In this paper the infinite horizon optimal regulation problem is solved online for a deterministic control-affine nonlinear dynamical system using the state following (StaF) kernel method to approximate the value function. Unlike traditional methods that aim to approximate a function over a large compact set, the StaF kernel method aims to approximate a function in a small neighborhood of a state that travels within a compact set. Simulation results demonstrate that stability and approximate optimality of the control system can be achieved with significantly fewer basis functions than may be required for global approximation methods.
Model-based Vol/VAR optimization method is widely used to eliminate voltage violations and reduce network losses. However, the parameters of active distribution networks(ADNs) are not onsite identified, so significant errors may be involved in the model and make the model-based method infeasible. To cope with this critical issue, we propose a novel two-stage deep reinforcement learning (DRL) method to improve the voltage profile by regulating inverter-based energy resources, which consists of offline stage and online stage. In the offline stage, a highly efficient adversarial reinforcement lea…
Skolkovo Institute of Science and Technology（斯科尔科沃科学技术研究院）
Online reinforcement learning is concerned with training an agent on-the-fly via dynamic interaction with the environment. Here, due to the specifics of the application, it is not generally possible to perform long pre-training, as it is commonly done in off-line, model-free approaches, which are akin to dynamic programming. Such applications may be found more frequently in industry, rather than in pure digital fields, such as cloud services, video games, database management, etc., where reinforcement learning has been demonstrating success. Online reinforcement learning, in contrast, is more …
Institute for Interdisciplinary Information Sciences, Tsinghua University（清华大学交叉信息研究院）；Huawei Noah’s Ark Lab（华为诺亚方舟实验室）
With the success of offline reinforcement learning (RL), offline trained RL policies have the potential to be further improved when deployed online. A smooth transfer of the policy matters in safe real-world deployment. Besides, fast adaptation of the policy plays a vital role in practical online performance improvement. To tackle these challenges, we propose a simple yet efficient algorithm, Model-based Offline-to-Online Reinforcement learning (MOORe), which employs a prioritized sampling scheme that can dynamically adjust the offline and online data for smooth and efficient online adaptation…
The distributed Volt/Var control (VVC) methods have been widely studied for active distribution networks(ADNs), which is based on perfect model and real-time P2P communication. However, the model is always incomplete with significant parameter errors and such P2P communication system is hard to maintain. In this paper, we propose an online multi-agent reinforcement learning and decentralized control framework (OLDC) for VVC. In this framework, the VVC problem is formulated as a constrained Markov game and we propose a novel multi-agent constrained soft actor-critic (MACSAC) reinforcement learn…
Online ride-hailing services have become a prevalent transportation system across the world. In this paper, we study a challenging problem of how to direct vacant taxis around a city such that supplies and demands can be balanced in online ride-hailing services. We design a new reward scheme that considers multiple performance metrics of online ride-hailing services. We also propose a novel deep reinforcement learning method named Deep-Q-Network with Action Mask (AM-DQN) masking off unnecessary actions in various locations such that agents can learn much faster and more efficiently. We conduct…
University of Ottawa（渥太华大学）；Aswan University（阿斯旺大学）；University of Texas at Arlington（德克萨斯大学阿灵顿分校）
The control problem of the flexible wing aircraft is challenging due to the prevailing and high nonlinear deformations in the flexible wing system. This urged for new control mechanisms that are robust to the real-time variations in the wing's aerodynamics. An online control mechanism based on a value iteration reinforcement learning process is developed for flexible wing aerial structures. It employs a model-free control policy framework and a guaranteed convergent adaptive learning architecture to solve the system's Bellman optimality equation. A Riccati equation is derived and shown to be e…
In deep reinforcement learning (RL), adversarial attacks can trick an agent into unwanted states and disrupt training. We propose a system called Robust Student-DQN (RS-DQN), which permits online robustness training alongside Q networks, while preserving competitive performance. We show that RS-DQN can be combined with (i) state-of-the-art adversarial training and (ii) provably robust training to obtain an agent that is resilient to strong attacks during training and evaluation.
