Reinforcement Learning
Multiagent Q-learning with Sub-Team Coordination
In many real-world cooperative multiagent reinforcement learning (MARL) tasks, teams of agents can rehearse together before deployment, but then communication constraints may force individual agents to execute independently when deployed. Centralized training and decentralized execution (CTDE) is increasingly popular in recent years, focusing mainly on this setting. In the value-based MARL branch, credit assignment mechanism is typically used to factorize the team reward into each individual's reward -- individual-global-max (IGM) is a condition on the factorization ensuring that agents' action choices coincide with team's optimal joint action. However, current architectures fail to consider local coordination within sub-teams that should be exploited for more effective factorization, leading to faster learning. We propose a novel value factorization framework, called multiagent Q-learning with sub-team coordination (QSCAN), to flexibly represent sub-team coordination while honoring the IGM condition. QSCAN encompasses the full spectrum of sub-team coordination according to sub-team size, ranging from the monotonic value function class to the entire IGM function class, with familiar methods such as QMIX and QPLEX located at the respective extremes of the spectrum.
Uniform Last-Iterate Guarantee for Bandits and Reinforcement Learning
Existing metrics for reinforcement learning (RL) such as regret, PAC bounds, or uniform-PAC (Dann et al., 2017), typically evaluate the cumulative performance, while allowing the play of an arbitrarily bad policy at any finite time t. Such a behavior can be highly detrimental in high-stakes applications. This paper introduces a stronger metric, uniform last-iterate (ULI) guarantee, capturing both cumulative and instantaneous performance of RL algorithms. Specifically, ULI characterizes the instantaneous performance since it ensures that the per-round suboptimality of the played policy is bounded by a function, monotonically decreasing w.r.t. We demonstrate that a near-optimal ULI guarantee directly implies near-optimal cumulative performance across aforementioned metrics, but not the other way around.
WFCRL: A Multi-Agent Reinforcement Learning Benchmark for Wind Farm Control
The wind farm control problem is challenging, since conventional model-based control strategies require tractable models of complex aerodynamical interactions between the turbines and suffer from the curse of dimension when the number of turbines increases. Recently, model-free and multi-agent reinforcement learning approaches have been used to address this challenge. In this article, we introduce WFCRL (Wind Farm Control with Reinforcement Learning), the first suite of multi-agent reinforcement learning environments for the wind farm control problem. WFCRL frames a cooperative Multi-Agent Reinforcement Learning (MARL) problem: each turbine is an agent and can learn to adjust its yaw, pitch or torque to maximize the common objective (e.g. the total power production of the farm). WFCRL also offers turbine load observations that will allow to optimize the farm performance while limiting turbine structural damages.
Reinforcement Learning Under Latent Dynamics: Toward Statistical and Algorithmic Modularity
Real-world applications of reinforcement learning often involve environments where agents operate on complex, high-dimensional observations, but the underlying ( latent'') dynamics are comparatively simple. However, beyond restrictive settings such as tabular latent dynamics, the fundamental statistical requirements and algorithmic principles for reinforcement learning under latent dynamics are poorly understood. This paper addresses the question of reinforcement learning under general latent dynamics from a statistical and algorithmic perspective. On the statistical side, our main negativeresult shows that most well-studied settings for reinforcement learning with function approximation become intractable when composed with rich observations; we complement this with a positive result, identifying latent pushforward coverability as ageneral condition that enables statistical tractability. Algorithmically, we develop provably efficient observable-to-latent reductions ---that is, reductions that transform an arbitrary algorithm for the latent MDP into an algorithm that can operate on rich observations--- in two settings: one where the agent has access to hindsightobservations of the latent dynamics (Lee et al., 2023) and onewhere the agent can estimate self-predictive latent models (Schwarzer et al., 2020). Together, our results serve as a first step toward a unified statistical and algorithmic theory forreinforcement learning under latent dynamics.
Near-Minimax-Optimal Distributional Reinforcement Learning with a Generative Model
We propose a new algorithm for model-based distributional reinforcement learning (RL), and prove that it is minimax-optimal for approximating return distributions in the generative model regime (up to logarithmic factors), the first result of this kind for any distributional RL algorithm. Our analysis also provides new theoretical perspectives on categorical approaches to distributional RL, as well as introducing a new distributional Bellman equation, the stochastic categorical CDF Bellman equation, which we expect to be of independent interest. Finally, we provide an experimental study comparing a variety of model-based distributional RL algorithms, with several key takeaways for practitioners.
