We show that adversarial reinforcement learning (ARL) can be used to produce market marking agents that are robust to adversarial and adaptively chosen market conditions. To apply ARL, we turn the well-studied single-agent model of Avellaneda and Stoikov [2008] into a discrete-time zero-sum game between a market maker and adversary, a proxy for other market participants who would like to profit at the market maker's expense. We empirically compare two conventional single-agent RL agents with ARL, and show that our ARL approach leads to: 1) the emergence of naturally risk-averse behaviour without constraints or domain-specific penalties; 2) significant improvements in performance across a set of standard metrics, evaluated with or without an adversary in the test environment, and; 3) improved robustness to model uncertainty. We empirically demonstrate that our ARL method consistently converges, and we prove for several special cases that the profiles that we converge to are Nash equilibria in a corresponding simplified single-stage game.

The endeavor to understand the brain involves multiple collaborating research fields. Classically, synaptic plasticity rules derived by theoretical neuroscientists are evaluated in isolation on pattern classification tasks. This contrasts with the biological brain which purpose is to control a body in closed-loop. This paper contributes to bringing the fields of computational neuroscience and robotics closer together by integrating open-source software components from these two fields. The resulting framework allows to evaluate the validity of biologically-plausibe plasticity models in closed-loop robotics environments. We demonstrate this framework to evaluate Synaptic Plasticity with Online REinforcement learning (SPORE), a reward-learning rule based on synaptic sampling, on two visuomotor tasks: reaching and lane following. We show that SPORE is capable of learning to perform policies within the course of simulated hours for both tasks. Provisional parameter explorations indicate that the learning rate and the temperature driving the stochastic processes that govern synaptic learning dynamics need to be regulated for performance improvements to be retained. We conclude by discussing the recent deep reinforcement learning techniques which would be beneficial to increase the functionality of SPORE on visuomotor tasks.

Current deep reinforcement learning approaches incorporate minimal prior knowledge about the environment, limiting computational and sample efficiency. We incorporate a few object-based priors that humans are known to use: "Infants divide perceptual arrays into units that move as connected wholes, that move separately from one another, that tend to maintain their size and shape over motion, and that tend to act upon each other only on contact" [Spelke]. We propose a probabilistic object-based model of environments and use human object priors to develop an efficient self-supervised algorithm for maximum likelihood estimation of the model parameters from observations and for inferring objects directly from the perceptual stream. We then use object features and incorporate object-contact priors to improve the sample efficiency our object-based RL agent.We evaluate our approach on a subset of the Atari benchmarks, and learn up to four orders of magnitude faster than the standard deep Q-learning network, rendering rapid desktop experiments in this domain feasible. To our knowledge, our system is the first to learn any Atari task in fewer environment interactions than humans.

Despite recent success of deep network-based Reinforcement Learning (RL), it remains elusive to achieve human-level efficiency in learning novel tasks. While previous efforts attempt to address this challenge using meta-learning strategies, they typically suffer from sampling inefficiency with on-policy RL algorithms or meta-overfitting with off-policy learning. In this work, we propose a novel meta-RL strategy to address those limitations. In particular, we decompose the meta-RL problem into three sub-tasks, task-exploration, task-inference and task-fulfillment, instantiated with two deep network agents and a task encoder. During meta-training, our method learns a task-conditioned actor network for task-fulfillment, an explorer network with a self-supervised reward shaping that encourages task-informative experiences in task-exploration, and a context-aware graph-based task encoder for task inference. We validate our approach with extensive experiments on several public benchmarks and the results show that our algorithm effectively performs exploration for task inference, improves sample efficiency during both training and testing, and mitigates the meta-overfitting problem.

Within 10 minutes of its birth, a baby fawn is able to stand. Within seven hours, it is able to walk. Between those two milestones, it engages in a highly adorable, highly frenetic flailing of limbs to figure it all out.

The intuitive collaboration of humans and intelligent robots (embodied AI) in the real-world is an essential objective for many desirable applications of robotics. Whilst there is much research regarding explicit communication, we focus on how humans and robots interact implicitly, on motor adaptation level. We present a real-world setup of a human-robot collaborative maze game, designed to be non-trivial and only solvable through collaboration, by limiting the actions to rotations of two orthogonal axes, and assigning each axes to one player. This results in neither the human nor the agent being able to solve the game on their own. We use a state-of-the-art reinforcement learning algorithm for the robotic agent, and achieve results within 30 minutes of real-world play, without any type of pre-training. We then use this system to perform systematic experiments on human/agent behaviour and adaptation when co-learning a policy for the collaborative game. We present results on how co-policy learning occurs over time between the human and the robotic agent resulting in each participant's agent serving as a representation of how they would play the game. This allows us to relate a person's success when playing with different agents than their own, by comparing the policy of the agent with that of their own agent.

