We introduce Arena, a toolkit for multi-agent reinforcement learning (MARL) research. In MARL, it usually requires customizing observations, rewards and actions for each agent, changing cooperative-competitive agent-interaction, and playing with/against a third-party agent, etc. We provide a novel modular design, called Interface, for manipulating such routines in essentially two ways: 1) Different interfaces can be concatenated and combined, which extends the OpenAI Gym Wrappers concept to MARL scenarios. 2) During MARL training or testing, interfaces can be embedded in either wrapped OpenAI Gym compatible Environments or raw environment compatible Agents. We offer off-the-shelf interfaces for several popular MARL platforms, including StarCraft II, Pommerman, ViZDoom, Soccer, etc. The interfaces effectively support self-play RL and cooperative-competitive hybrid MARL. Also, Arena can be conveniently extended to your own favorite MARL platform.

This paper augments the reward received by a reinforcement learning agent with potential functions in order to help the agent learn (possibly stochastic) optimal policies. We show that a potential-based reward shaping scheme is able to preserve optimality of stochastic policies, and demonstrate that the ability of an agent to learn an optimal policy is not affected when this scheme is augmented to soft Q-learning. We propose a method to impart potential based advice schemes to policy gradient algorithms. An algorithm that considers an advantage actor-critic architecture augmented with this scheme is proposed, and we give guarantees on its convergence. Finally, we evaluate our approach on a puddle-jump grid world with indistinguishable states, and the continuous state and action mountain car environment from classical control. Our results indicate that these schemes allow the agent to learn a stochastic optimal policy faster and obtain a higher average reward.

Traffic signals serve to regulate the worst bottlenecks in highly populated areas but are not always very effective. Researchers at Penn State are hoping to use deep reinforcement learning to improve traffic signal efficiency in urban areas, thanks to a one-year, $22,443 Penn State Institute for CyberScience Seed Grant. Urban traffic congestion currently costs the U.S. economy $160 billion in lost productivity and causes 3.1 billion gallons of wasted fuel and 56 billion pounds of harmful CO2 emissions, according to the 2015 Urban Mobility Scorecard. Vikash Gayah, associate professor of civil engineering, and Zhenhui "Jessie" Li, associate professor of information sciences and technology, aim to tackle this issue by first identifying machine learning algorithms that will provide results consistent with traditional (theoretical) solutions for simple scenerios, and then building upon those algorithms by introducing complexities that cannot be readily addressed through traditional means. "Typically, we would go out and do traffic counts for an hour at certain peak times of day and that would determine signal timings for the next year, but not every day looks like that hour, and so we get inefficiency," Gayah said.

From their first years of life, human beings have the innate ability to learn continuously and build mental models of the world, simply by observing and interacting with things or people in their surroundings. Cognitive psychology studies suggest that humans make extensive use of this previously acquired knowledge, particularly when they encounter new situations or when making decisions. Despite the significant recent advances in the field of artificial intelligence (AI), most virtual agents still require hundreds of hours of training to achieve human-level performance in several tasks, while humans can learn how to complete these tasks in a few hours or less. Recent studies have highlighted two key contributors to humans' ability to acquire knowledge so quickly--namely, intuitive physics and intuitive psychology. These intuition models, which have been observed in humans from early stages of development, might be the core facilitators of future learning.

In reinforcement learning algorithms, leveraging multiple views of the environment can improve the learning of complicated policies. In multi-view environments, due to the fact that the views may frequently suffer from partial observability, their level of importance are often different. In this paper, we propose a deep reinforcement learning method and an attention mechanism in a multi-view environment. Each view can provide various representative information about the environment. Through our attention mechanism, our method generates a single feature representation of environment given its multiple views. It learns a policy to dynamically attend to each view based on its importance in the decision-making process. Through experiments, we show that our method outperforms its state-of-the-art baselines on TORCS racing car simulator and three other complex 3D environments with obstacles. We also provide experimental results to evaluate the performance of our method on noisy conditions and partial observation settings.