Parallelizing Model-based Reinforcement Learning Over the Sequence Length
Recently, Model-based Reinforcement Learning (MBRL) methods have demonstrated stunning sample efficiency in various RL domains.However, achieving this extraordinary sample efficiency comes with additional training costs in terms of computations, memory, and training time.To address these challenges, we propose the Parallelized Model-based Reinforcement Learning (PaMoRL) framework.PaMoRL introduces two novel techniques: the Parallel World Model (PWM) and the Parallelized Eligibility Trace Estimation (PETE) to parallelize both model learning and policy learning stages of current MBRL methods over the sequence length.Our PaMoRL framework is hardware-efficient and stable, and it can be applied to various tasks with discrete or continuous action spaces using a single set of hyperparameters.The empirical results demonstrate that the PWM and PETE within PaMoRL significantly increase training speed without sacrificing inference efficiency.In terms of sample efficiency, PaMoRL maintains an MBRL-level sample efficiency that outperforms other no-look-ahead MBRL methods and model-free RL methods, and it even exceeds the performance of planning-based MBRL methods and methods with larger networks in certain tasks.
Robust Anytime Learning of Markov Decision Processes
Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in data-driven applications, deriving precise probabilities from (limited) data introduces statistical errors that may lead to unexpected or undesirable outcomes.Uncertain MDPs (uMDPs) do not require precise probabilities but instead use so-called uncertainty sets in the transitions, accounting for such limited data.Tools from the formal verification community efficiently compute robust policies that provably adhere to formal specifications, like safety constraints, under the worst-case instance in the uncertainty set. We continuously learn the transition probabilities of an MDP in a robust anytime-learning approach that combines a dedicated Bayesian inference scheme with the computation of robust policies. In particular, our method (1) approximates probabilities as intervals, (2) adapts to new data that may be inconsistent with an intermediate model, and (3) may be stopped at any time to compute a robust policy on the uMDP that faithfully captures the data so far. Furthermore, our method is capable of adapting to changes in the environment.
Exploration via Planning for Information about the Optimal Trajectory
Many potential applications of reinforcement learning (RL) are stymied by the large numbers of samples required to learn an effective policy. This is especially true when applying RL to real-world control tasks, e.g. in the sciences or robotics, where executing a policy in the environment is costly. In popular RL algorithms, agents typically explore either by adding stochasticity to a reward-maximizing policy or by attempting to gather maximal information about environment dynamics without taking the given task into account. In this work, we develop a method that allows us to plan for exploration while taking both the task and the current knowledge about the dynamics into account. The key insight to our approach is to plan an action sequence that maximizes the expected information gain about the optimal trajectory for the task at hand.
EpiCare: A Reinforcement Learning Benchmark for Dynamic Treatment Regimes
Healthcare applications pose significant challenges to existing reinforcement learning (RL) methods due to implementation risks, low data availability, short treatment episodes, sparse rewards, partial observations, and heterogeneous treatment effects. Despite significant interest in using RL to generate dynamic treatment regimes for longitudinal patient care scenarios, no standardized benchmark has yet been developed.To fill this need we introduce Episodes of Care (EpiCare), a benchmark designed to mimic the challenges associated with applying RL to longitudinal healthcare settings. We leverage this benchmark to test five state-of-the-art offline RL models as well as five common off-policy evaluation (OPE) techniques.Our results suggest that while offline RL may be capable of improving upon existing standards of care given large data availability, its applicability does not appear to extend to the moderate to low data regimes typical of healthcare settings. Additionally, we demonstrate that several OPE techniques which have become standard in the the medical RL literature fail to perform adequately on our benchmark. These results suggest that the performance of RL models in dynamic treatment regimes may be difficult to meaningfully evaluate using current OPE methods, indicating that RL for this application may still be in its early stages.
Regularized Q-Learning
Q-learning is widely used algorithm in reinforcement learning (RL) community. Under the lookup table setting, its convergence is well established. However, its behavior is known to be unstable with the linear function approximation case. This paper develops a new Q-learning algorithm, called RegQ, that converges when linear function approximation is used. We prove that simply adding an appropriate regularization term ensures convergence of the algorithm.