Reinforcement Learning
Model-Based Reinforcement Learning with Value-Targeted Regression
Ayoub, Alex, Jia, Zeyu, Szepesvari, Csaba, Wang, Mengdi, Yang, Lin F.
This paper studies model-based reinforcement learning (RL) for regret minimization. We focus on finite-horizon episodic RL where the transition model $P$ belongs to a known family of models $\mathcal{P}$, a special case of which is when models in $\mathcal{P}$ take the form of linear mixtures: $P_{\theta} = \sum_{i=1}^{d} \theta_{i}P_{i}$. We propose a model based RL algorithm that is based on optimism principle: In each episode, the set of models that are `consistent' with the data collected is constructed. The criterion of consistency is based on the total squared error of that the model incurs on the task of predicting \emph{values} as determined by the last value estimate along the transitions. The next value function is then chosen by solving the optimistic planning problem with the constructed set of models. We derive a bound on the regret, which, in the special case of linear mixtures, the regret bound takes the form $\tilde{\mathcal{O}}(d\sqrt{H^{3}T})$, where $H$, $T$ and $d$ are the horizon, total number of steps and dimension of $\theta$, respectively. In particular, this regret bound is independent of the total number of states or actions, and is close to a lower bound $\Omega(\sqrt{HdT})$. For a general model family $\mathcal{P}$, the regret bound is derived using the notion of the so-called Eluder dimension proposed by Russo & Van Roy (2014).
Reinforcement learning and Bayesian data assimilation for model-informed precision dosing in oncology
Maier, Corinna, Hartung, Niklas, Kloft, Charlotte, Huisinga, Wilhelm, de Wiljes, Jana
Model-informed precision dosing (MIPD) using therapeutic drug/biomarker monitoring offers the opportunity to significantly improve the efficacy and safety of drug therapies. Current strategies comprise model-informed dosing tables or are based on maximum a-posteriori estimates. These approaches, however, lack a quantification of uncertainty and/or consider only part of the available patient-specific information. We propose three novel approaches for MIPD employing Bayesian data assimilation (DA) and/or reinforcement learning (RL) to control neutropenia, the major dose-limiting side effect in anticancer chemotherapy. These approaches have the potential to substantially reduce the incidence of life-threatening grade 4 and subtherapeutic grade 0 neutropenia compared to existing approaches. We further show that RL allows to gain further insights by identifying patient factors that drive dose decisions. Due to its flexibility, the proposed combined DA-RL approach can easily be extended to integrate multiple endpoints or patient-reported outcomes, thereby promising important benefits for future personalized therapies.
Robust Reinforcement Learning with Wasserstein Constraint
Hou, Linfang, Pang, Liang, Hong, Xin, Lan, Yanyan, Ma, Zhiming, Yin, Dawei
Robust Reinforcement Learning aims to find the optimal policy with some extent of robustness to environmental dynamics. Existing learning algorithms usually enable the robustness through disturbing the current state or simulating environmental parameters in a heuristic way, which lack quantified robustness to the system dynamics (i.e. transition probability). To overcome this issue, we leverage Wasserstein distance to measure the disturbance to the reference transition kernel. With Wasserstein distance, we are able to connect transition kernel disturbance to the state disturbance, i.e. reduce an infinite-dimensional optimization problem to a finite-dimensional risk-aware problem. Through the derived risk-aware optimal Bellman equation, we show the existence of optimal robust policies, provide a sensitivity analysis for the perturbations, and then design a novel robust learning algorithm--Wasserstein Robust Advantage Actor-Critic algorithm (WRAAC). The effectiveness of the proposed algorithm is verified in the Cart-Pole environment.
Adversarial Attacks on Reinforcement Learning based Energy Management Systems of Extended Range Electric Delivery Vehicles
Wang, Pengyue, Li, Yan, Shekhar, Shashi, Northrop, William F.
