Reinforcement Learning
Neurally Plausible Reinforcement Learning of Working Memory Tasks
Rombouts, Jaldert, Roelfsema, Pieter, Bohte, Sander M.
A key function of brains is undoubtedly the abstraction and maintenance of information from the environment for later use. Neurons in association cortex play an important role in this process: during learning these neurons become tuned to relevant features and represent the information that is required later as a persistent elevation of their activity. It is however not well known how these neurons acquire their task-relevant tuning. Here we introduce a biologically plausible learning scheme that explains how neurons become selective for relevant information when animals learn by trial and error. We propose that the action selection stage feeds back attentional signals to earlier processing levels. These feedback signals interact with feedforward signals to form synaptic tags at those connections that are responsible for the stimulus-response mapping. A globally released neuromodulatory signal interacts with these tagged synapses to determine the sign and strength of plasticity. The learning scheme is generic because it can train networks in different tasks, simply by varying inputs and rewards. It explains how neurons in association cortex learn to (1) temporarily store task-relevant information in non-linear stimulus-response mapping tasks and (2) learn to optimally integrate probabilistic evidence for perceptual decision making.
Online Regret Bounds for Undiscounted Continuous Reinforcement Learning
Ortner, Ronald, Ryabko, Daniil
We derive sublinear regret bounds for undiscounted reinforcement learning in continuous state space. The proposed algorithm combines state aggregation with the use of upper confidence bounds for implementing optimism in the face of uncertainty. Beside the existence of an optimal policy which satisfies the Poisson equation, the only assumptions made are Hoelder continuity of rewards and transition probabilities.
On-line Reinforcement Learning Using Incremental Kernel-Based Stochastic Factorization
Precup, Doina, Pineau, Joelle, Barreto, Andre S.
Kernel-based stochastic factorization (KBSF) is an algorithm for solving reinforcement learningtasks with continuous state spaces which builds a Markov decision process (MDP) based on a set of sample transitions. What sets KBSF apart from other kernel-based approaches is the fact that the size of its MDP is independent ofthe number of transitions, which makes it possible to control the tradeoff between the quality of the resulting approximation and the associated computational cost.However, KBSF's memory usage grows linearly with the number of transitions, precluding its application in scenarios where a large amount of data must be processed. In this paper we show that it is possible to construct KBSF's MDP in a fully incremental way, thus freeing the space complexity of this algorithm fromits dependence on the number of sample transitions. The incremental version of KBSF is able to process an arbitrary amount of data, which results in a model-based reinforcement learning algorithm that can be used to solve continuous MDPsin both off-line and online regimes. We present theoretical results showing that KBSF can approximate the value function that would be computed by conventional kernel-based learning with arbitrary precision. We empirically demonstrate the effectiveness of the proposed algorithm in the challenging threepole balancingtask, in which the ability to process a large number of transitions is crucial for success.
Value Pursuit Iteration
Farahmand, Amir M., Precup, Doina
Value Pursuit Iteration (VPI) is an approximate value iteration algorithm that finds a close to optimal policy for reinforcement learning and planning problems with large state spaces. VPI has two main features: First, it is a nonparametric algorithm that finds a good sparse approximation of the optimal value function given a dictionary of features. The algorithm is almost insensitive to the number of irrelevant features. Second, after each iteration of VPI, the algorithm adds a set of functions based on the currently learned value function to the dictionary. This increases the representation power of the dictionary in a way that is directly relevant to the goal of having a good approximation of the optimal value function. We theoretically study VPI and provide a finite-sample error upper bound for it.
Learned Prioritization for Trading Off Accuracy and Speed
Jiang, Jiarong, Teichert, Adam, Eisner, Jason, Daume, Hal
Users want natural language processing (NLP) systems to be both fast and accurate, but quality often comes at the cost of speed. The field has been manually exploring various speed-accuracy tradeoffs (for particular problems and datasets). We aim to explore this space automatically, focusing here on the case of agenda-based syntactic parsing \cite{kay-1986}. Unfortunately, off-the-shelf reinforcement learning techniques fail to learn good policies: the state space is simply too large to explore naively. An attempt to counteract this by applying imitation learning algorithms also fails: the ``teacher'' is far too good to successfully imitate with our inexpensive features. Moreover, it is not specifically tuned for the known reward function. We propose a hybrid reinforcement/apprenticeship learning algorithm that, even with only a few inexpensive features, can automatically learn weights that achieve competitive accuracies at significant improvements in speed over state-of-the-art baselines.
