Throughout scientific history, overarching theoretical frameworks have allowed researchers to grow beyond personal intuitions and culturally biased theories. They allow to verify and replicate existing findings, and to link is connected results. The notion of self-play, albeit often cited in multiagent Reinforcement Learning, has never been grounded in a formal model. We present a formalized framework, with clearly defined assumptions, which encapsulates the meaning of self-play as abstracted from various existing self-play algorithms. This framework is framed as an approximation to a theoretical solution concept for multiagent training. On a simple environment, we qualitatively measure how well a subset of the captured self-play methods approximate this solution when paired with the famous PPO algorithm. We also provide insights on interpreting quantitative metrics of performance for self-play training. Our results indicate that, throughout training, various self-play definitions exhibit cyclic policy evolutions.

In this paper, we present the first attack methodology to extract black-box Deep Reinforcement Learning (DRL) models only from their actions with the environment. Model extraction attacks against supervised Deep Learning models have been widely studied. However, those techniques cannot be applied to the reinforcement learning scenario due to DRL models' high complexity, stochasticity and limited observable information. Our methodology overcomes those challenges by proposing two techniques. The first technique is an RNN classifier which can reveal the training algorithms of the target black-box DRL model only based on its predicted actions. The second technique is the adoption of imitation learning to replicate the model from the extracted training algorithm. Experimental results indicate that the integration of these two techniques can effectively recover the DRL models with high fidelity. We also demonstrate a use case to show that our model extraction attack can significantly improve the success rate of adversarial attacks, making the DRL models more vulnerable.

Temporal-difference and Q-learning play a key role in deep reinforcement learning, where they are empowered by expressive nonlinear function approximators such as neural networks. At the core of their empirical successes is the learned feature representation, which embeds rich observations, e.g., images and texts, into the latent space that encodes semantic structures. Meanwhile, the evolution of such a feature representation is crucial to the convergence of temporal-difference and Q-learning. In particular, temporal-difference learning converges when the function approximator is linear in a feature representation, which is fixed throughout learning, and possibly diverges otherwise. We aim to answer the following questions: When the function approximator is a neural network, how does the associated feature representation evolve? If it converges, does it converge to the optimal one? We prove that, utilizing an overparameterized two-layer neural network, temporal-difference and Q-learning globally minimize the mean-squared projected Bellman error at a sublinear rate. Moreover, the associated feature representation converges to the optimal one, generalizing the previous analysis of Cai et al. (2019) in the neural tangent kernel regime, where the associated feature representation stabilizes at the initial one. The key to our analysis is a mean-field perspective, which connects the evolution of a finite-dimensional parameter to its limiting counterpart over an infinite-dimensional Wasserstein space. Our analysis generalizes to soft Q-learning, which is further connected to policy gradient.

Reinforcement Learning (RL) has solved a number of difficult tasks whether in games [Tesauro, 1995, Mnih et al., 2015, Silver et al., 2016] or robotics [Abbeel and Ng, 2004, Andrychowicz et al., 2020]. However, RL relies on the existence of a reward function, that can be either hard to specify or too sparse to be used in practice. Imitation Learning (IL) is a paradigm that applies to these environments with hard to specify rewards: we seek to solve a task by learning a policy from a fixed number of demonstrations generated by an expert. IL methods can typically be folded into two paradigms: Behavioral Cloning [Pomerleau, 1991, Bagnell et al., 2007, Ross and Bagnell, 2010] and Inverse Reinforcement Learning [Russell, 1998, Ng et al., 2000]. In Behavioral Cloning, we seek to recover the expert's behavior by directly learning a policy that matches the expert behavior in some sense. In Inverse Reinforcement Learning (IRL), we assume that the demonstrations come from an agent that acts optimally with respect to an unknown reward function that we seek to recover, to subsequently train an agent on it. Although IRL methods introduce an intermediary problem to solve (i.e.

Recently, model-free reinforcement learning has attracted research attention due to its simplicity, memory and computation efficiency, and the flexibility to combine with function approximation. In this paper, we propose Exploration Enhanced Q-learning (EE-QL), a model-free algorithm for infinite-horizon average-reward Markov Decision Processes (MDPs) that achieves regret bound of $O(\sqrt{T})$ for the general class of weakly communicating MDPs, where $T$ is the number of interactions. EE-QL assumes that an online concentrating approximation of the optimal average reward is available. This is the first model-free learning algorithm that achieves $O(\sqrt T)$ regret without the ergodic assumption, and matches the lower bound in terms of $T$ except for logarithmic factors. Experiments show that the proposed algorithm performs as well as the best known model-based algorithms.

