Reinforcement Learning
Direct and indirect reinforcement learning
Guan, Yang, Li, Shengbo Eben, Duan, Jingliang, Li, Jie, Ren, Yangang, Cheng, Bo
Reinforcement learning (RL) algorithms have been successfully applied to a range of challenging sequential decision making and control tasks. In this paper, we classify RL into direct and indirect methods according to how they seek optimal policy of the Markov Decision Process (MDP) problem. The former solves optimal policy by directly maximizing an objective function using gradient descent method, in which the objective function is usually the expectation of accumulative future rewards. The latter indirectly finds the optimal policy by solving the Bellman equation, which is the sufficient and necessary condition from Bellman's principle of optimality. We take vanilla policy gradient and approximate policy iteration to study their internal relationship, and reveal that both direct and indirect methods can be unified in actor-critic architecture and are equivalent if we always choose stationary state distribution of current policy as initial state distribution of MDP. Finally, we classify the current mainstream RL algorithms and compare the differences between other criteria including value-based and policy-based, model-based and model-free.
Parameterized Indexed Value Function for Efficient Exploration in Reinforcement Learning
Tan, Tian, Xiong, Zhihan, Dwaracherla, Vikranth R.
It is well known that quantifying uncertainty in the action-value estimates is crucial for efficient exploration in reinforcement learning. Ensemble sampling offers a relatively computationally tractable way of doing this using randomized value functions. However, it still requires a huge amount of computational resources for complex problems. In this paper, we present an alternative, computationally efficient way to induce exploration using index sampling. We use an indexed value function to represent uncertainty in our action-value estimates. We first present an algorithm to learn parameterized indexed value function through a distributional version of temporal difference in a tabular setting and prove its regret bound. Then, in a computational point of view, we propose a dual-network architecture, Parameterized Indexed Networks (PINs), comprising one mean network and one uncertainty network to learn the indexed value function. Finally, we show the efficacy of PINs through computational experiments.
The 10 Algorithms Data Scientist must have to Know.
Let's say I am given an Excel sheet with data about various fruits and I have to tell which look like Apples. What I will do is ask a question "Which fruits are red and round?" and divide all fruits which answer yes and no to the question. Now, All Red and Round fruits might not be apples and all apples won't be red and round. So I will ask a question "Which fruits have red or yellow color hints on them? " on red and round fruits and will ask "Which fruits are green and round?" on not red and round fruits. Based on these questions I can tell with considerable accuracy which are apples. This cascade of questions is what a decision tree is. However, this is a decision tree based on my intuition.
Can Agents Learn by Analogy? An Inferable Model for PAC Reinforcement Learning
Model-based reinforcement learning algorithms make decisions by building and utilizing a model of the environment. However, none of the existing algorithms attempts to infer the dynamics of any state-action pair from known state-action pairs before meeting it for sufficient times. We propose a new model-based method called Greedy Inference Model (GIM) that infers the unknown dynamics from known dynamics based on the internal spectral properties of the environment. In other words, GIM can "learn by analogy". We further introduce a new exploration strategy which ensures that the agent rapidly and evenly visits unknown state-action pairs. GIM is much more computationally efficient than state-of-the-art model-based algorithms, as the number of dynamic programming operations is independent of the environment size. Lower sample complexity could also be achieved under mild conditions compared against methods without inferring. Experimental results demonstrate the effectiveness and efficiency of GIM in a variety of real-world tasks.
Online Reinforcement Learning of Optimal Threshold Policies for Markov Decision Processes
Roy, Arghyadip, Borkar, Vivek, Karandikar, Abhay, Chaporkar, Prasanna
Markov Decision Process (MDP) problems can be solved using Dynamic Programming (DP) methods which suffer from the curse of dimensionality and the curse of modeling. To overcome these issues, Reinforcement Learning (RL) methods are adopted in practice. In this paper, we aim to obtain the optimal admission control policy in a system where different classes of customers are present. Using DP techniques, we prove that it is optimal to admit the $i$ th class of customers only upto a threshold $\tau(i)$ which is a non-increasing function of $i$. Contrary to traditional RL algorithms which do not take into account the structural properties of the optimal policy while learning, we propose a structure-aware learning algorithm which exploits the threshold structure of the optimal policy. We prove the asymptotic convergence of the proposed algorithm to the optimal policy. Due to the reduction in the policy space, the structure-aware learning algorithm provides remarkable improvements in storage and computational complexities over classical RL algorithms. Simulation results also establish the gain in the convergence rate of the proposed algorithm over other RL algorithms. The techniques presented in the paper can be applied to any general MDP problem covering various applications such as inventory management, financial planning and communication networking.
