For effective matching of resources (e.g., taxis, food, bikes, shopping items) to customer demand, aggregation systems have been extremely successful. In aggregation systems, a central entity (e.g., Uber, Food Panda, Ofo) aggregates supply (e.g., drivers, delivery personnel) and matches demand to supply on a continuous basis (sequential decisions). Due to the objective of the central entity to maximize its profits, individual suppliers get sacrificed thereby creating incentive for individuals to leave the system. In this paper, we consider the problem of learning approximate equilibrium solutions (win-win solutions) in aggregation systems, so that individuals have an incentive to remain in the aggregation system. Unfortunately, such systems have thousands of agents and have to consider demand uncertainty and the underlying problem is a (Partially Observable) Stochastic Game. Given the significant complexity of learning or planning in a stochastic game, we make three key contributions: (a) To exploit infinitesimally small contribution of each agent and anonymity (reward and transitions between agents are dependent on agent counts) in interactions, we represent this as a Multi-Agent Reinforcement Learning (MARL) problem that builds on insights from non-atomic congestion games model; (b) We provide a novel variance reduction mechanism for moving joint solution towards Nash Equilibrium that exploits the infinitesimally small contribution of each agent; and finally (c) We provide detailed results on three different domains to demonstrate the utility of our approach in comparison to state-of-the-art methods.

Reinforcement learning systems require good representations to work well. For decades practical success in reinforcement learning was limited to small domains. Deep reinforcement learning systems, on the other hand, are scalable, not dependent on domain specific prior knowledge and have been successfully used to play Atari, in 3D navigation from pixels, and to control high degree of freedom robots. Unfortunately, the performance of deep reinforcement learning systems is sensitive to hyper-parameter settings and architecture choices. Even well tuned systems exhibit significant instability both within a trial and across experiment replications. In practice, significant expertise and trial and error are usually required to achieve good performance. One potential source of the problem is known as catastrophic interference: when later training decreases performance by overriding previous learning. Interestingly, the powerful generalization that makes Neural Networks (NN) so effective in batch supervised learning might explain the challenges when applying them in reinforcement learning tasks. In this paper, we explore how online NN training and interference interact in reinforcement learning. We find that simply re-mapping the input observations to a high-dimensional space improves learning speed and parameter sensitivity. We also show this preprocessing reduces interference in prediction tasks. More practically, we provide a simple approach to NN training that is easy to implement, and requires little additional computation. We demonstrate that our approach improves performance in both prediction and control with an extensive batch of experiments in classic control domains.

Dear friends, Welcome to the March 15 edition of the Sunday Briefing. This week we take advantage of the increased world wide attention on the current SARS-CoV-2 pandemic and take a deep look at how we might soon be looking at 1 Million Infected Americans, how we can strengthen the use of models during epidemics, and at The effect of travel restrictions. In addition, we also take another look at Simpson's Paradox, Data Trees, a new dataset on grocery purchases in London, analyze how to uncover patterns in high dimensional time series, have an overview of Causal Interpretability for ML and Deep Reinforcement Learning For Trading. Finally, in our video of the week, the good folks over at 3Blue1Brown give us an excellent overview of Exponential growth and epidemics to help us to better interpret the numbers we see in the news. Data shows that the best way for a newsletter to grow is by word of mouth, so if you think one of your friends or colleagues would enjoy this newsletter, just go ahead and forward this email to them and help us spread the word!

Learning controls in high-dimensional continuous action spaces, such as controlling the movements of highly articulated agents and robots, has long been a standing challenge to model-free deep reinforcement learning (DRL). In this paper we propose a general, yet simple, framework for improving the action exploration of policy gradient DRL algorithms. Our approach adapts ideas from the particle filtering literature to dynamically discretize the continuous action space and track policies represented as a mixture of Gaussians. We demonstrate the applicability of our approach on state-of-the-art DRL baselines in challenging high-dimensional motor tasks involving articulated agents. We show that our adaptive particle-based discretization leads to improved final performance and speed of convergence as compared to uniform discretization schemes and to corresponding implementations in continuous action spaces, highlighting the importance of exploration. In addition, the resulting policies are more stable, exhibiting less variance across different training trials.