Reinforcement learning (RL) algorithms often require expensive manual or automated hyperparameter searches in order to perform well on a new domain. This need is particularly acute in modern deep RL architectures which often incorporate many modules and multiple loss functions. In this paper, we take a step towards addressing this issue by using metagradients (Xu et al., 2018) to tune these hyperparameters via differentiable cross validation, whilst the agent interacts with and learns from the environment. We present the Self-Tuning Actor Critic (STAC) which uses this process to tune the hyperparameters of the usual loss function of the IMPALA actor critic agent(Espeholt et. al., 2018), to learn the hyperparameters that define auxiliary loss functions, and to balance trade offs in off policy learning by introducing and adapting the hyperparameters of a novel leaky V-trace operator. The method is simple to use, sample efficient and does not require significant increase in compute. Ablative studies show that the overall performance of STAC improves as we adapt more hyperparameters. When applied to 57 games on the Atari 2600 environment over 200 million frames our algorithm improves the median human normalized score of the baseline from 243% to 364%.

We propose a novel actor-critic, model-free reinforcement learning algorithm which employs a Bayesian method of parameter space exploration to solve environments. A Gaussian process is used to learn the expected return of a policy given the policy's parameters. The system is trained by updating the parameters using gradient descent on a new surrogate loss function consisting of the Proximal Policy Optimization 'Clipped' loss function and a bonus term representing the expected improvement acquisition function given by the Gaussian process. This new method is shown to be comparable to and at times empirically outperform current algorithms on environments that simulate robotic locomotion using the MuJoCo physics engine.

In this paper, we present a new paradigm to zero-shot learning (ZSL) that is trained by utilizing additional information (such as attribute-class mapping) for specific set of unseen classes. We conjecture that such additional information about unseen classes is more readily available than unsupervised image sets. Further, on close examination of the underlying attribute predictors of popular ZSL algorithms, we find that they often leverage attribute correlations to make predictions. While attribute correlations that remain intact in the unseen classes (test) benefit the prediction of difficult attributes, change in correlations can have an adverse effect on ZSL performance. For example, detecting an attribute 'brown' may be the same as detecting 'fur' over an animals' image dataset captured in the tropics. However, such a model might fail on unseen images of Arctic animals. To address this effect, termed target-shift in ZSL, we utilize our proposed framework to design grouped adversarial learning. We introduce grouping of attributes to enable the model to continue to benefit from useful correlations, while restricting cross-group correlations that may be harmful for generalization. Our analysis shows that it is possible to not only constrain the model from leveraging unwanted correlations, but also adjust them to specific test setting using only the additional information (the already available attribute-class mapping). We show empirical results for zero-shot predictions on standard benchmark datasets, namely, aPY, AwA2, SUN and CUB datasets. We further introduce to the research community, a new experimental train-test split that maximizes target-shift to further study its effects.

We consider online learning for episodic Markov decision processes (MDPs) with stochastic long-term budget constraints, which plays a central role in ensuring the safety of reinforcement learning. Here the loss function can vary arbitrarily across the episodes, whereas both the loss received and the budget consumption are revealed at the end of each episode. Previous works solve this problem under the restrictive assumption that the transition model of the MDP is known a priori and establish regret bounds that depend polynomially on the cardinalities of the state space $\mathcal{S}$ and the action space $\mathcal{A}$. In this work, we propose a new \emph{upper confidence primal-dual} algorithm, which only requires the trajectories sampled from the transition model. In particular, we prove that the proposed algorithm achieves $\tilde{\mathcal{O}}(L|\mathcal{S}|\sqrt{|\mathcal{A}|T})$ upper bounds of both the regret and the constraint violation, where $L$ is the length of each episode. Our analysis incorporates a new high-probability drift analysis of Lagrange multiplier processes into the celebrated regret analysis of upper confidence reinforcement learning, which demonstrates the power of "optimism in the face of uncertainty" in constrained online learning.