We have developed a model for online continual or lifelong reinforcement learning (RL) inspired on the insect brain. Our model leverages the offline training of a feature extraction and a common general policy layer to enable the convergence of RL algorithms in online settings. Sharing a common policy layer across tasks leads to positive backward transfer, where the agent continuously improved in older tasks sharing the same underlying general policy. Biologically inspired restrictions to the agent's network are key for the convergence of RL algorithms. This provides a pathway towards efficien…
Indian Institute of Technology, Madras（印度理工学院马德拉斯分校）
Online decision tree learning algorithms typically examine all features of a new data point to update model parameters. We propose a novel alternative, Reinforcement Learning- based Decision Trees (RLDT), that uses Reinforcement Learning (RL) to actively examine a minimal number of features of a data point to classify it with high accuracy. Furthermore, RLDT optimizes a long term return, providing a better alternative to the traditional myopic greedy approach to growing decision trees. We demonstrate that this approach performs as well as batch learning algorithms and other online decision tre…
We derive sublinear regret bounds for undiscounted reinforcement learning in continuous state space. The proposed algorithm combines state aggregation with the use of upper confidence bounds for implementing optimism in the face of uncertainty. Beside the existence of an optimal policy which satisfies the Poisson equation, the only assumptions made are Holder continuity of rewards and transition probabilities.
School of Electrical Engineering and Computer Science（电气工程与计算机科学学院）；Washington State University（华盛顿州立大学）
This paper proposes an online transfer framework to capture the interaction among agents and shows that current transfer learning in reinforcement learning is a special case of online transfer. Furthermore, this paper re-characterizes existing agents-teaching-agents methods as online transfer and analyze one such teaching method in three ways. First, the convergence of Q-learning and Sarsa with tabular representation with a finite budget is proven. Second, the convergence of Q-learning and Sarsa with linear function approximation is established. Third, the we show the asymptotic performance ca…
Coverage conditions -- which assert that the data logging distribution adequately covers the state space -- play a fundamental role in determining the sample complexity of offline reinforcement learning. While such conditions might seem irrelevant to online reinforcement learning at first glance, we establish a new connection by showing -- somewhat surprisingly -- that the mere existence of a data distribution with good coverage can enable sample-efficient online RL. Concretely, we show that coverability -- that is, existence of a data distribution that satisfies a ubiquitous coverage conditio…
National University of Defense Technology（国防科技大学）；Tsinghua University（清华大学）
The unmanned aerial vehicle (UAV) plays an vital role in various applications such as delivery, military mission, disaster rescue, communication, etc., due to its flexibility and versatility. This paper proposes a deep reinforcement learning method to solve the UAV online routing problem with wireless power transfer, which can charge the UAV remotely without wires, thus extending the capability of the battery-limited UAV. Our study considers the power consumption of the UAV and the wireless charging process. Unlike the previous works, we solve the problem by a designed deep neural network. The…
Early detection of cyber-attacks is crucial for a safe and reliable operation of the smart grid. In the literature, outlier detection schemes making sample-by-sample decisions and online detection schemes requiring perfect attack models have been proposed. In this paper, we formulate the online attack/anomaly detection problem as a partially observable Markov decision process (POMDP) problem and propose a universal robust online detection algorithm using the framework of model-free reinforcement learning (RL) for POMDPs. Numerical studies illustrate the effectiveness of the proposed RL-based a…
Transfer learning significantly accelerates the reinforcement learning process by exploiting relevant knowledge from previous experiences. The problem of optimally selecting source policies during the learning process is of great importance yet challenging. There has been little theoretical analysis of this problem. In this paper, we develop an optimal online method to select source policies for reinforcement learning. This method formulates online source policy selection as a multi-armed bandit problem and augments Q-learning with policy reuse. We provide theoretical guarantees of the optimal…
We study learning in periodic Markov Decision Process(MDP), a special type of non-stationary MDP where both the state transition probabilities and reward functions vary periodically, under the average reward maximization setting. We formulate the problem as a stationary MDP by augmenting the state space with the period index, and propose a periodic upper confidence bound reinforcement learning-2 (PUCRL2) algorithm. We show that the regret of PUCRL2 varies linearly with the period and as sub-linear with the horizon length. Numerical results demonstrate the efficacy of PUCRL2.
