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.

Active inference offers a first principle account of sentient behaviour, from which special and important cases can be derived, e.g., reinforcement learning, active learning, Bayes optimal inference, Bayes optimal design, etc. Active inference resolves the exploitation-exploration dilemma in relation to prior preferences, by placing information gain on the same footing as reward or value. In brief, active inference replaces value functions with functionals of (Bayesian) beliefs, in the form of an expected (variational) free energy. In this paper, we consider a sophisticated kind of active inference, using a recursive form of expected free energy. Sophistication describes the degree to which an agent has beliefs about beliefs. We consider agents with beliefs about the counterfactual consequences of action for states of affairs and beliefs about those latent states. In other words, we move from simply considering beliefs about "what would happen if I did that" to "what would I believe about what would happen if I did that". The recursive form of the free energy functional effectively implements a deep tree search over actions and outcomes in the future. Crucially, this search is over sequences of belief states, as opposed to states per se. We illustrate the competence of this scheme, using numerical simulations of deep decision problems.

Recent work in the behavioural sciences has begun to overturn the long-held belief that human decision making is irrational, suboptimal and subject to biases. This turn to the rational suggests that human decision making may be a better source of ideas for constraining how machine learning problems are defined than would otherwise be the case. One promising idea concerns human decision making that is dependent on apparently irrelevant aspects of the choice context. Previous work has shown that by taking into account choice context and making relational observations, people can maximize expected value. Other work has shown that Partially observable Markov decision processes (POMDPs) are a useful way to formulate human-like decision problems. Here, we propose a novel POMDP model for contextual choice tasks and show that, despite the apparent irrationalities, a reinforcement learner can take advantage of the way that humans make decisions. We suggest that human irrationalities may offer a productive source of inspiration for improving the design of AI architectures and machine learning methods.

Curriculum Reinforcement Learning (CRL) improves the learning speed and stability of an agent by exposing it to a tailored series of tasks throughout learning. Despite empirical successes, an open question in CRL is how to automatically generate a curriculum for a given Reinforcement Learning (RL) agent, avoiding manual design. In this paper, we propose an answer by interpreting the curriculum generation as an inference problem, where distributions over tasks are progressively learned to approach the target task. This approach leads to an automatic curriculum generation, whose \textit{pace} is controlled by the agent, with solid theoretical motivation and easily coupleable with deep RL algorithms. In the conducted experiments, the curricula generated with the proposed algorithm significantly improve learning performance across several environments and deep RL algorithms, matching or outperforming state-of-the-art CRL algorithms.

Learning models of user behaviour is an important problem that is broadly applicable across many application domains requiring human-robot interaction. In this work, we show that it is possible to learn generative models for distinct user behavioural types, extracted from human demonstrations, by enforcing clustering of preferred task solutions within the latent space. We use these models to differentiate between user types and to find cases with overlapping solutions. Moreover, we can alter an initially guessed solution to satisfy the preferences that constitute a particular user type by backpropagating through the learned differentiable models. An advantage of structuring generative models in this way is that we can extract causal relationships between symbols that might form part of the user's specification of the task, as manifested in the demonstrations. We further parameterize these specifications through constraint optimization in order to find a safety envelope under which motion planning can be performed. We show that the proposed method is capable of correctly distinguishing between three user types, who differ in degrees of cautiousness in their motion, while performing the task of moving objects with a kinesthetically driven robot in a tabletop environment. Our method successfully identifies the correct type, within the specified time, in 99% [97.8 - 99.8] of the cases, which outperforms an IRL baseline. We also show that our proposed method correctly changes a default trajectory to one satisfying a particular user specification even with unseen objects. The resulting trajectory is shown to be directly implementable on a PR2 humanoid robot completing the same task.

Deep reinforcement learning methods have achieved state-of-the-art results in a variety of challenging, high-dimensional domains ranging from video games to locomotion. The key to success has been the use of deep neural networks used to approximate the policy and value function. Yet, substantial tuning of weights is required for good results. We instead use randomized function approximation. Such networks are not only cheaper than training fully connected networks but also improve the numerical performance. We present \texttt{RANDPOL}, a generalized policy iteration algorithm for MDPs with continuous state and action spaces. Both the policy and value functions are represented with randomized networks. We also give finite time guarantees on the performance of the algorithm. Then we show the numerical performance on challenging environments and compare them with deep neural network based algorithms.

Policy distillation, which transfers a teacher policy to a student policy has achieved great success in challenging tasks of deep reinforcement learning. This teacher-student framework requires a well-trained teacher model which is computationally expensive. Moreover, the performance of the student model could be limited by the teacher model if the teacher model is not optimal. In the light of collaborative learning, we study the feasibility of involving joint intellectual efforts from diverse perspectives of student models. In this work, we introduce dual policy distillation(DPD), a student-student framework in which two learners operate on the same environment to explore different perspectives of the environment and extract knowledge from each other to enhance their learning. The key challenge in developing this dual learning framework is to identify the beneficial knowledge from the peer learner for contemporary learning-based reinforcement learning algorithms, since it is unclear whether the knowledge distilled from an imperfect and noisy peer learner would be helpful. To address the challenge, we theoretically justify that distilling knowledge from a peer learner will lead to policy improvement and propose a disadvantageous distillation strategy based on the theoretical results. The conducted experiments on several continuous control tasks show that the proposed framework achieves superior performance with a learning-based agent and function approximation without the use of expensive teacher models.