Deep reinforcement learning has recently made significant progress in solving computer games and robotic control tasks. A known problem, though, is that policies overfit to the training environment and may not avoid rare, catastrophic events such as automotive accidents. A classical technique for improving the robustness of reinforcement learning algorithms is to train on a set of randomized environments, but this approach only guards against common situations. Recently, robust adversarial reinforcement learning (RARL) was developed, which allows efficient applications of random and systematic perturbations by a trained adversary. A limitation of RARL is that only the expected control objective is optimized; there is no explicit modeling or optimization of risk. Thus the agents do not consider the probability of catastrophic events (i.e., those inducing abnormally large negative reward), except through their effect on the expected objective. In this paper we introduce risk-averse robust adversarial reinforcement learning (RARARL), using a risk-averse protagonist and a risk-seeking adversary. We test our approach on a self-driving vehicle controller. We use an ensemble of policy networks to model risk as the variance of value functions. We show through experiments that a risk-averse agent is better equipped to handle a risk-seeking adversary, and experiences substantially fewer crashes compared to agents trained without an adversary.

We explore deep Reinforcement Learning(RL) algorithms for scalping trading and knew that there is no appropriate trading gym and agent examples. Thus we propose gym and agent like Open AI gym in finance. Not only that, we introduce new RL framework based on our hybrid algorithm which leverages between supervised learning and RL algorithm and uses meaningful observations such order book and settlement data from experience watching scalpers trading. That is very crucial information for traders behavior to be decided. To feed these data into our model, we use spatio-temporal convolution layer, called Conv3D for order book data and temporal CNN, called Conv1D for settlement data. Those are preprocessed by episode filter we developed. Agent consists of four sub agents divided to clarify their own goal to make best decision. Also, we adopted value and policy based algorithm to our framework. With these features, we could make agent mimic scalpers as much as possible. In many fields, RL algorithm has already begun to transcend human capabilities in many domains. This approach could be a starting point to beat human in the financial stock market, too and be a good reference for anyone who wants to design RL algorithm in real world domain. Finally, weexperiment our framework and gave you experiment progress.

This paper investigates the effect of learning a forward model on the performance of a statistical forward planning agent. We transform Conway's Game of Life simulation into a single-player game where the objective can be either to preserve as much life as possible or to extinguish all life as quickly as possible. In order to learn the forward model of the game, we formulate the problem in a novel way that learns the local cell transition function by creating a set of supervised training data and predicting the next state of each cell in the grid based on its current state and immediate neighbours. Using this method we are able to harvest sufficient data to learn perfect forward models by observing only a few complete state transitions, using either a look-up table, a decision tree or a neural network. In contrast, learning the complete state transition function is a much harder task and our initial efforts to do this using deep convolutional auto-encoders were less successful. We also investigate the effects of imperfect learned models on prediction errors and game-playing performance, and show that even models with significant errors can provide good performance.

The operational space of an autonomous vehicle (AV) can be diverse and vary significantly. This may lead to a scenario that was not postulated in the design phase. Due to this, formulating a rule based decision maker for selecting maneuvers may not be ideal. Similarly, it may not be effective to design an a-priori cost function and then solve the optimal control problem in real-time. In order to address these issues and to avoid peculiar behaviors when encountering unforeseen scenario, we propose a reinforcement learning (RL) based method, where the ego car, i.e., an autonomous vehicle, learns to make decisions by directly interacting with simulated traffic. The decision maker for AV is implemented as a deep neural network providing an action choice for a given system state. In a critical application such as driving, an RL agent without explicit notion of safety may not converge or it may need extremely large number of samples before finding a reliable policy. To best address the issue, this paper incorporates reinforcement learning with an additional short horizon safety check (SC). In a critical scenario, the safety check will also provide an alternate safe action to the agent provided if it exists. This leads to two novel contributions. First, it generalizes the states that could lead to undesirable "near-misses" or "collisions ". Second, inclusion of safety check can provide a safe and stable training environment. This significantly enhances learning efficiency without inhibiting meaningful exploration to ensure safe and optimal learned behavior. We demonstrate the performance of the developed algorithm in highway driving scenario where the trained AV encounters varying traffic density in a highway setting.

