Reinforcement Learning
Nonparametric Bayesian Inverse Reinforcement Learning for Multiple Reward Functions
We present a nonparametric Bayesian approach to inverse reinforcement learning (IRL) for multiple reward functions. Most previous IRL algorithms assume that the behaviour data is obtained from an agent who is optimizing a single reward function, but this assumption is hard to be met in practice. Our approach is based on integrating the Dirichlet process mixture model into Bayesian IRL. We provide an efficient Metropolis-Hastings sampling algorithm utilizing the gradient of the posterior to estimate the underlying reward functions, and demonstrate that our approach outperforms the previous ones via experiments on a number of problem domains. Papers published at the Neural Information Processing Systems Conference.
Action-Gap Phenomenon in Reinforcement Learning
Many practitioners of reinforcement learning problems have observed that oftentimes the performance of the agent reaches very close to the optimal performance even though the estimated (action-)value function is still far from the optimal one. The goal of this paper is to explain and formalize this phenomenon by introducing the concept of the action-gap regularity. As a typical result, we prove that for an agent following the greedy policy \(\hat{\pi}\) with respect to an action-value function \(\hat{Q}\), the performance loss \(E[V *(X) - V {\hat{X}} (X)]\) is upper bounded by \(O( \hat{Q} - Q * _\infty {1 \zeta}\)), in which \(\zeta 0\) is the parameter quantifying the action-gap regularity. For \(\zeta 0\), our results indicate smaller performance loss compared to what previous analyses had suggested. Finally, we show how this regularity affects the performance of the family of approximate value iteration algorithms.
Exploration in Model-based Reinforcement Learning by Empirically Estimating Learning Progress
Lopes, Manuel, Lang, Tobias, Toussaint, Marc, Oudeyer, Pierre-yves
Formal exploration approaches in model-based reinforcement learning estimate the accuracy of the currently learned model without consideration of the empirical prediction error. For example, PAC-MDP approaches such as Rmax base their model certainty on the amount of collected data, while Bayesian approaches assume a prior over the transition dynamics. We propose extensions to such approaches which drive exploration solely based on empirical estimates of the learner's accuracy and learning progress. We provide a sanity check'' theoretical analysis, discussing the behavior of our extensions in the standard stationary finite state-action case. We then provide experimental studies demonstrating the robustness of these exploration measures in cases of non-stationary environments or where original approaches are misled by wrong domain assumptions.
Environmental statistics and the trade-off between model-based and TD learning in humans
Simon, Dylan A., Daw, Nathaniel D.
There is much evidence that humans and other animals utilize a combination of model-based and model-free RL methods. Although it has been proposed that these systems may dominate according to their relative statistical efficiency in different circumstances, there is little specific evidence -- especially in humans -- as to the details of this trade-off. Accordingly, we examine the relative performance of different RL approaches under situations in which the statistics of reward are differentially noisy and volatile. Using theory and simulation, we show that model-free TD learning is relatively most disadvantaged in cases of high volatility and low noise. We present data from a decision-making experiment manipulating these parameters, showing that humans shift learning strategies in accord with these predictions.
A Reinforcement Learning Theory for Homeostatic Regulation
Keramati, Mehdi, Gutkin, Boris S.
Reinforcement learning models address animal's behavioral adaptation to its changing "external" environment, and are based on the assumption that Pavlovian, habitual and goal-directed responses seek to maximize reward acquisition. Negative-feedback models of homeostatic regulation, on the other hand, are concerned with behavioral adaptation in response to the "internal" state of the animal, and assume that animals' behavioral objective is to minimize deviations of some key physiological variables from their hypothetical setpoints. Building upon the drive-reduction theory of reward, we propose a new analytical framework that integrates learning and regulatory systems, such that the two seemingly unrelated objectives of reward maximization and physiological-stability prove to be identical. The proposed theory shows behavioral adaptation to both internal and external states in a disciplined way. We further show that the proposed framework allows for a unified explanation of some behavioral phenomenon like motivational sensitivity of different associative learning mechanism, anticipatory responses, interaction among competing motivational systems, and risk aversion.
