This paper considers batch Reinforcement Learning (RL) with general value function approximation. Our study investigates the minimal assumptions to reliably estimate/minimize Bellman error, and characterizes the generalization performance by (local) Rademacher complexities of general function classes, which makes initial steps in bridging the gap between statistical learning theory and batch RL. Concretely, we view the Bellman error as a surrogate loss for the optimality gap, and prove the followings: (1) In double sampling regime, the excess risk of Empirical Risk Minimizer (ERM) is bounded by the Rademacher complexity of the function class. (2) In the single sampling regime, sample-efficient risk minimization is not possible without further assumptions, regardless of algorithms. However, with completeness assumptions, the excess risk of FQI and a minimax style algorithm can be again bounded by the Rademacher complexity of the corresponding function classes. (3) Fast statistical rates can be achieved by using tools of local Rademacher complexity. Our analysis covers a wide range of function classes, including finite classes, linear spaces, kernel spaces, sparse linear features, etc.
University of Sydney（悉尼大学）；Data61, CSIRO（联邦科学与工业研究组织数据61研究所）；Australian National University（澳大利亚国立大学）
Conditional kernel mean embeddings are nonparametric models that encode conditional expectations in a reproducing kernel Hilbert space. While they provide a flexible and powerful framework for probabilistic inference, their performance is highly dependent on the choice of kernel and regularization hyperparameters. Nevertheless, current hyperparameter tuning methods predominantly rely on expensive cross validation or heuristics that is not optimized for the inference task. For conditional kernel mean embeddings with categorical targets and arbitrary inputs, we propose a hyperparameter learning …
Mila, McGill University（麦吉尔大学米拉研究所）；Facebook（脸书）；Facebook AI Research（脸书人工智能研究院）
Widely-used deep reinforcement learning algorithms have been shown to fail in the batch setting--learning from a fixed data set without interaction with the environment. Following this result, there have been several papers showing reasonable performances under a variety of environments and batch settings. In this paper, we benchmark the performance of recent off-policy and batch reinforcement learning algorithms under unified settings on the Atari domain, with data generated by a single partially-trained behavioral policy. We find that under these conditions, many of these algorithms underper…
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）
Value-function approximation methods that operate in batch mode have foundational importance to reinforcement learning (RL). Finite sample guarantees for these methods often crucially rely on two types of assumptions: (1) mild distribution shift, and (2) representation conditions that are stronger than realizability. However, the necessity ("why do we need them?") and the naturalness ("when do they hold?") of such assumptions have largely eluded the literature. In this paper, we revisit these assumptions and provide theoretical results towards answering the above questions, and make steps towa…
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）
We prove performance guarantees of two algorithms for approximating $Q^\star$ in batch reinforcement learning. Compared to classical iterative methods such as Fitted Q-Iteration---whose performance loss incurs quadratic dependence on horizon---these methods estimate (some forms of) the Bellman error and enjoy linear-in-horizon error propagation, a property established for the first time for algorithms that rely solely on batch data and output stationary policies. One of the algorithms uses a novel and explicit importance-weighting correction to overcome the infamous "double sampling" difficult…
New York University Shanghai（上海纽约大学）；New York University（纽约大学）
There has recently been a surge in research in batch Deep Reinforcement Learning (DRL), which aims for learning a high-performing policy from a given dataset without additional interactions with the environment. We propose a new algorithm, Best-Action Imitation Learning (BAIL), which strives for both simplicity and performance. BAIL learns a V function, uses the V function to select actions it believes to be high-performing, and then uses those actions to train a policy network using imitation learning. For the MuJoCo benchmark, we provide a comprehensive experimental study of BAIL, comparing …
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…
McGill University（麦吉尔大学）；Mila Québec AI Institute（米拉魁北克人工智能研究所）
Many practical applications of reinforcement learning constrain agents to learn from a fixed batch of data which has already been gathered, without offering further possibility for data collection. In this paper, we demonstrate that due to errors introduced by extrapolation, standard off-policy deep reinforcement learning algorithms, such as DQN and DDPG, are incapable of learning with data uncorrelated to the distribution under the current policy, making them ineffective for this fixed batch setting. We introduce a novel class of off-policy algorithms, batch-constrained reinforcement learning…
