Reinforcement Learning
Modeling Survival in model-based Reinforcement Learning
Moazami, Saeed, Doerschuk, Peggy
Although recent model-free reinforcement learning algorithms have been shown to be capable of mastering complicated decision-making tasks, the sample complexity of these methods has remained a hurdle to utilizing them in many real-world applications. In this regard, model-based reinforcement learning proposes some remedies. Yet, inherently, model-based methods are more computationally expensive and susceptible to sub-optimality. One reason is that model-generated data are always less accurate than real data, and this often leads to inaccurate transition and reward function models. With the aim to mitigate this problem, this work presents the notion of survival by discussing cases in which the agent's goal is to survive and its analogy to maximizing the expected rewards. To that end, a substitute model for the reward function approximator is introduced that learns to avoid terminal states rather than to maximize accumulated rewards from safe states. Focusing on terminal states, as a small fraction of state-space, reduces the training effort drastically. Next, a model-based reinforcement learning method is proposed (Survive) to train an agent to avoid dangerous states through a safety map model built upon temporal credit assignment in the vicinity of terminal states. Finally, the performance of the presented algorithm is investigated, along with a comparison between the proposed and current methods.
Time Adaptive Reinforcement Learning
Reinforcement learning (RL) allows to solve complex tasks such as Go often with a stronger performance than humans. However, the learned behaviors are usually fixed to specific tasks and unable to adapt to different contexts. Here we consider the case of adapting RL agents to different time restrictions, such as finishing a task with a given time limit that might change from one task execution to the next. We define such problems as Time Adaptive Markov Decision Processes and introduce two model-free, value-based algorithms: the Independent Gamma-Ensemble and the n-Step Ensemble. In difference to classical approaches, they allow a zero-shot adaptation between different time restrictions. The proposed approaches represent general mechanisms to handle time adaptive tasks making them compatible with many existing RL methods, algorithms, and scenarios.
What Is Deep Reinforcement Learning?
Along with unsupervised machine learning and supervised learning, another common form of AI creation is reinforcement learning. Beyond regular reinforcement learning, deep reinforcement learning can lead to astonishingly impressive results, thanks to the fact that it combines the best aspects of both deep learning and reinforcement learning. Let's take a look at precisely how deep reinforcement learning operates. Note that this article won't delve too deeply into the formulas used in deep reinforcement learning, rather it aims to give the reader a high level intution for how the process works. Before we dive into deep reinforcement learning, it might be a good idea to refresh ourselves on how regular reinforcement learning works.
Deep Reinforcement Learning for Adaptive Learning Systems
Li, Xiao, Xu, Hanchen, Zhang, Jinming, Chang, Hua-hua
In this paper, we formulate the adaptive learning problem---the problem of how to find an individualized learning plan (called policy) that chooses the most appropriate learning materials based on learner's latent traits---faced in adaptive learning systems as a Markov decision process (MDP). We assume latent traits to be continuous with an unknown transition model. We apply a model-free deep reinforcement learning algorithm---the deep Q-learning algorithm---that can effectively find the optimal learning policy from data on learners' learning process without knowing the actual transition model of the learners' continuous latent traits. To efficiently utilize available data, we also develop a transition model estimator that emulates the learner's learning process using neural networks. The transition model estimator can be used in the deep Q-learning algorithm so that it can more efficiently discover the optimal learning policy for a learner. Numerical simulation studies verify that the proposed algorithm is very efficient in finding a good learning policy, especially with the aid of a transition model estimator, it can find the optimal learning policy after training using a small number of learners.
