Reinforcement Learning
Variance-reduced $Q$-learning is minimax optimal
Markov decision processes and reinforcement learning algorithms provide a flexible framework for decision-making in dynamic settings, and have been studied for decades (e.g., [23, 27, 8, 9, 29]). Given the explosion in the amount of available data and computing power, recent years have witnessed dramatic success of reinforcement learning (RL) techniques in various application domains (e.g., [30, 19, 26, 22, 27]). In broad terms, algorithms for reinforcement learning are often separated into model-based versus model-free approaches. Model-based approaches based on directly learning a model for the dynamics of the system, and then computing optimal policies from the learned model. In contrast, a model-free approach directly targets learning of the optimal value function or policy. Naturally, a model-free approach is more robust to model mismatch; however, model-based approaches can often be more sample efficient. Providing a firm theoretical foundation to the tradeoffs intrinsic to different classes of methods, as characterized by their access to the underlying Markov decision process, is a major open question in RL.
Survey of Artificial Intelligence for Card Games and Its Application to the Swiss Game Jass
Niklaus, Joel, Alberti, Michele, Pondenkandath, Vinaychandran, Ingold, Rolf, Liwicki, Marcus
In the last decades we have witnessed the success of applications of Artificial Intelligence to playing games. In this work we address the challenging field of games with hidden information and card games in particular. Jass is a very popular card game in Switzerland and is closely connected with Swiss culture. To the best of our knowledge, performances of Artificial Intelligence agents in the game of Jass do not outperform top players yet. Our contribution to the community is two-fold. First, we provide an overview of the current state-of-the-art of Artificial Intelligence methods for card games in general. Second, we discuss their application to the use-case of the Swiss card game Jass. This paper aims to be an entry point for both seasoned researchers and new practitioners who want to join in the Jass challenge.
Towards Inverse Reinforcement Learning for Limit Order Book Dynamics
Roa-Vicens, Jacobo, Chtourou, Cyrine, Filos, Angelos, Rullan, Francisco, Gal, Yarin, Silva, Ricardo
Multi-agent learning is a promising method to simulate aggregate competitive behaviour in finance. Learning expert agents' reward functions through their external demonstrations is hence particularly relevant for subsequent design of realistic agent-based simulations. Inverse Reinforcement Learning (IRL) aims at acquiring such reward functions through inference, allowing to generalize the resulting policy to states not observed in the past. This paper investigates whether IRL can infer such rewards from agents within real financial stochastic environments: limit order books (LOB). We introduce a simple one-level LOB, where the interactions of a number of stochastic agents and an expert trading agent are modelled as a Markov decision process. We consider two cases for the expert's reward: either a simple linear function of state features; or a complex, more realistic non-linear function. Given the expert agent's demonstrations, we attempt to discover their strategy by modelling their latent reward function using linear and Gaussian process (GP) regressors from previous literature, and our own approach through Bayesian neural networks (BNN). While the three methods can learn the linear case, only the GP-based and our proposed BNN methods are able to discover the non-linear reward case. Our BNN IRL algorithm outperforms the other two approaches as the number of samples increases. These results illustrate that complex behaviours, induced by non-linear reward functions amid agent-based stochastic scenarios, can be deduced through inference, encouraging the use of inverse reinforcement learning for opponent-modelling in multi-agent systems.
Reinforcement Learning for Integer Programming: Learning to Cut
Tang, Yunhao, Agrawal, Shipra, Faenza, Yuri
Integer programming (IP) is a general optimization framework widely applicable to a variety of unstructured and structured problems arising in, e.g., scheduling, production planning, and graph optimization. As IP models many provably hard to solve problems, modern IP solvers rely on many heuristics. These heuristics are usually human-designed, and naturally prone to suboptimality. The goal of this work is to show that the performance of those solvers can be greatly enhanced using reinforcement learning (RL). In particular, we investigate a specific methodology for solving IPs, known as the Cutting Plane Method. This method is employed as a subroutine by all modern IP solvers. We present a deep RL formulation, network architecture, and algorithms for intelligent adaptive selection of cutting planes (aka cuts). Across a wide range of IP tasks, we show that the trained RL agent significantly outperforms human-designed heuristics, and effectively generalizes to 10X larger instances and across IP problem classes. The trained agent is also demonstrated to benefit the popular downstream application of cutting plane methods in Branch-and-Cut algorithm, which is the backbone of state-of-the-art commercial IP solvers.