Exploring TD error as a heuristic for $\sigma$ selection in Q($\sigma$, $\lambda$)
In the landscape of TD algorithms, the Q( ฯ,ฮป) algorithm is an algorithm with the ability to perform a multi-step backup in an online manner while also successfully unifying the concepts of sampling with using the expectation across all actions for a state. Selecting the value of ฯ can be based on characteristics of the current state rather than having a constant value or being time based. This project explores the viability of such a TD-error based scheme. Introduction While having different dimensions of generalizability in an algorithm can serve as a powerful tool, in most cases it comes with the associated burden of having to manually select values along these dimensions, commonly referred to as hyper-parameter selection. In case of learning algorithms, an ideal algorithm would be completely general, even to the point that they do not need a fixed set of hyper-parameters for which they perform optimally for a given problem. In the context of Q( ฯ,ฮป), the introduction of the ฯ parameter gives us flexibility in terms of adjusting the proportion of sampling and expectation we want in our updates. But at the same time, while ฯ does serve as a hyper-parameter, atypically a constant value of ฯ was found to not have the best performance by De Asis, Hernandez-Garcia, Holland and Sutton (2018). They used a Dynamic Decay ฯ scheme for n-step Q( ฯ) where they reduced the value of ฯ after every episode by a factor of 0.95.
Questions to Guide the Future of Artificial Intelligence Research
The field of machine learning has focused, primarily, on discretized sub-problems (i.e. vision, speech, natural language) of intelligence. While neuroscience tends to be observation heavy, providing few guiding theories. It is unlikely that artificial intelligence will emerge through only one of these disciplines. Instead, it is likely to be some amalgamation of their algorithmic and observational findings. As a result, there are a number of problems that should be addressed in order to select the beneficial aspects of both fields. In this article, we propose leading questions to guide the future of artificial intelligence research. There are clear computational principles on which the brain operates. The problem is finding these computational needles in a haystack of biological complexity. Biology has clear constraints but by not using it as a guide we are constraining ourselves.
Optimizing Collision Avoidance in Dense Airspace using Deep Reinforcement Learning
Li, Sheng, Egorov, Maxim, Kochenderfer, Mykel
New methodologies will be needed to ensure the airspace remains safe and efficient as traffic densities rise to accommodate new unmanned operations. This paper explores how unmanned free-flight traffic may operate in dense airspace. We develop and analyze autonomous collision avoidance systems for aircraft operating in dense airspace where traditional collision avoidance systems fail. We propose a metric for quantifying the decision burden on a collision avoidance system as well as a metric for measuring the impact of the collision avoidance system on airspace. We use deep reinforcement learning to compute corrections for an existing collision avoidance approach to account for dense airspace. The results show that a corrected collision avoidance system can operate more efficiently than traditional methods in dense airspace while maintaining high levels of safety.
Mastering Complex Control in MOBA Games with Deep Reinforcement Learning
Ye, Deheng, Liu, Zhao, Sun, Mingfei, Shi, Bei, Zhao, Peilin, Wu, Hao, Yu, Hongsheng, Yang, Shaojie, Wu, Xipeng, Guo, Qingwei, Chen, Qiaobo, Yin, Yinyuting, Zhang, Hao, Shi, Tengfei, Wang, Liang, Fu, Qiang, Yang, Wei, Huang, Lanxiao
We study the reinforcement learning problem of complex action control in the Multi-player Online Battle Arena (MOBA) 1v1 games. This problem involves far more complicated state and action spaces than those of traditional 1v1 games, such as Go and Atari series, which makes it very difficult to search any policies with human-level performance. In this paper, we present a deep reinforcement learning framework to tackle this problem from the perspectives of both system and algorithm. Our system is of low coupling and high scalability, which enables efficient explorations at large scale. Our algorithm includes several novel strategies, including control dependency decoupling, action mask, target attention, and dual-clip PPO, with which our proposed actor-critic network can be effectively trained in our system. Tested on the MOBA game Honor of Kings, the trained AI agents can defeat top professional human players in full 1v1 games. Introduction Deep reinforcement learning (DRL) has been widely used for building agents to learn complex control in competitive environments. In the competitive setting, a considerable amount of existing DRL research adopt two-agent games as the testbed, i.e., one agent versus another (1v1). Among them, Atari series and board games have been widely studied. For example, a human-level agent for playing Atari games is trained with deep Q-networks (Mnih et al. 2015). The incorporation of supervised learning and self-play into the training brings the agent to the level of beating human professionals in the game of Go (Silver et al. 2016).
Predictive Coding for Boosting Deep Reinforcement Learning with Sparse Rewards
Lu, Xingyu, Tiomkin, Stas, Abbeel, Pieter
While recent progress in deep reinforcement learning has enabled robots to learn complex behaviors, tasks with long horizons and sparse rewards remain an ongoing challenge. In this work, we propose an effective reward shaping method through predictive coding to tackle sparse reward problems. By learning predictive representations offline and using these representations for reward shaping, we gain access to reward signals that understand the structure and dynamics of the environment. In particular, our method achieves better learning by providing reward signals that 1) understand environment dynamics 2) emphasize on features most useful for learning 3) resist noise in learned representations through reward accumulation. We demonstrate the usefulness of this approach in different domains ranging from robotic manipulation to navigation, and we show that reward signals produced through predictive coding are as effective for learning as hand-crafted rewards.