We study how to use unsupervised learning for efficient exploration in reinforcement learning with rich observations generated from a small number of latent states. We present a novel algorithmic framework that is built upon two components: an unsupervised learning algorithm and a no-regret reinforcement learning algorithm. We show that our algorithm provably finds a near-optimal policy with sample complexity polynomial in the number of latent states, which is significantly smaller than the number of possible observations. Our result gives theoretical justification to the prevailing paradigm of using unsupervised learning for efficient exploration [tang2017exploration,bellemare2016unifying].

Battlesnake is an AI competition based on the traditional snake game in which multiple AI-powered snakes compete to be the last snake surviving. Battlesnake attracts a community of developers at all levels. Hundreds of snakes compete and rise up in the ranks in the online Battlesnake global arena. Battlesnake also hosts several offline events that are attended by more than a thousand developers and non-developers alike and are streamed on Twitch. Teams of developers build snakes for the competition and learn new tech skills, learn to collaborate, and have fun. Teams can build snakes by using a variety of strategies ranging from state-of-the-art deep reinforcement learning (RL) algorithms to unique heuristics-based strategies. This post shows how to use Amazon SageMaker to build an RL-based snake.

We explore deep reinforcement learning methods for multi-agent domains. We begin by analyzing the difficulty of traditional algorithms in the multi-agent case: Q-learning is challenged by an inherent non-stationarity of the environment, while policy gradient suffers from a variance that increases as the number of agents grows. We then present an adaptation of actor-critic methods that considers action policies of other agents and is able to successfully learn policies that require complex multi-agent coordination. Additionally, we introduce a training regimen utilizing an ensemble of policies for each agent that leads to more robust multi-agent policies. We show the strength of our approach compared to existing methods in cooperative as well as competitive scenarios, where agent populations are able to discover various physical and informational coordination strategies.

The robotic limb has an architecture resembling the muscle and tendon structure that powers human and vertebrate movement [1,2]. Tendons connect muscles to bones, making it possible for the biological motors (muscles) to exert force on bones from a distance [3,4]. While tendons have mechanical and structural advantages, a tendon-driven robot is significantly more challenging to control than a traditional robot, where a simple PID controller to control joint angles directly is often sufficient. In a tendon-driven robotic limb, multiple motors may act on a single joint, which means that a given motor may act on multiple joints. As a result, the system is simultaneously nonlinear, over-determined, and under-determined, greatly increasing the control design complexity and calling for a new control design approach.

To operate effectively in the real world, artificial agents must act from raw sensory input such as images and achieve diverse goals across long time-horizons. On the one hand, recent strides in deep reinforcement and imitation learning have demonstrated impressive ability to learn goal-conditioned policies from high-dimensional image input, though only for short-horizon tasks. On the other hand, classical graphical methods like A* search are able to solve long-horizon tasks, but assume that the graph structure is abstracted away from raw sensory input and can only be constructed with task-specific priors. We wish to combine the strengths of deep learning and classical planning to solve long-horizon tasks from raw sensory input. To this end, we introduce Sparse Graphical Memory (SGM), a new data structure that stores observations and feasible transitions in a sparse memory. SGM can be combined with goal-conditioned RL or imitative agents to solve long-horizon tasks across a diverse set of domains. We show that SGM significantly outperforms current state of the art methods on long-horizon, sparse-reward visual navigation tasks. Project video and code are available at https://mishalaskin.github.io/sgm/

Machine Learning algorithms and Neural Networks are widely applied to many different areas such as stock market prediction, face recognition and population analysis. This paper will introduce a strategy based on the classic Deep Reinforcement Learning algorithm, Deep Q-Network, for portfolio management in stock market. It is a type of deep neural network which is optimized by Q Learning. To make the DQN adapt to financial market, we first discretize the action space which is defined as the weight of portfolio in different assets so that portfolio management becomes a problem that Deep Q-Network can solve. Next, we combine the Convolutional Neural Network and dueling Q-net to enhance the recognition ability of the algorithm. Experimentally, we chose five lowrelevant American stocks to test the model. The result demonstrates that the DQN based strategy outperforms the ten other traditional strategies. The profit of DQN algorithm is 30% more than the profit of other strategies. Moreover, the Sharpe ratio associated with Max Drawdown demonstrates that the risk of policy made with DQN is the lowest.