Batch-iFDD for representation expansion in large MDPs

Matching pursuit (MP) methods are a promising class of feature construction algorithms for value function approximation. Yet existing MP methods require creating a pool of potential features, mandating expert knowledge or enumeration of a large feature pool, both of which hinder scalability. This paper introduces batch incremental feature dependency discovery (Batch-iFDD) as an MP method that inherits a provable convergence property. Additionally, Batch-iFDD does not require a large pool of features, leading to lower computational complexity. Empirical policy evaluation results across three domains with up to one million states highlight the scalability of Batch-iFDD over the previous state of the art MP algorithm.United States. Office of Naval Research (Grant N00014-07-1-0749)United States. Office of Naval Research (Grant N00014-11-1-0688

Multiagent planning with Bayesian nonparametric asymptotics

Thesis: S.M., Massachusetts Institute of Technology, Department of Aeronautics and Astronautics, 2013.Cataloged from PDF version of thesis.Includes bibliographical references (pages 95-105).Autonomous multiagent systems are beginning to see use in complex, changing environments that cannot be completely specified a priori. In order to be adaptive to these environments and avoid the fragility associated with making too many a priori assumptions, autonomous systems must incorporate some form of learning. However, learning techniques themselves often require structural assumptions to be made about the environment in which a system acts. Bayesian nonparametrics, on the other hand, possess structural flexibility beyond the capabilities of past parametric techniques commonly used in planning systems. This extra flexibility comes at the cost of increased computational cost, which has prevented the widespread use of Bayesian nonparametrics in realtime autonomous planning systems. This thesis provides a suite of algorithms for tractable, realtime, multiagent planning under uncertainty using Bayesian nonparametrics. The first contribution is a multiagent task allocation framework for tasks specified as Markov decision processes. This framework extends past work in multiagent allocation under uncertainty by allowing exact distribution propagation instead of sampling, and provides an analytic solution time/quality tradeoff for system designers. The second contribution is the Dynamic Means algorithm, a novel clustering method based upon Bayesian nonparametrics for realtime, lifelong learning on batch-sequential data containing temporally evolving clusters. The relationship with previous clustering models yields a modelling scheme that is as fast as typical classical clustering approaches while possessing the flexibility and representational power of Bayesian nonparametrics. The final contribution is Simultaneous Clustering on Representation Expansion (SCORE), which is a tractable model-based reinforcement learning algorithm for multimodel planning problems, and serves as a link between the aforementioned task allocation framework and the Dynamic Means algorithmby Trevor D. J. Campbell.S.M

Adaptive value function approximation in reinforcement learning using wavelets

A thesis submitted to the Faculty of Science, School of Computational and Applied Mathematics University of the Witwatersrand, Johannesburg, in fulfilment of the requirements for the degree of Doctor of Philosophy. Johannesburg, South Africa, July 2015.Reinforcement learning agents solve tasks by finding policies that maximise their reward over time. The policy can be found from the value function, which represents the value of each state-action pair. In continuous state spaces, the value function must be approximated. Often, this is done using a fixed linear combination of functions across all dimensions. We introduce and demonstrate the wavelet basis for reinforcement learning, a basis function scheme competitive against state of the art fixed bases. We extend two online adaptive tiling schemes to wavelet functions and show their performance improvement across standard domains. Finally we introduce the Multiscale Adaptive Wavelet Basis (MAWB), a wavelet-based adaptive basis scheme which is dimensionally scalable and insensitive to the initial level of detail. This scheme adaptively grows the basis function set by combining across dimensions, or splitting within a dimension those candidate functions which have a high estimated projection onto the Bellman error. A number of novel measures are used to find this estimate.

