Many real-world sequential decision making problems are partially observable by nature, and the environment model is typically unknown. Consequently, there is great need for reinforcement learning methods that can tackle such problems given only a stream of incomplete and noisy observations. In this paper, we propose deep variational reinforcement learning (DVRL), which introduces an inductive bias that allows an agent to learn a generative model of the environment and perform inference in that model to effectively aggregate the available information. We develop an n-step approximation to the evidence lower bound (ELBO), allowing the model to be trained jointly with the policy. This ensures that the latent state representation is suitable for the control task. In experiments on Mountain Hike and flickering Atari we show that our method outperforms previous approaches relying on recurrent neural networks to encode the past.
Microsoft Research（微软研究院）；Imperial College London（伦敦帝国理工学院）
Partially observable Markov decision processes (POMDPs) are a powerful abstraction for tasks that require decision making under uncertainty, and capture a wide range of real world tasks. Today, effective planning approaches exist that generate effective strategies given black-box models of a POMDP task. Yet, an open question is how to acquire accurate models for complex domains. In this paper we propose DELIP, an approach to model learning for POMDPs that utilizes amortized structured variational inference. We empirically show that our model leads to effective control strategies when coupled w…
University of California, Irvine（加利福尼亚大学欧文分校）；INRIA, France（法国国家信息与自动化研究所）
We propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive) latent variable models such as hidden Markov models, POMDPs are more challenging since the learner interacts with the environment and possibly changes the future observations in the process. We devise a learning algorithm running through epochs, in each epoch we employ spectral techniques to learn the POMDP parameters from a trajectory generated by a fixed p…
Nanjing University of Aeronautics and Astronautics（南京航空航天大学）
In real-world scenarios, the observation data for reinforcement learning with continuous control is commonly noisy and part of it may be dynamically missing over time, which violates the assumption of many current methods developed for this. We addressed the issue within the framework of partially observable Markov Decision Process (POMDP) using a model-based method, in which the transition model is estimated from the incomplete and noisy observations using a newly proposed surrogate loss function with local approximation, while the policy and value function is learned with the help of belief …
Princeton University（普林斯顿大学）；University of Washington（华盛顿大学）；Microsoft Research, NYC（微软研究院纽约分院）
Partial observability is a common challenge in many reinforcement learning applications, which requires an agent to maintain memory, infer latent states, and integrate this past information into exploration. This challenge leads to a number of computational and statistical hardness results for learning general Partially Observable Markov Decision Processes (POMDPs). This work shows that these hardness barriers do not preclude efficient reinforcement learning for rich and interesting subclasses of POMDPs. In particular, we present a sample-efficient algorithm, OOM-UCB, for episodic finite under…
Deep Reinforcement Learning (RL) recently emerged as one of the most competitive approaches for learning in sequential decision making problems with fully observable environments, e.g., computer Go. However, very little work has been done in deep RL to handle partially observable environments. We propose a new architecture called Action-specific Deep Recurrent Q-Network (ADRQN) to enhance learning performance in partially observable domains. Actions are encoded by a fully connected layer and coupled with a convolutional observation to form an action-observation pair. The time series of action-…
Bayesian reinforcement learning (BRL) encodes prior knowledge of the world in a model and represents uncertainty in model parameters by maintaining a probability distribution over them. This paper presents Monte Carlo BRL (MC-BRL), a simple and general approach to BRL. MC-BRL samples a priori a finite set of hypotheses for the model parameter values and forms a discrete partially observable Markov decision process (POMDP) whose state space is a cross product of the state space for the reinforcement learning task and the sampled model parameter space. The POMDP does not require conjugate distri…
University of Waterloo（滑铁卢大学）；Monash University（莫纳什大学）
A promising characteristic of Deep Reinforcement Learning (DRL) is its capability to learn optimal policy in an end-to-end manner without relying on feature engineering. However, most approaches assume a fully observable state space, i.e. fully observable Markov Decision Processes (MDPs). In real-world robotics, this assumption is unpractical, because of issues such as sensor sensitivity limitations and sensor noise, and the lack of knowledge about whether the observation design is complete or not. These scenarios lead to Partially Observable MDPs (POMDPs). In this paper, we propose Long-Short…
