We consider the exploration-exploitation trade-off in reinforcement learning and we show that an agent imbued with a risk-seeking utility function is able to explore efficiently, as measured by regret. The parameter that controls how risk-seeking the agent is can be optimized exactly, or annealed according to a schedule. We call the resulting algorithm K-learning and show that the corresponding K-values are optimistic for the expected Q-values at each state-action pair. The K-values induce a natural Boltzmann exploration policy for which the `temperature' parameter is equal to the risk-seeking parameter. This policy achieves an expected regret bound of $\tilde O(L^{3/2} \sqrt{S A T})$, where $L$ is the time horizon, $S$ is the number of states, $A$ is the number of actions, and $T$ is the total number of elapsed time-steps. This bound is only a factor of $L$ larger than the established lower bound. K-learning can be interpreted as mirror descent in the policy space, and it is similar to other well-known methods in the literature, including Q-learning, soft-Q-learning, and maximum entropy policy gradient, and is closely related to optimism and count based exploration methods. K-learning is simple to implement, as it only requires adding a bonus to the reward at each state-action and then solving a Bellman equation. We conclude with a numerical example demonstrating that K-learning is competitive with other state-of-the-art algorithms in practice.

Imitation learning algorithms can be used to learn a policy from expert demonstrations without access to a reward signal. However, most existing approaches are not applicable in multi-agent settings due to the existence of multiple (Nash) equilibria and non-stationary environments. We propose a new framework for multi-agent imitation learning for general Markov games, where we build upon a generalized notion of inverse reinforcement learning. We further introduce a practical multi-agent actor-critic algorithm with good empirical performance. Our method can be used to imitate complex behaviors in high-dimensional environments with multiple cooperative or competing agents.

Reinforcement Learning (RL) is a learning paradigm concerned with learning to control a system so as to maximize an objective over the long term. This approach to learning has received immense interest in recent times and success manifests itself in the form of human-level performance on games like \textit{Go}. While RL is emerging as a practical component in real-life systems, most successes have been in Single Agent domains. This report will instead specifically focus on challenges that are unique to Multi-Agent Systems interacting in mixed cooperative and competitive environments. The report concludes with advances in the paradigm of training Multi-Agent Systems called \textit{Decentralized Actor, Centralized Critic}, based on an extension of MDPs called \textit{Decentralized Partially Observable MDP}s, which has seen a renewed interest lately.

Emotions are intimately tied to motivation and the adaptation of behavior, and many animal species show evidence of emotions in their behavior. Therefore, emotions must be related to powerful mechanisms that aid survival, and, emotions must be evolutionary continuous phenomena. How and why did emotions evolve in nature, how do events get emotionally appraised, how do emotions relate to cognitive complexity, and, how do they impact behavior and learning? In this article I propose that all emotions are manifestations of reward processing, in particular Temporal Difference (TD) error assessment. Reinforcement Learning (RL) is a powerful computational model for the learning of goal oriented tasks by exploration and feedback. Evidence indicates that RL-like processes exist in many animal species. Key in the processing of feedback in RL is the notion of TD error, the assessment of how much better or worse a situation just became, compared to what was previously expected (or, the estimated gain or loss of utility - or well-being - resulting from new evidence). I propose a TDRL Theory of Emotion and discuss its ramifications for our understanding of emotions in humans, animals and machines, and present psychological, neurobiological and computational evidence in its support.

A code tutorial in Tensorflow that uses Reinforcement Learning to take free kicks. In my previous article, I presented an AI bot trained to play the game of FIFA using Supervised Learning technique. However, the training data required to improve it further quickly became cumbersome to gather and provided little-to-no improvements, making this approach very time consuming. For this sake, I decided to switch to Reinforcement Learning, as suggested by almost everyone who commented on that article! In this article, I'll provide a short description of what Reinforcement Learning is and how I applied it to this game.

