Reinforcement Learning
Synthesize Policies for Transfer and Adaptation across Tasks and Environments
Hu, Hexiang, Chen, Liyu, Gong, Boqing, Sha, Fei
The ability to transfer in reinforcement learning is key towards building an agent of general artificial intelligence. In this paper, we consider the problem of learning to simultaneously transfer across both environments and tasks, probably more importantly, by learning from only sparse (environment, task) pairs out of all the possible combinations. We propose a novel compositional neural network architecture which depicts a meta rule for composing policies from environment and task embeddings. Notably, one of the main challenges is to learn the embeddings jointly with the meta rule. We further propose new training methods to disentangle the embeddings, making them both distinctive signatures of the environments and tasks and effective building blocks for composing the policies. Experiments on GridWorld and THOR, of which the agent takes as input an egocentric view, show that our approach gives rise to high success rates on all the (environment, task) pairs after learning from only 40% of them.
A Block Coordinate Ascent Algorithm for Mean-Variance Optimization
Xie, Tengyang, Liu, Bo, Xu, Yangyang, Ghavamzadeh, Mohammad, Chow, Yinlam, Lyu, Daoming, Yoon, Daesub
Risk management in dynamic decision problems is a primary concern in many fields, including financial investment, autonomous driving, and healthcare. The mean-variance function is one of the most widely used objective functions in risk management due to its simplicity and interpretability. Existing algorithms for mean-variance optimization are based on multi-time-scale stochastic approximation, whose learning rate schedules are often hard to tune, and have only asymptotic convergence proof. In this paper, we develop a model-free policy search framework for mean-variance optimization with finite-sample error bound analysis (to local optima). Our starting point is a reformulation of the original mean-variance function with its Fenchel dual, from which we propose a stochastic block coordinate ascent policy search algorithm. Both the asymptotic convergence guarantee of the last iteration's solution and the convergence rate of the randomly picked solution are provided, and their applicability is demonstrated on several benchmark domains.
An Off-policy Policy Gradient Theorem Using Emphatic Weightings
Imani, Ehsan, Graves, Eric, White, Martha
Policy gradient methods are widely used for control in reinforcement learning, particularly for the continuous action setting. There have been a host of theoretically sound algorithms proposed for the on-policy setting, due to the existence of the policy gradient theorem which provides a simplified form for the gradient. In off-policy learning, however, where the behaviour policy is not necessarily attempting to learn and follow the optimal policy for the given task, the existence of such a theorem has been elusive. In this work, we solve this open problem by providing the first off-policy policy gradient theorem. The key to the derivation is the use of emphatic weightings. We develop a new actor-critic algorithmโcalled Actor Critic with Emphatic weightings (ACE)โthat approximates the simplified gradients provided by the theorem. We demonstrate in a simple counterexample that previous off-policy policy gradient methodsโparticularly OffPAC and DPGโconverge to the wrong solution whereas ACE finds the optimal solution.
Go for a Walk and Arrive at the Answer: Reasoning Over Paths in Knowledge Bases using Reinforcement Learning
Das, Rajarshi, Dhuliawala, Shehzaad, Zaheer, Manzil, Vilnis, Luke, Durugkar, Ishan, Krishnamurthy, Akshay, Smola, Alex, McCallum, Andrew
Knowledge bases (KB), both automatically and manually constructed, are often incomplete --- many valid facts can be inferred from the KB by synthesizing existing information. A popular approach to KB completion is to infer new relations by combinatory reasoning over the information found along other paths connecting a pair of entities. Given the enormous size of KBs and the exponential number of paths, previous path-based models have considered only the problem of predicting a missing relation given two entities or evaluating the truth of a proposed triple. Additionally, these methods have traditionally used random paths between fixed entity pairs or more recently learned to pick paths between them. We propose a new algorithm MINERVA, which addresses the much more difficult and practical task of answering questions where the relation is known, but only one entity. Since random walks are impractical in a setting with combinatorially many destinations from a start node, we present a neural reinforcement learning approach which learns how to navigate the graph conditioned on the input query to find predictive paths. Empirically, this approach obtains state-of-the-art results on several datasets, significantly outperforming prior methods.
