The echo state network (ESN) is a special type of recurrent neural networks for processing the time-series dataset. However, limited by the strong correlation among sequential samples of the agent, ESN-based policy control algorithms are difficult to use the recursive least squares (RLS) algorithm to update the ESN's parameters. To solve this problem, we propose two novel policy control algorithms, ESNRLS-Q and ESNRLS-Sarsa. Firstly, to reduce the correlation of training samples, we use the leaky integrator ESN and the mini-batch learning mode. Secondly, to make RLS suitable for training ESN in mini-batch mode, we present a new mean-approximation method for updating the RLS correlation matrix. Thirdly, to prevent ESN from over-fitting, we use the L1 regularization technique. Lastly, to prevent the target state-action value from overestimation, we employ the Mellowmax method. Simulation results show that our algorithms have good convergence performance.
Echo State Networks for Spatio-Temporal Area-Level Data
Department of Statistics, University of Missouri（统计学系，密苏里大学）；Office of the Associate Director for Research and Methodology, U.S. Census Bureau（研究与方法副主任办公室，美国人口普查局）
Online Adaptive Reinforcement Learning with Echo State Networks for Non-Stationary Dynamics
Department of Computer Science, Nagoya Institute of Technology（名古屋技术大学计算机科学系）；Nagoya Institute of Technology（名古屋技术大学）；International Research Center for Neurointelligence, The University of Tokyo（神经智能国际研究中心，东京大学）
Università Degli Studi Di Pavia（帕维亚大学）；STMicroelectronics（意法半导体）
Echo State Networks (ESN) are a class of Recurrent Neural Networks (RNN) that has gained substantial popularity due to their effectiveness, ease of use and potential for compact hardware implementation. An ESN contains the three network layers input, reservoir and readout where the reservoir is the truly recurrent network. The input and reservoir layers of an ESN are initialized at random and never trained afterwards and the training of the ESN is applied to the readout layer only. The alternative of Recursive Neural Gas (RNG) is one of the many proposals of fully-trainable reservoirs that can…
Recent works have investigated the role of graph bottlenecks in preventing long-range information propagation in message-passing graph neural networks, causing the so-called `over-squashing' phenomenon. As a remedy, graph rewiring mechanisms have been proposed as preprocessing steps. Graph Echo State Networks (GESNs) are a reservoir computing model for graphs, where node embeddings are recursively computed by an untrained message-passing function. In this paper, we show that GESNs can achieve a significantly better accuracy on six heterophilic node classification tasks without altering the gra…
Peking University（北京大学）；University of Rochester（罗切斯特大学）；Kwai Inc.（快手公司）；Duke University（杜克大学）
In this paper, we propose a novel algorithm named STOchastic Recursive Momentum for Policy Gradient (STORM-PG), which operates a SARAH-type stochastic recursive variance-reduced policy gradient in an exponential moving average fashion. STORM-PG enjoys a provably sharp $O(1/ε^3)$ sample complexity bound for STORM-PG, matching the best-known convergence rate for policy gradient algorithm. In the mean time, STORM-PG avoids the alternations between large batches and small batches which persists in comparable variance-reduced policy gradient methods, allowing considerably simpler parameter tuning. …
As an important algorithm in deep reinforcement learning, advantage actor critic (A2C) has been widely succeeded in both discrete and continuous control tasks with raw pixel inputs, but its sample efficiency still needs to improve more. In traditional reinforcement learning, actor-critic algorithms generally use the recursive least squares (RLS) technology to update the parameter of linear function approximators for accelerating their convergence speed. However, A2C algorithms seldom use this technology to train deep neural networks (DNNs) for improving their sample efficiency. In this paper, …
Rule-based and reinforcement-learning policies for resource allocation in a pediatric echo lab: a simulation study
Department of Applied and Computational Mathematics and Statistics, University of Notre Dame（应用与计算数学与统计学系，圣约翰大学）；Department of Pediatrics (Cardiology), Stanford University（儿科（心脏病学）系，斯坦福大学）；Department of Bioengineering, Stanford University（生物工程系，斯坦福大学）
University of California, Los Angeles（加利福尼亚大学洛杉矶分校）
Improving the sample efficiency in reinforcement learning has been a long-standing research problem. In this work, we aim to reduce the sample complexity of existing policy gradient methods. We propose a novel policy gradient algorithm called SRVR-PG, which only requires $O(1/ε^{3/2})$ episodes to find an $ε$-approximate stationary point of the nonconcave performance function $J(\boldsymbolθ)$ (i.e., $\boldsymbolθ$ such that $\|\nabla J(\boldsymbolθ)\|_2^2\leqε$). This sample complexity improves the existing result $O(1/ε^{5/3})$ for stochastic variance reduced policy gradient algorithms by a …