Nonparametric Bayesian Inverse Reinforcement Learning for Multiple Reward Functions
We present a nonparametric Bayesian approach to inverse reinforcement learning (IRL) for multiple reward functions. Most previous IRL algorithms assume that the behaviour data is obtained from an agent who is optimizing a single reward function, but this assumption is hard to be met in practice. Our approach is based on integrating the Dirichlet process mixture model into Bayesian IRL. We provide an efficient Metropolis-Hastings sampling algorithm utilizing the gradient of the posterior to estimate the underlying reward functions, and demonstrate that our approach outperforms the previous ones via experiments on a number of problem domains.
Bayesian Hierarchical Reinforcement Learning
We describe an approach to incorporating Bayesian priors in the maxq framework for hierarchical reinforcement learning (HRL). We define priors on the primitive environment model and on task pseudo-rewards. Since models for composite tasks can be complex, we use a mixed model-based/model-free learning approach to find an optimal hierarchical policy. We show empirically that (i) our approach results in improved convergence over non-Bayesian baselines, given sensible priors, (ii) task hierarchies and Bayesian priors can be complementary sources of information, and using both sources is better than either alone, (iii) taking advantage of the structural decomposition induced by the task hierarchy significantly reduces the computational cost of Bayesian reinforcement learning and (iv) in this framework, task pseudo-rewards can be learned instead of being manually specified, leading to automatic learning of hierarchically optimal rather than recursively optimal policies.
Safe Exploration of State and Action Spaces in Reinforcement Learning
In this paper, we consider the important problem of safe exploration in reinforcement learning. While reinforcement learning is well-suited to domains with complex transition dynamics and high-dimensional state-action spaces, an additional challenge is posed by the need for safe and efficient exploration. Traditional exploration techniques are not particularly useful for solving dangerous tasks, where the trial and error process may lead to the selection of actions whose execution in some states may result in damage to the learning system (or any other system). Consequently, when an agent begins an interaction with a dangerous and high-dimensional state-action space, an important question arises; namely, that of how to avoid (or at least minimize) damage caused by the exploration of the state-action space. We introduce the PI-SRL algorithm which safely improves suboptimal albeit robust behaviors for continuous state and action control tasks and which efficiently learns from the experience gained from the environment. We evaluate the proposed method in four complex tasks: automatic car parking, pole-balancing, helicopter hovering, and business management.
Reinforcement Learning with Partially Known World Dynamics
Reinforcement learning would enjoy better success on real-world problems if domain knowledge could be imparted to the algorithm by the modelers. Most problems have both hidden state and unknown dynamics. Partially observable Markov decision processes (POMDPs) allow for the modeling of both. Unfortunately, they do not provide a natural framework in which to specify knowledge about the domain dynamics. The designer must either admit to knowing nothing about the dynamics or completely specify the dynamics (thereby turning it into a planning problem). We propose a new framework called a partially known Markov decision process (PKMDP) which allows the designer to specify known dynamics while still leaving portions of the environment s dynamics unknown.The model represents NOT ONLY the environment dynamics but also the agents knowledge of the dynamics. We present a reinforcement learning algorithm for this model based on importance sampling. The algorithm incorporates planning based on the known dynamics and learning about the unknown dynamics. Our results clearly demonstrate the ability to add domain knowledge and the resulting benefits for learning.
Value Function Approximation in Zero-Sum Markov Games
Lagoudakis, Michail, Parr, Ron
This paper investigates value function approximation in the context of zero-sum Markov games, which can be viewed as a generalization of the Markov decision process (MDP) framework to the two-agent case. We generalize error bounds from MDPs to Markov games and describe generalizations of reinforcement learning algorithms to Markov games. We present a generalization of the optimal stopping problem to a two-player simultaneous move Markov game. For this special problem, we provide stronger bounds and can guarantee convergence for LSTD and temporal difference learning with linear value function approximation. We demonstrate the viability of value function approximation for Markov games by using the Least squares policy iteration (LSPI) algorithm to learn good policies for a soccer domain and a flow control problem. 1 Introduction Markov games can be viewed as generalizations of both classical game theory and the Markov decision process (MDP) framework1. In this paper, we consider the twoplayer zero-sum case, in which two players make simultaneous decisions in the same environment with shared state information. The reward function and the state transition probabilities depend on the current state and the current agents' joint actions. The reward function in each state is the payoff matrix of a zero-sum game.