Sports betting is a popular past-time for many and a great use-case for an important concept known as dynamic programming that I'll introduce in this video. We'll go over concepts like value iteration, the markov decision process, and the bellman optimality principle, all to help create a system that will help US optimally bet on the winning hockey team in order to maximize profits. That's what keeps me going.

Deep neural networks have been widely applied in reinforcement learning (RL) algorithms to achieve human-level control in various challenging domains. More specifically, recent work has found outstanding performances of deep reinforcement learning (DRL) models on Atari 2600 games, by using only raw pixels to make decisions [21]. The literature on reinforcement learning is vast. Multiple deep RL algorithms have been developed to incorporate both on-policy RL such as Sarsa [30], actor-critic methods [1], etc. and off-policy RL such as Q-learning using experience replay memory [21] [25]. A parallel RL paradigm [20] has also been proposed to reduce the heavy reliance of deep RL algorithms on specialized hardware or distributed architectures. However, while a high proportion of RL applications such as Atari 2600 games contain objects with different gain or penalty (for example, enemy ships and fuel vessel are two different objects in the game "Riverraid"), most of previous algorithms are designed under the assumption that various game objects are treated equally.

Policy optimization is an effective reinforcement learning approach to solve continuous control tasks. Recent achievements have shown that alternating on-line and off-line optimization is a successful choice for efficient trajectory reuse. However, deciding when to stop optimizing and collect new trajectories is non-trivial as it requires to account for the variance of the objective function estimate. In this paper, we propose a novel model-free policy search algorithm, POIS, applicable in both control-based and parameter-based settings. We first derive a high-confidence bound for importance sampling estimation and then we define a surrogate objective function which is optimized off-line using a batch of trajectories. Finally, the algorithm is tested on a selection of continuous control tasks, with both linear and deep policies, and compared with the state-of-the-art policy optimization methods.

Motor control is a set of time-varying muscle excitations which generate desired motions for a biomechanical system. Muscle excitations cannot be directly measured from live subjects. An alternative approach is to estimate muscle activations using inverse motion-driven simulation. In this article, we propose a deep reinforcement learning method to estimate the muscle excitations in simulated biomechanical systems. Here, we introduce a custom-made reward function which incentivizes faster point-to-point tracking of target motion. Moreover, we deploy two new techniques, namely, episode-based hard update and dual buffer experience replay, to avoid feedback training loops. The proposed method is tested in four simulated 2D and 3D environments with 6 to 24 axial muscles. The results show that the models were able to learn muscle excitations for given motions after nearly 100,000 simulated steps. Moreover, the root mean square error in point-to-point reaching of the target across experiments was less than 1% of the length of the domain of motion. Our reinforcement learning method is far from the conventional dynamic approaches as the muscle control is derived functionally by a set of distributed neurons. This can open paths for neural activity interpretation of this phenomenon.

Deep reinforcement learning has recently gained a focus on problems where policy or value functions are independent of goals. Evidence exists that the sampling of goals has a strong effect on the learning performance, but there is a lack of general mechanisms that focus on optimizing the goal sampling process. In this work, we present a simple and general goal masking method that also allows us to estimate a goal's difficulty level and thus realize a curriculum learning approach for deep RL. Our results indicate that focusing on goals with a medium difficulty level is appropriate for deep deterministic policy gradient (DDPG) methods, while an "aim for the stars and reach the moon-strategy", where hard goals are sampled much more often than simple goals, leads to the best learning performance in cases where DDPG is combined with for hindsight experience replay (HER). We demonstrate that the approach significantly outperforms standard goal sampling for different robotic object manipulation problems.

Many reinforcement-learning researchers treat the reward function as a part of the environment, meaning that the agent can only know the reward of a state if it encounters that state in a trial run. However, we argue that this is an unnecessary limitation and instead, the reward function should be provided to the learning algorithm. The advantage is that the algorithm can then use the reward function to check the reward for states that the agent hasn't even encountered yet. In addition, the algorithm can simultaneously learn policies for multiple reward functions. For each state, the algorithm would calculate the reward using each of the reward functions and add the rewards to its experience replay dataset. The Hindsight Experience Replay algorithm developed by Andrychowicz et al. (2017) does just this, and learns to generalize across a distribution of sparse, goal-based rewards. We extend this algorithm to linearly-weighted, multi-objective rewards and learn a single policy that can generalize across all linear combinations of the multi-objective reward. Whereas other multi-objective algorithms teach the Q-function to generalize across the reward weights, our algorithm enables the policy to generalize, and can thus be used with continuous actions.

