Reinforcement Learning
Augmenting Decisions of Taxi Drivers through Reinforcement Learning for Improving Revenues
Verma, Tanvi (Singapore Management University) | Varakantham, Pradeep (Singapore Management University) | Kraus, Sarit (Bar-Ilan University) | Lau, Hoong Chuin (Singapore Management University)
Taxis (which include cars working with car aggregation systems such as Uber, Grab, Lyft etc.) have become a critical component in the urban transportation. While most research and applications in the context of taxis have focused on improving performance from a customer perspective, in this paper, we focus on improving performance from a taxi driver perspective. Higher revenues for taxi drivers can help bring more drivers into the system thereby improving availability for customers in dense urban cities. Typically, when there is no customer on board, taxi drivers will cruise around to find customers either directly (on the street) or indirectly (due to a request from a nearby customer on phone or on aggregation systems). For such cruising taxis, we develop a Reinforcement Learning (RL) based system to learn from real trajectory logs of drivers to advise them on the right locations to find customers which maximize their revenue. There are multiple translational challenges involved in building this RL system based on real data, such as annotating the activities (e.g., roaming, going to a taxi stand, etc.) observed in trajectory logs, identifying the right features for a state, action space and evaluating against real driver performance observed in the dataset. We also provide a dynamic abstraction mechanism to improve the basic learning mechanism. Finally, we provide a thorough evaluation on a real world data set from a developed Asian city and demonstrate that an RL based system can provide significant benefits to the drivers.
Approximately-Optimal Queries for Planning in Reward-Uncertain Markov Decision Processes
Zhang, Shun (University of Michigan) | Durfee, Edmund (University of Michigan) | Singh, Satinder (University of Michigan)
When planning actions to take on behalf of its human operator, a robot might be uncertain about its operator's reward function. We address the problem of how the robot should formulate an (approximately) optimal query to pose to the operator, given how its uncertainty affects which policies it should plan to pursue. We explain how a robot whose queries ask the operator to choose the best from among k choices can, without loss of optimality, restrict consideration to choices only over alternative policies. Further, we present a method for constructing an approximately-optimal policy query that enjoys a performance bound, where the method need not enumerate all policies. Finally, because queries posed to the operator of a robotic system are often expressed in terms of preferences over trajectories rather than policies, we show how our constructed policy query can be projected into the space of trajectory queries. Our empirical results demonstrate that our projection technique can outperform other known techniques for choosing trajectory queries, particularly when the number of trajectories the operator is asked to compare is small.
Accelerated Reinforcement Learning Algorithms with Nonparametric Function Approximation for Opportunistic Spectrum Access
Tsiligkaridis, Theodoros, Romero, David
We study the problem of throughput maximization by predicting spectrum opportunities using reinforcement learning. Our kernel-based reinforcement learning approach is coupled with a sparsification technique that efficiently captures the environment states to control dimensionality and finds the best possible channel access actions based on the current state. This approach allows learning and planning over the intrinsic state-action space and extends well to large state and action spaces. For stationary Markov environments, we derive the optimal policy for channel access, its associated limiting throughput, and propose a fast online algorithm for achieving the optimal throughput. We then show that the maximum-likelihood channel prediction and access algorithm is suboptimal in general, and derive conditions under which the two algorithms are equivalent. For reactive Markov environments, we derive kernel variants of Q-learning, R-learning and propose an accelerated R-learning algorithm that achieves faster convergence. We finally test our algorithms against a generic reactive network. Simulation results are shown to validate the theory and show the performance gains over current state-of-the-art techniques.
An Alternative Softmax Operator for Reinforcement Learning
Asadi, Kavosh, Littman, Michael L.
A softmax operator applied to a set of values acts somewhat like the maximization function and somewhat like an average. In sequential decision making, softmax is often used in settings where it is necessary to maximize utility but also to hedge against problems that arise from putting all of one's weight behind a single maximum utility decision. The Boltzmann softmax operator is the most commonly used softmax operator in this setting, but we show that this operator is prone to misbehavior. In this work, we study a differentiable softmax operator that, among other properties, is a non-expansion ensuring a convergent behavior in learning and planning. We introduce a variant of SARSA algorithm that, by utilizing the new operator, computes a Boltzmann policy with a state-dependent temperature parameter. We show that the algorithm is convergent and that it performs favorably in practice.