National Taiwan University（国立台湾大学）；Academia Sinica（中央研究院）；Elan Corporation（Elan公司）
The goal of this work is to provide a viable solution based on reinforcement learning for traffic signal control problems. Although the state-of-the-art reinforcement learning approaches have yielded great success in a variety of domains, directly applying it to alleviate traffic congestion can be challenging, considering the requirement of high sample efficiency and how training data is gathered. In this work, we address several challenges that we encountered when we attempted to mitigate serious traffic congestion occurring in a metropolitan area. Specifically, we are required to provide a s…
Batch reinforcement learning (RL) is important to apply RL algorithms to many high stakes tasks. Doing batch RL in a way that yields a reliable new policy in large domains is challenging: a new decision policy may visit states and actions outside the support of the batch data, and function approximation and optimization with limited samples can further increase the potential of learning policies with overly optimistic estimates of their future performance. Recent algorithms have shown promise but can still be overly optimistic in their expected outcomes. Theoretical work that provides strong g…
University of Wisconsin–Madison（威斯康星大学麦迪逊分校）；Microsoft Research New York（微软纽约研究院）
We study a security threat to batch reinforcement learning and control where the attacker aims to poison the learned policy. The victim is a reinforcement learner / controller which first estimates the dynamics and the rewards from a batch data set, and then solves for the optimal policy with respect to the estimates. The attacker can modify the data set slightly before learning happens, and wants to force the learner into learning a target policy chosen by the attacker. We present a unified framework for solving batch policy poisoning attacks, and instantiate the attack on two standard victim…
Most deep reinforcement learning (RL) systems are not able to learn effectively from off-policy data, especially if they cannot explore online in the environment. These are critical shortcomings for applying RL to real-world problems where collecting data is expensive, and models must be tested offline before being deployed to interact with the environment -- e.g. systems that learn from human interaction. Thus, we develop a novel class of off-policy batch RL algorithms, which are able to effectively learn offline, without exploring, from a fixed batch of human interaction data. We leverage mo…
We introduce TensorFlow Agents, an efficient infrastructure paradigm for building parallel reinforcement learning algorithms in TensorFlow. We simulate multiple environments in parallel, and group them to perform the neural network computation on a batch rather than individual observations. This allows the TensorFlow execution engine to parallelize computation, without the need for manual synchronization. Environments are stepped in separate Python processes to progress them in parallel without interference of the global interpreter lock. As part of this project, we introduce BatchPPO, an effi…
We propose a novel approach to learn goal-conditioned policies for locomotion in a batch RL setting. The batch data is collected by a policy that is not goal-conditioned. For the locomotion task, this translates to data collection using a policy learnt by the agent for walking straight in one direction, and using that data to learn a goal-conditioned policy that enables the agent to walk in any direction. The data collection policy used should be invariant to the direction the agent is facing i.e. regardless of its initial orientation, the agent should take the same actions to walk forward. We…
Amazon Web Services（亚马逊云科技）；University of Pennsylvania（宾夕法尼亚大学）
Reliant on too many experiments to learn good actions, current Reinforcement Learning (RL) algorithms have limited applicability in real-world settings, which can be too expensive to allow exploration. We propose an algorithm for batch RL, where effective policies are learned using only a fixed offline dataset instead of online interactions with the environment. The limited data in batch RL produces inherent uncertainty in value estimates of states/actions that were insufficiently represented in the training data. This leads to particularly severe extrapolation when our candidate policies dive…
Eindhoven University of Technology（埃因霍温理工大学）；Vanderlande Industries B.V.（范德兰德工业有限公司）
In e-commerce markets, on time delivery is of great importance to customer satisfaction. In this paper, we present a Deep Reinforcement Learning (DRL) approach for deciding how and when orders should be batched and picked in a warehouse to minimize the number of tardy orders. In particular, the technique facilitates making decisions on whether an order should be picked individually (pick-by-order) or picked in a batch with other orders (pick-by-batch), and if so with which other orders. We approach the problem by formulating it as a semi-Markov decision process and develop a vector-based state…
Department of Applied Mathematics, Harvard University（哈佛大学应用数学系）；Department of Computer Science, Harvard University（哈佛大学计算机科学系）；Department of Statistics, Harvard University（哈佛大学统计学系）
