Reinforcement Learning
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.
Almost Optimal Model-Free Reinforcement Learning via Reference-Advantage Decomposition
Zhang, Zihan, Zhou, Yuan, Ji, Xiangyang
We study the reinforcement learning problem in the setting of finite-horizon episodic Markov Decision Processes (MDPs) with $S$ states, $A$ actions, and episode length $H$. We propose a model-free algorithm UCB-Advantage and prove that it achieves $\tilde{O}(\sqrt{H^2SAT})$ regret where $T = KH$ and $K$ is the number of episodes to play. Our regret bound improves upon the results of [Jin et al., 2018] and matches the best known model-based algorithms as well as the information theoretic lower bound up to logarithmic factors. We also show that UCB-Advantage achieves low local switching cost and applies to concurrent reinforcement learning, improving upon the recent results of [Bai et al., 2019].
DeepSoCS: A Neural Scheduler for Heterogeneous System-on-Chip (SoC) Resource Scheduling
Sung, Tegg Taekyong, Ha, Jeongsoo, Kim, Jeewoo, Yahja, Alex, Sohn, Chae-Bong, Ryu, Bo
In this paper, we~present a novel scheduling solution for a class of System-on-Chip (SoC) systems where heterogeneous chip resources (DSP, FPGA, GPU, etc.) must be efficiently scheduled for continuously arriving hierarchical jobs with their tasks represented by a directed acyclic graph. Traditionally, heuristic algorithms have been widely used for many resource scheduling domains, and Heterogeneous Earliest Finish Time (HEFT) has been a dominating state-of-the-art technique across a broad range of heterogeneous resource scheduling domains over many years. Despite their long-standing popularity, HEFT-like algorithms are known to be vulnerable to a small amount of noise added to the environment. Our Deep Reinforcement Learning (DRL)-based SoC Scheduler (DeepSoCS), capable of learning the "best" task ordering under dynamic environment changes, overcomes the brittleness of rule-based schedulers such as HEFT with significantly higher performance across different types of jobs. We~describe a DeepSoCS design process using a real-time heterogeneous SoC scheduling emulator, discuss major challenges, and present two novel neural network design features that lead to outperforming HEFT: (i) hierarchical job- and task-graph embedding; and (ii) efficient use of real-time task information in the state space. Furthermore, we~introduce effective techniques to address two fundamental challenges present in our environment: delayed consequences and joint actions. Through an extensive simulation study, we~show that our DeepSoCS exhibits the significantly higher performance of job execution time than that of HEFT with a higher level of robustness under realistic noise conditions. We~conclude with a discussion of the potential improvements for our DeepSoCS neural scheduler.
Entropy-Augmented Entropy-Regularized Reinforcement Learning and a Continuous Path from Policy Gradient to Q-Learning
Entropy augmented to reward is known to soften the greedy argmax policy to softmax policy. Entropy augmentation is reformulated and leads to a motivation to introduce an additional entropy term to the objective function in the form of KL-divergence to regularize optimization process. It results in a policy which monotonically improves while interpolating from the current policy to the softmax greedy policy. This policy is used to build a continuously parameterized algorithm which optimize policy and Q-function simultaneously and whose extreme limits correspond to policy gradient and Q-learning, respectively. Experiments show that there can be a performance gain using an intermediate algorithm. Both Q-learning[15] and policy gradient(PG)[13] update policy towards greedy one whether the policy is explicit or not.
State Action Separable Reinforcement Learning
Zhang, Ziyao, Ma, Liang, Leung, Kin K., Poularakis, Konstantinos, Srivatsa, Mudhakar
Reinforcement Learning (RL) based methods have seen their paramount successes in solving serial decision-making and control problems in recent years. For conventional RL formulations, Markov Decision Process (MDP) and state-action-value function are the basis for the problem modeling and policy evaluation. However, several challenging issues still remain. Among most cited issues, the enormity of state/action space is an important factor that causes inefficiency in accurately approximating the state-action-value function. We observe that although actions directly define the agents' behaviors, for many problems the next state after a state transition matters more than the action taken, in determining the return of such a state transition. In this regard, we propose a new learning paradigm, State Action Separable Reinforcement Learning (sasRL), wherein the action space is decoupled from the value function learning process for higher efficiency. Then, a light-weight transition model is learned to assist the agent to determine the action that triggers the associated state transition. In addition, our convergence analysis reveals that under certain conditions, the convergence time of sasRL is $O(T^{1/k})$, where $T$ is the convergence time for updating the value function in the MDP-based formulation and $k$ is a weighting factor. Experiments on several gaming scenarios show that sasRL outperforms state-of-the-art MDP-based RL algorithms by up to $75\%$.
