Shie Mannor
Rotting Bandits
Nir Levine, Koby Crammer, Shie Mannor
Shallow Updates for Deep Reinforcement Learning
Nir Levine, Tom Zahavy, Daniel J. Mankowitz, Aviv Tamar, Shie Mannor
Deep reinforcement learning (DRL) methods such as the Deep Q-Network (DQN) have achieved state-of-the-art results in a variety of challenging, high-dimensional domains. This success is mainly attributed to the power of deep neural networks to learn rich domain representations for approximating the value function or policy. Batch reinforcement learning methods with linear representations, on the other hand, are more stable and require less hyper parameter tuning. Yet, substantial feature engineering is necessary to achieve good results. In this work we propose a hybrid approach - the Least Squares Deep Q-Network (LS-DQN), which combines rich feature representations learned by a DRL algorithm with the stability of a linear least squares method.
Multiple-Step Greedy Policies in Approximate and Online Reinforcement Learning
Yonathan Efroni, Gal Dalal, Bruno Scherrer, Shie Mannor
Multiple-step lookahead policies have demonstrated high empirical competence in Reinforcement Learning, via the use of Monte Carlo Tree Search or Model Predictive Control. In a recent work [5], multiple-step greedy policies and their use in vanilla Policy Iteration algorithms were proposed and analyzed. In this work, we study multiple-step greedy algorithms in more practical setups. We begin by highlighting a counter-intuitive difficulty, arising with soft-policy updates: even in the absence of approximations, and contrary to the 1-step-greedy case, monotonic policy improvement is not guaranteed unless the update stepsize is sufficiently large. Taking particular care about this difficulty, we formulate and analyze online and approximate algorithms that use such a multi-step greedy operator.
Value Propagation for Decentralized Networked Deep Multi-agent Reinforcement Learning
Chao Qu, Shie Mannor, Huan Xu, Yuan Qi, Le Song, Junwu Xiong
We consider the networked multi-agent reinforcement learning (MARL) problem in a fully decentralized setting, where agents learn to coordinate to achieve joint success. This problem is widely encountered in many areas including traffic control, distributed control, and smart grids. We assume each agent is located at a node of a communication network and can exchange information only with its neighbors. Using softmax temporal consistency, we derive a primal-dual decentralized optimization method and obtain a principled and data-efficient iterative algorithm named value propagation. We prove a non-asymptotic convergence rate of O(1/T) with nonlinear function approximation. To the best of our knowledge, it is the first MARL algorithm with a convergence guarantee in the control, off-policy, non-linear function approximation, fully decentralized setting.
Distributional Policy Optimization: An Alternative Approach for Continuous Control
Chen Tessler, Guy Tennenholtz, Shie Mannor
We identify a fundamental problem in policy gradient-based methods in continuous control. As policy gradient methods require the agent's underlying probability distribution, they limit policy representation to parametric distribution classes. We show that optimizing over such sets results in local movement in the action space and thus convergence to sub-optimal solutions. We suggest a novel distributional framework, able to represent arbitrary distribution functions over the continuous action space. Using this framework, we construct a generative scheme, trained using an off-policy actor-critic paradigm, which we call the Generative Actor Critic (GAC). Compared to policy gradient methods, GAC does not require knowledge of the underlying probability distribution, thereby overcoming these limitations. Empirical evaluation shows that our approach is comparable and often surpasses current state-of-the-art baselines in continuous domains.
Community Detection via Measure Space Embedding
Mark Kozdoba, Shie Mannor
We present a new algorithm for community detection. The algorithm uses random walks to embed the graph in a space of measures, after which a modification of k-means in that space is applied. The algorithm is therefore fast and easily parallelizable. We evaluate the algorithm on standard random graph benchmarks, including some overlapping community benchmarks, and find its performance to be better or at least as good as previously known algorithms.
Value Propagation for Decentralized Networked Deep Multi-agent Reinforcement Learning
Chao Qu, Shie Mannor, Huan Xu, Yuan Qi, Le Song, Junwu Xiong
We consider the networked multi-agent reinforcement learning (MARL) problem in a fully decentralized setting, where agents learn to coordinate to achieve joint success. This problem is widely encountered in many areas including traffic control, distributed control, and smart grids. We assume each agent is located at a node of a communication network and can exchange information only with its neighbors. Using softmax temporal consistency, we derive a primal-dual decentralized optimization method and obtain a principled and data-efficient iterative algorithm named value propagation. We prove a non-asymptotic convergence rate of O(1/T) with nonlinear function approximation. To the best of our knowledge, it is the first MARL algorithm with a convergence guarantee in the control, off-policy, non-linear function approximation, fully decentralized setting.