Aalto University（阿尔托大学）；Technical University Darmstadt（达姆施塔特工业大学）
Offline reinforcement learning, by learning from a fixed dataset, makes it possible to learn agent behaviors without interacting with the environment. However, depending on the quality of the offline dataset, such pre-trained agents may have limited performance and would further need to be fine-tuned online by interacting with the environment. During online fine-tuning, the performance of the pre-trained agent may collapse quickly due to the sudden distribution shift from offline to online data. While constraints enforced by offline RL methods such as a behaviour cloning loss prevent this to a…
King Abdullah University of Science and Technology（阿卜杜拉国王科技大学）；The Swiss AI Lab IDSIA/USI/SUPSI（瑞士人工智能实验室 IDSIA/USI/SUPSI）；NNAISENSE
Offline RL methods have been shown to reduce the need for environment interaction by training agents using offline collected episodes. However, these methods typically require action information to be logged during data collection, which can be difficult or even impossible in some practical cases. In this paper, we investigate the potential of using action-free offline datasets to improve online reinforcement learning, name this problem Reinforcement Learning with Action-Free Offline Pretraining (AFP-RL). We introduce Action-Free Guide (AF-Guide), a method that guides online training by extrac…
Online Pre-Training for Offline-to-Online Reinforcement Learning
LG AI Research, Seoul, Republic of Korea.（LG人工智能研究所在韩国首尔）；School of Electrical Engineering, KAIST, Daejeon, Republic of Korea（韩国成均馆大学电气工程学院）；Department of XXX, University of YYY, Location, Country（YYY大学XXX系）；School of ZZZ, Institute of WWW, Location, Country（WWW研究所ZZZ学院）
We propose Ephemeral Value Adjusments (EVA): a means of allowing deep reinforcement learning agents to rapidly adapt to experience in their replay buffer. EVA shifts the value predicted by a neural network with an estimate of the value function found by planning over experience tuples from the replay buffer near the current state. EVA combines a number of recent ideas around combining episodic memory-like structures into reinforcement learning agents: slot-based storage, content-based retrieval, and memory-based planning. We show that EVAis performant on a demonstration task and Atari games.
Online Estimation and Inference for Robust Policy Evaluation in Reinforcement Learning
School of Mathematics, Shanghai University of Finance and Economics（上海财经大学数学学院）；Stern School of Business, New York University（纽约大学斯特恩商学院）；Daniels School of Business, Purdue University（普渡大学丹尼尔斯商学院）
Efficient and Uncertainty-Aware Diffusion Framework for Offline-to-Online Reinforcement Learning
Department of Computer Science, Johns Hopkins University, Baltimore, MD, U.S.A.（约翰霍普金斯大学计算机科学系）；AMLab, University of Amsterdam, Amsterdam, Netherlands（阿姆斯特丹大学AM实验室）
University of Toronto（多伦多大学）；Vector Institute（向量研究所）
In many areas, such as the physical sciences, life sciences, and finance, control approaches are used to achieve a desired goal in complex dynamical systems governed by differential equations. In this work we formulate the problem of controlling stochastic partial differential equations (SPDE) as a reinforcement learning problem. We present a learning-based, distributed control approach for online control of a system of SPDEs with high dimensional state-action space using deep deterministic policy gradient method. We tested the performance of our method on the problem of controlling the stocha…
Recently, neuro-inspired episodic control (EC) methods have been developed to overcome the data-inefficiency of standard deep reinforcement learning approaches. Using non-/semi-parametric models to estimate the value function, they learn rapidly, retrieving cached values from similar past states. In realistic scenarios, with limited resources and noisy data, maintaining meaningful representations in memory is essential to speed up the learning and avoid catastrophic forgetting. Unfortunately, EC methods have a large space and time complexity. We investigate different solutions to these problem…
Search, recommendation, and online advertising are the three most important information-providing mechanisms on the web. These information seeking techniques, satisfying users' information needs by suggesting users personalized objects (information or services) at the appropriate time and place, play a crucial role in mitigating the information overload problem. With recent great advances in deep reinforcement learning (DRL), there have been increasing interests in developing DRL based information seeking techniques. These DRL based techniques have two key advantages -- (1) they are able to co…
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 appl…
We study online reinforcement learning in average-reward stochastic games (SGs). An SG models a two-player zero-sum game in a Markov environment, where state transitions and one-step payoffs are determined simultaneously by a learner and an adversary. We propose the UCSG algorithm that achieves a sublinear regret compared to the game value when competing with an arbitrary opponent. This result improves previous ones under the same setting. The regret bound has a dependency on the diameter, which is an intrinsic value related to the mixing property of SGs. If we let the opponent play an optimis…