We present Mask Atari, a new benchmark to help solve partially observable Markov decision process (POMDP) problems with Deep Reinforcement Learning (DRL)-based approaches. To achieve a simulation environment for the POMDP problems, Mask Atari is constructed based on Atari 2600 games with controllable, moveable, and learnable masks as the observation area for the target agent, especially with the active information gathering (AIG) setting in POMDPs. Given that one does not yet exist, Mask Atari provides a challenging, efficient benchmark for evaluating the methods that focus on the above proble…
Many real-world reinforcement learning problems have a hierarchical nature, and often exhibit some degree of partial observability. While hierarchy and partial observability are usually tackled separately (for instance by combining recurrent neural networks and options), we show that addressing both problems simultaneously is simpler and more efficient in many cases. More specifically, we make the initiation set of options conditional on the previously-executed option, and show that options with such Option-Observation Initiation Sets (OOIs) are at least as expressive as Finite State Controlle…
Princeton University（普林斯顿大学）；DeepMind（深度思维）；University of Alberta（阿尔伯塔大学）
Applications of Reinforcement Learning (RL), in which agents learn to make a sequence of decisions despite lacking complete information about the latent states of the controlled system, that is, they act under partial observability of the states, are ubiquitous. Partially observable RL can be notoriously difficult -- well-known information-theoretic results show that learning partially observable Markov decision processes (POMDPs) requires an exponential number of samples in the worst case. Yet, this does not rule out the existence of large subclasses of POMDPs over which learning is tractable…
Waterloo, Ontario（滑铁卢（安大略省））；Beijing Institute of Technology（北京理工大学）
Deep Reinforcement Learning (RL) recently emerged as one of the most competitive approaches for learning in sequential decision making problems with fully observable environments, e.g., computer Go. However, very little work has been done in deep RL to handle partially observable environments. We propose a new architecture called Action-specific Deep Recurrent Q-Network (ADRQN) to enhance learning performance in partially observable domains. Actions are encoded by a fully connected layer and coupled with a convolutional observation to form an action-observation pair. The time series of action-…
Many medical decision-making tasks can be framed as partially observed Markov decision processes (POMDPs). However, prevailing two-stage approaches that first learn a POMDP and then solve it often fail because the model that best fits the data may not be well suited for planning. We introduce a new optimization objective that (a) produces both high-performing policies and high-quality generative models, even when some observations are irrelevant for planning, and (b) does so in batch off-policy settings that are typical in healthcare, when only retrospective data is available. We demonstrate o…
ODE-based Recurrent Model-free Reinforcement Learning for POMDPs
Institute of Automation, Chinese Academy of Sciences（中国科学院自动化研究所）；School of Artificial Intelligence, University of Chinese Academy of Sciences（中国科学院大学人工智能学院）
We study Reinforcement Learning for partially observable dynamical systems using function approximation. We propose a new \textit{Partially Observable Bilinear Actor-Critic framework}, that is general enough to include models such as observable tabular Partially Observable Markov Decision Processes (POMDPs), observable Linear-Quadratic-Gaussian (LQG), Predictive State Representations (PSRs), as well as a newly introduced model Hilbert Space Embeddings of POMDPs and observable POMDPs with latent low-rank transition. Under this framework, we propose an actor-critic style algorithm that is capabl…
UIUC（伊利诺伊大学厄巴纳-香槟分校）；Uber AI Labs（优步人工智能实验室）；UT Austin（德克萨斯大学奥斯汀分校）
We consider the problem of imitation learning from expert demonstrations in partially observable Markov decision processes (POMDPs). Belief representations, which characterize the distribution over the latent states in a POMDP, have been modeled using recurrent neural networks and probabilistic latent variable models, and shown to be effective for reinforcement learning in POMDPs. In this work, we investigate the belief representation learning problem for generative adversarial imitation learning in POMDPs. Instead of training the belief module and the policy separately as suggested in prior w…
Unlike traditional reinforcement learning (RL), market-based RL is in principle applicable to worlds described by partially observable Markov Decision Processes (POMDPs), where an agent needs to learn short-term memories of relevant previous events in order to execute optimal actions. Most previous work, however, has focused on reactive settings (MDPs) instead of POMDPs. Here we reimplement a recent approach to market-based RL and for the first time evaluate it in a toy POMDP setting.