Continual Reinforcement Learning deployed in Real-life using Policy Distillation and Sim2Real Transfer
Traoré, René, Caselles-Dupré, Hugo, Lesort, Timothée, Sun, Te, Díaz-Rodríguez, Natalia, Filliat, David
We focus on the problem of teaching a robot to solve tasks presented sequentially, i.e., in a continual learning scenario. The robot should be able to solve all tasks it has encountered, without forgetting past tasks. We provide preliminary work on applying Reinforcement Learning to such setting, on 2D navigation tasks for a 3 wheel omni-directional robot. Our approach takes advantage of state representation learning and policy distillation. Policies are trained using learned features as input, rather than raw observations, allowing better sample efficiency. Policy distillation is used to combine multiple policies into a single one that solves all encountered tasks.
Reinforcement Learning of Minimalist Numeral Grammars
Graben, Peter beim, Römer, Ronald, Meyer, Werner, Huber, Markus, Wolff, Matthias
Speech-controlled user interfaces facilitate the operation of devices and household functions to laymen. State-of-the-art language technology scans the acoustically analyzed speech signal for relevant keywords that are subsequently inserted into semantic slots to interpret the user's intent. In order to develop proper cognitive information and communication technologies, simple slot-filling should be replaced by utterance meaning transducers (UMT) that are based on semantic parsers and a \emph{mental lexicon}, comprising syntactic, phonetic and semantic features of the language under consideration. This lexicon must be acquired by a cognitive agent during interaction with its users. We outline a reinforcement learning algorithm for the acquisition of the syntactic morphology and arithmetic semantics of English numerals, based on minimalist grammar (MG), a recent computational implementation of generative linguistics. Number words are presented to the agent by a teacher in form of utterance meaning pairs (UMP) where the meanings are encoded as arithmetic terms from a suitable term algebra. Since MG encodes universal linguistic competence through inference rules, thereby separating innate linguistic knowledge from the contingently acquired lexicon, our approach unifies generative grammar and reinforcement learning, hence potentially resolving the still pending Chomsky-Skinner controversy.
Risks from Learned Optimization in Advanced Machine Learning Systems
Hubinger, Evan, van Merwijk, Chris, Mikulik, Vladimir, Skalse, Joar, Garrabrant, Scott
We analyze the type of learned optimization that occurs when a learned model (such as a neural network) is itself an optimizer - a situation we refer to as mesa-optimization, a neologism we introduce in this paper. We believe that the possibility of mesa-optimization raises two important questions for the safety and transparency of advanced machine learning systems. First, under what circumstances will learned models be optimizers, including when they should not be? Second, when a learned model is an optimizer, what will its objective be - how will it differ from the loss function it was trained under - and how can it be aligned? In this paper, we provide an in-depth analysis of these two primary questions and provide an overview of topics for future research.
Learning Robust Options by Conditional Value at Risk Optimization
Hiraoka, Takuya, Imagawa, Takahisa, Mori, Tatsuya, Onishi, Takashi, Tsuruoka, Yoshimasa
Options are generally learned by using an inaccurate environment model (or simulator), which contains uncertain model parameters. While there are several methods to learn options that are robust against the uncertainty of model parameters, these methods only consider either the worst case or the average (ordinary) case for learning options. This limited consideration of the cases often produces options that do not work well in the unconsidered case. In this paper, we propose a conditional value at risk (CVaR)-based method to learn options that work well in both the average and worst cases. We extend the CVaR-based policy gradient method proposed by Chow and Ghavamzadeh (2014) to deal with robust Markov decision processes and then apply the extended method to learning robust options. We conduct experiments to evaluate our method in multi-joint robot control tasks (HopperIceBlock, Half-Cheetah, and Walker2D). Experimental results show that our method produces options that 1) give better worst-case performance than the options learned only to minimize the average-case loss, and 2) give better average-case performance than the options learned only to minimize the worst-case loss.
Commentary: An AI taught itself to play a video game – and it's beating human players
LAUSANNE: Since the earliest days of virtual chess and solitaire, video games have been a playing field for developing artificial intelligence (AI). Each victory of machine against human has helped make algorithms smarter and more efficient. But in order to tackle real world problems – such as automating complex tasks including driving and negotiation – these algorithms must navigate more complex environments than board games, and learn teamwork. Teaching AI how to work and interact with other players to succeed had been an insurmountable task – until now. In a new study, researchers detailed a way to train AI algorithms to reach human levels of performance in a popular 3D multiplayer game – a modified version of Quake III Arena in Capture the Flag mode.
Exploration with Unreliable Intrinsic Reward in Multi-Agent Reinforcement Learning
This paper investigates the use of intrinsic reward to guide exploration in multi-agent reinforcement learning. We discuss the challenges in applying intrinsic reward to multiple collaborative agents and demonstrate how unreliable reward can prevent decentralized agents from learning the optimal policy. We address this problem with a novel framework, Independent Centrally-assisted Q-learning (ICQL), in which decentralized agents share control and an experience replay buffer with a centralized agent. Only the centralized agent is intrinsically rewarded, but the decentralized agents still benefit from improved exploration, without the distraction of unreliable incentives.