We designed and implemented a CUDA port of the Atari Learning Environment (ALE), a system for developing and evaluating deep reinforcement algorithms using Atari games. Our CUDA Learning Environment (CuLE) overcomes many limitations of existing CPUbased Atari emulators and scales naturally to multi-GPU systems. It leverages the parallelization capability of GPUs to run thousands of Atari games simultaneously; by rendering frames directly on the GPU, CuLE avoids the bottleneck arising from the limited CPU-GPU communication bandwidth. Figure 1: In a typical DRL system, environments run As a result, CuLE is able to generate between 40M on CPUs, whereas GPUs execute DNN operations. The and 190M frames per hour using a single GPU, a finding limited CPU-GPU communication bandwidth and small that could be previously achieved only through a cluster set of CPU environments prevent full GPU utilization. of CPUs. We demonstrate the advantages of CuLE by effectively training agents with traditional deep reinforcement learning algorithms and measuring the utilization benchmark for DRL [4, 14], and still represent a challenging and throughput of the GPU. Our analysis further highlights set for the development of new DRL methods.

Most known regret bounds for reinforcement learning are either episodic or assume an environment without traps. We derive a regret bound without making either assumption, by allowing the algorithm to occasionally delegate an action to an external advisor. We thus arrive at a setting of active one-shot model-based reinforcement learning that we call DRL (delegative reinforcement learning.) The algorithm we construct in order to demonstrate the regret bound is a variant of Posterior Sampling Reinforcement Learning supplemented by a subroutine that decides which actions should be delegated. The algorithm is not anytime, since the parameters must be adjusted according to the target time discount. Currently, our analysis is limited to Markov decision processes with finite numbers of hypotheses, states and actions.

Exploration efficiency is a challenging problem in multi-agent reinforcement learning (MARL), as the policy learned by confederate MARL depends on the collaborative approach among multiple agents. Another important problem is the less informative reward restricts the learning speed of MARL compared with the informative label in supervised learning. In this work, we leverage on a novel communication method to guide MARL to accelerate exploration and propose a predictive network to forecast the reward of current state-action pair and use the guidance learned by the predictive network to modify the reward function. An improved prioritized experience replay is employed to better take advantage of the different knowledge learned by different agents which utilizes Time-difference (TD) error more effectively. Experimental results demonstrates that the proposed algorithm outperforms existing methods in cooperative multi-agent environments. We remark that this algorithm can be extended to supervised learning to speed up its training.

In sponsored search, keyword recommendations help advertisers to achieve much better performance within limited budget. Many works have been done to mine numerous candidate keywords from search logs or landing pages. However, the strategy to select from given candidates remains to be improved. The existing relevance-based, popularity-based and regular combinatorial strategies fail to take the internal or external competitions among keywords into consideration. In this paper, we regard keyword recommendations as a combinatorial optimization problem and solve it with a modified pointer network structure. The model is trained on an actor-critic based deep reinforcement learning framework. A pre-clustering method called Equal Size K-Means is proposed to accelerate the training and testing procedure on the framework by reducing the action space. The performance of framework is evaluated both in offline and online environments, and remarkable improvements can be observed.

A goal of financial portfolio trading is maximizing the trader's utility by allocating capital to assets in a portfolio in the investment horizon. Our study suggests an approach for deriving an intelligent portfolio trading strategy using deep Q-learning. In this approach, we introduce a Markov decision process model to enable an agent to learn about the financial environment and develop a deep neural network structure to approximate a Q-function. In addition, we devise three techniques to derive a trading strategy that chooses reasonable actions and is applicable to the real world. First, the action space of the learning agent is modeled as an intuitive set of trading directions that can be carried out for individual assets in the portfolio. Second, we introduce a mapping function that can replace an infeasible agent action in each state with a similar and valuable action to derive a reasonable trading strategy. Last, we introduce a method by which an agent simulates all feasible actions and learns about these experiences to utilize the training data efficiently. To validate our approach, we conduct backtests for two representative portfolios, and we find that the intelligent strategy derived using our approach is superior to the benchmark strategies.