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 Reinforcement Learning


An online learning approach to dynamic pricing and capacity sizing in service systems

arXiv.org Machine Learning

We study a dynamic pricing and capacity sizing problem in a GI/GI/1 queue, where the service provider's objective is to obtain the optimal service fee $p$ and service capacity $\mu$ so as to maximize cumulative expected profit (the service revenue minus the staffing cost and delay penalty). Due to the complex nature of the queueing dynamics, such a problem has no analytic solution so that previous research often resorts to heavy-traffic analysis in that both the arrival rate and service rate are sent to infinity. In this work we propose an online learning framework designed for solving this problem which does not require the system's scale to increase. Our algorithm organizes the time horizon into successive operational cycles and prescribes an efficient procedure to obtain improved pricing and staffing policies in each cycle using data collected in previous cycles. Data here include the number of customer arrivals, waiting times, and the server's busy times. The ingenuity of this approach lies in its online nature, which allows the service provider do better by interacting with the environment. Effectiveness of our online learning algorithm is substantiated by (i) theoretical results including the algorithm convergence and regret analysis (with a logarithmic regret bound), and (ii) engineering confirmation via simulation experiments of a variety of representative GI/GI/1 queues.


OpenAI Gym in Machine Learning

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OpenAI Gym is a toolkit that provides a wide variety of simulated environments (Atari games, board games, 2D and 3D physical simulations, and so on), so you can train agents, compare them, or develop new Machine Learning algorithms (Reinforcement Learning). OpenAI is an artificial intelligence research company, funded in part by Elon Musk. Its stated goal is to promote and develop friendly AIs that will benefit humanity (rather than exterminate it). In this article, I will be using the OpenAI gym, a great toolkit for developing and comparing Reinforcement Learning algorithms. It provides many environments for your learning agents to interact with.


Choosing Artificial Intelligence after MS in Theory

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As always, it's going to come down to your application and your history. From the sounds of it, you'll be a very strong candidate based on your theory background -- You just need to find the right school / supervisor that will see how to help you pursue those interests. Look for schools with good AI programs. Knowing the research focuses at the CS Department in the University of Alberta, I think you'd have a good shot there with a number of supervisors, both in reinforcement learning and in machine learning. Really though, it's going to come down to a demonstration that you can do the research, via your reference letters, CV, etc.


Scientists use reinforcement learning to train quantum algorithm

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Recent advancements in quantum computing have driven the scientific community's quest to solve a certain class of complex problems for which quantum computers would be better suited than traditional supercomputers. To improve the efficiency with which quantum computers can solve these problems, scientists are investigating the use of artificial intelligence approaches. In a new study, scientists at the U.S. Department of Energy's (DOE) Argonne National Laboratory have developed a new algorithm based on reinforcement learning to find the optimal parameters for the Quantum Approximate Optimization Algorithm (QAOA), which allows a quantum computer to solve certain combinatorial problems such as those that arise in materials design, chemistry and wireless communications. "It's a bit like having a self-driving car in traffic; the algorithm can detect when it needs to make adjustments in the'dials' it uses to do the computation." "Combinatorial optimization problems are those for which the solution space gets exponentially larger as you expand the number of decision variables," said Argonne computer scientist Prasanna Balaprakash.


Using Machine Teaching to Investigate Human Assumptions when Teaching Reinforcement Learners

arXiv.org Artificial Intelligence

Successful teaching requires an assumption of how the learner learns - how the learner uses experiences from the world to update their internal states. We investigate what expectations people have about a learner when they teach them in an online manner using rewards and punishment. We focus on a common reinforcement learning method, Q-learning, and examine what assumptions people have using a behavioral experiment. To do so, we first establish a normative standard, by formulating the problem as a machine teaching optimization problem. To solve the machine teaching optimization problem, we use a deep learning approximation method which simulates learners in the environment and learns to predict how feedback affects the learner's internal states. What do people assume about a learner's learning and discount rates when they teach them an idealized exploration-exploitation task? In a behavioral experiment, we find that people can teach the task to Q-learners in a relatively efficient and effective manner when the learner uses a small value for its discounting rate and a large value for its learning rate. However, they still are suboptimal. We also find that providing people with real-time updates of how possible feedback would affect the Q-learner's internal states weakly helps them teach. Our results reveal how people teach using evaluative feedback and provide guidance for how engineers should design machine agents in a manner that is intuitive for people.


Critic Regularized Regression

arXiv.org Artificial Intelligence

Offline reinforcement learning (RL), also known as batch RL, offers the prospect of policy optimization from large pre-recorded datasets without online environment interaction. It addresses challenges with regard to the cost of data collection and safety, both of which are particularly pertinent to real-world applications of RL. Unfortunately, most off-policy algorithms perform poorly when learning from a fixed dataset. In this paper, we propose a novel offline RL algorithm to learn policies from data using a form of critic-regularized regression (CRR). We find that CRR performs surprisingly well and scales to tasks with high-dimensional state and action spaces -- outperforming several state-of-the-art offline RL algorithms by a significant margin on a wide range of benchmark tasks.


Analysis of Social Robotic Navigation approaches: CNN Encoder and Incremental Learning as an alternative to Deep Reinforcement Learning

arXiv.org Artificial Intelligence

Dealing with social tasks in robotic scenarios is difficult, as having humans in the learning loop is incompatible with most of the state-of-the-art machine learning algorithms. This is the case when exploring Incremental learning models, in particular the ones involving reinforcement learning. In this work, we discuss this problem and possible solutions by analysing a previous study on adaptive convolutional encoders for a social navigation task.


A Hybrid PAC Reinforcement Learning Algorithm

arXiv.org Machine Learning

This paper offers a new hybrid probably asymptotically correct (PAC) reinforcement learning (RL) algorithm for Markov decision processes (MDPs) that intelligently maintains favorable features of its parents. The designed algorithm, referred to as the Dyna-Delayed Q-learning (DDQ) algorithm, combines model-free and model-based learning approaches while outperforming both in most cases. The paper includes a PAC analysis of the DDQ algorithm and a derivation of its sample complexity. Numerical results that support the claim regarding the new algorithm's sample efficiency compared to its parents are showcased in a small grid-world example.


Using Reinforcement Learning to Design Missed Thrust Resilient Trajectories - ASC- 2020 - Gereshes

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Note: This post is adapted from my conference paper, that I presented at the Astrodynamics Specialists Conference in Summer 2020. You can read the full paper here. From ion thrusters to solar sails, spacecraft continue to adopt new and more efficient forms of propulsion. As these low-thrust propulsion methods have become more prevalent, new challenges have arisen. Depending on the mission, low-thrust propulsion elements may need to thrust continuously for days/months.


Machine Learning Strategy and Intro to Reinforcement Learning

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NOTE: This course is a continuation of XCS229i: Machine Learning. Though not strictly required, it is highly recommended to take XCS229i before enrolling in XCS229ii, as assignments assume knowledge of topics in the first course. As machine learning models grow in sophistication, it is increasingly important for its practitioners to be comfortable navigating their many tuning parameters. Through video lectures and hands-on exercises, this course will equip you with the knowledge to get the most out of your data. You will learn the concepts and techniques you need to guide teams of ML practitioners.