In batch reinforcement learning, there can be poorly explored state-action pairs resulting in poorly learned, inaccurate models and poorly performing associated policies. Various regularization methods can mitigate the problem of learning overly-complex models in Markov decision processes (MDPs), however they operate in technically and intuitively distinct ways and lack a common form in which to compare them. This paper unifies three regularization methods in a common framework -- a weighted average transition matrix. Considering regularization methods in this common form illuminates how the M…
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…
A shortcoming of batch reinforcement learning is its requirement for rewards in data, thus not applicable to tasks without reward functions. Existing settings for lack of reward, such as behavioral cloning, rely on optimal demonstrations collected from humans. Unfortunately, extensive expertise is required for ensuring optimality, which hinder the acquisition of large-scale data for complex tasks. This paper addresses the lack of reward in a batch reinforcement learning setting by learning a reward function from preferences. Generating preferences only requires a basic understanding of a task.…
Courant Institute of Mathematical Sciences, New York University（纽约大学库朗数学科学研究所）；New York University（纽约大学）
Reinforcement learning algorithms have had tremendous successes in online learning settings. However, these successes have relied on low-stakes interactions between the algorithmic agent and its environment. In many settings where RL could be of use, such as health care and autonomous driving, the mistakes made by most online RL algorithms during early training come with unacceptable costs. These settings require developing reinforcement learning algorithms that can operate in the so-called batch setting, where the algorithms must learn from set of data that is fixed, finite, and generated fro…
University of Massachusetts, Amherst（马萨诸塞大学阿默斯特分校）；Google Research（谷歌研究院）；University of New Hampshire（新罕布什尔大学）
In reinforcement learning, robust policies for high-stakes decision-making problems with limited data are usually computed by optimizing the percentile criterion, which minimizes the probability of a catastrophic failure. Unfortunately, such policies are typically overly conservative as the percentile criterion is non-convex, difficult to optimize, and ignores the mean performance. To overcome these shortcomings, we study the soft-robust criterion, which uses risk measures to balance the mean and percentile criterion better. In this paper, we establish the soft-robust criterion's fundamental p…
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）；Princeton University（普林斯顿大学）；Northwestern University（西北大学）；The Hong Kong University of Science and Technology（香港科技大学）
Despite the increasing interest in multi-agent reinforcement learning (MARL) in multiple communities, understanding its theoretical foundation has long been recognized as a challenging problem. In this work, we address this problem by providing a finite-sample analysis for decentralized batch MARL with networked agents. Specifically, we consider two decentralized MARL settings, where teams of agents are connected by time-varying communication networks, and either collaborate or compete in a zero-sum game setting, without any central controller. These settings cover many conventional MARL setti…
University of North Carolina at Charlotte（北卡罗来纳大学夏洛特分校）；Iowa State University（爱荷华州立大学）；Oak Ridge National Laboratory（橡树岭国家实验室）
Today high-performance computing (HPC) platforms are still dominated by batch jobs. Accordingly, effective batch job scheduling is crucial to obtain high system efficiency. Existing HPC batch job schedulers typically leverage heuristic priority functions to prioritize and schedule jobs. But, once configured and deployed by the experts, such priority functions can hardly adapt to the changes of job loads, optimization goals, or system settings, potentially leading to degraded system efficiency when changes occur. To address this fundamental issue, we present RLScheduler, an automated HPC batch …
University of California, San Diego（加州大学圣地亚哥分校）；Amazon（亚马逊）
Batch reinforcement learning (BRL) is an emerging research area in the RL community. It learns exclusively from static datasets (i.e. replay buffers) without interaction with the environment. In the offline settings, existing replay experiences are used as prior knowledge for BRL models to find the optimal policy. Thus, generating replay buffers is crucial for BRL model benchmark. In our B2RL (Building Batch RL) dataset, we collected real-world data from our building management systems, as well as buffers generated by several behavioral policies in simulation environments. We believe it could …
In many contemporary applications such as healthcare, finance, robotics, and recommendation systems, continuous deployment of new policies for data collection and online learning is either cost ineffective or impractical. We consider a setting that lies between pure offline reinforcement learning (RL) and pure online RL called deployment constrained RL in which the number of policy deployments for data sampling is limited. To solve this challenging task, we propose a new algorithmic learning framework called Model-based Uncertainty regularized and Sample Efficient Batch Optimization (MUSBO). O…