F2A2: Flexible Fully-decentralized Approximate Actor-critic for Cooperative Multi-agent Reinforcement Learning
Li, Wenhao, Jin, Bo, Wang, Xiangfeng, Yan, Junchi, Zha, Hongyuan
Traditional centralized multi-agent reinforcement learning (MARL) algorithms are sometimes unpractical in complicated applications, due to non-interactivity between agents, curse of dimensionality and computation complexity. Hence, several decentralized MARL algorithms are motivated. However, existing decentralized methods only handle the fully cooperative setting where massive information needs to be transmitted in training. The block coordinate gradient descent scheme they used for successive independent actor and critic steps can simplify the calculation, but it causes serious bias. In this paper, we propose a flexible fully decentralized actor-critic MARL framework, which can combine most of actor-critic methods, and handle large-scale general cooperative multi-agent setting. A primal-dual hybrid gradient descent type algorithm framework is designed to learn individual agents separately for decentralization. From the perspective of each agent, policy improvement and value evaluation are jointly optimized, which can stabilize multi-agent policy learning. Furthermore, our framework can achieve scalability and stability for large-scale environment and reduce information transmission, by the parameter sharing mechanism and a novel modeling-other-agents methods based on theory-of-mind and online supervised learning. Sufficient experiments in cooperative Multi-agent Particle Environment and StarCraft II show that our decentralized MARL instantiation algorithms perform competitively against conventional centralized and decentralized methods.
Knowledge-guided Deep Reinforcement Learning for Interactive Recommendation
Chen, Xiaocong, Huang, Chaoran, Yao, Lina, Wang, Xianzhi, Liu, Wei, Zhang, Wenjie
Interactive recommendation aims to learn from dynamic interactions between items and users to achieve responsiveness and accuracy. Reinforcement learning is inherently advantageous for coping with dynamic environments and thus has attracted increasing attention in interactive recommendation research. Inspired by knowledge-aware recommendation, we proposed Knowledge-Guided deep Reinforcement learning (KGRL) to harness the advantages of both reinforcement learning and knowledge graphs for interactive recommendation. This model is implemented upon the actor-critic network framework. It maintains a local knowledge network to guide decision-making and employs the attention mechanism to capture long-term semantics between items. We have conducted comprehensive experiments in a simulated online environment with six public real-world datasets and demonstrated the superiority of our model over several state-of-the-art methods.
Learning to learn Berkeley Engineering
Taking inspiration from the way that children instinctively learn and adapt to a wide range of unpredictable environments, Abbeel and assistant professor Sergey Levine are developing algorithms that enable robots to learn from past experiences -- and even from other robots. Based on a principle called deep reinforcement learning, their work is bringing robots past a crucial threshold in demonstrating human-like intelligence, with the ability to independently solve problems and master new tasks in a quicker, more efficient manner.
An Application of Deep Reinforcement Learning to Algorithmic Trading - Damien Ernst
This research paper presents a novel deep reinforcement learning (DRL) solution to the decision-making problem behind algorithmic trading in the stock markets: selecting the appropriate trading action (buy, hold or sell shares) without human intervention. Naturally, the core objective is to achieve an appreciable profit while efficiently mitigating the trading risk. This specific task is particularly complex due to the sequential nature of the problem as well as the stochastic and adversarial aspects of the environment. Moreover, a huge amount of both quantitative and qualitative information, which is generally not available, influences the dynamics of this environment. Until now, DRL algorithms mainly focused on well-known environment with specific properties, such as games.
Preferred Networks at NeurIPS 2019 Preferred Networks Research & Development
Preferred Networks, as a research-oriented AI startup, participates every year in NeurIPS, the world's biggest machine learning conference. This post highlights our accomplishments and activities at NeurIPS 2019. We are very excited to be a part of it & looking forward to seeing top ML researchers from all over the world there! This year, four papers from Preferred Networks have been accepted for poster presentation. Three of them are based on ex-intern's work and we are very proud of their dedication and high-quality research.
Data-Driven Robust Control Using Reinforcement Learning
Ngo, Phuong D., Godtliebsen, Fred
This paper proposes a robust control design method using reinforcement-learning for controlling partially-unknown dynamical systems under uncertain conditions. The method extends the optimal reinforcement-learning algorithm with a new learning technique that is based on the robust control theory. By learning from the data, the algorithm proposed actions that guarantees the stability of the closed loop system within the uncertainties estimated from the data. Control policies are calculated by solving a set of linear matrix inequalities. The controller was evaluated using simulations on a blood glucose model for patients with type-1 diabetes. Simulation results show that the proposed methodology is capable of safely regulates the blood glucose within a healthy level under the influence of measurement and process noises. The controller has also significantly reduced the post-meal fluctuation of the blood glucose. A comparison between the proposed algorithm and the existing optimal reinforcement learning algorithm shows the improved robustness of the closed loop system using our method.