[R] Deep Reinforcement Learning from Human Preferences โข r/MachineLearning
Abstract: For sophisticated reinforcement learning (RL) systems to interact usefully with real-world environments, we need to communicate complex goals to these systems. In this work, we explore goals defined in terms of (non-expert) human preferences between pairs of trajectory segments. We show that this approach can effectively solve complex RL tasks without access to the reward function, including Atari games and simulated robot locomotion, while providing feedback on less than 1% of our agent's interactions with the environment. This reduces the cost of human oversight far enough that it can be practically applied to state-of-the-art RL systems. To demonstrate the flexibility of our approach, we show that we can successfully train complex novel behaviors with about an hour of human time.
On Optimistic versus Randomized Exploration in Reinforcement Learning
Osband, Ian, Van Roy, Benjamin
We discuss the relative merits of optimistic and randomized approaches to exploration in reinforcement learning. Optimistic approaches presented in the literature apply an optimistic boost to the value estimate at each state-action pair and select actions that are greedy with respect to the resulting optimistic value function. Randomized approaches sample from among statistically plausible value functions and select actions that are greedy with respect to the random sample. Prior computational experience suggests that randomized approaches can lead to far more statistically efficient learning. We present two simple analytic examples that elucidate why this is the case. In principle, there should be optimistic approaches that fare well relative to randomized approaches, but that would require intractable computation. Optimistic approaches that have been proposed in the literature sacrifice statistical efficiency for the sake of computational efficiency. Randomized approaches, on the other hand, may enable simultaneous statistical and computational efficiency.
Why is Posterior Sampling Better than Optimism for Reinforcement Learning?
Osband, Ian, Van Roy, Benjamin
Computational results demonstrate that posterior sampling for reinforcement learning (PSRL) dramatically outperforms algorithms driven by optimism, such as UCRL2. We provide insight into the extent of this performance boost and the phenomenon that drives it. We leverage this insight to establish an $\tilde{O}(H\sqrt{SAT})$ Bayesian expected regret bound for PSRL in finite-horizon episodic Markov decision processes, where $H$ is the horizon, $S$ is the number of states, $A$ is the number of actions and $T$ is the time elapsed. This improves upon the best previous bound of $\tilde{O}(H S \sqrt{AT})$ for any reinforcement learning algorithm.
Machine Learning
Machine learning tasks are generally categorised into three main areas, which often depends on the type of data that is being analysed: Supervised learning, unsupervised learning and reinforcement learning. The methods all differ in how the machine learning algorithm is "rewarded" for being correct in its predictions or classifications. Supervised Learning - Supervised learning algorithms involve labelled data. That is, data that has been labelled, often manually, with categories (as in supervised classification) or with numerical responses (as in supervised regression). Such algorithms are trained on the data and learn which predictors correspond to which responses.
Stabilising Experience Replay for Deep Multi-Agent Reinforcement Learning
Foerster, Jakob, Nardelli, Nantas, Farquhar, Gregory, Afouras, Triantafyllos, Torr, Philip H. S., Kohli, Pushmeet, Whiteson, Shimon
Many real-world problems, such as network packet routing and urban traffic control, are naturally modeled as multi-agent reinforcement learning (RL) problems. However, existing multi-agent RL methods typically scale poorly in the problem size. Therefore, a key challenge is to translate the success of deep learning on single-agent RL to the multi-agent setting. A major stumbling block is that independent Q-learning, the most popular multi-agent RL method, introduces nonstationarity that makes it incompatible with the experience replay memory on which deep Q-learning relies. This paper proposes two methods that address this problem: 1) using a multi-agent variant of importance sampling to naturally decay obsolete data and 2) conditioning each agent's value function on a fingerprint that disambiguates the age of the data sampled from the replay memory. Results on a challenging decentralised variant of StarCraft unit micromanagement confirm that these methods enable the successful combination of experience replay with multi-agent RL.
Artificial Intelligence: Reinforcement Learning in Python
When people talk about artificial intelligence, they usually don't mean supervised and unsupervised machine learning. These tasks are pretty trivial compared to what we think of AIs doing - playing chess and Go, driving cars, and beating video games at a superhuman level. Reinforcement learning has recently become popular for doing all of that and more. Much like deep learning, a lot of the theory was discovered in the 70s and 80s but it hasn't been until recently that we've been able to observe first hand the amazing results that are possible. In 2016 we saw Google's AlphaGo beat the world Champion in Go.