Google Brain（谷歌大脑）；UC Berkeley（加州大学伯克利分校）；Carnegie Mellon University（卡内基梅隆大学）
Reinforcement learning (RL) algorithms assume that users specify tasks by manually writing down a reward function. However, this process can be laborious and demands considerable technical expertise. Can we devise RL algorithms that instead enable users to specify tasks simply by providing examples of successful outcomes? In this paper, we derive a control algorithm that maximizes the future probability of these successful outcome examples. Prior work has approached similar problems with a two-stage process, first learning a reward function and then optimizing this reward function using anothe…
Carnegie Mellon University（卡内基梅隆大学）；Instituto Superior Técnico（高等技术研究所）；University of Washington（华盛顿大学）
We introduce Recurrent Predictive State Policy (RPSP) networks, a recurrent architecture that brings insights from predictive state representations to reinforcement learning in partially observable environments. Predictive state policy networks consist of a recursive filter, which keeps track of a belief about the state of the environment, and a reactive policy that directly maps beliefs to actions, to maximize the cumulative reward. The recursive filter leverages predictive state representations (PSRs) (Rosencrantz and Gordon, 2004; Sun et al., 2016) by modeling predictive state-- a predictio…
SkillRL: Evolving Agents via Recursive Skill-Augmented Reinforcement Learning
University of Chicago（芝加哥大学）；University of California San Diego（加州大学圣地亚哥分校）；NEC Labs America（NEC美国实验室）；University of California Berkeley（加州大学伯克利分校）；University of California Santa Cruz（加州大学圣克鲁兹分校）
Deep reinforcement learning (DRL) has been shown to be successful in many application domains. Combining recurrent neural networks (RNNs) and DRL further enables DRL to be applicable in non-Markovian environments by capturing temporal information. However, training of both DRL and RNNs is known to be challenging requiring a large amount of training data to achieve convergence. In many targeted applications, such as those used in the fifth generation (5G) cellular communication, the environment is highly dynamic while the available training data is very limited. Therefore, it is extremely impor…
We study the problem of predicting and controlling the future state distribution of an autonomous agent. This problem, which can be viewed as a reframing of goal-conditioned reinforcement learning (RL), is centered around learning a conditional probability density function over future states. Instead of directly estimating this density function, we indirectly estimate this density function by training a classifier to predict whether an observation comes from the future. Via Bayes' rule, predictions from our classifier can be transformed into predictions over future states. Importantly, an off-…
The University of Tokyo（东京大学）；Google Research（谷歌研究院）
Most reinforcement learning (RL) algorithms assume online access to the environment, in which one may readily interleave updates to the policy with experience collection using that policy. However, in many real-world applications such as health, education, dialogue agents, and robotics, the cost or potential risk of deploying a new data-collection policy is high, to the point that it can become prohibitive to update the data-collection policy more than a few times during learning. With this view, we propose a novel concept of deployment efficiency, measuring the number of distinct data-collect…
Most of the existing solutions to enterprise threat management are preventive approaches prescribing means to prevent policy violations with varying degrees of success. In this paper we consider the complementary scenario where a number of security violations have already occurred, or security threats, or vulnerabilities have been reported and a security administrator needs to generate optimal response to these security events. We present a principled approach to study and model the human expertise in responding to the emergent threats owing to these security events. A recursive Partial Least …
The Linear Quadratic Regulator (LQR) framework considers the problem of regulating a linear dynamical system perturbed by environmental noise. We compute the policy regret between three distinct control policies: i) the optimal online policy, whose linear structure is given by the Ricatti equations; ii) the optimal offline linear policy, which is the best linear state feedback policy given the noise sequence; and iii) the optimal offline policy, which selects the globally optimal control actions given the noise sequence. We fully characterize the optimal offline policy and show that it has a r…
