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 Reinforcement Learning


Deep reinforcement learning for supply chain and price optimization

#artificialintelligence

Supply chain and price management were among the first areas of enterprise operations that adopted data science and combinatorial optimization methods and have a long history of using these techniques with great success. Although a wide range of traditional optimization methods are available for inventory and price management applications, deep reinforcement learning has the potential to substantially improve the optimization capabilities for these and other types of enterprise operations due to impressive recent advances in the development of generic self-learning algorithms for optimal control. In this article, we explore how deep reinforcement learning methods can be applied in several basic supply chain and price management scenarios. The traditional price optimization process in retail or manufacturing environments is typically framed as a what-if analysis of different pricing scenarios using some sort of demand model. In many cases, the development of a demand model is challenging because it has to properly capture a wide range of factors and variables that influence demand, including regular prices, discounts, marketing activities, seasonality, competitor prices, cross-product cannibalization, and halo effects. Once the demand model is developed, however, the optimization process for pricing decisions is relatively straightforward, and standard techniques such as linear or integer programming typically suffice. For instance, consider an apparel retailer that purchases a seasonal product at the beginning of the season and has to sell it out by the end of the period. Assuming that a retailer chooses pricing levels from a discrete set (e.g., \$59.90, \$69.90, etc.) and can make price changes frequently (e.g., weekly), we can pose the following optimization problem: The first constraint ensures that each time interval has only one price, and the second constraint ensures that all demands sum up to the available stock level. This is an integer programming problem that can be solved using conventional optimization libraries.


LoCoQuad: An arachnoid-inspired robot for research and education purposes

#artificialintelligence

Machine learning techniques, such as reinforcement learning models, are now playing a crucial role in the development of smart and efficient robots.


Minimizing Age-of-Information for Fog Computing-supported Vehicular Networks with Deep Q-learning

arXiv.org Artificial Intelligence

Connected vehicular network is one of the key enablers for next generation cloud/fog-supported autonomous driving vehicles. Most connected vehicular applications require frequent status updates and Age of Information (AoI) is a more relevant metric to evaluate the performance of wireless links between vehicles and cloud/fog servers. This paper introduces a novel proactive and data-driven approach to optimize the driving route with a main objective of guaranteeing the confidence of AoI. In particular, we report a study on three month measurements of a multi-vehicle campus shuttle system connected to cloud/fog servers via a commercial LTE network. We establish empirical models for AoI in connected vehicles and investigate the impact of major factors on the performance of AoI. We also propose a Deep Q-Learning Netwrok (DQN)-based algorithm to decide the optimal driving route for each connected vehicle with maximized confidence level. Numerical results show that the proposed approach can lead to a significant improvement on the AoI confidence for various types of services supported.


Reinforcement Learning for Mixed-Integer Problems Based on MPC

arXiv.org Artificial Intelligence

Model Predictive Control has been recently proposed as policy approximation for Reinforcement Learning, offering a path towards safe and explainable Reinforcement Learning. This approach has been investigated for Q-learning and actor-critic methods, both in the context of nominal Economic MPC and Robust (N)MPC, showing very promising results. In that context, actor-critic methods seem to be the most reliable approach. Many applications include a mixture of continuous and integer inputs, for which the classical actor-critic methods need to be adapted. In this paper, we present a policy approximation based on mixed-integer MPC schemes, and propose a computationally inexpensive technique to generate exploration in the mixed-integer input space that ensures a satisfaction of the constraints. We then propose a simple compatible advantage function approximation for the proposed policy, that allows one to build the gradient of the mixed-integer MPC-based policy.


