Reinforcement Learning
Artificial Intelligence for Prosthetics - challenge solutions
Kidziński, Łukasz, Ong, Carmichael, Mohanty, Sharada Prasanna, Hicks, Jennifer, Carroll, Sean F., Zhou, Bo, Zeng, Hongsheng, Wang, Fan, Lian, Rongzhong, Tian, Hao, Jaśkowski, Wojciech, Andersen, Garrett, Lykkebø, Odd Rune, Toklu, Nihat Engin, Shyam, Pranav, Srivastava, Rupesh Kumar, Kolesnikov, Sergey, Hrinchuk, Oleksii, Pechenko, Anton, Ljungström, Mattias, Wang, Zhen, Hu, Xu, Hu, Zehong, Qiu, Minghui, Huang, Jun, Shpilman, Aleksei, Sosin, Ivan, Svidchenko, Oleg, Malysheva, Aleksandra, Kudenko, Daniel, Rane, Lance, Bhatt, Aditya, Wang, Zhengfei, Qi, Penghui, Yu, Zeyang, Peng, Peng, Yuan, Quan, Li, Wenxin, Tian, Yunsheng, Yang, Ruihan, Ma, Pingchuan, Khadka, Shauharda, Majumdar, Somdeb, Dwiel, Zach, Liu, Yinyin, Tumer, Evren, Watson, Jeremy, Salathé, Marcel, Levine, Sergey, Delp, Scott
In the NeurIPS 2018 Artificial Intelligence for Prosthetics challenge, participants were tasked with building a controller for a musculoskeletal model with a goal of matching a given time-varying velocity vector. Top participants were invited to describe their algorithms. In this work, we describe the challenge and present thirteen solutions that used deep reinforcement learning approaches. Many solutions use similar relaxations and heuristics, such as reward shaping, frame skipping, discretization of the action space, symmetry, and policy blending. However, each team implemented different modifications of the known algorithms by, for example, dividing the task into subtasks, learning low-level control, or by incorporating expert knowledge and using imitation learning.
Finite-Time Error Bounds For Linear Stochastic Approximation and TD Learning
We consider the dynamics of a linear stochastic approximation algorithm driven by Markovian noise, and derive finite-time bounds on the moments of the error, i.e., deviation of the output of the algorithm from the equilibrium point of an associated ordinary differential equation (ODE). To obtain finite-time bounds on the mean-square error in the case of constant step-size algorithms, our analysis uses Stein's method to identify a Lyapunov function that can potentially yield good steady-state bounds, and uses this Lyapunov function to obtain finite-time bounds by mimicking the corresponding steps in the analysis of the associated ODE. We also provide a comprehensive treatment of the moments of the square of the 2-norm of the approximation error. Our analysis yields the following results: (i) for a given step-size, we show that the lower-order moments can be made small as a function of the step-size and can be upper-bounded by the moments of a Gaussian random variable; (ii) we show that the higher-order moments beyond a threshold may be infinite in steady-state; and (iii) we characterize the number of samples needed for the finite-time bounds to be of the same order as the steady-state bounds. As a by-product of our analysis, we also solve the open problem of obtaining finite-time bounds for the performance of temporal difference learning algorithms with linear function approximation and a constant step-size, without requiring a projection step or an i.i.d. noise assumption.
Tsallis Reinforcement Learning: A Unified Framework for Maximum Entropy Reinforcement Learning
Lee, Kyungjae, Kim, Sungyub, Lim, Sungbin, Choi, Sungjoon, Oh, Songhwai
In this paper, we present a new class of Markov decision processes (MDPs), called Tsallis MDPs, with Tsallis entropy maximization, which generalizes existing maximum entropy reinforcement learning (RL). A Tsallis MDP provides a unified framework for the original RL problem and RL with various types of entropy, including the well-known standard Shannon-Gibbs (SG) entropy, using an additional real-valued parameter, called an entropic index. By controlling the entropic index, we can generate various types of entropy, including the SG entropy, and a different entropy results in a different class of the optimal policy in Tsallis MDPs. We also provide a full mathematical analysis of Tsallis MDPs, including the optimality condition, performance error bounds, and convergence. Our theoretical result enables us to use any positive entropic index in RL. To handle complex and large-scale problems, we propose a model-free actor-critic RL method using Tsallis entropy maximization. We evaluate the regularization effect of the Tsallis entropy with various values of entropic indices and show that the entropic index controls the exploration tendency of the proposed method. For a different type of RL problems, we find that a different value of the entropic index is desirable. The proposed method is evaluated using the MuJoCo simulator and achieves the state-of-the-art performance.
Finite-Sample Analysis for SARSA and Q-Learning with Linear Function Approximation
Zou, Shaofeng, Xu, Tengyu, Liang, Yingbin
Though the convergence of major reinforcement learning algorithms has been extensively studied, the finite-sample analysis to further characterize the convergence rate in terms of the sample complexity for problems with continuous state space is still very limited. Such a type of analysis is especially challenging for algorithms with dynamically changing learning policies and under non-i.i.d.\ sampled data. In this paper, we present the first finite-sample analysis for the SARSA algorithm and its minimax variant (for zero-sum Markov games), with a single sample path and linear function approximation. To establish our results, we develop a novel technique to bound the gradient bias for dynamically changing learning policies, which can be of independent interest. We further provide finite-sample bounds for Q-learning and its minimax variant. Comparison of our result with the existing finite-sample bound indicates that linear function approximation achieves order-level lower sample complexity than the nearest neighbor approach.