We present a predictor-corrector framework, called PicCoLO, that can transform a first-order model-free reinforcement or imitation learning algorithm into a new hybrid method that leverages predictive models to accelerate policy learning. The new "PicCoLOed" algorithm optimizes a policy by recursively repeating two steps: In the Prediction Step, the learner uses a model to predict the unseen future gradient and then applies the predicted estimate to update the policy; in the Correction Step, the learner runs the updated policy in the environment, receives the true gradient, and then corrects t…
Policy gradient methods have demonstrated success in reinforcement learning tasks that have high-dimensional continuous state and action spaces. However, policy gradient methods are also notoriously sample inefficient. This can be attributed, at least in part, to the high variance in estimating the gradient of the task objective with Monte Carlo methods. Previous research has endeavored to contend with this problem by studying control variates (CVs) that can reduce the variance of estimates without introducing bias, including the early use of baselines, state dependent CVs, and the more recent…
University of California, Irvine（加州大学欧文分校）；The George Washington University（乔治华盛顿大学）
We study the problem of off-policy evaluation (OPE) for episodic Partially Observable Markov Decision Processes (POMDPs) with continuous states. Motivated by the recently proposed proximal causal inference framework, we develop a non-parametric identification result for estimating the policy value via a sequence of so-called V-bridge functions with the help of time-dependent proxy variables. We then develop a fitted-Q-evaluation-type algorithm to estimate V-bridge functions recursively, where a non-parametric instrumental variable (NPIV) problem is solved at each step. By analyzing this challe…
$K$-Level Policy Gradients for Multi-Agent Reinforcement Learning
Department of Computer Science, TU Darmstadt（图恩-达姆施塔特技术大学计算机科学系）；Hessian Center for Artificial Intelligence (Hessian.ai)（黑森人工智能中心）；German Research Center for AI (DFKI)（德国人工智能研究中心）；Center for Cognitive Science, TU Darmstadt（图恩-达姆施塔特技术大学认知科学中心）；Center for Artificial Intelligence and Data Science, University of Würzburg（弗赖堡大学人工智能与数据科学中心）
Georgia Institute of Technology（佐治亚理工学院）；Disney Research（迪士尼研究院）
Being able to fall safely is a necessary motor skill for humanoids performing highly dynamic tasks, such as running and jumping. We propose a new method to learn a policy that minimizes the maximal impulse during the fall. The optimization solves for both a discrete contact planning problem and a continuous optimal control problem. Once trained, the policy can compute the optimal next contacting body part (e.g. left foot, right foot, or hands), contact location and timing, and the required joint actuation. We represent the policy as a mixture of actor-critic neural network, which consists of n…
University of Waterloo（滑铁卢大学）；University of Alberta（阿尔伯塔大学）
Policy iteration (PI) is a recursive process of policy evaluation and improvement for solving an optimal decision-making/control problem, or in other words, a reinforcement learning (RL) problem. PI has also served as the fundamental for developing RL methods. In this paper, we propose two PI methods, called differential PI (DPI) and integral PI (IPI), and their variants, for a general RL framework in continuous time and space (CTS), where the environment is modeled by a system of ordinary differential equations (ODEs). The proposed methods inherit the current ideas of PI in classical RL and o…
University of Ottawa（渥太华大学）；Bowling Green State University（鲍灵格林州立大学）
The flocking motion control is concerned with managing the possible conflicts between local and team objectives of multi-agent systems. The overall control process guides the agents while monitoring the flock-cohesiveness and localization. The underlying mechanisms may degrade due to overlooking the unmodeled uncertainties associated with the flock dynamics and formation. On another side, the efficiencies of the various control designs rely on how quickly they can adapt to different dynamic situations in real-time. An online model-free policy iteration mechanism is developed here to guide a fl…
In this paper, we establish a subgame perfect equilibrium reinforcement learning (SPERL) framework for time-inconsistent (TIC) problems. In the context of RL, TIC problems are known to face two main challenges: the non-existence of natural recursive relationships between value functions at different time points and the violation of Bellman's principle of optimality that raises questions on the applicability of standard policy iteration algorithms for unprovable policy improvement theorems. We adapt an extended dynamic programming theory and propose a new class of algorithms, called backward po…