Nonlinear Inverse Reinforcement Learning with Gaussian Processes
Levine, Sergey, Popovic, Zoran, Koltun, Vladlen
We present a probabilistic algorithm for nonlinear inverse reinforcement learning. The goal of inverse reinforcement learning is to learn the reward function in a Markov decision process from expert demonstrations. While most prior inverse reinforcement learning algorithms represent the reward as a linear combination of a set of features, we use Gaussian processes to learn the reward as a nonlinear function, while also determining the relevance of each feature to the expert's policy. Our probabilistic algorithm allows complex behaviors to be captured from suboptimal stochastic demonstrations, while automatically balancing the simplicity of the learned reward structure against its consistency with the observed actions. Papers published at the Neural Information Processing Systems Conference.
Bayesian Hierarchical Reinforcement Learning
We describe an approach to incorporating Bayesian priors in the maxq framework for hierarchical reinforcement learning (HRL). We define priors on the primitive environment model and on task pseudo-rewards. Since models for composite tasks can be complex, we use a mixed model-based/model-free learning approach to find an optimal hierarchical policy. We show empirically that (i) our approach results in improved convergence over non-Bayesian baselines, given sensible priors, (ii) task hierarchies and Bayesian priors can be complementary sources of information, and using both sources is better than either alone, (iii) taking advantage of the structural decomposition induced by the task hierarchy significantly reduces the computational cost of Bayesian reinforcement learning and (iv) in this framework, task pseudo-rewards can be learned instead of being manually specified, leading to automatic learning of hierarchically optimal rather than recursively optimal policies. Papers published at the Neural Information Processing Systems Conference.
Transfer of Deep Reactive Policies for MDP Planning
Bajpai, Aniket (Nick), Garg, Sankalp, Mausam,
Domain-independent probabilistic planners input an MDP description in a factored representation language such as PPDDL or RDDL, and exploit the specifics of the representation for faster planning. Traditional algorithms operate on each problem instance independently, and good methods for transferring experience from policies of other instances of a domain to a new instance do not exist. Recently, researchers have begun exploring the use of deep reactive policies, trained via deep reinforcement learning (RL), for MDP planning domains. One advantage of deep reactive policies is that they are more amenable to transfer learning. In this paper, we present the first domain-independent transfer algorithm for MDP planning domains expressed in an RDDL representation.
Learning Temporal Point Processes via Reinforcement Learning
Li, Shuang, Xiao, Shuai, Zhu, Shixiang, Du, Nan, Xie, Yao, Song, Le
Social goods, such as healthcare, smart city, and information networks, often produce ordered event data in continuous time. The generative processes of these event data can be very complex, requiring flexible models to capture their dynamics. Temporal point processes offer an elegant framework for modeling event data without discretizing the time. However, the existing maximum-likelihood-estimation (MLE) learning paradigm requires hand-crafting the intensity function beforehand and cannot directly monitor the goodness-of-fit of the estimated model in the process of training. To alleviate the risk of model-misspecification in MLE, we propose to generate samples from the generative model and monitor the quality of the samples in the process of training until the samples and the real data are indistinguishable.
Fast deep reinforcement learning using online adjustments from the past
Hansen, Steven, Pritzel, Alexander, Sprechmann, Pablo, Barreto, Andre, Blundell, Charles
We propose Ephemeral Value Adjusments (EVA): a means of allowing deep reinforcement learning agents to rapidly adapt to experience in their replay buffer. EVA shifts the value predicted by a neural network with an estimate of the value function found by prioritised sweeping over experience tuples from the replay buffer near the current state. EVA combines a number of recent ideas around combining episodic memory-like structures into reinforcement learning agents: slot-based storage, content-based retrieval, and memory-based planning. We show that EVA is performant on a demonstration task and Atari games. Papers published at the Neural Information Processing Systems Conference.