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 Reinforcement Learning


RBC to Expand AI-Based Trading Platform

#artificialintelligence

RBC Capital Markets is preparing to launch Aiden in Europe and to launch another algorithm on its artificial intelligence-based electronic trading platform. Shary Mudassir, co-head of global electronic trading at RBC Capital Markets, told Markets Media: "We are in the final stages of preparing to launch Aiden in Europe over the coming months." The Canadian bank launched Aiden in October last year after being developed jointly by RBC Capital Markets and Borealis AI, a research center created by the bank. The platform has been available to RBC Capital Markets clients trading in U.S. and Canadian equities. "As client activity and data increased, we began exploring ways to make changes more efficiently and started investing in machine learning and artificial intelligence with Borealis AI five years ago," added Mudassir.


KnowSR: Knowledge Sharing among Homogeneous Agents in Multi-agent Reinforcement Learning

arXiv.org Artificial Intelligence

Recently, deep reinforcement learning (RL) algorithms have made great progress in multi-agent domain. However, due to characteristics of RL, training for complex tasks would be resource-intensive and time-consuming. To meet this challenge, mutual learning strategy between homogeneous agents is essential, which is under-explored in previous studies, because most existing methods do not consider to use the knowledge of agent models. In this paper, we present an adaptation method of the majority of multi-agent reinforcement learning (MARL) algorithms called "KnowSR" which takes advantage of the differences in learning between agents. We employ the idea of knowledge distillation (KD) to share knowledge among agents to shorten the training phase. To empirically demonstrate the robustness and effectiveness of KnowSR, we performed extensive experiments on state-of-the-art MARL algorithms in collaborative and competitive scenarios. The results demonstrate that KnowSR outperforms recently reported methodologies, emphasizing the importance of the proposed knowledge sharing for MARL.


A Comparison of Reward Functions in Q-Learning Applied to a Cart Position Problem

arXiv.org Artificial Intelligence

Growing advancements in reinforcement learning has led to advancements in control theory. Reinforcement learning has effectively solved the inverted pendulum problem and more recently the double inverted pendulum problem. In reinforcement learning, our agents learn by interacting with the control system with the goal of maximizing rewards. In this paper, we explore three such reward functions in the cart position problem. This paper concludes that a discontinuous reward function that gives non-zero rewards to agents only if they are within a given distance from the desired position gives the best results.


Room Clearance with Feudal Hierarchical Reinforcement Learning

arXiv.org Artificial Intelligence

Reinforcement learning (RL) is a general framework that allows systems to learn autonomously through trial-and-error interaction with their environment. In recent years combining RL with expressive, high-capacity neural network models has led to impressive performance in a diverse range of domains. However, dealing with the large state and action spaces often required for problems in the real world still remains a significant challenge. In this paper we introduce a new simulation environment, "Gambit", designed as a tool to build scenarios that can drive RL research in a direction useful for military analysis. Using this environment we focus on an abstracted and simplified room clearance scenario, where a team of blue agents have to make their way through a building and ensure that all rooms are cleared of (and remain clear) of enemy red agents. We implement a multi-agent version of feudal hierarchical RL that introduces a command hierarchy where a commander at the higher level sends orders to multiple agents at the lower level who simply have to learn to follow these orders. We find that breaking the task down in this way allows us to solve a number of non-trivial floorplans that require the coordination of multiple agents much more efficiently than the standard baseline RL algorithms we compare with. We then go on to explore how qualitatively different behaviour can emerge depending on what we prioritise in the agent's reward function (e.g. clearing the building quickly vs. prioritising rescuing civilians).


5 Rules to Manage AI's Unintended Consequences

#artificialintelligence

Social media firms claim they're just trying to build communities and connect the world and that they need ad revenues to remain free. But nothing is really free. For them, more views mean more money and so they've optimized their algorithms to maximize engagement. Views are the algorithms' "reward function" -- the more views the algorithms can attract to the platform the better. When an algorithm promotes a given post and sees an upsurge of views, it will double down on the strategy, selectively timing, targeting and pushing posts in ways that it has found will stimulate further sharing, a process called reinforcement learning.


