Reinforcement learning is about learning agent models that make the best sequential decisions in unknown environments. In an unknown environment, the agent needs to explore the environment while exploiting the collected information, which usually forms a sophisticated problem to solve. Derivative-free optimization, meanwhile, is capable of solving sophisticated problems. It commonly uses a sampling-and-updating framework to iteratively improve the solution, where exploration and exploitation are also needed to be well balanced. Therefore, derivative-free optimization deals with a similar core issue as reinforcement learning, and has been introduced in reinforcement learning approaches, under the names of learning classifier systems and neuroevolution/evolutionary reinforcement learning. Although such methods have been developed for decades, recently, derivative-free reinforcement learning exhibits attracting increasing attention. However, recent survey on this topic is still lacking. In this article, we summarize methods of derivative-free reinforcement learning to date, and organize the methods in aspects including parameter updating, model selection, exploration, and parallel/distributed methods. Moreover, we discuss some current limitations and possible future directions, hoping that this article could bring more attentions to this topic and serve as a catalyst for developing novel and efficient approaches.
Reinforcement learning has received significant interest in recent years, due primarily to the successes of deep reinforcement learning at solving many challenging tasks such as playing Chess, Go and online computer games. However, with the increasing focus on reinforcement learning, applications outside of gaming and simulated environments require understanding the robustness, stability, and resilience of reinforcement learning methods. To this end, we conducted a comprehensive literature review to characterize the available literature on these three behaviors as they pertain to reinforcement…
University of Queensland（昆士兰大学）；University of Newcastle（纽卡斯尔大学）；International Computer Science Institute（国际计算机科学研究所）
Reinforcement learning is important part of artificial intelligence. In this paper, we review model-free reinforcement learning that utilizes the average reward optimality criterion in the infinite horizon setting. Motivated by the solo survey by Mahadevan (1996a), we provide an updated review of work in this area and extend it to cover policy-iteration and function approximation methods (in addition to the value-iteration and tabular counterparts). We present a comprehensive literature mapping. We also identify and discuss opportunities for future work.
City University of London（伦敦城市大学）；Defence, Science and Technology Laboratory (Dstl)（国防科学技术实验室（Dstl））
The use of Deep Reinforcement Learning (DRL) schemes has increased dramatically since their first introduction in 2015. Though uses in many different applications are being found, they still have a problem with the lack of interpretability. This has bread a lack of understanding and trust in the use of DRL solutions from researchers and the general public. To solve this problem, the field of Explainable Artificial Intelligence (XAI) has emerged. This entails a variety of different methods that look to open the DRL black boxes, ranging from the use of interpretable symbolic Decision Trees (DT) …
Mila（米拉研究所）；McGill University（麦吉尔大学）；Université de Montréal（蒙特利尔大学）；IBM Research（IBM研究院）；DeepMind（深度思维）
In this article, we aim to provide a literature review of different formulations and approaches to continual reinforcement learning (RL), also known as lifelong or non-stationary RL. We begin by discussing our perspective on why RL is a natural fit for studying continual learning. We then provide a taxonomy of different continual RL formulations by mathematically characterizing two key properties of non-stationarity, namely, the scope and driver non-stationarity. This offers a unified view of various formulations. Next, we review and present a taxonomy of continual RL approaches. We go on to d…
Deep reinforcement learning (DRL) is an emerging methodology that is transforming the way many complicated transportation decision-making problems are tackled. Researchers have been increasingly turning to this powerful learning-based methodology to solve challenging problems across transportation fields. While many promising applications have been reported in the literature, there remains a lack of comprehensive synthesis of the many DRL algorithms and their uses and adaptations. The objective of this paper is to fill this gap by conducting a comprehensive, synthesized review of DRL applicati…
Moscow Institute of Physics and Technology（莫斯科物理技术学院）；Federal Research Center “Computer Science and Control” of Russian Academy of Sciences（俄罗斯科学院计算机科学与控制联邦研究中心）；AIRI
The reinforcement learning research area contains a wide range of methods for solving the problems of intelligent agent control. Despite the progress that has been made, the task of creating a highly autonomous agent is still a significant challenge. One potential solution to this problem is intrinsic motivation, a concept derived from developmental psychology. This review considers the existing methods for determining intrinsic motivation based on the world model obtained by the agent. We propose a systematic approach to current research in this field, which consists of three categories of me…
