Reinforcement Learning
Exploiting the sign of the advantage function to learn deterministic policies in continuous domains
In the context of learning deterministic policies in continuous domains, we revisit an approach, which was first proposed in Continuous Actor Critic Learning Automaton (CACLA) and later extended in Neural Fitted Actor Critic (NFAC). This approach is based on a policy update different from that of deterministic policy gradient (DPG). Previous work has observed its excellent performance empirically, but a theoretical justification is lacking. To fill this gap, we provide a theoretical explanation to motivate this unorthodox policy update by relating it to another update and making explicit the objective function of the latter. We furthermore discuss in depth the properties of these updates to get a deeper understanding of the overall approach. In addition, we extend it and propose a new trust region algorithm, Penalized NFAC (PeNFAC). Finally, we experimentally demonstrate in several classic control problems that it surpasses the state-of-the-art algorithms to learn deterministic policies.
Intrinsically Efficient, Stable, and Bounded Off-Policy Evaluation for Reinforcement Learning
Kallus, Nathan, Uehara, Masatoshi
Off-policy evaluation (OPE) in both contextual bandits and reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. The problem's importance has attracted many proposed solutions, including importance sampling (IS), self-normalized IS (SNIS), and doubly robust (DR) estimates. DR and its variants ensure semiparametric local efficiency if Q-functions are well-specified, but if they are not they can be worse than both IS and SNIS. It also does not enjoy SNIS's inherent stability and boundedness. We propose new estimators for OPE based on empirical likelihood that are always more efficient than IS, SNIS, and DR and satisfy the same stability and boundedness properties as SNIS. On the way, we categorize various properties and classify existing estimators by them. Besides the theoretical guarantees, empirical studies suggest the new estimators provide advantages.
SVRG for Policy Evaluation with Fewer Gradient Evaluations
Peng, Zilun, Touati, Ahmed, Vincent, Pascal, Precup, Doina
Stochastic variance-reduced gradient (SVRG) is an optimization method originally designed for tackling machine learning problems with a finite sum structure. SVRG was later shown to work for policy evaluation, a problem in reinforcement learning in which one aims to estimate the value function of a given policy. SVRG makes use of gradient estimates at two scales. At the slower scale, SVRG computes a full gradient over the whole dataset, which could lead to prohibitive computation costs. In this work, we show that two variants of SVRG for policy evaluation could significantly diminish the number of gradient calculations while preserving a linear convergence speed. More importantly, our theoretical result implies that one does not need to use the entire dataset in every epoch of SVRG when it is applied to policy evaluation with linear function approximation. Our experiments demonstrate large computational savings provided by the proposed methods.
There is no general AI: Why Turing machines cannot pass the Turing test
Since 1950, when Alan Turing proposed what has since come to be called the Turing test, the ability of a machine to pass this test has established itself as the primary hallmark of general AI. To pass the test, a machine would have to be able to engage in dialogue in such a way that a human interrogator could not distinguish its behaviour from that of a human being. AI researchers have attempted to build machines that could meet this requirement, but they have so far failed. To pass the test, a machine would have to meet two conditions: (i) react appropriately to the variance in human dialogue and (ii) display a human-like personality and intentions. We argue, first, that it is for mathematical reasons impossible to program a machine which can master the enormously complex and constantly evolving pattern of variance which human dialogues contain. And second, that we do not know how to make machines that possess personality and intentions of the sort we find in humans. Since a Turing machine cannot master human dialogue behaviour, we conclude that a Turing machine also cannot possess what is called ``general'' Artificial Intelligence. We do, however, acknowledge the potential of Turing machines to master dialogue behaviour in highly restricted contexts, where what is called ``narrow'' AI can still be of considerable utility.
Optimal Off-Policy Evaluation for Reinforcement Learning with Marginalized Importance Sampling
Xie, Tengyang, Ma, Yifei, Wang, Yu-Xiang
Motivated by the many real-world applications of reinforcement learning (RL) that require safe-policy iterations, we consider the problem of off-policy evaluation (OPE) --- the problem of evaluating a new policy using the historical data obtained by different behavior policies --- under the model of nonstationary episodic Markov Decision Processes with a long horizon and large action space. Existing importance sampling (IS) methods often suffer from large variance that depends exponentially on the RL horizon $H$. To solve this problem, we consider a marginalized importance sampling (MIS) estimator that recursively estimates the state marginal distribution for the target policy at every step. MIS achieves a mean-squared error of $O(H^2R_{\max}^2\sum_{t=1}^H\mathbb E_\mu[(w_{\pi,\mu}(s_t,a_t))^2]/n)$ for large $n$, where $w_{\pi,\mu}(s_t,a_t)$ is the ratio of the marginal distribution of $t$th step under $\pi$ and $\mu$, $H$ is the horizon, $R_{\max}$ is the maximal rewards, and $n$ is the sample size. The result nearly matches the Cramer-Rao lower bounds for DAG MDP in \citet{jiang2016doubly} for most non-trivial regimes. To the best of our knowledge, this is the first OPE estimator with provably optimal dependence in $H$ and the second moments of the importance weight. Besides theoretical optimality, we empirically demonstrate the superiority of our method in time-varying, partially observable, and long-horizon RL environments.