A Deep Ensemble Multi-Agent Reinforcement Learning Approach for Air Traffic Control

arXiv.org Artificial Intelligence

Air traffic control is an example of a highly challenging operational problem that is readily amenable to human expertise augmentation via decision support technologies. In this paper, we propose a new intelligent decision making framework that leverages multi-agent reinforcement learning (MARL) to dynamically suggest adjustments of aircraft speeds in real-time. The goal of the system is to enhance the ability of an air traffic controller to provide effective guidance to aircraft to avoid air traffic congestion, near-miss situations, and to improve arrival timeliness. We develop a novel deep ensemble MARL method that can concisely capture the complexity of the air traffic control problem by learning to efficiently arbitrate between the decisions of a local kernel-based RL model and a wider-reaching deep MARL model. The proposed method is trained and evaluated on an open-source air traffic management simulator developed by Eurocontrol. Extensive empirical results on a real-world dataset including thousands of aircraft demonstrate the feasibility of using multi-agent RL for the problem of en-route air traffic control and show that our proposed deep ensemble MARL method significantly outperforms three state-of-the-art benchmark approaches.


Learning 2-opt Heuristics for the Traveling Salesman Problem via Deep Reinforcement Learning

arXiv.org Artificial Intelligence

Recent works using deep learning to solve the Traveling Salesman Problem (TSP) have focused on learning construction heuristics. Such approaches find TSP solutions of good quality but require additional procedures such as beam search and sampling to improve solutions and achieve state-of-the-art performance. However, few studies have focused on improvement heuristics, where a given solution is improved until reaching a near-optimal one. In this work, we propose to learn a local search heuristic based on 2-opt operators via deep reinforcement learning. We propose a policy gradient algorithm to learn a stochastic policy that selects 2-opt operations given a current solution. Moreover, we introduce a policy neural network that leverages a pointing attention mechanism, which unlike previous works, can be easily extended to more general k-opt moves. Our results show that the learned policies can improve even over random initial solutions and approach near-optimal solutions at a faster rate than previous state-of-the-art deep learning methods.


r/artificial - Google DeepMind 'Agent 57' Beats Human Baselines Across Atari Games Suite

#artificialintelligence

DeepMind's breakthroughs in recent years are well documented, and the UK AI company has repeatedly stressed that mastering Go, StarCraft, etc. were not ends in themselves but rather steps toward artificial general intelligence (AGI). DeepMind's latest achievement stays on path: Agent57 is the ultimate gamer, the first deep reinforcement learning (RL) agent to top human baseline scores on all games in the Atari57 test set.



Safe Reinforcement Learning via Projection on a Safe Set: How to Achieve Optimality?

arXiv.org Artificial Intelligence

For all its successes, Reinforcement Learning (RL) still struggles to deliver formal guarantees on the closed-loop behavior of the learned policy. Among other things, guaranteeing the safety of RL with respect to safety-critical systems is a very active research topic. Some recent contributions propose to rely on projections of the inputs delivered by the learned policy into a safe set, ensuring that the system safety is never jeopardized. Unfortunately, it is unclear whether this operation can be performed without disrupting the learning process. This paper addresses this issue. The problem is analysed in the context of $Q$-learning and policy gradient techniques. We show that the projection approach is generally disruptive in the context of $Q$-learning though a simple alternative solves the issue, while simple corrections can be used in the context of policy gradient methods in order to ensure that the policy gradients are unbiased. The proposed results extend to safe projections based on robust MPC techniques.


Value Driven Representation for Human-in-the-Loop Reinforcement Learning

arXiv.org Artificial Intelligence

Interactive adaptive systems powered by Reinforcement Learning (RL) have many potential applications, such as intelligent tutoring systems. In such systems there is typically an external human system designer that is creating, monitoring and modifying the interactive adaptive system, trying to improve its performance on the target outcomes. In this paper we focus on algorithmic foundation of how to help the system designer choose the set of sensors or features to define the observation space used by reinforcement learning agent. We present an algorithm, value driven representation (VDR), that can iteratively and adaptively augment the observation space of a reinforcement learning agent so that is sufficient to capture a (near) optimal policy. To do so we introduce a new method to optimistically estimate the value of a policy using offline simulated Monte Carlo rollouts. We evaluate the performance of our approach on standard RL benchmarks with simulated humans and demonstrate significant improvement over prior baselines.