Adversarial examples are firstly investigated in the area of computer vision: by adding some carefully designed ''noise'' to the original input image, the perturbed image that cannot be distinguished from the original one by human, can fool a well-trained classifier easily. In recent years, researchers also demonstrated that adversarial examples can mislead deep reinforcement learning (DRL) agents on playing video games using image inputs with similar methods. However, although DRL has been more and more popular in the area of intelligent transportation systems, there is little research investigating the impacts of adversarial attacks on them, especially for algorithms that do not take images as inputs. In this work, we investigated several fast methods to generate adversarial examples to significantly degrade the performance of a well-trained DRL- based energy management system of an extended range electric delivery vehicle. The perturbed inputs are low-dimensional state representations and close to the original inputs quantified by different kinds of norms. Our work shows that, to apply DRL agents on real-world transportation systems, adversarial examples in the form of cyber-attack should be considered carefully, especially for applications that may lead to serious safety issues.
Deep R-Learning for Continual Area Sweeping
Shah, Rishi, Jiang, Yuqian, Hart, Justin, Stone, Peter
Coverage path planning is a well-studied problem in robotics in which a robot must plan a path that passes through every point in a given area repeatedly, usually with a uniform frequency. To address the scenario in which some points need to be visited more frequently than others, this problem has been extended to non-uniform coverage planning. This paper considers the variant of non-uniform coverage in which the robot does not know the distribution of relevant events beforehand and must nevertheless learn to maximize the rate of detecting events of interest. This continual area sweeping problem has been previously formalized in a way that makes strong assumptions about the environment, and to date only a greedy approach has been proposed. We generalize the continual area sweeping formulation to include fewer environmental constraints, and propose a novel approach based on reinforcement learning in a Semi-Markov Decision Process. This approach is evaluated in an abstract simulation and in a high fidelity Gazebo simulation. These evaluations show significant improvement upon the existing approach in general settings, which is especially relevant in the growing area of service robotics.
Modern Reinforcement Learning: Actor-Critic Methods
In this advanced course on deep reinforcement learning, you will learn how to implement policy gradient, actor critic, deep deterministic policy gradient (DDPG), and twin delayed deep deterministic policy gradient (TD3) algorithms in a variety of challenging environments from the Open AI gym. From there we will progress to teaching an agent to balance the cart pole using Q learning. After mastering the fundamentals, the pace quickens, and we move straight into an introduction to policy gradient methods. We cover the REINFORCE algorithm, and use it to teach an artificial intelligence to land on the moon in the lunar lander environment from the Open AI gym. Next we progress to coding up the one step actor critic algorithm, to again beat the lunar lander.
Variational Reward Estimator Bottleneck: Learning Robust Reward Estimator for Multi-Domain Task-Oriented Dialog
Park, Jeiyoon, Lee, Chanhee, Kim, Kuekyeng, Lim, Heuiseok
Despite its notable success in adversarial learning approaches to multi-domain task-oriented dialog system, training the dialog policy via adversarial inverse reinforcement learning often fails to balance the performance of the policy generator and reward estimator. During optimization, the reward estimator often overwhelms the policy generator and produces excessively uninformative gradients. We proposes the Variational Reward estimator Bottleneck (VRB), which is an effective regularization method that aims to constrain unproductive information flows between inputs and the reward estimator. The VRB focuses on capturing discriminative features, by exploiting information bottleneck on mutual information. Empirical results on a multi-domain task-oriented dialog dataset demonstrate that the VRB significantly outperforms previous methods.
MM-KTD: Multiple Model Kalman Temporal Differences for Reinforcement Learning
Malekzadeh, Parvin, Salimibeni, Mohammad, Mohammadi, Arash, Assa, Akbar, Plataniotis, Konstantinos N.
