Has anyone tried to use Stable-Baselines? How does it compare to the official Baselines from OpenAI in your experience? Stable Baselines is a set of improved implementations of reinforcement learning algorithms based on OpenAI Baselines. You can read a detailed presentation of Stable Baselines in the Medium article. These algorithms will make it easier for the research community and industry to replicate, refine, and identify new ideas, and will create good baselines to build projects on top of.
An important problem in sequential decision-making under uncertainty is to use limited data to compute a safe policy, i.e., a policy that is guaranteed to perform at least as well as a given baseline strategy. In this paper, we develop and analyze a new model-based approach to compute a safe policy when we have access to an inaccurate dynamics model of the system with known accuracy guarantees. Our proposed robust method uses this (inaccurate) model to directly minimize the (negative) regret w.r.t. the baseline policy. Contrary to the existing approaches, minimizing the regret allows one to improve the baseline policy in states with accurate dynamics and seamlessly fall back to the baseline policy, otherwise. We show that our formulation is NP-hard and propose an approximate algorithm.
Previous work has shown the unreliability of existing algorithms in the batch Reinforcement Learning setting, and proposed the theoretically-grounded Safe Policy Improvement with Baseline Bootstrapping (SPIBB) fix: reproduce the baseline policy in the uncertain state-action pairs, in order to control the variance on the trained policy performance. However, in many real-world applications such as dialogue systems, pharmaceutical tests or crop management, data is collected under human supervision and the baseline remains unknown. In this paper, we apply SPIBB algorithms with a baseline estimate built from the data. We formally show safe policy improvement guarantees over the true baseline even without direct access to it. Our empirical experiments on finite and continuous states tasks support the theoretical findings. It shows little loss of performance in comparison with SPIBB when the baseline policy is given, and more importantly, drastically and significantly outperforms competing algorithms both in safe policy improvement, and in average performance.
Reinforcement Learning (RL) has achieved state-of-the-art results in domains such as robotics and games. We build on this previous work by applying RL algorithms to a selection of canonical online stochastic optimization problems with a range of practical applications: Bin Packing, Newsvendor, and Vehicle Routing. While there is a nascent literature that applies RL to these problems, there are no commonly accepted benchmarks which can be used to compare proposed approaches rigorously in terms of performance, scale, or generalizability. This paper aims to fill that gap. For each problem we apply both standard approaches as well as newer RL algorithms and analyze results. In each case, the performance of the trained RL policy is competitive with or superior to the corresponding baselines, while not requiring much in the way of domain knowledge. This highlights the potential of RL in real-world dynamic resource allocation problems.
Stackelberg equilibrium is a solution concept prescribing for a player an optimal strategy to commit to, assuming the opponent knows this commitment and plays the best response. Although this solution concept is a cornerstone of many security applications, the existing works typically do not consider situations where the players can observe and react to the actions of the opponent during the course of the game. We extend the existing algorithmic work to extensive-form games and introduce novel algorithm for computing Stackelberg equilibria that exploits the compact sequence-form representation of strategies. Our algorithm reduces the size of the linear programs from exponential in the baseline approach to linear in the size of the game tree. Experimental evaluation on randomly generated games and a security-inspired search game demonstrates significant improvement in the scalability compared to the baseline approach.