The performance of a reinforcement learning (RL) system depends on the computational architecture used to approximate a value function. Deep learning methods provide both optimization techniques and architectures for approximating nonlinear functions from noisy, high-dimensional observations. However, prevailing optimization techniques are not designed for strictly-incremental online updates. Nor are standard architectures designed for observations with an a priori unknown structure: for example, light sensors randomly dispersed in space. This paper proposes an online RL prediction algorithm w…
Online reinforcement learning (RL) is increasingly popular for the personalized mobile health (mHealth) intervention. It is able to personalize the type and dose of interventions according to user's ongoing statuses and changing needs. However, at the beginning of online learning, there are usually too few samples to support the RL updating, which leads to poor performances. A delay in good performance of the online learning algorithms can be especially detrimental in the mHealth, where users tend to quickly disengage with the mHealth app. To address this problem, we propose a new online RL me…
Offline reinforcement learning (RL) allows for the training of competent agents from offline datasets without any interaction with the environment. Online finetuning of such offline models can further improve performance. But how should we ideally finetune agents obtained from offline RL training? While offline RL algorithms can in principle be used for finetuning, in practice, their online performance improves slowly. In contrast, we show that it is possible to use standard online off-policy algorithms for faster improvement. However, we find this approach may suffer from policy collapse, whe…
The challenge in the widely applicable online matching problem lies in making irrevocable assignments while there is uncertainty about future inputs. Most theoretically-grounded policies are myopic or greedy in nature. In real-world applications where the matching process is repeated on a regular basis, the underlying data distribution can be leveraged for better decision-making. We present an end-to-end Reinforcement Learning framework for deriving better matching policies based on trial-and-error on historical data. We devise a set of neural network architectures, design feature representati…
Stanford University（斯坦福大学）；Institute for Computational and Mathematical Engineering（计算与数学工程研究所）
Several practical applications of reinforcement learning involve an agent learning from past data without the possibility of further exploration. Often these applications require us to 1) identify a near optimal policy or to 2) estimate the value of a target policy. For both tasks we derive \emph{exponential} information-theoretic lower bounds in discounted infinite horizon MDPs with a linear function representation for the action value function even if 1) \emph{realizability} holds, 2) the batch algorithm observes the exact reward and transition \emph{functions}, and 3) the batch algorithm is…
Conventional reinforcement learning (RL) needs an environment to collect fresh data, which is impractical when online interactions are costly. Offline RL provides an alternative solution by directly learning from the previously collected dataset. However, it will yield unsatisfactory performance if the quality of the offline datasets is poor. In this paper, we consider an offline-to-online setting where the agent is first learned from the offline dataset and then trained online, and propose a framework called Adaptive Policy Learning for effectively taking advantage of offline and online data.…
DQN (Deep Q-Network) is a method to perform Q-learning for reinforcement learning using deep neural networks. DQNs require a large buffer and batch processing for an experience replay and rely on a backpropagation based iterative optimization, making them difficult to be implemented on resource-limited edge devices. In this paper, we propose a lightweight on-device reinforcement learning approach for low-cost FPGA devices. It exploits a recently proposed neural-network based on-device learning approach that does not rely on the backpropagation method but uses OS-ELM (Online Sequential Extreme …
Max Planck Institute for Software Systems（马克斯·普朗克软件系统研究所）；University of Oxford（牛津大学）
Existing episodic reinforcement algorithms assume that the length of an episode is fixed across time and known a priori. In this paper, we consider a general framework of episodic reinforcement learning when the length of each episode is drawn from a distribution. We first establish that this problem is equivalent to online reinforcement learning with general discounting where the learner is trying to optimize the expected discounted sum of rewards over an infinite horizon, but where the discounting function is not necessarily geometric. We show that minimizing regret with this new general dis…
Columbia University（哥伦比亚大学）；New York University（纽约大学）
Speaker diarization is a task to label an audio or video recording with the identity of the speaker at each given time stamp. In this work, we propose a novel machine learning framework to conduct real-time multi-speaker diarization and recognition without prior registration and pretraining in a fully online and reinforcement learning setting. Our framework combines embedding extraction, clustering, and resegmentation into the same problem as an online decision-making problem. We discuss practical considerations and advanced techniques such as the offline reinforcement learning, semi-supervisi…