Practical reinforcement learning using representation learning and safe exploration for large scale Markov decision processes

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Aeronautics and Astronautics, 2012.Cataloged from PDF version of thesis.Includes bibliographical references (p. 157-168).While creating intelligent agents who can solve stochastic sequential decision making problems through interacting with the environment is the promise of Reinforcement Learning (RL), scaling existing RL methods to realistic domains such as planning for multiple unmanned aerial vehicles (UAVs) has remained a challenge due to three main factors: 1) RL methods often require a plethora of data to find reasonable policies, 2) the agent has limited computation time between interactions, and 3) while exploration is necessary to avoid convergence to the local optima, in sensitive domains visiting all parts of the planning space may lead to catastrophic outcomes. To address the first two challenges, this thesis introduces incremental Feature Dependency Discovery (iFDD) as a representation expansion method with cheap per-timestep computational complexity that can be combined with any online, value-based reinforcement learning using binary features. In addition to convergence and computational complexity guarantees, when coupled with SARSA, iFDD achieves much faster learning (i.e., requires much less data samples) in planning domains including two multi-UAV mission planning scenarios with hundreds of millions of state-action pairs. In particular, in a UAV mission planning domain, iFDD performed more than 12 times better than the best competitor given the same number of samples. The third challenge is addressed through a constructive relationship between a planner and a learner in order to mitigate the learning risk while boosting the asymptotic performance and safety of an agent's behavior. The framework is an instance of the intelligent cooperative control architecture where a learner initially follows a safe policy generated by a planner. The learner incrementally improves this baseline policy through interaction, while avoiding behaviors believed to be risky. The new approach is demonstrated to be superior in two multi-UAV task assignment scenarios. For example in one case, the proposed method reduced the risk by 8%, while improving the performance of the planner up to 30%.by Alborz Geramifard.Ph.D

Relational knowledge and representation for reinforcement learning

In reinforcement learning, an agent interacts with the environment, learns from feedback about the quality of its actions, and improves its behaviour or policy in order to maximise its expected utility. Learning efficiently in large scale problems is a major challenge. State aggregation is possible in problems with a first-order structure, allowing the agent to learn in an abstraction of the original problem which is of considerably smaller scale. One approach is to learn the Q-values of actions which are approximated by a relational function approximator. This is the basis for relational reinforcement learning (RRL). We abstract the state with first-order features which consist of only variables, thereby aggregating similar states from all problems of the same domain to abstract states. We study the limitations of RRL due to this abstraction and introduce the concepts of consistent abstraction, subsumption of problems, and abstract-equivalent problems. We propose three methods to overcome the limitations, extending the types of problems our RRL method can solve. Next, to further improve the learning efficiency, we propose to learn different types of generalised knowledge. The policy is influenced by directed exploration based on multiple types of intrinsic rewards and avoids previously encountered dead ends. In addition, we incorporate model-based techniques to provide better quality estimates of the Q-values. Transfer learning is possible by directly leveraging the generalised knowledge to accelerate learning in a new problem. Lastly, we introduce a new class of problems which considers dynamic objects and time-bounded goals. We discuss the complications these bring to RRL and present some solutions. We also propose a framework for multi-agent coordination to achieve joint goals represented by time-bounded goals by decomposing a multi-agent problem into single-agent problems. We evaluate our work empirically in six domains to demonstrate its efficacy in solving large scale problems and transfer learning

Relational knowledge and representation for reinforcement learning

In reinforcement learning, an agent interacts with the environment, learns from feedback about the quality of its actions, and improves its behaviour or policy in order to maximise its expected utility. Learning efficiently in large scale problems is a major challenge. State aggregation is possible in problems with a first-order structure, allowing the agent to learn in an abstraction of the original problem which is of considerably smaller scale. One approach is to learn the Q-values of actions which are approximated by a relational function approximator. This is the basis for relational reinforcement learning (RRL). We abstract the state with first-order features which consist of only variables, thereby aggregating similar states from all problems of the same domain to abstract states. We study the limitations of RRL due to this abstraction and introduce the concepts of consistent abstraction, subsumption of problems, and abstract-equivalent problems. We propose three methods to overcome the limitations, extending the types of problems our RRL method can solve. Next, to further improve the learning efficiency, we propose to learn different types of generalised knowledge. The policy is influenced by directed exploration based on multiple types of intrinsic rewards and avoids previously encountered dead ends. In addition, we incorporate model-based techniques to provide better quality estimates of the Q-values. Transfer learning is possible by directly leveraging the generalised knowledge to accelerate learning in a new problem. Lastly, we introduce a new class of problems which considers dynamic objects and time-bounded goals. We discuss the complications these bring to RRL and present some solutions. We also propose a framework for multi-agent coordination to achieve joint goals represented by time-bounded goals by decomposing a multi-agent problem into single-agent problems. We evaluate our work empirically in six domains to demonstrate its efficacy in solving large scale problems and transfer learning

