Reinforcement Learning
Modelling Bahdanau Attention using Election methods aided by Q-Learning
Neural Machine Translation has lately gained a lot of "attention" with the advent of more and more sophisticated but drastically improved models. Attention mechanism has proved to be a boon in this direction by providing weights to the input words, making it easy for the decoder to identify words representing the present context. But by and by, as newer attention models with more complexity came into development, they involved large computation, making inference slow. In this paper, we have modelled the attention network using techniques resonating with social choice theory. Along with that, the attention mechanism, being a Markov Decision Process, has been represented by reinforcement learning techniques. Thus, we propose to use an election method ( k -Borda), fine-tuned using Q-learning, as a replacement for attention networks. The inference time for this network is less than a standard Bahdanau translator, and the results of the translation are comparable. This not only experimentally verifies the claims stated above but also helped provide a faster inference.
Worst Cases Policy Gradients
Tang, Yichuan Charlie, Zhang, Jian, Salakhutdinov, Ruslan
Recent advances in deep reinforcement learning have demonstrated the capability of learning complex control policies from many types of environments. When learning policies for safety-critical applications, it is essential to be sensitive to risks and avoid catastrophic events. Towards this goal, we propose an actor-critic framework that models the uncertainty of the future and simultaneously learns a policy based on that uncertainty model. Specifically, given a distribution of the future return for any state and action, we optimize policies for varying levels of conditional Value-at-Risk. The learned policy can map the same state to different actions depending on the propensity for risk. We demonstrate the effectiveness of our approach in the domain of driving simulations, where we learn maneuvers in two scenarios. Our learned controller can dynamically select actions along a continuous axis, where safe and conservative behaviors are found at one end while riskier behaviors are found at the other. Finally, when testing with very different simulation parameters, our risk-averse policies generalize significantly better compared to other reinforcement learning approaches.
Scalable Efficient Deep-RL
Traditional scalable reinforcement learning framework, such as IMPALA and R2D2, runs multiple agents in parallel to collect transitions, each with its own copy of model from the parameter server(or learner). This architecture imposes high bandwidth requirements since they demand transfers of model parameters, environment information and etc. In this article, we discuss a modern scalable RL agent called SEED(Scalable Efficient Deep-RL), proposed by Espeholt&Marinier&Stanczyk et al in Google Brain team. Here we compare SEED with IMPALA. The IMPALA architecture, which is also used in various forms in Ape-X, OpenAI Rapid and etc., mainly consists of two parts: A large number of actors periodically copy model parameters from the learner, and interact with environments to collect trajectories, while the learner(s) asynchronously receives transitions from the actors and optimizes its model.
Language Grounding through Social Interactions and Curiosity-Driven Multi-Goal Learning
Lair, Nicolas, Colas, Cรฉdric, Portelas, Rรฉmy, Dussoux, Jean-Michel, Dominey, Peter Ford, Oudeyer, Pierre-Yves
Autonomous reinforcement learning agents, like children, do not have access to predefined goals and reward functions. They must discover potential goals, learn their own reward functions and engage in their own learning trajectory. Children, however, benefit from exposure to language, helping to organize and mediate their thought. We propose LE2 (Language Enhanced Exploration), a learning algorithm leveraging intrinsic motivations and natural language (NL) interactions with a descriptive social partner (SP). Using NL descriptions from the SP, it can learn an NL-conditioned reward function to formulate goals for intrinsically motivated goal exploration and learn a goal-conditioned policy. By exploring, collecting descriptions from the SP and jointly learning the reward function and the policy, the agent grounds NL descriptions into real behavioral goals. From simple goals discovered early to more complex goals discovered by experimenting on simpler ones, our agent autonomously builds its own behavioral repertoire. This naturally occurring curriculum is supplemented by an active learning curriculum resulting from the agent's intrinsic motivations. Experiments are presented with a simulated robotic arm that interacts with several objects including tools.
r/MachineLearning - [D] Is Reinforcement Learning Practical?
Is reinforcement learning practical at this point for industry work? The most prominent examples we see are from DeepMind (AlphaStar, AlphaGo), but the team are world-class researchers (over 40 of them) who also worked closely with expert Starcraft 2 players with a ton of computing resources. As someone who hasn't had much experience in RL, I see potential applications but am unsure of the amount of work or practicality of it. For example, one potential application for RL is to learn fraudulent behavior in an online retailer system (i.e. Amazon, EBay) and proactively find methods of fraud before they happen.