Policy Mirror Descent for Regularized Reinforcement Learning: A Generalized Framework with Linear Convergence

arXiv.org Machine Learning

Policy optimization, which learns the policy of interest by maximizing the value function via large-scale optimization techniques, lies at the heart of modern reinforcement learning (RL). In addition to value maximization, other practical considerations arise commonly as well, including the need of encouraging exploration, and that of ensuring certain structural properties of the learned policy due to safety, resource and operational constraints. These considerations can often be accounted for by resorting to regularized RL, which augments the target value function with a structure-promoting regularization term. Focusing on an infinite-horizon discounted Markov decision process, this paper proposes a generalized policy mirror descent (GPMD) algorithm for solving regularized RL. As a generalization of policy mirror descent Lan (2021), the proposed algorithm accommodates a general class of convex regularizers as well as a broad family of Bregman divergence in cognizant of the regularizer in use. We demonstrate that our algorithm converges linearly over an entire range of learning rates, in a dimension-free fashion, to the global solution, even when the regularizer lacks strong convexity and smoothness. In addition, this linear convergence feature is provably stable in the face of inexact policy evaluation and imperfect policy updates. Numerical experiments are provided to corroborate the applicability and appealing performance of GPMD.


Continual World: A Robotic Benchmark For Continual Reinforcement Learning

arXiv.org Artificial Intelligence

Continual learning (CL) -- the ability to continuously learn, building on previously acquired knowledge -- is a natural requirement for long-lived autonomous reinforcement learning (RL) agents. While building such agents, one needs to balance opposing desiderata, such as constraints on capacity and compute, the ability to not catastrophically forget, and to exhibit positive transfer on new tasks. Understanding the right trade-off is conceptually and computationally challenging, which we argue has led the community to overly focus on catastrophic forgetting. In response to these issues, we advocate for the need to prioritize forward transfer and propose Continual World, a benchmark consisting of realistic and meaningfully diverse robotic tasks built on top of Meta-World [52] as a testbed. Following an in-depth empirical evaluation of existing CL methods, we pinpoint their limitations and highlight unique algorithmic challenges in the RL setting. Our benchmark aims to provide a meaningful and computationally inexpensive challenge for the community and thus help better understand the performance of existing and future solutions.


Attention-based Reinforcement Learning for Real-Time UAV Semantic Communication

arXiv.org Artificial Intelligence

In this article, we study the problem of air-to-ground ultra-reliable and low-latency communication (URLLC) for a moving ground user. This is done by controlling multiple unmanned aerial vehicles (UAVs) in real time while avoiding inter-UAV collisions. To this end, we propose a novel multi-agent deep reinforcement learning (MADRL) framework, coined a graph attention exchange network (GAXNet). In GAXNet, each UAV constructs an attention graph locally measuring the level of attention to its neighboring UAVs, while exchanging the attention weights with other UAVs so as to reduce the attention mismatch between them. Simulation results corroborates that GAXNet achieves up to 4.5x higher rewards during training. At execution, without incurring inter-UAV collisions, GAXNet achieves 6.5x lower latency with the target 0.0000001 error rate, compared to a state-of-the-art baseline framework.


Techniques Toward Optimizing Viewability in RTB Ad Campaigns Using Reinforcement Learning

arXiv.org Artificial Intelligence

Reinforcement learning (RL) is an effective technique for training decision-making agents through interactions with their environment. The advent of deep learning has been associated with highly notable successes with sequential decision making problems - such as defeating some of the highest-ranked human players at Go. In digital advertising, real-time bidding (RTB) is a common method of allocating advertising inventory through real-time auctions. Bidding strategies need to incorporate logic for dynamically adjusting parameters in order to deliver pre-assigned campaign goals. Here we discuss techniques toward using RL to train bidding agents. As a campaign metric we particularly focused on viewability: the percentage of inventory which goes on to be viewed by an end user. This paper is presented as a survey of techniques and experiments which we developed through the course of this research. We discuss expanding our training data to include edge cases by training on simulated interactions. We discuss the experimental results comparing the performance of several promising RL algorithms, and an approach to hyperparameter optimization of an actor/critic training pipeline through Bayesian optimization. Finally, we present live-traffic tests of some of our RL agents against a rule-based feedback-control approach, demonstrating the potential for this method as well as areas for further improvement. This paper therefore presents an arrangement of our findings in this quickly developing field, and ways that it can be applied to an RTB use case.


Multi-Agent Deep Reinforcement Learning using Attentive Graph Neural Architectures for Real-Time Strategy Games

arXiv.org Artificial Intelligence

In real-time strategy (RTS) game artificial intelligence research, various multi-agent deep reinforcement learning (MADRL) algorithms are widely and actively used nowadays. Most of the research is based on StarCraft II environment because it is the most well-known RTS games in world-wide. In our proposed MADRL-based algorithm, distributed MADRL is fundamentally used that is called QMIX. In addition to QMIX-based distributed computation, we consider state categorization which can reduce computational complexity significantly. Furthermore, self-attention mechanisms are used for identifying the relationship among agents in the form of graphs. Based on these approaches, we propose a categorized state graph attention policy (CSGA-policy). As observed in the performance evaluation of our proposed CSGA-policy with the most well-known StarCraft II simulation environment, our proposed algorithm works well in various settings, as expected.