Choosing an appropriate parameter set for the designed controller is critical for the final performance but usually requires a tedious and careful tuning process, which implies a strong need for automatic tuning methods. However, among existing methods, derivative-free ones suffer from poor scalability or low efficiency, while gradient-based ones are often unavailable due to possibly non-differentiable controller structure. To resolve the issues, we tackle the controller tuning problem using a novel derivative-free reinforcement learning (RL) framework, which performs timestep-wise perturbatio…
Federation University（联邦大学）；Deakin University（迪肯大学）；Universidad Central de Chile（智利中央大学）；University of Alberta（阿尔伯塔大学）；Action Research Associates（行动研究协会）
A long-term goal of reinforcement learning agents is to be able to perform tasks in complex real-world scenarios. The use of external information is one way of scaling agents to more complex problems. However, there is a general lack of collaboration or interoperability between different approaches using external information. In this work, while reviewing externally-influenced methods, we propose a conceptual framework and taxonomy for assisted reinforcement learning, aimed at fostering collaboration by classifying and comparing various methods that use external information in the learning pro…
InstaDeep Ltd.（InstaDeep有限公司）；University of Cape Town（开普敦大学）
This paper serves to introduce the reader to the field of multi-agent reinforcement learning (MARL) and its intersection with methods from the study of causality. We highlight key challenges in MARL and discuss these in the context of how causal methods may assist in tackling them. We promote moving toward a 'causality first' perspective on MARL. Specifically, we argue that causality can offer improved safety, interpretability, and robustness, while also providing strong theoretical guarantees for emergent behaviour. We discuss potential solutions for common challenges, and use this context to…
In this tutorial article, we aim to provide the reader with the conceptual tools needed to get started on research on offline reinforcement learning algorithms: reinforcement learning algorithms that utilize previously collected data, without additional online data collection. Offline reinforcement learning algorithms hold tremendous promise for making it possible to turn large datasets into powerful decision making engines. Effective offline reinforcement learning methods would be able to extract policies with the maximum possible utility out of the available data, thereby allowing automation…
Uncertainty is ubiquitous in games, both in the agents playing games and often in the games themselves. Working with uncertainty is therefore an important component of successful deep reinforcement learning agents. While there has been substantial effort and progress in understanding and working with uncertainty for supervised learning, the body of literature for uncertainty aware deep reinforcement learning is less developed. While many of the same problems regarding uncertainty in neural networks for supervised learning remain for reinforcement learning, there are additional sources of uncer…
This document is a concise summary of many key results in single-agent reinforcement learning (RL). The intended audience are those who already have some familiarity with RL and are looking to review, reference and/or remind themselves of important ideas in the field.
Deep Reinforcement Learning has made significant progress in multi-agent systems in recent years. In this review article, we have focused on presenting recent approaches on Multi-Agent Reinforcement Learning (MARL) algorithms. In particular, we have focused on five common approaches on modeling and solving cooperative multi-agent reinforcement learning problems: (I) independent learners, (II) fully observable critic, (III) value function factorization, (IV) consensus, and (IV) learn to communicate. First, we elaborate on each of these methods, possible challenges, and how these challenges were…
John A. Paulson School of Engineering and Applied Sciences, Harvard University（哈佛大学约翰·A·保尔森工程与应用科学学院）
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 i…
This paper shows how reinforcement learning can be used to derive optimal hedging strategies for derivatives when there are transaction costs. The paper illustrates the approach by showing the difference between using delta hedging and optimal hedging for a short position in a call option when the objective is to minimize a function equal to the mean hedging cost plus a constant times the standard deviation of the hedging cost. Two situations are considered. In the first, the asset price follows a geometric Brownian motion. In the second, the asset price follows a stochastic volatility process…
University of California, Berkeley（加州大学伯克利分校）；OpenAI
Lagrangian methods are widely used algorithms for constrained optimization problems, but their learning dynamics exhibit oscillations and overshoot which, when applied to safe reinforcement learning, leads to constraint-violating behavior during agent training. We address this shortcoming by proposing a novel Lagrange multiplier update method that utilizes derivatives of the constraint function. We take a controls perspective, wherein the traditional Lagrange multiplier update behaves as \emph{integral} control; our terms introduce \emph{proportional} and \emph{derivative} control, achieving f…
DeepMind（深度思维）；Imperial College London（伦敦帝国理工学院）；Santa Fe Institute（圣塔菲研究所）
We characterise the problem of abstraction in the context of deep reinforcement learning. Various well established approaches to analogical reasoning and associative memory might be brought to bear on this issue, but they present difficulties because of the need for end-to-end differentiability. We review developments in AI and machine learning that could facilitate their adoption.
