Reinforcement Learning
Dealing with Limited Backhaul Capacity in Millimeter Wave Systems: A Deep Reinforcement Learning Approach
Millimeter Wave (MmWave) communication is one of the key technology of the fifth generation (5G) wireless systems to achieve the expected 1000x data rate. With large bandwidth at mmWave band, the link capacity between users and base stations (BS) can be much higher compared to sub-6GHz wireless systems. Meanwhile, due to the high cost of infrastructure upgrade, it would be difficult for operators to drastically enhance the capacity of backhaul links between mmWave BSs and the core network. As a result, the data rate provided by backhaul may not be sufficient to support all mmWave links, the backhaul connection becomes the new bottleneck that limits the system performance. On the other hand, as mmWave channels are subject to random blockage, the data rates of mmWave users significantly vary over time. With limited backhaul capacity and highly dynamic data rates of users, how to allocate backhaul resource to each user remains a challenge for mmWave systems. In this article, we present a deep reinforcement learning (DRL) approach to address this challenge. By learning the blockage pattern, the system dynamics can be captured and predicted, resulting in efficient utilization of backhaul resource. We begin with a discussion on DRL and its application in wireless systems. We then investigate the problem backhaul resource allocation and present the DRL based solution. Finally, we discuss open problems for future research and conclude this article.
Reinforcement learning architecture for automated quantum-adiabatic-algorithm design
Lin, Jian, Lai, Zhong Yuan, Li, Xiaopeng
Quantum algorithm design lies in the hallmark of applications of quantum computation and quantum simulation. Here we put forward a deep reinforcement learning (RL) architecture for automated algorithm design in the framework of quantum adiabatic algorithm, where the optimal Hamiltonian path to reach a quantum ground state that encodes a compution problem is obtained by RL techniques. We benchmark our approach in Grover search and 3-SAT problems, and find that the adiabatic algorithm obtained by our RL approach leads to significant improvement in the success probability and computing speedups for both moderate and large number of qubits compared to conventional algorithms. The RL-designed algorithm is found to be qualitatively distinct from the linear algorithm in the resultant distribution of success probability. Considering the established complexity-equivalence of circuit and adiabatic quantum algorithms, we expect the RL-designed adiabatic algorithm to inspire novel circuit algorithms as well. Our approach offers a recipe to design quantum algorithms for generic problems through a machinery RL process, which paves a novel way to automated quantum algorithm design using artificial intelligence, potentially applicable to different quantum simulation and computation platforms from trapped ions and optical lattices to superconducting-qubit devices.
Learning to Walk via Deep Reinforcement Learning
Haarnoja, Tuomas, Zhou, Aurick, Ha, Sehoon, Tan, Jie, Tucker, George, Levine, Sergey
Abstract-- Deep reinforcement learning suggests the promise of fully automated learning of robotic control policies that directly map sensory inputs to low-level actions. However, applying deep reinforcement learning methods on real-world robots is exceptionally difficult, due both to the sample complexity and,just as importantly, the sensitivity of such methods to hyperparameters. While hyperparameter tuning can be performed in parallel in simulated domains, it is usually impractical to tune hyperparameters directly on real-world robotic platforms, especially legged platforms like quadrupedal robots that can be damaged through extensive trial-and-error learning. In this paper, we develop a stable variant of the soft actor-critic deep reinforcement learning algorithm that requires minimal hyperparameter tuning, while also requiring only a modest number of trials to learn multilayer neural network policies. This algorithm is based on the framework of maximum entropy reinforcement learning, and automatically trades off exploration against exploitation by dynamically and automatically tuning a temperature parameter that determines the stochasticity of the policy. We show that this method achieves state-of-the-art performance on four standard benchmark environments.We then demonstrate that it can be used to learn quadrupedal locomotion gaits on a real-world Minitaur robot, learning to walk from scratch directly in the real world in two hours of training. I. INTRODUCTION Deep reinforcement learning can be used to automate the acquisition of controllers for a range of robotic tasks, enabling end-to-end learning of policies that map sensory inputs to lowlevel actions.This can be particularly appealing in the domain of robotic locomotion, where manual gait design can be difficult and highly robot-specific.
Neural Model-Based Reinforcement Learning for Recommendation
Chen, Xinshi, Li, Shuang, Li, Hui, Jiang, Shaohua, Qi, Yuan, Song, Le
There are great interests as well as many challenges in applying reinforcement learning (RL) to recommendation systems. In this setting, an online user is the environment; neither the reward function nor the environment dynamics are clearly defined, making the application of RL challenging. In this paper, we propose a novel model-based reinforcement learning framework for recommendation systems, where we develop a generative adversarial network to imitate user behavior dynamics and learn her reward function. Using this user model as the simulation environment, we develop a novel DQN algorithm to obtain a combinatorial recommendation policy which can handle a large number of candidate items efficiently. In our experiments with real data, we show this generative adversarial user model can better explain user behavior than alternatives, and the RL policy based on this model can lead to a better long-term reward for the user and higher click rate for the system.
Deconfounding Reinforcement Learning in Observational Settings
Lu, Chaochao, Schรถlkopf, Bernhard, Hernรกndez-Lobato, Josรฉ Miguel
We propose a general formulation for addressing reinforcement learning (RL) problems in settings with observational data. That is, we consider the problem of learning good policies solely from historical data in which unobserved factors (confounders) affect both observed actions and rewards. Our formulation allows us to extend a representative RL algorithm, the Actor-Critic method, to its deconfounding variant, with the methodology for this extension being easily applied to other RL algorithms. In addition to this, we develop a new benchmark for evaluating deconfounding RL algorithms by modifying the OpenAI Gym environments and the MNIST dataset. Using this benchmark, we demonstrate that the proposed algorithms are superior to traditional RL methods in confounded environments with observational data. To the best of our knowledge, this is the first time that confounders are taken into consideration for addressing full RL problems with observational data. Code is available at https://github.com/CausalRL/DRL.
