Reinforcement Learning
AI-QMIX: Attention and Imagination for Dynamic Multi-Agent Reinforcement Learning
Iqbal, Shariq, de Witt, Christian A. Schroeder, Peng, Bei, Böhmer, Wendelin, Whiteson, Shimon, Sha, Fei
Real world multi-agent tasks often involve varying types and quantities of agents and non-agent entities. Agents frequently do not know a priori how many other agents and non-agent entities they will need to interact with in order to complete a given task, requiring agents to generalize across a combinatorial number of task configurations with each potentially requiring different strategies. In this work, we tackle the problem of multi-agent reinforcement learning (MARL) in such dynamic scenarios. We hypothesize that, while the optimal behaviors in these scenarios with varying quantities and types of agents/entities are diverse, they may share common patterns within sub-teams of agents that are combined to form team behavior. As such, we propose a method that can learn these subgroup relationships and how they can be combined, ultimately improving knowledge sharing and generalization across scenarios. This method, Attentive-Imaginative QMIX, extends QMIX for dynamic MARL in two ways: 1) an attention mechanism that enables model sharing across variable sized scenarios and 2) a training objective that improves learning across scenarios with varying combinations of agent/entity types by factoring the value function into imagined sub-scenarios. We validate our approach on both a novel grid-world task as well as a version of the StarCraft Multi-Agent Challenge [28] minimally modified for the dynamic scenario setting.
A Decentralized Policy Gradient Approach to Multi-task Reinforcement Learning
Zeng, Sihan, Anwar, Aqeel, Doan, Thinh, Romberg, Justin, Raychowdhury, Arijit
We develop a mathematical framework for solving multi-task reinforcement learning problems based on a type of decentralized policy gradient method. The goal in multi-task reinforcement learning is to learn a common policy that operates effectively in different environments; these environments have similar (or overlapping) state and action spaces, but have different rewards and dynamics. Agents immersed in each of these environments communicate with other agents by sharing their models (i.e. their policy parameterizations) but not their state/reward paths. Our analysis provides a convergence rate for a consensus-based distributed, entropy-regularized policy gradient method for finding such a policy. We demonstrate the effectiveness of the proposed method using a series of numerical experiments. These experiments range from small-scale "Grid World" problems that readily demonstrate the trade-offs involved in multi-task learning to large-scale problems, where common policies are learned to play multiple Atari games or to navigate an airborne drone in multiple (simulated) environments.
Neural Architecture Search with Reinforce and Masked Attention Autoregressive Density Estimators
Neural Architecture Search has become a focus of the Machine Learning community. Techniques span Bayesian optimization with Gaussian priors, evolutionary learning, reinforcement learning based on policy gradient, Q-learning, and Monte-Carlo tree search. In this paper, we present a reinforcement learning algorithm based on policy gradient that uses an attention-based autoregressive model to design the policy network. We demonstrate how performance can be further improved by training an ensemble of policy networks with shared parameters, each network conditioned on a different autoregressive factorization order. On the NASBench-101 search space, it outperforms most algorithms in the literature, including random search.
Reinforcement Learning: The Next Big Thing For AI (Artificial Intelligence)?
Digital generated image of data. When it comes to AI, much of the attention has been on deep learning. This part of the AI world has seen great strides, such as with image recognition. But of course, there are other areas of AI that look promising, such as reinforcement learning. Keep in mind that cutting-edge companies like Google's DeepMind and OpenAI have already made breakthroughs with this approach.
Stable and Efficient Policy Evaluation
Lyu, Daoming, Liu, Bo, Geist, Matthieu, Dong, Wen, Biaz, Saad, Wang, Qi
Policy evaluation algorithms are essential to reinforcement learning due to their ability to predict the performance of a policy. However, there are two long-standing issues lying in this prediction problem that need to be tackled: off-policy stability and on-policy efficiency. The conventional temporal difference (TD) algorithm is known to perform very well in the on-policy setting, yet is not off-policy stable. On the other hand, the gradient TD and emphatic TD algorithms are off-policy stable, but are not on-policy efficient. This paper introduces novel algorithms that are both off-policy stable and on-policy efficient by using the oblique projection method. The empirical experimental results on various domains validate the effectiveness of the proposed approach.
Regularized Off-Policy TD-Learning
Liu, Bo, Mahadevan, Sridhar, Liu, Ji
We present a novel $l_1$ regularized off-policy convergent TD-learning method (termed RO-TD), which is able to learn sparse representations of value functions with low computational complexity. The algorithmic framework underlying RO-TD integrates two key ideas: off-policy convergent gradient TD methods, such as TDC, and a convex-concave saddle-point formulation of non-smooth convex optimization, which enables first-order solvers and feature selection using online convex regularization. A detailed theoretical and experimental analysis of RO-TD is presented. A variety of experiments are presented to illustrate the off-policy convergence, sparse feature selection capability and low computational cost of the RO-TD algorithm.