Meta Reinforcement Learning with Distribution of Exploration Parameters Learned by Evolution Strategies
Shen, Yiming, Yang, Kehan, Yuan, Yufeng, Liu, Simon Cheng
In this paper, we propose a novel meta-learning method in a reinforcement learning setting, based on evolution strategies (ES), exploration in parameter space and deterministic policy gradients. ES methods are easy to parallelize, which is desirable for modern training architectures; however, such methods typically require a huge number of samples for effective training. We use deterministic policy gradients during adaptation and other techniques to compensate for the sample-efficiency problem while maintaining the inherent scalability of ES methods. We demonstrate that our method achieves good results compared to gradient-based meta-learning in high-dimensional control tasks in the MuJoCo simulator. In addition, because of gradient-free methods in the meta-training phase, which do not need information about gradients and policies in adaptation training, we predict and confirm our algorithm performs better in tasks that need multi-step adaptation.
Deep Learning -- Reinforcement Learning โ Data Driven Investor โ Medium
Interested in understanding the algorithm used by AlphaGo to beat the human world champion? Then this article is for you. We will discuss what is Reinforcement learning (RL), Elements of Reinforced Learning, terms related to RL like value function, and Q value function. As kids, teenagers or grownups, when we we need to learn a new skill, we either have someone to help or we learn on our own by trial and error. Let's map this to Reinforced Learning.
Learning to Navigate the Web โ Arxiv Vanity
Learning in environments with large state and action spaces, and sparse rewards, can hinder a Reinforcement Learning (RL) agent's learning through trial-and-error. For instance, following natural language instructions on the Web (such as booking a flight ticket) leads to RL settings where input vocabulary and number of actionable elements on a page can grow very large. Even though recent approaches improve the success rate on relatively simple environments with the help of human demonstrations to guide the exploration, they still fail in environments where the set of possible instructions can reach millions. We approach the aforementioned problems from a different perspective and propose guided RL approaches that can generate unbounded amount of experience for an agent to learn from. Instead of learning from a complicated instruction with a large vocabulary, we decompose it into multiple sub-instructions and schedule a curriculum in which an agent is tasked with a gradually increasing subset of these relatively easier sub-instructions.
MEETING BOT: Reinforcement Learning for Dialogue Based Meeting Scheduling
D, Vishwanath, Vig, Lovekesh, Shroff, Gautam, Agarwal, Puneet
In this paper we present Meeting Bot, a reinforcement learning based conversational system that interacts with multiple users to schedule meetings. The system is able to interpret user utterences and map them to preferred time slots, which are then fed to a reinforcement learning (RL) system with the goal of converging on an agreeable time slot. The RL system is able to adapt to user preferences and environmental changes in meeting arrival rate while still scheduling effectively. Learning is performed via policy gradient with exploration, by utilizing an MLP as an approximator of the policy function. Results demonstrate that the system outperforms standard scheduling algorithms in terms of overall scheduling efficiency. Additionally, the system is able to adapt its strategy to situations when users consistently reject or accept meetings in certain slots (such as Friday afternoon versus Thursday morning), or when the meeting is called by members who are at a more senior designation.
Differential Temporal Difference Learning
Devraj, Adithya M., Kontoyiannis, Ioannis, Meyn, Sean P.
Value functions derived from Markov decision processes arise as a central component of algorithms as well as performance metrics in many statistics and engineering applications of machine learning techniques. Computation of the solution to the associated Bellman equations is challenging in most practical cases of interest. A popular class of approximation techniques, known as Temporal Difference (TD) learning algorithms, are an important sub-class of general reinforcement learning methods. The algorithms introduced in this paper are intended to resolve two well-known difficulties of TD-learning approaches: Their slow convergence due to very high variance, and the fact that, for the problem of computing the relative value function, consistent algorithms exist only in special cases. First we show that the gradients of these value functions admit a representation that lends itself to algorithm design. Based on this result, a new class of differential TD-learning algorithms is introduced. For Markovian models on Euclidean space with smooth dynamics, the algorithms are shown to be consistent under general conditions. Numerical results show dramatic variance reduction when compared to standard methods.
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.