Logical Team Q-learning: An approach towards factored policies in cooperative MARL
We address the challenge of learning factored policies in cooperative MARL scenarios. In particular, we consider the situation in which a team of agents collaborates to optimize a common cost. Our goal is to obtain factored policies that determine the individual behavior of each agent so that the resulting joint policy is optimal. In this work we make contributions to both the dynamic programming and reinforcement learning settings. In the dynamic programming case we provide a number of lemmas that prove the existence of such factored policies and we introduce an algorithm (along with proof of convergence) that provably leads to them. Then we introduce tabular and deep versions of Logical Team Q-learning, which is a stochastic version of the algorithm for the RL case. We conclude the paper by providing experiments that illustrate the claims.
Rapid Task-Solving in Novel Environments
Ritter, Sam, Faulkner, Ryan, Sartran, Laurent, Santoro, Adam, Botvinick, Matt, Raposo, David
When thrust into an unfamiliar environment and charged with solving a series of tasks, an effective agent should (1) leverage prior knowledge to solve its current task while (2) efficiently exploring to gather knowledge for use in future tasks, and then (3) plan using that knowledge when faced with new tasks in that same environment. We introduce two domains for conducting research on this challenge, and find that state-of-the-art deep reinforcement learning (RL) agents fail to plan in novel environments. We develop a recursive implicit planning module that operates over episodic memories, and show that the resulting deep-RL agent is able to explore and plan in novel environments, outperforming the nearest baseline by factors of 2-3 across the two domains. We find evidence that our module (1) learned to execute a sensible information-propagating algorithm and (2) generalizes to situations beyond its training experience.
Curiosity Killed the Cat and the Asymptotically Optimal Agent
Cohen, Michael K., Hutter, Marcus
Reinforcement learners are agents that learn to pick actions that lead to high reward. Ideally, the value of a reinforcement learner's policy approaches optimality--where the optimal informed policy is the one which maximizes reward. Unfortunately, we show that if an agent is guaranteed to be "asymptotically optimal" in any (stochastically computable) environment, then subject to an assumption about the true environment, this agent will be either destroyed or incapacitated with probability 1; both of these are forms of traps as understood in the Markov Decision Process literature. Environments with traps pose a well-known problem for agents, but we are unaware of other work which shows that traps are not only a risk, but a certainty, for agents of a certain caliber. Much work in reinforcement learning uses an ergodicity assumption to avoid this problem. Often, doing theoretical research under simplifying assumptions prepares us to provide practical solutions even in the absence of those assumptions, but the ergodicity assumption in reinforcement learning may have led us entirely astray in preparing safe and effective exploration strategies for agents in dangerous environments. Rather than assuming away the problem, we present an agent with the modest guarantee of approaching the performance of a mentor, doing safe exploration instead of reckless exploration.
Wasserstein Distance guided Adversarial Imitation Learning with Reward Shape Exploration
Zhang, Ming, Wang, Yawei, Ma, Xiaoteng, Xia, Li, Yang, Jun, Li, Zhiheng, Li, Xiu
The generative adversarial imitation learning (GAIL) has provided an adversarial learning framework for imitating expert policy from demonstrations in high-dimensional continuous tasks. However, almost all GAIL and its extensions only design a kind of reward function of logarithmic form in the adversarial training strategy with the Jensen-Shannon (JS) divergence for all complex environments. The fixed logarithmic type of reward function may be difficult to solve all complex tasks, and the vanishing gradients problem caused by the JS divergence will harm the adversarial learning process. In this paper, we propose a new algorithm named Wasserstein Distance guided Adversarial Imitation Learning (WDAIL) for promoting the performance of imitation learning (IL). There are three improvements in our method: (a) introducing the Wasserstein distance to obtain more appropriate measure in adversarial training process, (b) using proximal policy optimization (PPO) in the reinforcement learning stage which is much simpler to implement and makes the algorithm more efficient, and (c) exploring different reward function shapes to suit different tasks for improving the performance. The experiment results show that the learning procedure remains remarkably stable, and achieves significant performance in the complex continuous control tasks of MuJoCo.