Distilling Policy Distillation
Czarnecki, Wojciech Marian, Pascanu, Razvan, Osindero, Simon, Jayakumar, Siddhant M., Swirszcz, Grzegorz, Jaderberg, Max
The transfer of knowledge from one policy to another is an important tool in Deep Reinforcement Learning. This process, referred to as distillation, has been used to great success, for example, by enhancing the optimisation of agents, leading to stronger performance faster, on harder domains [26, 32, 5, 8]. Despite the widespread use and conceptual simplicity of distillation, many different formulations are used in practice, and the subtle variations between them can often drastically change the performance and the resulting objective that is being optimised. In this work, we rigorously explore the entire landscape of policy distillation, comparing the motivations and strengths of each variant through theoretical and empirical analysis. Our results point to three distillation techniques, that are preferred depending on specifics of the task. Specifically a newly proposed expected entropy regularised distillation allows for quicker learning in a wide range of situations, while still guaranteeing convergence.
Deep Reinforcement Learning for Multi-Agent Systems: A Review of Challenges, Solutions and Applications
Nguyen, Thanh Thi, Nguyen, Ngoc Duy, Nahavandi, Saeid
Reinforcement learning (RL) algorithms have been around for decades and employed to solve various sequential decision-making problems. These algorithms however have faced great challenges when dealing with high-dimensional environments. The recent development of deep learning has enabled RL methods to drive optimal policies for sophisticated and capable agents, which can perform efficiently in these challenging environments. This paper addresses an important aspect of deep RL related to situations that require multiple agents to communicate and cooperate to solve complex tasks. A survey of different approaches to problems related to multi-agent deep RL (MADRL) is presented, including non-stationarity, partial observability, continuous state and action spaces, multi-agent training schemes, multi-agent transfer learning. The merits and demerits of the reviewed methods will be analyzed and discussed, with their corresponding applications explored. It is envisaged that this review provides insights about various MADRL methods and can lead to future development of more robust and highly useful multi-agent learning methods for solving real-world problems.
A Guiding Principle for Causal Decision Problems
Gonzalez-Soto, M., Sucar, L. E., Escalante, H. J.
We define a Causal Decision Problem as a Decision Problem where the available actions, the family of uncertain events and the set of outcomes are related through the variables of a Causal Graphical Model $\mathcal{G}$. A solution criteria based on Pearl's Do-Calculus and the Expected Utility criteria for rational preferences is proposed. The implementation of this criteria leads to an on-line decision making procedure that has been shown to have similar performance to classic Reinforcement Learning algorithms while allowing for a causal model of an environment to be learned. Thus, we aim to provide the theoretical guarantees of the usefulness and optimality of a decision making procedure based on causal information.
Reinforcement Learning Explained: Overview, Comparisons and Applications in Business
RL algorithm learns how to act best through many attempts and failures. Trial-and-error learning is connected with the so-called long-term reward. This reward is the ultimate goal the agent learns while interacting with an environment through numerous trials and errors. The algorithm gets short-term rewards that together lead to the cumulative, long-term one. So, the key goal of reinforcement learning used today is to define the best sequence of decisions that allow the agent to solve a problem while maximizing a long-term reward. And that set of coherent actions is learned through the interaction with environment and observation of rewards in every state. Reinforcement learning is distinguished from other training styles, including supervised and unsupervised learning, by its goal and, consequently, the learning approach. Three ML training styles compared.
Neural Fictitious Self-Play on ELF Mini-RTS
Kawamura, Keigo, Tsuruoka, Yoshimasa
Despite the notable successes in video games such as Atari 2600, current AI is yet to defeat human champions in the domain of real-time strategy (RTS) games. One of the reasons is that an RTS game is a multi-agent game, in which single-agent reinforcement learning methods cannot simply be applied because the environment is not a stationary Markov Decision Process. In this paper, we present a first step toward finding a game-theoretic solution to RTS games by applying Neural Fictitious Self-Play (NFSP), a game-theoretic approach for finding Nash equilibria, to Mini-RTS, a small but nontrivial RTS game provided on the ELF platform. More specifically, we show that NFSP can be effectively combined with policy gradient reinforcement learning and be applied to Mini-RTS. Experimental results also show that the scalability of NFSP can be substantially improved by pretraining the models with simple self-play using policy gradients, which by itself gives a strong strategy despite its lack of theoretical guarantee of convergence.
Adaptive Stress Testing for Autonomous Vehicles
Koren, Mark, Alsaif, Saud, Lee, Ritchie, Kochenderfer, Mykel J.
Abstract-- This paper presents a method for testing the decision making systems of autonomous vehicles. Our approach involves perturbing stochastic elements in the vehicle's environment untilthe vehicle is involved in a collision. Instead of applying direct Monte Carlo sampling to find collision scenarios, we formulate the problem as a Markov decision process and use reinforcement learning algorithms to find the most likely failure scenarios. This paper presents Monte Carlo Tree Search (MCTS) and Deep Reinforcement Learning (DRL) solutions that can scale to large environments. We show that DRL can find more likely failure scenarios than MCTS with fewer calls to the simulator. A simulation scenario involving a vehicle approaching a crosswalk is used to validate the framework. Our proposed approach is very general and can be easily applied to other scenarios given the appropriate models of the vehicle and the environment. I. INTRODUCTION While major advances have been made in improving the capabilities of decision making systems for automated vehicles, validation of these systems is challenging due to the vast space of driving scenarios [1]-[3].