There has been an increasing surge of interest on development of advanced Reinforcement Learning (RL) systems as intelligent approaches to learn optimal control policies directly from smart agents' interactions with the environment. Objectives: In a model-free RL method with continuous state-space, typically, the value function of the states needs to be approximated. In this regard, Deep Neural Networks (DNNs) provide an attractive modeling mechanism to approximate the value function using sample transitions. DNN-based solutions, however, suffer from high sensitivity to parameter selection, are prone to overfitting, and are not very sample efficient. A Kalman-based methodology, on the other hand, could be used as an efficient alternative. Such an approach, however, commonly requires a-priori information about the system (such as noise statistics) to perform efficiently. The main objective of this paper is to address this issue. Methods: As a remedy to the aforementioned problems, this paper proposes an innovative Multiple Model Kalman Temporal Difference (MM-KTD) framework, which adapts the parameters of the filter using the observed states and rewards. Moreover, an active learning method is proposed to enhance the sampling efficiency of the system. More specifically, the estimated uncertainty of the value functions are exploited to form the behaviour policy leading to more visits to less certain values, therefore, improving the overall learning sample efficiency. As a result, the proposed MM-KTD framework can learn the optimal policy with significantly reduced number of samples as compared to its DNN-based counterparts. Results: To evaluate performance of the proposed MM-KTD framework, we have performed a comprehensive set of experiments based on three RL benchmarks. Experimental results show superiority of the MM-KTD framework in comparison to its state-of-the-art counterparts.
AI-based Resource Allocation: Reinforcement Learning for Adaptive Auto-scaling in Serverless Environments
Schuler, Lucia, Jamil, Somaya, Kühl, Niklas
Serverless computing has emerged as a compelling new paradigm of cloud computing models in recent years. It promises the user services at large scale and low cost while eliminating the need for infrastructure management. On cloud provider side, flexible resource management is required to meet fluctuating demand. It can be enabled through automated provisioning and deprovisioning of resources. A common approach among both commercial and open source serverless computing platforms is workload-based auto-scaling, where a designated algorithm scales instances according to the number of incoming requests. In the recently evolving serverless framework Knative a request-based policy is proposed, where the algorithm scales resources by a configured maximum number of requests that can be processed in parallel per instance, the so-called concurrency. As we show in a baseline experiment, this predefined concurrency level can strongly influence the performance of a serverless application. However, identifying the concurrency configuration that yields the highest possible quality of service is a challenging task due to various factors, e.g. varying workload and complex infrastructure characteristics, influencing throughput and latency. While there has been considerable research into intelligent techniques for optimizing auto-scaling for virtual machine provisioning, this topic has not yet been discussed in the area of serverless computing. For this reason, we investigate the applicability of a reinforcement learning approach, which has been proven on dynamic virtual machine provisioning, to request-based auto-scaling in a serverless framework. Our results show that within a limited number of iterations our proposed model learns an effective scaling policy per workload, improving the performance compared to the default auto-scaling configuration.
Local and Global Explanations of Agent Behavior: Integrating Strategy Summaries with Saliency Maps
Huber, Tobias, Weitz, Katharina, André, Elisabeth, Amir, Ofra
With advances in reinforcement learning (RL), agents are now being developed in high-stakes application domains such as healthcare and transportation. Explaining the behavior of these agents is challenging, as the environments in which they act have large state spaces, and their decision-making can be affected by delayed rewards, making it difficult to analyze their behavior. To address this problem, several approaches have been developed. Some approaches attempt to convey the $\textit{global}$ behavior of the agent, describing the actions it takes in different states. Other approaches devised $\textit{local}$ explanations which provide information regarding the agent's decision-making in a particular state. In this paper, we combine global and local explanation methods, and evaluate their joint and separate contributions, providing (to the best of our knowledge) the first user study of combined local and global explanations for RL agents. Specifically, we augment strategy summaries that extract important trajectories of states from simulations of the agent with saliency maps which show what information the agent attends to. Our results show that the choice of what states to include in the summary (global information) strongly affects people's understanding of agents: participants shown summaries that included important states significantly outperformed participants who were presented with agent behavior in a randomly set of chosen world-states. We find mixed results with respect to augmenting demonstrations with saliency maps (local information), as the addition of saliency maps did not significantly improve performance in most cases. However, we do find some evidence that saliency maps can help users better understand what information the agent relies on in its decision making, suggesting avenues for future work that can further improve explanations of RL agents.