This paper presents a new neural architecture that combines a modulated Hebbian network (MOHN) with DQN, which we call modulated Hebbian plus Q network architecture (MOHQA). The hypothesis is that such a combination allows MOHQA to solve difficult partially observable Markov decision process (POMDP) problems which impair temporal difference (TD)-based RL algorithms such as DQN, as the TD error cannot be easily derived from observations. The key idea is to use a Hebbian network with bio-inspired neural traces in order to bridge temporal delays between actions and rewards when confounding observ…
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…
Solving Truly Massive Budgeted Monotonic POMDPs with Oracle-Guided Meta-Reinforcement Learning
Department of Aerospace Engineering（航空航天工程系）；University of Illinois Urbana Champaign（伊利诺伊大学厄巴纳-香槟分校）；Department of Mathematics（数学系）；Engineer Research and Development Center（工程研究与发展中心）；U.S. Army Corps of Engineers（美国陆军工程兵团）
Tsinghua University（清华大学）；The University of Hong Kong（香港大学）；Shanghai Qizhi Institute（上海期智研究院）
Partially Observable Markov Decision Process (POMDP) provides a principled and generic framework to model real world sequential decision making processes but yet remains unsolved, especially for high dimensional continuous space and unknown models. The main challenge lies in how to accurately obtain the belief state, which is the probability distribution over the unobservable environment states given historical information. Accurately calculating this belief state is a precondition for obtaining an optimal policy of POMDPs. Recent advances in deep learning techniques show great potential to le…
Many interesting real world domains involve reinforcement learning (RL) in partially observable environments. Efficient learning in such domains is important, but existing sample complexity bounds for partially observable RL are at least exponential in the episode length. We give, to our knowledge, the first partially observable RL algorithm with a polynomial bound on the number of episodes on which the algorithm may not achieve near-optimal performance. Our algorithm is suitable for an important class of episodic POMDPs. Our approach builds on recent advances in method of moments for latent v…
National Unviersity of Singapore（新加坡国立大学）；The University of Queesland（昆士兰大学）
Deep reinforcement learning is successful in decision making for sophisticated games, such as Atari, Go, etc. However, real-world decision making often requires reasoning with partial information extracted from complex visual observations. This paper presents Discriminative Particle Filter Reinforcement Learning (DPFRL), a new reinforcement learning framework for complex partial observations. DPFRL encodes a differentiable particle filter in the neural network policy for explicit reasoning with partial observations over time. The particle filter maintains a belief using learned discriminative …
Rutgers University（罗格斯大学）；Electronics and Telecommunications Research Institute（电子与电信研究所）；Rutgers Center for Cognitive Science（罗格斯认知科学中心）
Object-centric world models provide structured representation of the scene and can be an important backbone in reinforcement learning and planning. However, existing approaches suffer in partially-observable environments due to the lack of belief states. In this paper, we propose Structured World Belief, a model for learning and inference of object-centric belief states. Inferred by Sequential Monte Carlo (SMC), our belief states provide multiple object-centric scene hypotheses. To synergize the benefits of SMC particles with object representations, we also propose a new object-centric dynamic…
In this paper we study online Reinforcement Learning (RL) in partially observable dynamical systems. We focus on the Predictive State Representations (PSRs) model, which is an expressive model that captures other well-known models such as Partially Observable Markov Decision Processes (POMDP). PSR represents the states using a set of predictions of future observations and is defined entirely using observable quantities. We develop a novel model-based algorithm for PSRs that can learn a near optimal policy in sample complexity scaling polynomially with respect to all the relevant parameters of …
From Ambiguity to Action: A POMDP Perspective on Partial Multi-Label Ambiguity and Its Horizon-One Resolution
College of Computer Science and Technology, Jilin University, China（吉林大学计算机科学与技术学院）；Key Laboratory of Symbolic Computation and Knowledge Engineering of Ministry of Education, Jilin University, China（教育部符号计算与知识工程重点实验室）
The Chinese University of Hong Kong（香港中文大学）；University of Toronto（多伦多大学）
