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Register a new userA relaxed technical assumption for posterior sampling-based reinforcement learning for control of unknown linear systems
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We revisit the Thompson sampling algorithm to control an unknown linear quadratic (LQ) system recently proposed by Ouyang et al (arXiv:1709.04047). The regret bound of the algorithm was derived under a technical assumption on the induced norm of the closed loop system. In this technical note, we show that by making a minor modification in the algorithm (in particular, ensuring that an episode does not end too soon), this technical assumption on the induced norm can be replaced by a milder assumption in terms of the spectral radius of the closed loop system. The modified algorithm has the same Bayesian regret of $tilde{mathcal{O}}(sqrt{T})$, where $T$ is the time-horizon and the $tilde{mathcal{O}}(cdot)$ notation hides logarithmic terms in~$T$.
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We propose a Thompson sampling-based learning algorithm for the Linear Quadratic (LQ) control problem with unknown system parameters. The algorithm is called Thompson sampling with dynamic episodes (TSDE) where two stopping criteria determine the lengths of the dynamic episodes in Thompson sampling. The first stopping criterion controls the growth rate of episode length. The second stopping criterion is triggered when the determinant of the sample covariance matrix is less than half of the previous value. We show under some conditions on the prior distribution that the expected (Bayesian) regret of TSDE accumulated up to time T is bounded by O(sqrt{T}). Here O(.) hides constants and logarithmic factors. This is the first O(sqrt{T} ) bound on expected regret of learning in LQ control. By introducing a reinitialization schedule, we also show that the algorithm is robust to time-varying drift in model parameters. Numerical simulations are provided to illustrate the performance of TSDE.
Decentralized multi-agent control has broad applications, ranging from multi-robot cooperation to distributed sensor networks. In decentralized multi-agent control, systems are complex with unknown or highly uncertain dynamics, where traditional model-based control methods can hardly be applied. Compared with model-based control in control theory, deep reinforcement learning (DRL) is promising to learn the controller/policy from data without the knowing system dynamics. However, to directly apply DRL to decentralized multi-agent control is challenging, as interactions among agents make the learning environment non-stationary. More importantly, the existing multi-agent reinforcement learning (MARL) algorithms cannot ensure the closed-loop stability of a multi-agent system from a control-theoretic perspective, so the learned control polices are highly possible to generate abnormal or dangerous behaviors in real applications. Hence, without stability guarantee, the application of the existing MARL algorithms to real multi-agent systems is of great concern, e.g., UAVs, robots, and power systems, etc. In this paper, we aim to propose a new MARL algorithm for decentralized multi-agent control with a stability guarantee. The new MARL algorithm, termed as a multi-agent soft-actor critic (MASAC), is proposed under the well-known framework of centralized-training-with-decentralized-execution. The closed-loop stability is guaranteed by the introduction of a stability constraint during the policy improvement in our MASAC algorithm. The stability constraint is designed based on Lyapunovs method in control theory. To demonstrate the effectiveness, we present a multi-agent navigation example to show the efficiency of the proposed MASAC algorithm.
We consider the problem of controlling an unknown linear quadratic Gaussian (LQG) system consisting of multiple subsystems connected over a network. Our goal is to minimize and quantify the regret (i.e. loss in performance) of our strategy with respect to an oracle who knows the system model. Viewing the interconnected subsystems globally and directly using existing LQG learning algorithms for the global system results in a regret that increases super-linearly with the number of subsystems. Instead, we propose a new Thompson sampling based learning algorithm which exploits the structure of the underlying network. We show that the expected regret of the proposed algorithm is bounded by $tilde{mathcal{O}} big( n sqrt{T} big)$ where $n$ is the number of subsystems, $T$ is the time horizon and the $tilde{mathcal{O}}(cdot)$ notation hides logarithmic terms in $n$ and $T$. Thus, the regret scales linearly with the number of subsystems. We present numerical experiments to illustrate the salient features of the proposed algorithm.
This paper considers a distributed reinforcement learning problem for decentralized linear quadratic control with partial state observations and local costs. We propose a Zero-Order Distributed Policy Optimization algorithm (ZODPO) that learns linear local controllers in a distributed fashion, leveraging the ideas of policy gradient, zero-order optimization and consensus algorithms. In ZODPO, each agent estimates the global cost by consensus, and then conducts local policy gradient in parallel based on zero-order gradient estimation. ZODPO only requires limited communication and storage even in large-scale systems. Further, we investigate the nonasymptotic performance of ZODPO and show that the sample complexity to approach a stationary point is polynomial with the error tolerances inverse and the problem dimensions, demonstrating the scalability of ZODPO. We also show that the controllers generated throughout ZODPO are stabilizing controllers with high probability. Lastly, we numerically test ZODPO on multi-zone HVAC systems.
Learning the dynamics of a physical system wherein an autonomous agent operates is an important task. Often these systems present apparent geometric structures. For instance, the trajectories of a robotic manipulator can be broken down into a collection of its transitional and rotational motions, fully characterized by the corresponding Lie groups and Lie algebras. In this work, we take advantage of these structures to build effective dynamical models that are amenable to sample-based learning. We hypothesize that learning the dynamics on a Lie algebra vector space is more effective than learning a direct state transition model. To verify this hypothesis, we introduce the Group Enhanced Model (GEM). GEMs significantly outperform conventional transition models on tasks of long-term prediction, planning, and model-based reinforcement learning across a diverse suite of standard continuous-control environments, including Walker, Hopper, Reacher, Half-Cheetah, Inverted Pendulums, Ant, and Humanoid. Furthermore, plugging GEM into existing state of the art systems enhances their performance, which we demonstrate on the PETS system. This work sheds light on a connection between learning of dynamics and Lie group properties, which opens doors for new research directions and practical applications along this direction. Our code is publicly available at: https://tinyurl.com/GEMMBRL.
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