Recurrent Value Functions

Despite recent successes in Reinforcement Learning, value-based methods often suffer from high variance hindering performance. In this paper, we illustrate this in a continuous control setting where state of the art methods perform poorly whenever sensor noise is introduced. To overcome this issue, we introduce Recurrent Value Functions (RVFs) as an alternative to estimate the value function of a state. We propose to estimate the value function of the current state using the value function of past states visited along the trajectory. Due to the nature of their formulation, RVFs have a natural way of learning an emphasis function that selectively emphasizes important states. First, we establish RVF's asymptotic convergence properties in tabular settings. We then demonstrate their robustness on a partially observable domain and continuous control tasks. Finally, we provide a qualitative interpretation of the learned emphasis function

Regret Minimization for Partially Observable Deep Reinforcement Learning

Deep reinforcement learning algorithms that estimate state and state-action value functions have been shown to be effective in a variety of challenging domains, including learning control strategies from raw image pixels. However, algorithms that estimate state and state-action value functions typically assume a fully observed state and must compensate for partial observations by using finite length observation histories or recurrent networks. In this work, we propose a new deep reinforcement learning algorithm based on counterfactual regret minimization that iteratively updates an approximation to an advantage-like function and is robust to partially observed state. We demonstrate that this new algorithm can substantially outperform strong baseline methods on several partially observed reinforcement learning tasks: learning first-person 3D navigation in Doom and Minecraft, and acting in the presence of partially observed objects in Doom and Pong.Comment: ICML 201

Optimal Multiple Stopping Rule for Warm-Starting Sequential Selection

In this paper we present the Warm-starting Dynamic Thresholding algorithm, developed using dynamic programming, for a variant of the standard online selection problem. The problem allows job positions to be either free or already occupied at the beginning of the process. Throughout the selection process, the decision maker interviews one after the other the new candidates and reveals a quality score for each of them. Based on that information, she can (re)assign each job at most once by taking immediate and irrevocable decisions. We relax the hard requirement of the class of dynamic programming algorithms to perfectly know the distribution from which the scores of candidates are drawn, by presenting extensions for the partial and no-information cases, in which the decision maker can learn the underlying score distribution sequentially while interviewing candidates

Scaling data-driven robotics with reward sketching and batch reinforcement learning

We present a framework for data-driven robotics that makes use of a large dataset of recorded robot experience and scales to several tasks using learned reward functions. We show how to apply this framework to accomplish three different object manipulation tasks on a real robot platform. Given demonstrations of a task together with task-agnostic recorded experience, we use a special form of human annotation as supervision to learn a reward function, which enables us to deal with real-world tasks where the reward signal cannot be acquired directly. Learned rewards are used in combination with a large dataset of experience from different tasks to learn a robot policy offline using batch RL. We show that using our approach it is possible to train agents to perform a variety of challenging manipulation tasks including stacking rigid objects and handling cloth.Comment: Project website: https://sites.google.com/view/data-driven-robotics

Preferential Temporal Difference Learning

Temporal-Difference (TD) learning is a general and very useful tool for estimating the value function of a given policy, which in turn is required to find good policies. Generally speaking, TD learning updates states whenever they are visited. When the agent lands in a state, its value can be used to compute the TD-error, which is then propagated to other states. However, it may be interesting, when computing updates, to take into account other information than whether a state is visited or not. For example, some states might be more important than others (such as states which are frequently seen in a successful trajectory). Or, some states might have unreliable value estimates (for example, due to partial observability or lack of data), making their values less desirable as targets. We propose an approach to re-weighting states used in TD updates, both when they are the input and when they provide the target for the update. We prove that our approach converges with linear function approximation and illustrate its desirable empirical behaviour compared to other TD-style methods.Comment: Accepted at the 38th International Conference on Machine Learning (ICML, 2021