The cybersecurity threat landscape has lately become overly complex. Threat actors leverage weaknesses in the network and endpoint security in a very coordinated manner to perpetuate sophisticated attacks that could bring down the entire network and many critical hosts in the network. Increasingly advanced deep and machine learning-based solutions have been used in threat detection and protection. The application of these techniques has been reviewed well in the scientific literature. Deep Reinforcement Learning has shown great promise in developing AI-based solutions for areas that had earlie…
PNNL（太平洋西北国家实验室）；Kansas State University（堪萨斯州立大学）；ETH Zurich（苏黎世联邦理工学院）
Deep reinforcement learning (DRL) has empowered a variety of artificial intelligence fields, including pattern recognition, robotics, recommendation-systems, and gaming. Similarly, graph neural networks (GNN) have also demonstrated their superior performance in supervised learning for graph-structured data. In recent times, the fusion of GNN with DRL for graph-structured environments has attracted a lot of attention. This paper provides a comprehensive review of these hybrid works. These works can be classified into two categories: (1) algorithmic enhancement, where DRL and GNN complement each…
Traffic signal control (TSC) is a high-stakes domain that is growing in importance as traffic volume grows globally. An increasing number of works are applying reinforcement learning (RL) to TSC; RL can draw on an abundance of traffic data to improve signalling efficiency. However, RL-based signal controllers have never been deployed. In this work, we provide the first review of challenges that must be addressed before RL can be deployed for TSC. We focus on four challenges involving (1) uncertainty in detection, (2) reliability of communications, (3) compliance and interpretability, and (4) h…
Purpose of review: Recent advances in sensing, actuation, and computation have opened the door to multi-robot systems consisting of hundreds/thousands of robots, with promising applications to automated manufacturing, disaster relief, harvesting, last-mile delivery, port/airport operations, or search and rescue. The community has leveraged model-free multi-agent reinforcement learning (MARL) to devise efficient, scalable controllers for multi-robot systems (MRS). This review aims to provide an analysis of the state-of-the-art in distributed MARL for multi-robot cooperation. Recent findings: De…
University of New South Wales（新南威尔士大学）；University of California, San Diego（加利福尼亚大学圣迭戈分校）；University of Technology Sydney（悉尼科技大学）
In light of the emergence of deep reinforcement learning (DRL) in recommender systems research and several fruitful results in recent years, this survey aims to provide a timely and comprehensive overview of the recent trends of deep reinforcement learning in recommender systems. We start with the motivation of applying DRL in recommender systems. Then, we provide a taxonomy of current DRL-based recommender systems and a summary of existing methods. We discuss emerging topics and open issues, and provide our perspective on advancing the domain. This survey serves as introductory material for r…
Algorithmic stock trading has become a staple in today's financial market, the majority of trades being now fully automated. Deep Reinforcement Learning (DRL) agents proved to be to a force to be reckon with in many complex games like Chess and Go. We can look at the stock market historical price series and movements as a complex imperfect information environment in which we try to maximize return - profit and minimize risk. This paper reviews the progress made so far with deep reinforcement learning in the subdomain of AI in finance, more precisely, automated low-frequency quantitative stock …
The Arcade Learning Environment (ALE) is proposed as an evaluation platform for empirically assessing the generality of agents across dozens of Atari 2600 games. ALE offers various challenging problems and has drawn significant attention from the deep reinforcement learning (RL) community. From Deep Q-Networks (DQN) to Agent57, RL agents seem to achieve superhuman performance in ALE. However, is this the case? In this paper, to explore this problem, we first review the current evaluation metrics in the Atari benchmarks and then reveal that the current evaluation criteria of achieving superhuma…