Politecnico di Milano（米兰理工大学）；Institute for Scientific Interchange Foundation（科学交流研究所基金会）
The choice of the control frequency of a system has a relevant impact on the ability of reinforcement learning algorithms to learn a highly performing policy. In this paper, we introduce the notion of action persistence that consists in the repetition of an action for a fixed number of decision steps, having the effect of modifying the control frequency. We start analyzing how action persistence affects the performance of the optimal policy, and then we present a novel algorithm, Persistent Fitted Q-Iteration (PFQI), that extends FQI, with the goal of learning the optimal value function at a g…
In this paper, we study the episodic reinforcement learning (RL) problem modeled by finite-horizon Markov Decision Processes (MDPs) with constraint on the number of batches. The multi-batch reinforcement learning framework, where the agent is required to provide a time schedule to update policy before everything, which is particularly suitable for the scenarios where the agent suffers extensively from changing the policy adaptively. Given a finite-horizon MDP with $S$ states, $A$ actions and planning horizon $H$, we design a computational efficient algorithm to achieve near-optimal regret of $…
Iterative Learning Control-Informed Reinforcement Learning for Batch Process Control
State Key Laboratory of Industrial Control Technology, Institute of Cyber-Systems and Control, Zhejiang University（工业控制技术国家重点实验室，系统与控制研究所，浙江大学）；Department of Chemical Engineering, Chung-Yuan Christian University（Chung-Yuan Christian University 化学工程系）
DeepMind（深度思考）；Princeton University（普林斯顿大学）；University of Alberta（阿尔伯塔大学）
This paper provides a statistical analysis of high-dimensional batch Reinforcement Learning (RL) using sparse linear function approximation. When there is a large number of candidate features, our result sheds light on the fact that sparsity-aware methods can make batch RL more sample efficient. We first consider the off-policy policy evaluation problem. To evaluate a new target policy, we analyze a Lasso fitted Q-evaluation method and establish a finite-sample error bound that has no polynomial dependence on the ambient dimension. To reduce the Lasso bias, we further propose a post model-sele…
Understanding generalization in reinforcement learning (RL) is a significant challenge, as many common assumptions of traditional supervised learning theory do not apply. We focus on the special class of reparameterizable RL problems, where the trajectory distribution can be decomposed using the reparametrization trick. For this problem class, estimating the expected return is efficient and the trajectory can be computed deterministically given peripheral random variables, which enables us to study reparametrizable RL using supervised learning and transfer learning theory. Through these relati…
Batch Reinforcement Learning (RL) algorithms attempt to choose a policy from a designer-provided class of policies given a fixed set of training data. Choosing the policy which maximizes an estimate of return often leads to over-fitting when only limited data is available, due to the size of the policy class in relation to the amount of data available. In this work, we focus on learning policy classes that are appropriately sized to the amount of data available. We accomplish this by using the principle of Structural Risk Minimization, from Statistical Learning Theory, which uses Rademacher co…
University of Alberta（阿尔伯塔大学）；Technische Universität Darmstadt（达姆施塔特工业大学）
Off-policy Reinforcement Learning (RL) holds the promise of better data efficiency as it allows sample reuse and potentially enables safe interaction with the environment. Current off-policy policy gradient methods either suffer from high bias or high variance, delivering often unreliable estimates. The price of inefficiency becomes evident in real-world scenarios such as interaction-driven robot learning, where the success of RL has been rather limited, and a very high sample cost hinders straightforward application. In this paper, we propose a nonparametric Bellman equation, which can be sol…
The Technion - Israel Institute of Technology（以色列理工学院）；UC Berkeley（加州大学伯克利分校）
Deep reinforcement learning (DRL) methods such as the Deep Q-Network (DQN) have achieved state-of-the-art results in a variety of challenging, high-dimensional domains. This success is mainly attributed to the power of deep neural networks to learn rich domain representations for approximating the value function or policy. Batch reinforcement learning methods with linear representations, on the other hand, are more stable and require less hyper parameter tuning. Yet, substantial feature engineering is necessary to achieve good results. In this work we propose a hybrid approach -- the Least Squ…
Indian Institute of Technology Delhi（印度理工学院德里分校）；International Institute of Information Technology Hyderabad（印度国际信息技术学院海得拉巴分校）；Indian Institute of Technology Madras（印度理工学院马德拉斯分校）