We study the model-based undiscounted reinforcement learning for partially observable Markov decision processes (POMDPs). The oracle we consider is the optimal policy of the POMDP with a known environment in terms of the average reward over an infinite horizon. We propose a learning algorithm for this problem, building on spectral method-of-moments estimations for hidden Markov models, the belief error control in POMDPs and upper-confidence-bound methods for online learning. We establish a regret bound of $O(T^{2/3}\sqrt{\log T})$ for the proposed learning algorithm where $T$ is the learning h…
Department of Mathematics RWTH Aachen University（数学系RWTH亚琛大学）；Department of Electrical and Computer Engineering The Ohio State University（电气与计算机工程系俄亥俄州立大学）
In applications of offline reinforcement learning to observational data, such as in healthcare or education, a general concern is that observed actions might be affected by unobserved factors, inducing confounding and biasing estimates derived under the assumption of a perfect Markov decision process (MDP) model. Here we tackle this by considering off-policy evaluation in a partially observed MDP (POMDP). Specifically, we consider estimating the value of a given target policy in a POMDP given trajectories with only partial state observations generated by a different and unknown policy that may…
Rapid online adaptation to changing tasks is an important problem in machine learning and, recently, a focus of meta-reinforcement learning. However, reinforcement learning (RL) algorithms struggle in POMDP environments because the state of the system, essential in a RL framework, is not always visible. Additionally, hand-designed meta-RL architectures may not include suitable computational structures for specific learning problems. The evolution of online learning mechanisms, on the contrary, has the ability to incorporate learning strategies into an agent that can (i) evolve memory when requ…
Much of reinforcement learning theory is built on top of oracles that are computationally hard to implement. Specifically for learning near-optimal policies in Partially Observable Markov Decision Processes (POMDPs), existing algorithms either need to make strong assumptions about the model dynamics (e.g. deterministic transitions) or assume access to an oracle for solving a hard optimistic planning or estimation problem as a subroutine. In this work we develop the first oracle-free learning algorithm for POMDPs under reasonable assumptions. Specifically, we give a quasipolynomial-time end-to-…
We study reinforcement learning with function approximation for large-scale Partially Observable Markov Decision Processes (POMDPs) where the state space and observation space are large or even continuous. Particularly, we consider Hilbert space embeddings of POMDP where the feature of latent states and the feature of observations admit a conditional Hilbert space embedding of the observation emission process, and the latent state transition is deterministic. Under the function approximation setup where the optimal latent state-action $Q$-function is linear in the state feature, and the optima…
MIT（麻省理工学院）；University of Amsterdam（阿姆斯特丹大学）；University of Liverpool（利物浦大学）
Online, sample-based planning algorithms for POMDPs have shown great promise in scaling to problems with large state spaces, but they become intractable for large action and observation spaces. This is particularly problematic in multiagent POMDPs where the action and observation space grows exponentially with the number of agents. To combat this intractability, we propose a novel scalable approach based on sample-based planning and factored value functions that exploits structure present in many multiagent settings. This approach applies not only in the planning case, but also in the Bayesian…
UC Berkeley（加州大学伯克利分校）；Princeton University（普林斯顿大学）；Facebook AI Research（脸书人工智能研究院）
Generalization is a central challenge for the deployment of reinforcement learning (RL) systems in the real world. In this paper, we show that the sequential structure of the RL problem necessitates new approaches to generalization beyond the well-studied techniques used in supervised learning. While supervised learning methods can generalize effectively without explicitly accounting for epistemic uncertainty, we show that, perhaps surprisingly, this is not the case in RL. We show that generalization to unseen test conditions from a limited number of training conditions induces implicit partia…
Solving Partially Observable Markov Decision Processes (POMDPs) is hard. Learning optimal controllers for POMDPs when the model is unknown is harder. Online learning of optimal controllers for unknown POMDPs, which requires efficient learning using regret-minimizing algorithms that effectively tradeoff exploration and exploitation, is even harder, and no solution exists currently. In this paper, we consider infinite-horizon average-cost POMDPs with unknown transition model, though a known observation model. We propose a natural posterior sampling-based reinforcement learning algorithm (PSRL-PO…