Traditionally, Back testing is a data based approach to decision making. Backtesting offers Research analysts, traders, and investors a way to evaluate and optimize their trading strategies and model portfolios before implementing them. This is done by using historical data, backtest the model to see whether it would have worked in the past. By comparing the predicted results of the model against the actual historical results, backtesting can determine whether the model has predictive value. This is where we, in essence, put your trading strategies and model portfolios into a time machine (i.e.

Machine Learning models become increasingly proficient in complex tasks. However, even for experts in the field, it can be difficult to understand what the model learned. This hampers trust and acceptance, and it obstructs the possibility to correct the model. There is therefore a need for transparency of machine learning models. The development of transparent classification models has received much attention, but there are few developments for achieving transparent Reinforcement Learning (RL) models. In this study we propose a method that enables a RL agent to explain its behavior in terms of the expected consequences of state transitions and outcomes. First, we define a translation of states and actions to a description that is easier to understand for human users. Second, we developed a procedure that enables the agent to obtain the consequences of a single action, as well as its entire policy. The method calculates contrasts between the consequences of a policy derived from a user query, and of the learned policy of the agent. Third, a format for generating explanations was constructed. A pilot survey study was conducted to explore preferences of users for different explanation properties. Results indicate that human users tend to favor explanations about policy rather than about single actions.

Many relevant tasks require an agent to reach a certain state, or to manipulate objects into a desired configuration. For example, we might want a robot to align and assemble a gear onto an axle or insert and turn a key in a lock. These goal-oriented tasks present a considerable challenge for reinforcement learning, since their natural reward function is sparse and prohibitive amounts of exploration are required to reach the goal and receive some learning signal. Past approaches tackle these problems by exploiting expert demonstrations or by manually designing a task-specific reward shaping function to guide the learning agent. Instead, we propose a method to learn these tasks without requiring any prior knowledge other than obtaining a single state in which the task is achieved. The robot is trained in reverse, gradually learning to reach the goal from a set of start states increasingly far from the goal. Our method automatically generates a curriculum of start states that adapts to the agent's performance, leading to efficient training on goal-oriented tasks. We demonstrate our approach on difficult simulated navigation and fine-grained manipulation problems, not solvable by state-of-the-art reinforcement learning methods.

Activities in reinforcement learning (RL) revolve around learning the Markov decision process (MDP) model, in particular, the following parameters: state values, V; state-action values, Q; and policy, pi. These parameters are commonly implemented as an array. Scaling up the problem means scaling up the size of the array and this will quickly lead to a computational bottleneck. To get around this, the RL problem is commonly formulated to learn a specific task using hand-crafted input features to curb the size of the array. In this report, we discuss an alternative end-to-end Deep Reinforcement Learning (DRL) approach where the DRL attempts to learn general task representations which in our context refers to learning to play the Pong game from a sequence of screen snapshots without game-specific hand-crafted features. We apply artificial neural networks (ANN) to approximate a policy of the RL model. The policy network, via Policy Gradients (PG) method, learns to play the Pong game from a sequence of frames without any extra semantics apart from the pixel information and the score. In contrast to the traditional tabular RL approach where the contents in the array have clear interpretations such as V or Q, the interpretation of knowledge content from the weights of the policy network is more illusive. In this work, we experiment with various Deep ANN architectures i.e., Feed forward ANN (FFNN), Convolution ANN (CNN) and Asynchronous Advantage Actor-Critic (A3C). We also examine the activation of hidden nodes and the weights between the input and the hidden layers, before and after the DRL has successfully learnt to play the Pong game. Insights into the internal learning mechanisms and future research directions are then discussed.

Deep reinforcement learning, and especially the Asynchronous Advantage Actor-Critic algorithm, has been successfully used to achieve super-human performance in a variety of video games. Starcraft II is a new challenge for the reinforcement learning community with the release of pysc2 learning environment proposed by Google Deepmind and Blizzard Entertainment. Despite being a target for several AI developers, few have achieved human level performance. In this project we explain the complexities of this environment and discuss the results from our experiments on the environment. We have compared various architectures and have proved that transfer learning can be an effective paradigm in reinforcement learning research for complex scenarios requiring skill transfer.