No Arabic abstract
In some agent designs like inverse reinforcement learning an agent needs to learn its own reward function. Learning the reward function and optimising for it are typically two different processes, usually performed at different stages. We consider a continual (``one life) learning approach where the agent both learns the reward function and optimises for it at the same time. We show that this comes with a number of pitfalls, such as deliberately manipulating the learning process in one direction, refusing to learn, ``learning facts already known to the agent, and making decisions that are strictly dominated (for all relevant reward functions). We formally introduce two desirable properties: the first is `unriggability, which prevents the agent from steering the learning process in the direction of a reward function that is easier to optimise. The second is `uninfluenceability, whereby the reward-function learning process operates by learning facts about the environment. We show that an uninfluenceable process is automatically unriggable, and if the set of possible environments is sufficiently rich, the converse is true too.
Traditional Reinforcement Learning (RL) problems depend on an exhaustive simulation environment that models real-world physics of the problem and trains the RL agent by observing this environment. In this paper, we present a novel approach to creating an environment by modeling the reward function based on empirical rules extracted from human domain knowledge of the system under study. Using this empirical rewards function, we will build an environment and train the agent. We will first create an environment that emulates the effect of setting cabin temperature through thermostat. This is typically done in RL problems by creating an exhaustive model of the system with detailed thermodynamic study. Instead, we propose an empirical approach to model the reward function based on human domain knowledge. We will document some rules of thumb that we usually exercise as humans while setting thermostat temperature and try and model these into our reward function. This modeling of empirical human domain rules into a reward function for RL is the unique aspect of this paper. This is a continuous action space problem and using deep deterministic policy gradient (DDPG) method, we will solve for maximizing the reward function. We will create a policy network that predicts optimal temperature setpoint given external temperature and humidity.
Morpion Solitaire is a popular single player game, performed with paper and pencil. Due to its large state space (on the order of the game of Go) traditional search algorithms, such as MCTS, have not been able to find good solutions. A later algorithm, Nested Rollout Policy Adaptation, was able to find a new record of 82 steps, albeit with large computational resources. After achieving this record, to the best of our knowledge, there has been no further progress reported, for about a decade. In this paper we take the recent impressive performance of deep self-learning reinforcement learning approaches from AlphaGo/AlphaZero as inspiration to design a searcher for Morpion Solitaire. A challenge of Morpion Solitaire is that the state space is sparse, there are few win/loss signals. Instead, we use an approach known as ranked reward to create a reinforcement learning self-play framework for Morpion Solitaire. This enables us to find medium-quality solutions with reasonable computational effort. Our record is a 67 steps solution, which is very close to the human best (68) without any other adaptation to the problem than using ranked reward. We list many further avenues for potential improvement.
The temporal-difference methods TD($lambda$) and Sarsa($lambda$) form a core part of modern reinforcement learning. Their appeal comes from their good performance, low computational cost, and their simple interpretation, given by their forward view. Recently, n
We present a novel online ensemble learning strategy for portfolio selection. The new strategy controls and exploits any set of commission-oblivious portfolio selection algorithms. The strategy handles transaction costs using a novel commission avoidance mechanism. We prove a logarithmic regret bound for our strategy with respect to optimal mixtures of the base algorithms. Numerical examples validate the viability of our method and show significant improvement over the state-of-the-art.
Reinforcement learning problems are often described through rewards that indicate if an agent has completed some task. This specification can yield desirable behavior, however many problems are difficult to specify in this manner, as one often needs to know the proper configuration for the agent. When humans are learning to solve tasks, we often learn from visual instructions composed of images or videos. Such representations motivate our development of Perceptual Reward Functions, which provide a mechanism for creating visual task descriptions. We show that this approach allows an agent to learn from rewards that are based on raw pixels rather than internal parameters.