Reinforcement Learning
Apprenticeship learning using Inverse Reinforcement Learning
Reinforcement learning (RL) is is the very basic and most intuitive form of trial and error learning, it is the way by which most of the living organisms with some form of thinking capabilities learn. Often referred to as learning by exploration, it is the way by which a new born human baby learns to take its first steps, that is by taking random actions initially and then slowly figuring out the actions which lead to the forward walking motion. Note, this post assumes a good understanding of the Reinforcement learning framework, please make yourself familiar with RL through week 5 and 6 of this awesome online course AI_Berkeley. Now the question that I kept asking myself is, what is the driving force for this kind of learning, what forces the agent to learn a particular behavior in the way it is doing it. Upon learning more about RL I came across the idea of rewards, basically the agent tries to choose its actions in such a way that the rewards that is gets from that particular behavior are maximized.
Reinforcement Renaissance
Based in San Francisco, Marina Krakovsky is the author of The Middleman Economy: How Brokers, Agents, Dealers, and Everyday Matchmakers Create Value and Profit (Palgrave Macmillan, 2015). Permission to make digital or hard copies of part or all of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and full citation on the first page.
Q($\lambda$) with Off-Policy Corrections
Harutyunyan, Anna, Bellemare, Marc G., Stepleton, Tom, Munos, Remi
We propose and analyze an alternate approach to off-policy multi-step temporal difference learning, in which off-policy returns are corrected with the current Q-function in terms of rewards, rather than with the target policy in terms of transition probabilities. We prove that such approximate corrections are sufficient for off-policy convergence both in policy evaluation and control, provided certain conditions. These conditions relate the distance between the target and behavior policies, the eligibility trace parameter and the discount factor, and formalize an underlying tradeoff in off-policy TD($\lambda$). We illustrate this theoretical relationship empirically on a continuous-state control task.
Posterior Sampling for Reinforcement Learning Without Episodes
Osband, Ian, Van Roy, Benjamin
This is a brief technical note to clarify some of the issues with applying the application of the algorithm posterior sampling for reinforcement learning (PSRL) in environments without fixed episodes. In particular, this paper aims to: - Review some of results which have been proven for finite horizon MDPs (Osband et al 2013, 2014a, 2014b, 2016) and also for MDPs with finite ergodic structure (Gopalan et al 2014). - Review similar results for optimistic algorithms in infinite horizon problems (Jaksch et al 2010, Bartlett and Tewari 2009, Abbasi-Yadkori and Szepesvari 2011), with particular attention to the dynamic episode growth. - Highlight the delicate technical issue which has led to a fault in the proof of the lazy-PSRL algorithm (Abbasi-Yadkori and Szepesvari 2015). We present an explicit counterexample to this style of argument. Therefore, we suggest that the Theorem 2 in (Abbasi-Yadkori and Szepesvari 2015) be instead considered a conjecture, as it has no rigorous proof. - Present pragmatic approaches to apply PSRL in infinite horizon problems. We conjecture that, under some additional assumptions, it will be possible to obtain bounds $O( \sqrt{T} )$ even without episodic reset. We hope that this note serves to clarify existing results in the field of reinforcement learning and provides interesting motivation for future work.
On Lower Bounds for Regret in Reinforcement Learning
Osband, Ian, Van Roy, Benjamin
This is a brief technical note to clarify the state of lower bounds on regret for reinforcement learning. In particular, this paper: - Reproduces a lower bound on regret for reinforcement learning, similar to the result of Theorem 5 in the journal UCRL2 paper (Jaksch et al 2010). - Clarifies that the proposed proof of Theorem 6 in the REGAL paper (Bartlett and Tewari 2009) does not hold using the standard techniques without further work. We suggest that this result should instead be considered a conjecture as it has no rigorous proof. - Suggests that the conjectured lower bound given by (Bartlett and Tewari 2009) is incorrect and, in fact, it is possible to improve the scaling of the upper bound to match the weaker lower bounds presented in this paper. We hope that this note serves to clarify existing results in the field of reinforcement learning and provides interesting motivation for future work.
Accelerating Stochastic Composition Optimization
Wang, Mengdi, Liu, Ji, Fang, Ethan X.
Consider the stochastic composition optimization problem where the objective is a composition of two expected-value functions. We propose a new stochastic first-order method, namely the accelerated stochastic compositional proximal gradient (ASC-PG) method, which updates based on queries to the sampling oracle using two different timescales. The ASC-PG is the first proximal gradient method for the stochastic composition problem that can deal with nonsmooth regularization penalty. We show that the ASC-PG exhibits faster convergence than the best known algorithms, and that it achieves the optimal sample-error complexity in several important special cases. We further demonstrate the application of ASC-PG to reinforcement learning and conduct numerical experiments.
DEEP REINFORCEMENT LEARNING - What we do now echoes in eternity.
Research at Google is at the forefront of innovation in Machine Intelligence, with active research exploring virtually all aspects of machine learning, including deep learning and more classical algorithms. Exploring theory as well as application, much of our work on language, speech, translation, visual processing, ranking and prediction relies on Machine Intelligence. In all of those tasks and many others, we gather large volumes of direct or indirect evidence of relationships of interest, applying learning algorithms to understand and generalize. Machine Intelligence at Google raises deep scientific and engineering challenges, allowing us to contribute to the broader academic research community through technical talks and publications in major conferences and journals. Contrary to much of current theory and practice, the statistics of the data we observe shifts rapidly, the features of interest change as well, and the volume of data often requires enormous computation capacity.
A Batch, Off-Policy, Actor-Critic Algorithm for Optimizing the Average Reward
Murphy, S. A., Deng, Y., Laber, E. B., Maei, H. R., Sutton, R. S., Witkiewitz, K.
We develop an off-policy actor-critic algorithm for learning an optimal policy from a training set composed of data from multiple individuals. This algorithm is developed with a view toward its use in mobile health. In the behavioral health communities there is increasing interest in, and use of, mobile devices to deliver treatments that target behavior change. Mobile devices can be used to provide treatment when, where, and in the amount desired (Litvin et al., 2013; Kumar et al., 2013). Increasingly scientists are looking to passive sensing (wearable devices, GPS, activity on the smartphone) and self-report of internal states to individualize the intervention to the person in terms of when, how and where to deliver treatment.
Putting AI in The Matrix May Keep It from Doing the Same to Us
Someday artificial intelligence (AI) might be too good and too smart for humans. The worry is that the first AI machine to surpass human intelligence might be impossible to shut down. That's one reason Google made headlines in June with its big red button that relies on a modified reinforcement-learning algorithm that, under the right circumstances, will prevent AI from learning that the big red button deprives it of reward. Mark Riedl, associate professor in Georgia Tech's College of Computing and director of the Entertainment Intelligence Lab, is putting forward an alternate approach to the big red button that may prove to be more reliable in stopping AI from causing harm to people or property. The problem with a Big Red Button approach to shutting down AI that has gone rogue is that, over time, it's possible that AI may learn what big red buttons do.