In several reinforcement learning (RL) scenarios, mainly in security settings, there may be adversaries trying to interfere with the reward generating process. In this paper, we introduce Threatened Markov Decision Processes (TMDPs), which provide a framework to support a decision maker against a potential adversary in RL. Furthermore, we propose a level-$k$ thinking scheme resulting in a new learning framework to deal with TMDPs. After introducing our framework and deriving theoretical results, relevant empirical evidence is given via extensive experiments, showing the benefits of accounting for adversaries while the agent learns.

The ability to give a precise and fast prediction for the price movement of stocks is the key to profitability in High Frequency Trading. The main objective of this paper is to propose a novel way of modeling the high frequency trading problem using Deep Reinforcement Learning and to argue why Deep RL can have a lot of potential in the field of High Frequency Trading. We have analyzed the model's performance based on it's prediction accuracy as well as prediction speed across full-day trading simulations.

A generative recurrent neural network is quickly trained in an unsupervised manner to model popular reinforcement learning environments through compressed spatio-temporal representations. The world model's extracted features are fed into compact and simple policies trained by evolution, achieving state of the art results in various environments. We also train our agent entirely inside of an environment generated by its own internal world model, and transfer this policy back into the actual environment. Interactive version of paper at https://worldmodels.github.io

Recently deep reinforcement learning (DRL) has achieved outstanding success on solving many difficult and large-scale RL problems. However the high sample cost required for effective learning often makes DRL unaffordable in resource-limited applications. With the aim of improving sample efficiency and learning performance, we will develop a new DRL algorithm in this paper that seamless integrates entropy-induced and bootstrap-induced techniques for efficient and deep exploration of the learning environment. Specifically, a general form of Tsallis entropy regularizer will be utilized to drive entropy-induced exploration based on efficient approximation of optimal action-selection policies. Different from many existing works that rely on action dithering strategies for exploration, our algorithm is efficient in exploring actions with clear exploration value. Meanwhile, by employing an ensemble of Q-networks under varied Tsallis entropy regularization, the diversity of the ensemble can be further enhanced to enable effective bootstrap-induced exploration. Experiments on Atari game playing tasks clearly demonstrate that our new algorithm can achieve more efficient and effective exploration for DRL, in comparison to recently proposed exploration methods including Bootstrapped Deep Q-Network and UCB Q-Ensemble.

Clinical trials involving multiple treatments utilize randomization of the treatment assignments to enable the evaluation of treatment efficacies in an unbiased manner. Such evaluation is performed in post hoc studies that usually use supervised-learning methods that rely on large amounts of data collected in a randomized fashion. That approach often proves to be suboptimal in that some participants may suffer and even die as a result of having not received the most appropriate treatments during the trial. Reinforcement-learning methods improve the situation by making it possible to learn the treatment efficacies dynamically during the course of the trial, and to adapt treatment assignments accordingly. Recent efforts using \textit{multi-arm bandits}, a type of reinforcement-learning methods, have focused on maximizing clinical outcomes for a population that was assumed to be homogeneous. However, those approaches have failed to account for the variability among participants that is becoming increasingly evident as a result of recent clinical-trial-based studies. We present a contextual-bandit-based online treatment optimization algorithm that, in choosing treatments for new participants in the study, takes into account not only the maximization of the clinical outcomes but also the patient characteristics. We evaluated our algorithm using a real clinical trial dataset from the International Stroke Trial. The results of our retrospective analysis indicate that the proposed approach performs significantly better than either a random assignment of treatments (the current gold standard) or a multi-arm-bandit-based approach, providing substantial gains in the percentage of participants who are assigned the most suitable treatments. The contextual-bandit and multi-arm bandit approaches provide 72.63% and 64.34% gains, respectively, compared to a random assignment.

Assisted by neural networks, reinforcement learning agents have been able to solve increasingly complex tasks over the last years. The simulation environment in which the agents interact is an essential component in any reinforcement learning problem. The environment simulates the dynamics of the agents' world and hence provides feedback to their actions in terms of state observations and external rewards. To ease the design and simulation of such environments this work introduces APES, a highly customizable and open source package in Python to create 2D grid-world environments for reinforcement learning problems. APES equips agents with algorithms to simulate any field of vision, it allows the creation and positioning of items and rewards according to user-defined rules, and supports the interaction of multiple agents.

Deep reinforcement learning algorithms have achieved remarkable results on a number of problems once thought to be unsolvable without the aid of human intuition and creativity. RL agents can learn to master tasks like chess and retro video games without any prior instruction -- often surpassing the performance of even the greatest human experts. But these methods are sample inefficient and rely on learning from hundreds or even thousands of complete failures before any progress is made. That's a luxury we can afford when the task is simple or can be simulated, like an Atari screen or chess board, but is at least partially responsible for RL's relatively short list of real-world applications. For example, it would be incredibly dangerous, expensive, and time inefficient to let a self-driving algorithm learn by smashing a real car into a real wall for the 1000 iterations it might take for it to figure out what the brakes do, or to learn to land a rocket by crashing the first 500 of them.

Dopamine Dopamine is a research framework for fast prototyping of reinforcement learning algorithms. Simple Baselines for Human Pose Estimation and Tracking The project is an official implement of Microsoft ECCV2018 paper "Simple Baselines for Human Pose Estimation and Tracking"

We study an exploration method for model-free RL that generalizes the counter-based exploration bonus methods and takes into account long term exploratory value of actions rather than a single step look-ahead. We propose a model-free RL method that modifies Delayed Q-learning and utilizes the long-term exploration bonus with provable efficiency. We show that our proposed method finds a near-optimal policy in polynomial time (PAC-MDP), and also provide experimental evidence that our proposed algorithm is an efficient exploration method.

Learning to drive faithfully in highly stochastic urban settings remains an open problem. To that end, we propose a Multi-task Learning from Demonstration (MT-LfD) framework which uses supervised auxiliary task prediction to guide the main task of predicting the driving commands. Our framework involves an end-to-end trainable network for imitating the expert demonstrator's driving commands. The network intermediately predicts visual affordances and action primitives through direct supervision which provide the aforementioned auxiliary supervised guidance. We demonstrate that such joint learning and supervised guidance facilitates hierarchical task decomposition, assisting the agent to learn faster, achieve better driving performance and increases transparency of the otherwise black-box end-to-end network. We run our experiments to validate the MT-LfD framework in CARLA, an open-source urban driving simulator. We introduce multiple non-player agents in CARLA and induce temporal noise in them for realistic stochasticity.