Autonomous AI systems will be entering human society in the near future to provide services and work alongside humans. For those systems to be accepted and trusted, the users should be able to understand the reasoning process of the system, i.e. the system should be transparent. System transparency enables humans to form coherent explanations of the system's decisions and actions. Transparency is important not only for user trust, but also for software debugging and certification. In recent years, Deep Neural Networks have made great advances in multiple application areas. However, deep neural networks are opaque. In this paper, we report on work in transparency in Deep Reinforcement Learning Networks (DRLN). Such networks have been extremely successful in accurately learning action control in image input domains, such as Atari games. In this paper, we propose a novel and general method that (a) incorporates explicit object recognition processing into deep reinforcement learning models, (b) forms the basis for the development of "object saliency maps", to provide visualization of internal states of DRLNs, thus enabling the formation of explanations and (c) can be incorporated in any existing deep reinforcement learning framework. We present computational results and human experiments to evaluate our approach.

Coordinating agents to complete a set of tasks with intercoupled temporal and resource constraints is computationally challenging, yet human domain experts can solve these difficult scheduling problems using paradigms learned through years of apprenticeship. A process for manually codifying this domain knowledge within a computational framework is necessary to scale beyond the "single-expert, single-trainee" apprenticeship model. However, human domain experts often have difficulty describing their decision-making processes. We propose a new approach for capturing this decision-making process through counterfactual reasoning in pairwise comparisons. Our approach is model-free and does not require iterating through the state space. We demonstrate that this approach accurately learns multifaceted heuristics on a synthetic and real world data sets. We also demonstrate that policies learned from human scheduling demonstration via apprenticeship learning can substantially improve the efficiency of schedule optimization. We employ this human-machine collaborative optimization technique on a variant of the weapon-to-target assignment problem. We demonstrate that this technique generates optimal solutions up to 9.5 times faster than a state-of-the-art optimization algorithm.

We consider a problem of learning a reward and policy from expert examples under unknown dynamics in high-dimensional scenarios. Our proposed method builds on the framework of generative adversarial networks and exploits reward shaping to learn near-optimal rewards and policies. Potential-based reward shaping functions are known to guide the learning agent whereas in this paper we bring forward their benefits in learning near-optimal rewards. Our method simultaneously learns a potential-based reward shaping function through variational information maximization along with the reward and policy under the adversarial learning formulation. We evaluate our method on various high-dimensional complex control tasks. We also evaluate our learned rewards in transfer learning problems where training and testing environments are made to be different from each other in terms of dynamics or structure. Our experimentation shows that our proposed method not only learns near-optimal rewards and policies matching expert behavior, but also performs significantly better than state-of-the-art inverse reinforcement learning algorithms.

Ranking is a fundamental and widely studied problem in scenarios such as search, advertising, and recommendation. However, joint optimization for multi-scenario ranking, which aims to improve the overall performance of several ranking strategies in different scenarios, is rather untouched. Separately optimizing each individual strategy has two limitations. The first one is lack of collaboration between scenarios meaning that each strategy maximizes its own objective but ignores the goals of other strategies, leading to a sub-optimal overall performance. The second limitation is the inability of modeling the correlation between scenarios meaning that independent optimization in one scenario only uses its own user data but ignores the context in other scenarios. In this paper, we formulate multi-scenario ranking as a fully cooperative, partially observable, multi-agent sequential decision problem. We propose a novel model named Multi-Agent Recurrent Deterministic Policy Gradient (MA-RDPG) which has a communication component for passing messages, several private actors (agents) for making actions for ranking, and a centralized critic for evaluating the overall performance of the co-working actors. Each scenario is treated as an agent (actor). Agents collaborate with each other by sharing a global action-value function (the critic) and passing messages that encodes historical information across scenarios. The model is evaluated with online settings on a large E-commerce platform. Results show that the proposed model exhibits significant improvements against baselines in terms of the overall performance.