Aalto University（阿尔托大学）；Delft University of Technology（代尔夫特理工大学）；University of Manchester（曼彻斯特大学）
Centaurs are half-human, half-AI decision-makers where the AI's goal is to complement the human. To do so, the AI must be able to recognize the goals and constraints of the human and have the means to help them. We present a novel formulation of the interaction between the human and the AI as a sequential game where the agents are modelled using Bayesian best-response models. We show that in this case the AI's problem of helping bounded-rational humans make better decisions reduces to a Bayes-adaptive POMDP. In our simulated experiments, we consider an instantiation of our framework for humans…
This paper is concerned with multi-view reinforcement learning (MVRL), which allows for decision making when agents share common dynamics but adhere to different observation models. We define the MVRL framework by extending partially observable Markov decision processes (POMDPs) to support more than one observation model and propose two solution methods through observation augmentation and cross-view policy transfer. We empirically evaluate our method and demonstrate its effectiveness in a variety of environments. Specifically, we show reductions in sample complexities and computational time f…
McGill University（麦吉尔大学）；University of Liege（列日大学）
This paper provides an analysis of the tradeoff between asymptotic bias (suboptimality with unlimited data) and overfitting (additional suboptimality due to limited data) in the context of reinforcement learning with partial observability. Our theoretical analysis formally characterizes that while potentially increasing the asymptotic bias, a smaller state representation decreases the risk of overfitting. This analysis relies on expressing the quality of a state representation by bounding L1 error terms of the associated belief states. Theoretical results are empirically illustrated when the s…
Drug dosing is an important application of AI, which can be formulated as a Reinforcement Learning (RL) problem. In this paper, we identify two major challenges of using RL for drug dosing: delayed and prolonged effects of administering medications, which break the Markov assumption of the RL framework. We focus on prolongedness and define PAE-POMDP (Prolonged Action Effect-Partially Observable Markov Decision Process), a subclass of POMDPs in which the Markov assumption does not hold specifically due to prolonged effects of actions. Motivated by the pharmacology literature, we propose a simpl…
Partially Observable Markov Decision Processes (POMDPs) are a natural and general model in reinforcement learning that take into account the agent's uncertainty about its current state. In the literature on POMDPs, it is customary to assume access to a planning oracle that computes an optimal policy when the parameters are known, even though the problem is known to be computationally hard. Almost all existing planning algorithms either run in exponential time, lack provable performance guarantees, or require placing strong assumptions on the transition dynamics under every possible policy. In …
This work studies the problem of batch off-policy evaluation for Reinforcement Learning in partially observable environments. Off-policy evaluation under partial observability is inherently prone to bias, with risk of arbitrarily large errors. We define the problem of off-policy evaluation for Partially Observable Markov Decision Processes (POMDPs) and establish what we believe is the first off-policy evaluation result for POMDPs. In addition, we formulate a model in which observed and unobserved variables are decoupled into two dynamic processes, called a Decoupled POMDP. We show how off-poli…
Recent work in the behavioural sciences has begun to overturn the long-held belief that human decision making is irrational, suboptimal and subject to biases. This turn to the rational suggests that human decision making may be a better source of ideas for constraining how machine learning problems are defined than would otherwise be the case. One promising idea concerns human decision making that is dependent on apparently irrelevant aspects of the choice context. Previous work has shown that by taking into account choice context and making relational observations, people can maximize expecte…
Health-related data is noisy and stochastic in implying the true physiological states of patients, limiting information contained in single-moment observations for sequential clinical decision making. We model patient-clinician interactions as partially observable Markov decision processes (POMDPs) and optimize sequential treatment based on belief states inferred from history sequence. To facilitate inference, we build a variational generative model and boost state representation with a recurrent neural network (RNN), incorporating an auxiliary loss from sequence auto-encoding. Meanwhile, we o…