An effective way to achieve intelligence is to simulate various intelligent behaviors in the human brain. In recent years, bio-inspired learning methods have emerged, and they are different from the classical mathematical programming principle. In the perspective of brain inspiration, reinforcement learning has gained additional interest in solving decision-making tasks as increasing neuroscientific research demonstrates that significant links exist between reinforcement learning and specific neural substrates. Because of the tremendous research that focuses on human brains and reinforcement learning, scientists have investigated how robots can autonomously tackle complex tasks in the form of a self-driving agent control in a human-like way. In this study, we propose an end-to-end architecture using novel deep-Q-network architecture in conjunction with a recurrence to resolve the problem in the field of simulated self-driving. The main contribution of this study is that we trained the driving agent using a brain-inspired trial-and-error technique, which was in line with the real world situation. Besides, there are three innovations in the proposed learning network: raw screen outputs are the only information which the driving agent can rely on, a weighted layer that enhances the differences of the lengthy episode, and a modified replay mechanism that overcomes the problem of sparsity and accelerates learning. The proposed network was trained and tested under a third-partied OpenAI Gym environment. After training for several episodes, the resulting driving agent performed advanced behaviors in the given scene. We hope that in the future, the proposed brain-inspired learning system would inspire practicable self-driving control solutions.

Meta-learning methods leverage past experience to learn data-driven inductive biases from related problems, increasing learning efficiency on new tasks. This ability renders them particularly suitable for sequential decision making with limited experience. Within this problem family, we argue for the use of such approaches in the study of model-based approaches to Bayesian Optimisation, contextual bandits and Reinforcement Learning. We approach the problem by learning distributions over functions using Neural Processes (NPs), a recently introduced probabilistic meta-learning method. This allows the treatment of model uncertainty to tackle the exploration/exploitation dilemma. We show that NPs are suitable for sequential decision making on a diverse set of domains, including adversarial task search, recommender systems and model-based reinforcement learning.

Off-Policy reinforcement learning (RL) is an important class of methods for many problem domains, such as robotics, where the cost of collecting data is high and on-policy methods are consequently intractable. Standard methods for applying Q-learning to continuous-valued action domains involve iteratively sampling the Q-function to find a good action (e.g. via hill-climbing), or by learning a policy network at the same time as the Q-function (e.g. DDPG). Both approaches make tradeoffs between stability, speed, and accuracy. We propose a novel approach, called Cross-Entropy Guided Policies, or CGP, that draws inspiration from both classes of techniques. CGP aims to combine the stability and performance of iterative sampling policies with the low computational cost of a policy network. Our approach trains the Q-function using iterative sampling with the Cross-Entropy Method (CEM), while training a policy network to imitate CEM's sampling behavior. We demonstrate that our method is more stable to train than state of the art policy network methods, while preserving equivalent inference time compute costs, and achieving competitive total reward on standard benchmarks.

Humans tend to learn complex abstract concepts faster if examples are presented in a structured manner. For instance, when learning how to play a board game, usually one of the first concepts learned is how the game ends, i.e. the actions that lead to a terminal state (win, lose or draw). The advantage of learning end-games first is that once the actions which lead to a terminal state are understood, it becomes possible to incrementally learn the consequences of actions that are further away from a terminal state - we call this an end-game-first curriculum. Currently the state-of-the-art machine learning player for general board games, AlphaZero by Google DeepMind, does not employ a structured training curriculum; instead learning from the entire game at all times. By employing an end-game-first training curriculum to train an AlphaZero inspired player, we empirically show that the rate of learning of an artificial player can be improved during the early stages of training when compared to a player not using a training curriculum.

We propose a new objective, the counterfactual objective, unifying existing objectives for off-policy policy gradient algorithms in the continuing reinforcement learning (RL) setting. Compared to the commonly used excursion objective, which can be misleading about the performance of the target policy when deployed, our new objective better predicts such performance. We prove the Generalized Off-Policy Policy Gradient Theorem to compute the policy gradient of the counterfactual objective and use an emphatic approach to get an unbiased sample from this policy gradient, yielding the Generalized Off-Policy Actor-Critic (Geoff-PAC) algorithm. We demonstrate the merits of Geoff-PAC over existing algorithms in Mujoco robot simulation tasks, the first empirical success of emphatic algorithms in prevailing deep RL benchmarks.

Reinforcement learning (RL) is a widely used approach for controlling systems with unknown or time-varying dynamics. Even though RL does not require a model of the system, it is known to be faster and safer when using models learned online. We propose to employ symbolic regression (SR) to construct parsimonious process models described by analytic equations for real-time RL control. We have tested our method with two different state-of-the-art SR algorithms which automatically search for equations that fit the measured data. In addition to the standard problem formulation in the state-space domain, we show how the method can also be applied to input-output models of the NARX (nonlinear autoregressive with exogenous input) type. We present the approach on three simulated examples with up to 14-dimensional state space: an inverted pendulum, a mobile robot, and a biped walking robot. A comparison with deep neural networks and local linear regression shows that SR in most cases outperforms these commonly used alternative methods. We demonstrate on a real pendulum system that the analytic model found enables RL to successfully perform the swing-up task, based on a model constructed from only 100 data samples.