Reinforcement Learning under Drift
Cheung, Wang Chi, Simchi-Levi, David, Zhu, Ruihao
Consider a discrete-time Markovian decision process (MDP) where a decision-maker (DM) interacts with a system iteratively: in each round, the DM first observes the current state of the system, and then picks an available action. Afterwards, it receives an instant random reward, and the system transits to the next state according to some state transition distribution. The reward distribution and the state transition distribution depend on the current state and the chosen action, but are independent of all the previous states and actions. The goal of the DM is to maximize its cumulative rewards under the following challenges: - Uncertainty: the reward and the state transition distributions are initially unknown to the DM. - Non-stationarity: the environment is non-stationary, and both of the reward distributions and the state transition distributions can evolve over time.
Random Expert Distillation: Imitation Learning via Expert Policy Support Estimation
Wang, Ruohan, Ciliberto, Carlo, Amadori, Pierluigi, Demiris, Yiannis
We consider a specific setting of imitation learning - the task of policy learning from expert demonstrations - in which the learner only has a finite number of expert trajectories without any further access to the expert. Two broad categories of approaches to this settings are behavioral cloning (BC) Pomerleau (1991), which directly learns a policy mapping from states to actions with supervised learning from expert trajectories; and inverse reinforcement learning (IRL) Ng & Russell (2000); Abbeel & Ng (2004), which learns a policy via reinforcement learning, using a cost function extracted from expert trajectories. Most notably, BC has been successfully applied to the task of autonomous driving Bojarski et al. (2016); Bansal et al. (2018). Despite its simplicity, BC typically requires a large amount of training data to learn good policies, as it may suffer from compounding errors caused by covariate shift Ross & Bagnell (2010); Ross et al. (2011). BC is often used as a policy initialization step for further reinforcement learning Nagabandi et al. (2018); Rajeswaran et al. (2017). IRL estimates a cost function from expert trajectories and uses reinforcement learning to derive policies. As the cost function evaluates the quality of trajectories rather than that of individual actions, IRL avoids the problem of compounding errors. IRL is effective with a wide range of problems, from continuous control benchmarks in the Mujoco environment Ho & Ermon (2016), to robot footsteps planning Ziebart et al. (2008). Generative Adversarial Imitation Learning (GAIL) Ho & Ermon (2016); Baram et al. (2017) connects IRL to the general framework of Generative Adversarial Networks (GANs) Goodfellow et al.
Watch, Try, Learn: Meta-Learning from Demonstrations and Reward
Zhou, Allan, Jang, Eric, Kappler, Daniel, Herzog, Alex, Khansari, Mohi, Wohlhart, Paul, Bai, Yunfei, Kalakrishnan, Mrinal, Levine, Sergey, Finn, Chelsea
Imitation learning allows agents to learn complex behaviors from demonstrations. However, learning a complex vision-based task may require an impractical number of demonstrations. Meta-imitation learning is a promising approach towards enabling agents to learn a new task from one or a few demonstrations by leveraging experience from learning similar tasks. In the presence of task ambiguity or unobserved dynamics, demonstrations alone may not provide enough information; an agent must also try the task to successfully infer a policy. In this work, we propose a method that can learn to learn from both demonstrations and trial-and-error experience with sparse reward feedback. In comparison to meta-imitation, this approach enables the agent to effectively and efficiently improve itself autonomously beyond the demonstration data. In comparison to meta-reinforcement learning, we can scale to substantially broader distributions of tasks, as the demonstration reduces the burden of exploration. Our experiments show that our method significantly outperforms prior approaches on a set of challenging, vision-based control tasks.
Multi-modal Active Learning From Human Data: A Deep Reinforcement Learning Approach
Rudovic, Ognjen, Zhang, Meiru, Schuller, Bjorn, Picard, Rosalind W.
Human behavior expression and experience are inherently multi-modal, and characterized by vast individual and contextual heterogeneity. To achieve meaningful human-computer and human-robot interactions, multi-modal models of the users states (e.g., engagement) are therefore needed. Most of the existing works that try to build classifiers for the users states assume that the data to train the models are fully labeled. Nevertheless, data labeling is costly and tedious, and also prone to subjective interpretations by the human coders. This is even more pronounced when the data are multi-modal (e.g., some users are more expressive with their facial expressions, some with their voice). Thus, building models that can accurately estimate the users states during an interaction is challenging. To tackle this, we propose a novel multi-modal active learning (AL) approach that uses the notion of deep reinforcement learning (RL) to find an optimal policy for active selection of the users data, needed to train the target (modality-specific) models. We investigate different strategies for multi-modal data fusion, and show that the proposed model-level fusion coupled with RL outperforms the feature-level and modality-specific models, and the naive AL strategies such as random sampling, and the standard heuristics such as uncertainty sampling. We show the benefits of this approach on the task of engagement estimation from real-world child-robot interactions during an autism therapy. Importantly, we show that the proposed multi-modal AL approach can be used to efficiently personalize the engagement classifiers to the target user using a small amount of actively selected users data.
Estimating Risk and Uncertainty in Deep Reinforcement Learning
Clements, William R., Robaglia, Benoît-Marie, Van Delft, Bastien, Slaoui, Reda Bahi, Toth, Sébastien
This paper demonstrates a novel method for separately estimating aleatoric risk and epistemic uncertainty in deep reinforcement learning. Aleatoric risk, which arises from inherently stochastic environments or agents, must be accounted for in the design of risk-sensitive algorithms. Epistemic uncertainty, which stems from limited data, is important both for risk-sensitivity and to efficiently explore an environment. We first present a Bayesian framework for learning the return distribution in reinforcement learning, which provides theoretical foundations for quantifying both types of uncertainty. Based on this framework, we show that the disagreement between only two neural networks is sufficient to produce a low-variance estimate of the epistemic uncertainty on the return distribution, thus providing a simple and computationally cheap uncertainty metric. We demonstrate experiments that illustrate our method and some applications.