Due to their complex nonlinear dynamics and batch-to-batch variability, batch processes pose a challenge for process control. Due to the absence of accurate models and resulting plant-model mismatch, these problems become harder to address for advanced model-based control strategies. Reinforcement Learning (RL), wherein an agent learns the policy by directly interacting with the environment, offers a potential alternative in this context. RL frameworks with actor-critic architecture have recently become popular for controlling systems where state and action spaces are continuous. It has been s…
Stanford University（斯坦福大学）；Georgia Institute of Technology（佐治亚理工学院）；Intel Labs（英特尔实验室）；University of Southern California（南加利福尼亚大学）；Simon Fraser University（西蒙菲莎大学）
We accelerate deep reinforcement learning-based training in visually complex 3D environments by two orders of magnitude over prior work, realizing end-to-end training speeds of over 19,000 frames of experience per second on a single GPU and up to 72,000 frames per second on a single eight-GPU machine. The key idea of our approach is to design a 3D renderer and embodied navigation simulator around the principle of "batch simulation": accepting and executing large batches of requests simultaneously. Beyond exposing large amounts of work at once, batch simulation allows implementations to amortiz…
Hierarchical Reinforcement Learning (HRL) exploits temporal abstraction to solve large Markov Decision Processes (MDP) and provide transferable subtask policies. In this paper, we introduce an off-policy HRL algorithm: Hierarchical Q-value Iteration (HQI). We show that it is possible to effectively learn recursive optimal policies for any valid hierarchical decomposition of the original MDP, given a fixed dataset collected from a flat stochastic behavioral policy. We first formally prove the convergence of the algorithm for tabular MDP. Then our experiments on the Taxi domain show that HQI con…
Cornell University（康奈尔大学）；University of Pennsylvania（宾夕法尼亚大学）
We develop a novel family of algorithms for the online learning setting with regret against any data sequence bounded by the empirical Rademacher complexity of that sequence. To develop a general theory of when this type of adaptive regret bound is achievable we establish a connection to the theory of decoupling inequalities for martingales in Banach spaces. When the hypothesis class is a set of linear functions bounded in some norm, such a regret bound is achievable if and only if the norm satisfies certain decoupling inequalities for martingales. Donald Burkholder's celebrated geometric char…
Most of the existing deep reinforcement learning (RL) approaches for session-based recommendations either rely on costly online interactions with real users, or rely on potentially biased rule-based or data-driven user-behavior models for learning. In this work, we instead focus on learning recommendation policies in the pure batch or offline setting, i.e. learning policies solely from offline historical interaction logs or batch data generated from an unknown and sub-optimal behavior policy, without further access to data from the real-world or user-behavior models. We propose BCD4Rec: Batch-…
Scaling Off-Policy Reinforcement Learning with Batch and Weight Normalization
Technical University of Darmstadt（达姆施塔特技术大学）；University of Freiburg（弗赖堡大学）；University of Oxford（牛津大学）；German Research Center for AI (DFKI)（德国人工智能研究中心（DFKI））；Robotics Institute Germany (RIG)（德国机器人研究所）
Yale University（耶鲁大学）；University of California, Los Angeles（加利福尼亚大学洛杉矶分校）
We study reinforcement learning (RL) with linear function approximation under the adaptivity constraint. We consider two popular limited adaptivity models: the batch learning model and the rare policy switch model, and propose two efficient online RL algorithms for episodic linear Markov decision processes, where the transition probability and the reward function can be represented as a linear function of some known feature mapping. In specific, for the batch learning model, our proposed LSVI-UCB-Batch algorithm achieves an $\tilde O(\sqrt{d^3H^3T} + dHT/B)$ regret, where $d$ is the dimension …
We study reinforcement learning of chatbots with recurrent neural network architectures when the rewards are noisy and expensive to obtain. For instance, a chatbot used in automated customer service support can be scored by quality assurance agents, but this process can be expensive, time consuming and noisy. Previous reinforcement learning work for natural language processing uses on-policy updates and/or is designed for on-line learning settings. We demonstrate empirically that such strategies are not appropriate for this setting and develop an off-policy batch policy gradient method (BPG). …
University of Alberta（阿尔伯塔大学）；General Electric Research（通用电气研究院）
Engineering problems that are modeled using sophisticated mathematical methods or are characterized by expensive-to-conduct tests or experiments, are encumbered with limited budget or finite computational resources. Moreover, practical scenarios in the industry, impose restrictions, based on logistics and preference, on the manner in which the experiments can be conducted. For example, material supply may enable only a handful of experiments in a single-shot or in the case of computational models one may face significant wait-time based on shared computational resources. In such scenarios, one…
