Leveraging human knowledge in tabular reinforcement learning: A study of human subjects

arXiv.org Artificial Intelligence

Reinforcement Learning (RL) can be extremely effective in solving complex, real-world problems. However, injecting human knowledge into an RL agent may require extensive effort and expertise on the human designer's part. To date, human factors are generally not considered in the development and evaluation of possible RL approaches. In this article, we set out to investigate how different methods for injecting human knowledge are applied, in practice, by human designers of varying levels of knowledge and skill. We perform the first empirical evaluation of several methods, including a newly proposed method named SASS which is based on the notion of similarities in the agent's state-action space. Through this human study, consisting of 51 human participants, we shed new light on the human factors that play a key role in RL. We find that the classical reward shaping technique seems to be the most natural method for most designers, both expert and non-expert, to speed up RL. However, we further find that our proposed method SASS can be effectively and efficiently combined with reward shaping, and provides a beneficial alternative to using only a single speedup method with minimal human designer effort overhead.

QMIX: Monotonic Value Function Factorisation for Deep Multi-Agent Reinforcement Learning

arXiv.org Machine Learning

In many real-world settings, a team of agents must coordinate their behaviour while acting in a decentralised way. At the same time, it is often possible to train the agents in a centralised fashion in a simulated or laboratory setting, where global state information is available and communication constraints are lifted. Learning joint action-values conditioned on extra state information is an attractive way to exploit centralised learning, but the best strategy for then extracting decentralised policies is unclear. Our solution is QMIX, a novel value-based method that can train decentralised policies in a centralised end-to-end fashion. QMIX employs a network that estimates joint action-values as a complex non-linear combination of per-agent values that condition only on local observations. We structurally enforce that the joint-action value is monotonic in the per-agent values, which allows tractable maximisation of the joint action-value in off-policy learning, and guarantees consistency between the centralised and decentralised policies. We evaluate QMIX on a challenging set of StarCraft II micromanagement tasks, and show that QMIX significantly outperforms existing value-based multi-agent reinforcement learning methods.

Stabilising Experience Replay for Deep Multi-Agent Reinforcement Learning

arXiv.org Artificial Intelligence

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.

Bayes-Relational Learning of Opponent Models from Incomplete Information in No-Limit Poker

AAAI Conferences

For many board and card games, computers have at least matched humans in playing skill. An exception is the game of poker, offering new research challenges. The complexity of the game is threefold, namely poker is (1) an imperfect information game, with (2) stochastic outcomes in (3) an adversarial multi-agent environment. One promising approach used for AI poker players applies an adaptive imperfect information game-tree search algorithm to decide which actions to take based on expected value (EV) estimates (Billings et al. 2006). This technique (and related simulation algorithms) require two estimations of opponent information to accurately compute the EV, namely a prediction of the opponent's outcome of the game and prediction of opponent actions. Therefore learning an opponent model is imperative and this model should include the possibility of using relational features for the game-state and -history. In this paper we consider a relational Bayesian approach that uses a general prior (for outcomes and actions) and learns a relational regression tree to adapt that prior to individual players. Using a prior will both allow us to make reasonable predictions from the start and adapt to individual opponents more quickly as long as the choice of prior is reasonable.

Efficient Bayesian Inference for Generalized Bradley-Terry Models

arXiv.org Machine Learning

The Bradley-Terry model is a popular approach to describe probabilities of the possible outcomes when elements of a set are repeatedly compared with one another in pairs. It has found many applications including animal behaviour, chess ranking and multiclass classification. Numerous extensions of the basic model have also been proposed in the literature including models with ties, multiple comparisons, group comparisons and random graphs. From a computational point of view, Hunter (2004) has proposed efficient iterative MM (minorization-maximization) algorithms to perform maximum likelihood estimation for these generalized Bradley-Terry models whereas Bayesian inference is typically performed using MCMC (Markov chain Monte Carlo) algorithms based on tailored Metropolis-Hastings (M-H) proposals. We show here that these MM\ algorithms can be reinterpreted as special instances of Expectation-Maximization (EM) algorithms associated to suitable sets of latent variables and propose some original extensions. These latent variables allow us to derive simple Gibbs samplers for Bayesian inference. We demonstrate experimentally the efficiency of these algorithms on a variety of applications.