Policy evaluation with temporal differences: a survey and comparison

Policy evaluation is an essential step in most reinforcement learning approaches. It yields a value function, the quality assessment of states for a given policy, which can be used in a policy improvement step. Since the late 1980s, this research area has been dominated by temporal-difference (TD) methods due to their data-efficiency. However, core issues such as stability guarantees in the off-policy scenario, improved sample efficiency and probabilistic treatment of the uncertainty in the estimates have only been tackled recently, which has led to a large number of new approaches. This paper aims at making these new developments accessible in a concise overview, with foci on underlying cost functions, the off-policy scenario as well as on regularization in high dimensional feature spaces. By presenting the first extensive, systematic comparative evaluations comparing TD, LSTD, LSPE, FPKF, the residual- gradient algorithm, Bellman residual minimization, GTD, GTD2 and TDC, we shed light on the strengths and weaknesses of the methods. Moreover, we present alternative versions of LSTD and LSPE with drastically improved off-policy performance

Computationally Efficient Relational Reinforcement Learning

Relational Reinforcement Learning (RRL) is a technique that enables Reinforcement Learning (RL) agents to generalize from their experience, allowing them to learn over large or potentially infinite state spaces, to learn context sensitive behaviors, and to learn to solve variable goals and to transfer knowledge between similar situations. Prior RRL architectures are not sufficiently computationally efficient to see use outside of small, niche roles within larger Artificial Intelligence (AI) architectures. I present a novel online, incremental RRL architecture and an implementation that is orders of magnitude faster than its predecessors. The first aspect of this architecture that I explore is a computationally efficient implementation of an adaptive Hierarchical Tile Coding (aHTC), a kind of Adaptive Tile Coding (ATC) in which more general tiles which cover larger portions of the state-action space are kept as ones that cover smaller portions of the state-action space are introduced, using k-dimensional tries (k-d tries) to implement the value function for non-relational Temporal Difference (TD) methods. In order to achieve comparable performance for RRL, I implement the Rete algorithm to replace my k-d tries due to its efficient handling of both the variable binding problem and variable numbers of actions. Tying aHTCs and Rete together, I present a rule grammar that both maps aHTCs onto Rete and allows the architecture to automatically extract relational features in order to support adaptation of the value function over time. I experiment with several refinement criteria and additional functionality with which my agents attempt to determine if rerefinement using different features might allow them to better learn a near optimal policy. I present optimal results using a value criterion for several variants of BlocksWorld. I provide transfer results for BlocksWorld and a scalable Taxicab domain. I additionally introduce a Higher Order Grammar (HOG) that grants online, incremental RRL agents additional flexibility to introduce additional variables and corresponding relations as needed in order to learn effective value functions. I evaluate agents that use the HOG on a version of Blocks World and on an Adventure task. In summary, I present a new online, incremental RRL architecture, a grammar to map aHTCs onto the Rete, and an implementation that is orders of magnitude faster than its predecessors.PHDComputer Science & EngineeringUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttps://deepblue.lib.umich.edu/bitstream/2027.42/145859/1/bazald_1.pd

Batch-iFDD for Representation Expansion in Large MDPs

Matching pursuit (MP) methods are a promising class of feature construction algorithms for value function approximation. Yet existing MP methods require creating a pool of potential features, mandating expert knowledge or enumeration of a large feature pool, both of which hinder scalability. This paper introduces batch incremental feature dependency discovery (Batch-iFDD) as an MP method that inherits a provable convergence property. Additionally, Batch-iFDD does not require a large pool of features, leading to lower computational complexity. Empirical policy evaluation results across three domains with up to one million states highlight the scalability of Batch-iFDD over the previous state of the art MP algorithm.