We consider the problem of reinforcement learning (RL) with unbounded state space motivated by the classical problem of scheduling in a queueing network. Traditional policies as well as error metric that are designed for finite, bounded or compact state space, require infinite samples for providing any meaningful performance guarantee (e.g. $\ell_\infty$ error) for unbounded state space. That is, we need a new notion of performance metric. As the main contribution of this work, inspired by the literature in queuing systems and control theory, we propose stability as the notion of "goodness": the state dynamics under the policy should remain in a bounded region with high probability. As a proof of concept, we propose an RL policy using Sparse-Sampling-based Monte Carlo Oracle and argue that it satisfies the stability property as long as the system dynamics under the optimal policy respects a Lyapunov function. The assumption of existence of a Lyapunov function is not restrictive as it is equivalent to the positive recurrence or stability property of any Markov chain, i.e., if there is any policy that can stabilize the system then it must possess a Lyapunov function. And, our policy does not utilize the knowledge of the specific Lyapunov function. To make our method sample efficient, we provide an improved, sample efficient Sparse-Sampling-based Monte Carlo Oracle with Lipschitz value function that may be of interest in its own right. Furthermore, we design an adaptive version of the algorithm, based on carefully constructed statistical tests, which finds the correct tuning parameter automatically.

The upper confidence reinforcement learning (UCRL2) strategy introduced in (Jaksch et al., 2010) is a popular method to perform regret minimization in unknown discrete Markov Decision Processes under the average-reward criterion. Despite its nice and generic theoretical regret guarantees, this strategy and its variants have remained until now mostly theoretical as numerical experiments on simple environments exhibit long burn-in phases before the learning takes place. Motivated by practical efficiency, we present UCRL3, following the lines of UCRL2, but with two key modifications: First, it uses state-of-the-art time-uniform concentration inequalities, to compute confidence sets on the reward and transition distributions for each state-action pair. To further tighten exploration, we introduce an adaptive computation of the support of each transition distributions. This enables to revisit the extended value iteration procedure to optimize over distributions with reduced support by disregarding low probability transitions, while still ensuring near-optimism. We demonstrate, through numerical experiments on standard environments, that reducing exploration this way yields a substantial numerical improvement compared to UCRL2 and its variants. On the theoretical side, these key modifications enable to derive a regret bound for UCRL3 improving on UCRL2, that for the first time makes appear a notion of local diameter and effective support, thanks to variance-aware concentration bounds.

Online Courses Udemy Complete guide to Reinforcement Learning, with Stock Trading and Online Advertising Applications Created by Lazy Programmer Team, Lazy Programmer Inc. English [Auto-generated], French [Auto-generated], 4 more Students also bought Bayesian Machine Learning in Python: A/B Testing Ensemble Machine Learning in Python: Random Forest, AdaBoost Machine Learning A-Z: Hands-On Python & R In Data Science Complete Python Developer in 2020: Zero to Mastery Natural Language Processing with Deep Learning in Python Preview this course GET COUPON CODE Description When people talk about artificial intelligence, they usually don't mean supervised and unsupervised machine learning. These tasks are pretty trivial compared to what we think of AIs doing - playing chess and Go, driving cars, and beating video games at a superhuman level. Reinforcement learning has recently become popular for doing all of that and more. Much like deep learning, a lot of the theory was discovered in the 70s and 80s but it hasn't been until recently that we've been able to observe first hand the amazing results that are possible. In 2016 we saw Google's AlphaGo beat the world Champion in Go.

This paper describes the application of reinforcement learning (RL) to multi-product inventory management in supply chains. The problem description and solution are both adapted from a real-world business solution. The novelty of this problem with respect to supply chain literature is (i) we consider concurrent inventory management of a large number (50 to 1000) of products with shared capacity, (ii) we consider a multi-node supply chain consisting of a warehouse which supplies three stores, (iii) the warehouse, stores, and transportation from warehouse to stores have finite capacities, (iv) warehouse and store replenishment happen at different time scales and with realistic time lags, and (v) demand for products at the stores is stochastic. We describe a novel formulation in a multi-agent (hierarchical) reinforcement learning framework that can be used for parallelised decision-making, and use the advantage actor critic (A2C) algorithm with quantised action spaces to solve the problem. Experiments show that the proposed approach is able to handle a multi-objective reward comprised of maximising product sales and minimising wastage of perishable products.

Agile control of mobile manipulator is challenging because of the high complexity coupled by the robotic system and the unstructured working environment. Tracking and grasping a dynamic object with a random trajectory is even harder. In this paper, a multi-task reinforcement learning-based mobile manipulation control framework is proposed to achieve general dynamic object tracking and grasping. Several basic types of dynamic trajectories are chosen as the task training set. To improve the policy generalization in practice, random noise and dynamics randomization are introduced during the training process. Extensive experiments show that our policy trained can adapt to unseen random dynamic trajectories with about 0.1m tracking error and 75\% grasping success rate of dynamic objects. The trained policy can also be successfully deployed on a real mobile manipulator.