Continual Reinforcement Learning & Sample-efficient Reinforcement Learning
Remedying this weakness is a key challenge in the quest for building intelligent agents that can learn continually when deployed in the real world, where their experiences are not necessarily i.i.d. and their resources may be limited. In my PhD, I have studied catastrophic forgetting in the context of deep reinforcement learning, where changes to the distribution of an agent's experiences arise from multiple sources and occur unpredictably over the course of learning. Inspired partially by the processes of synaptic consolidation and systems consolidation in the brain, I will present two methods that harness multi-timescale processes to mitigate catastrophic forgetting in an RL setting. Bio: Christos is currently pursuing a PhD on the topic of Continual Reinforcement Learning at Imperial College London, co-supervised by Claudia Clopath (Bioengineering) and Murray Shanahan (Computing). He graduated with a BA in Applied Mathematics from Harvard and worked as a trader at Brevan Howard for several years, before leaving to pursue MScs in Computing and Informatics at Imperial College and Edinburgh University respectively, driven by an interest in computational neuroscience and machine learning. In April, he will start a job as a Research Scientist at DeepMind.
Two-stage WECC Composite Load Modeling: A Double Deep Q-Learning Networks Approach
Wang, Xinan, Wang, Yishen, Shi, Di, Wang, Jianhui, Wang, Zhiwei
With the increasing complexity of modern power systems, conventional dynamic load modeling with ZIP and induction motors (ZIP + IM) is no longer adequate to address the current load characteristic transitions. In recent years, the WECC composite load model (WECC CLM) has shown to effectively capture the dynamic load responses over traditional load models in various stability studies and contingency analyses. However, a detailed WECC CLM model typically has a high degree of complexity, with over one hundred parameters, and no systematic approach to identifying and calibrating these parameters. Enabled by the wide deployment of PMUs and advanced deep learning algorithms, proposed here is a double deep Q-learning network (DDQN)-based, two-stage load modeling framework for the WECC CLM. This two-stage method decomposes the complicated WECC CLM for more efficient identification and does not require explicit model details. In the first stage, the DDQN agent determines an accurate load composition. In the second stage, the parameters of the WECC CLM are selected from a group of Monte-Carlo simulations. The set of selected load parameters is expected to best approximate the true transient responses. The proposed framework is verified using an IEEE 39-bus test system on commercial simulation platforms.
Improving reinforcement learning algorithms: towards optimal learning rate policies
Mounjid, Othmane, Lehalle, Charles-Albert
This paper investigates to what extent we can improve reinforcement learning algorithms. Our study is split in three parts. First, our analysis shows that the classical asymptotic convergence rate $O(1/\sqrt{N})$ is pessimistic and can be replaced by $O((\log(N)/N)^{\beta})$ with $\frac{1}{2}\leq \beta \leq 1$ and $N$ the number of iterations. Second, we propose a dynamic optimal policy for the choice of the learning rate $(\gamma_k)_{k\geq 0}$ used in stochastic algorithms. We decompose our policy into two interacting levels: the inner and the outer level. In the inner level, we present the PASS algorithm (for "PAst Sign Search") which, based on a predefined sequence $(\gamma^o_k)_{k\geq 0}$, constructs a new sequence $(\gamma^i_k)_{k\geq 0}$ whose error decreases faster. In the outer level, we propose an optimal methodology for the selection of the predefined sequence $(\gamma^o_k)_{k\geq 0}$. Third, we show empirically that our selection methodology of the learning rate outperforms significantly standard algorithms used in reinforcement learning (RL) in the three following applications: the estimation of a drift, the optimal placement of limit orders and the optimal execution of large number of shares.
Option Compatible Reward Inverse Reinforcement Learning
Hwang, Rakhoon, Lee, Hanjin, Hwang, Hyung Ju
Reinforcement learning with complex tasks is a challenging problem. Often, expert demonstrations of complex multitasking operations are required to train agents. However, it is difficult to design a reward function for given complex tasks. In this paper, we solve a hierarchical inverse reinforcement learning (IRL) problem within the framework of options. A gradient method for parametrized options is used to deduce a defining equation for the Q-feature space, which leads to a reward feature space. Using a second-order optimality condition for option parameters, an optimal reward function is selected. Experimental results in both discrete and continuous domains confirm that our segmented rewards provide a solution to the IRL problem for multitasking operations and show good performance and robustness against the noise created by expert demonstrations.