present algorithm P-SREDA with convergence rate $O(\epsilon^{-3})$, whose dependency on $\epsilon$ is optimal. In our second strategy, we propose a new off-policy actor-critic style algorithm named O-SPIM. We prove that O-SPIM converges to a stationary point with total complexity $O(\epsilon^{-4})$, which matches the convergence rate of some recent actor-critic algorithms in the on-policy setting.
Tight High Probability Bounds for Linear Stochastic Approximation with Fixed Stepsize
Durmus, Alain, Moulines, Eric, Naumov, Alexey, Samsonov, Sergey, Scaman, Kevin, Wai, Hoi-To
This paper provides a non-asymptotic analysis of linear stochastic approximation (LSA) algorithms with fixed stepsize. This family of methods arises in many machine learning tasks and is used to obtain approximate solutions of a linear system $\bar{A}\theta = \bar{b}$ for which $\bar{A}$ and $\bar{b}$ can only be accessed through random estimates $\{({\bf A}_n, {\bf b}_n): n \in \mathbb{N}^*\}$. Our analysis is based on new results regarding moments and high probability bounds for products of matrices which are shown to be tight. We derive high probability bounds on the performance of LSA under weaker conditions on the sequence $\{({\bf A}_n, {\bf b}_n): n \in \mathbb{N}^*\}$ than previous works. However, in contrast, we establish polynomial concentration bounds with order depending on the stepsize. We show that our conclusions cannot be improved without additional assumptions on the sequence of random matrices $\{{\bf A}_n: n \in \mathbb{N}^*\}$, and in particular that no Gaussian or exponential high probability bounds can hold. Finally, we pay a particular attention to establishing bounds with sharp order with respect to the number of iterations and the stepsize and whose leading terms contain the covariance matrices appearing in the central limit theorems.
Training AlphaZero in Google Colab
Moving along with Kaggle's push into reinforcement learning (RL), I've been diving more into RL algorithms and at the same time working out which can realistically be trained (we don't all have an army of GPUs!). In this article I discuss how I trained an agent to play connect four at human-level in under 4 hours using Google's online notebook system Collaboratory. The article is fully replicable, you can find the notebook here, train your own agent and see for yourself just how amazing the power of AlphaZero Colab Julia is! Before diving into it, first a bit of background on the key components, if you're not interested in any, please skip ahead to the next section. AlphaZero is a reinforcement learning program first shared in 2017 by Deepmind. It is able to play Go, Shogi, and Chess, three uniquely complex strategy games.
An Entropy Regularization Free Mechanism for Policy-based Reinforcement Learning
Xiao, Changnan, Shi, Haosen, Fan, Jiajun, Deng, Shihong
Policy-based reinforcement learning methods suffer from the policy collapse problem. We find valued-based reinforcement learning methods with {\epsilon}-greedy mechanism are capable of enjoying three characteristics, Closed-form Diversity, Objective-invariant Exploration and Adaptive Trade-off, which help value-based methods avoid the policy collapse problem. However, there does not exist a parallel mechanism for policy-based methods that achieves all three characteristics. In this paper, we propose an entropy regularization free mechanism that is designed for policy-based methods, which achieves Closed-form Diversity, Objective-invariant Exploration and Adaptive Trade-off. Our experiments show that our mechanism is super sample-efficient for policy-based methods and boosts a policy-based baseline to a new State-Of-The-Art on Arcade Learning Environment.
Did I do that? Blame as a means to identify controlled effects in reinforcement learning
Modeling controllable aspects of the environment enable better prioritization of interventions and has become a popular exploration strategy in reinforcement learning methods. Despite repeatedly achieving State-of-the-Art results, this approach has only been studied as a proxy to a reward-based task and has not yet been evaluated on its own. We show that solutions relying on action prediction fail to model important events. Humans, on the other hand, assign blame to their actions to decide what they controlled. Here we propose Controlled Effect Network (CEN), an unsupervised method based on counterfactual measures of blame. CEN is evaluated in a wide range of environments showing that it can identify controlled effects better than popular models based on action prediction.
What Matters for Adversarial Imitation Learning?
Orsini, Manu, Raichuk, Anton, Hussenot, Lรฉonard, Vincent, Damien, Dadashi, Robert, Girgin, Sertan, Geist, Matthieu, Bachem, Olivier, Pietquin, Olivier, Andrychowicz, Marcin
Adversarial imitation learning has become a popular framework for imitation in continuous control. Over the years, several variations of its components were proposed to enhance the performance of the learned policies as well as the sample complexity of the algorithm. In practice, these choices are rarely tested all together in rigorous empirical studies. It is therefore difficult to discuss and understand what choices, among the high-level algorithmic options as well as low-level implementation details, matter. To tackle this issue, we implement more than 50 of these choices in a generic adversarial imitation learning framework and investigate their impacts in a large-scale study ( 500k trained agents) with both synthetic and human-generated demonstrations. While many of our findings confirm common practices, some of them are surprising or even contradict prior work. In particular, our results suggest that artificial demonstrations are not a good proxy for human data and that the very common practice of evaluating imitation algorithms only with synthetic demonstrations may lead to algorithms which perform poorly in the more realistic scenarios with human demonstrations.
Shapley Counterfactual Credits for Multi-Agent Reinforcement Learning
Li, Jiahui, Kuang, Kun, Wang, Baoxiang, Liu, Furui, Chen, Long, Wu, Fei, Xiao, Jun
Centralized Training with Decentralized Execution (CTDE) has been a popular paradigm in cooperative Multi-Agent Reinforcement Learning (MARL) settings and is widely used in many real applications. One of the major challenges in the training process is credit assignment, which aims to deduce the contributions of each agent according to the global rewards. Existing credit assignment methods focus on either decomposing the joint value function into individual value functions or measuring the impact of local observations and actions on the global value function. These approaches lack a thorough consideration of the complicated interactions among multiple agents, leading to an unsuitable assignment of credit and subsequently mediocre results on MARL. We propose Shapley Counterfactual Credit Assignment, a novel method for explicit credit assignment which accounts for the coalition of agents. Specifically, Shapley Value and its desired properties are leveraged in deep MARL to credit any combinations of agents, which grants us the capability to estimate the individual credit for each agent. Despite this capability, the main technical difficulty lies in the computational complexity of Shapley Value who grows factorially as the number of agents. We instead utilize an approximation method via Monte Carlo sampling, which reduces the sample complexity while maintaining its effectiveness. We evaluate our method on StarCraft II benchmarks across different scenarios. Our method outperforms existing cooperative MARL algorithms significantly and achieves the state-of-the-art, with especially large margins on tasks with more severe difficulties.
A Coarse to Fine Question Answering System based on Reinforcement Learning
In this paper, we present a coarse to fine question answering (CFQA) system based on reinforcement learning which can efficiently processes documents with different lengths by choosing appropriate actions. The system is designed using an actor-critic based deep reinforcement learning model to achieve multi-step question answering. Compared to previous QA models targeting on datasets mainly containing either short or long documents, our multi-step coarse to fine model takes the merits from multiple system modules, which can handle both short and long documents. The system hence obtains a much better accuracy and faster trainings speed compared to the current state-of-the-art models. We test our model on four QA datasets, WIKEREADING, WIKIREADING LONG, CNN and SQuAD, and demonstrate 1.3$\%$-1.7$\%$ accuracy improvements with 1.5x-3.4x training speed-ups in comparison to the baselines using state-of-the-art models.