Proximal Gradient Temporal Difference Learning: Stable Reinforcement Learning with Polynomial Sample Complexity
Liu, Bo, Gemp, Ian, Ghavamzadeh, Mohammad, Liu, Ji, Mahadevan, Sridhar, Petrik, Marek
In this paper, we introduce proximal gradient temporal difference learning, which provides a principled way of designing and analyzing true stochastic gradient temporal difference learning algorithms. We show how gradient TD (GTD) reinforcement learning methods can be formally derived, not by starting from their original objective functions, as previously attempted, but rather from a primal-dual saddle-point objective function. We also conduct a saddle-point error analysis to obtain finite-sample bounds on their performance. Previous analyses of this class of algorithms use stochastic approximation techniques to prove asymptotic convergence, and do not provide any finite-sample analysis. We also propose an accelerated algorithm, called GTD2-MP, that uses proximal ``mirror maps'' to yield an improved convergence rate. The results of our theoretical analysis imply that the GTD family of algorithms are comparable and may indeed be preferred over existing least squares TD methods for off-policy learning, due to their linear complexity. We provide experimental results showing the improved performance of our accelerated gradient TD methods.
Learning to Model Opponent Learning
Davies, Ian, Tian, Zheng, Wang, Jun
Multi-Agent Reinforcement Learning (MARL) considers settings in which a set of coexisting agents interact with one another and their environment. The adaptation and learning of other agents induces non-stationarity in the environment dynamics. This poses a great challenge for value function-based algorithms whose convergence usually relies on the assumption of a stationary environment. Policy search algorithms also struggle in multi-agent settings as the partial observability resulting from an opponent's actions not being known introduces high variance to policy training. Modelling an agent's opponent(s) is often pursued as a means of resolving the issues arising from the coexistence of learning opponents. An opponent model provides an agent with some ability to reason about other agents to aid its own decision making. Most prior works learn an opponent model by assuming the opponent is employing a stationary policy or switching between a set of stationary policies. Such an approach can reduce the variance of training signals for policy search algorithms. However, in the multi-agent setting, agents have an incentive to continually adapt and learn. This means that the assumptions concerning opponent stationarity are unrealistic. In this work, we develop a novel approach to modelling an opponent's learning dynamics which we term Learning to Model Opponent Learning (LeMOL). We show our structured opponent model is more accurate and stable than naive behaviour cloning baselines. We further show that opponent modelling can improve the performance of algorithmic agents in multi-agent settings.
Doubly Robust Off-Policy Value and Gradient Estimation for Deterministic Policies
Kallus, Nathan, Uehara, Masatoshi
Offline reinforcement learning, wherein one uses off-policy data logged by a fixed behavior policy to evaluate and learn new policies, is crucial in applications where experimentation is limited such as medicine. We study the estimation of policy value and gradient of a deterministic policy from off-policy data when actions are continuous. Targeting deterministic policies, for which action is a deterministic function of state, is crucial since optimal policies are always deterministic (up to ties). In this setting, standard importance sampling and doubly robust estimators for policy value and gradient fail because the density ratio does not exist. To circumvent this issue, we propose several new doubly robust estimators based on different kernelization approaches. We analyze the asymptotic mean-squared error of each of these under mild rate conditions for nuisance estimators. Specifically, we demonstrate how to obtain a rate that is independent of the horizon length.
A Multi-step and Resilient Predictive Q-learning Algorithm for IoT with Human Operators in the Loop: A Case Study in Water Supply Networks
Grammatopoulou, Maria, Kanellopoulos, Aris, ~Vamvoudakis, Kyriakos G., Lau, Nathan
We consider the problem of recommending resilient and predictive actions for an IoT network in the presence of faulty components, considering the presence of human operators manipulating the information of the environment the agent sees for containment purposes. The IoT network is formulated as a directed graph with a known topology whose objective is to maintain a constant and resilient flow between a source and a destination node. The optimal route through this network is evaluated via a predictive and resilient Q-learning algorithm which takes into account historical data about irregular operation, due to faults, as well as the feedback from the human operators that are considered to have extra information about the status of the network concerning locations likely to be targeted by attacks. To showcase our method, we utilize anonymized data from Arlington County, Virginia, to compute predictive and resilient scheduling policies for a smart water supply system, while avoiding (i) all the locations indicated to be attacked according to human operators (ii) as many as possible neighborhoods detected to have leaks or other faults. This method incorporates both the adaptability of the human and the computation capability of the machine to achieve optimal implementation containment and recovery actions in water distribution.