Optimizing Market Making using Multi-Agent Reinforcement Learning
Abstract--In this paper, reinforcement learning is applied to the problem of optimizing market making. A multi-agent reinforcement learning framework is used to optimally place limit orders that lead to successful trades. The framework consists of two agents. The macro-agent optimizes on making the decision to buy, sell, or hold an asset. For the context of this paper, the proposed framework is applied and studied on the Bitcoin cryptocurrency market. The goal of this paper is to show that reinforcement learning is a viable strategy that can be applied to complex problems (with complex environments) such as market making. Algorithmic trading, and in particular high-frequency algorithmic trading (HFT), has gained immense popularity in the recent decade. With advances in hardware and software, algorithmic trading has rapidly become the norm. The increasing popularity of machine learning has slowly made its way to financial markets [1], where it is primarily used to predict price movements of assets. However, there are a number of challenges that these classic machine learning techniques entail: 1) Prediction time: In machine learning, model complexity can have an impact on prediction time. Many times, in the supervised learning setting, neural networks are used to make predictions. Due to the computational complexity that comes with these models, as the model complexity increases, the decision time also increases [2]. In the HFT setting, by the time the model makes a prediction, it may already be too late to take the predicted action. The problem then becomes, how can these added latency costs be incorporated into our prediction? The general rule of thumb in finance is that the historical performance of an asset does not predict the future performance of the asset, i.e. forecasting and predicting the market from historical performance alone is virtually impossible.
A New Concept of Deep Reinforcement Learning based Augmented General Sequence Tagging System
Wang, Yu, Patel, Abhishek, Jin, Hongxia
In this paper, a new deep reinforcement learning based augmented general sequence tagging system is proposed. The new system contains two parts: a deep neural network (DNN) based sequence tagging model and a deep reinforcement learning (DRL) based augmented tagger. The augmented tagger helps improve system performance by modeling the data with minority tags. The new system is evaluated on SLU and NLU sequence tagging tasks using ATIS and CoNLL-2003 benchmark datasets, to demonstrate the new system's outstanding performance on general tagging tasks. Evaluated by F1 scores, it shows that the new system outperforms the current state-of-the-art model on ATIS dataset by 1.9 % and that on CoNLL-2003 dataset by 1.4 %.
VMAV-C: A Deep Attention-based Reinforcement Learning Algorithm for Model-based Control
Liang, Xingxing, Wang, Qi, Feng, Yanghe, Liu, Zhong, Huang, Jincai
Recent breakthroughs in Go play and strategic games have witnessed the great potential of reinforcement learning in intelligently scheduling in uncertain environment, but some bottlenecks are also encountered when we generalize this paradigm to universal complex tasks. Among them, the low efficiency of data utilization in model-free reinforcement algorithms is of great concern. In contrast, the model-based reinforcement learning algorithms can reveal underlying dynamics in learning environments and seldom suffer the data utilization problem. To address the problem, a model-based reinforcement learning algorithm with attention mechanism embedded is proposed as an extension of World Models in this paper. We learn the environment model through Mixture Density Network Recurrent Network(MDN-RNN) for agents to interact, with combinations of variational auto-encoder(VAE) and attention incorporated in state value estimates during the process of learning policy. In this way, agent can learn optimal policies through less interactions with actual environment, and final experiments demonstrate the effectiveness of our model in control problem.
Iroko: A Framework to Prototype Reinforcement Learning for Data Center Traffic Control
Ruffy, Fabian, Przystupa, Michael, Beschastnikh, Ivan
Recent networking research has identified that data-driven congestion control (CC) can be more efficient than traditional CC in TCP. Deep reinforcement learning (RL), in particular, has the potential to learn optimal network policies. However, RL suffers from instability and over-fitting, deficiencies which so far render it unacceptable for use in datacenter networks. In this paper, we analyze the requirements for RL to succeed in the datacenter context. We present a new emulator, Iroko, which we developed to support different network topologies, congestion control algorithms, and deployment scenarios. Iroko interfaces with the OpenAI gym toolkit, which allows for fast and fair evaluation of different RL and traditional CC algorithms under the same conditions. We present initial benchmarks on three deep RL algorithms compared to TCP New Vegas and DCTCP. Our results show that these algorithms are able to learn a CC policy which exceeds the performance of TCP New Vegas on a dumbbell and fat-tree topology. We make our emulator open-source and publicly available: https://github.com/dcgym/iroko
NADPEx: An on-policy temporally consistent exploration method for deep reinforcement learning
Xie, Sirui, Huang, Junning, Lei, Lanxin, Liu, Chunxiao, Ma, Zheng, Zhang, Wei, Lin, Liang
Reinforcement learning agents need exploratory behaviors to escape from local optima. These behaviors may include both immediate dithering perturbation and temporally consistent exploration. To achieve these, a stochastic policy model that is inherently consistent through a period of time is in desire, especially for tasks with either sparse rewards or long term information. In this work, we introduce a novel on-policy temporally consistent exploration strategy - Neural Adaptive Dropout Policy Exploration (NADPEx) - for deep reinforcement learning agents. Modeled as a global random variable for conditional distribution, dropout is incorporated to reinforcement learning policies, equipping them with inherent temporal consistency, even when the reward signals are sparse. Two factors, gradients' alignment with the objective and KL constraint in policy space, are discussed to guarantee NADPEx policy's stable improvement. Our experiments demonstrate that NADPEx solves tasks with sparse reward while naive exploration and parameter noise fail. It yields as well or even faster convergence in the standard mujoco benchmark for continuous control.