Quantum Natural Policy Gradients: Towards Sample-Efficient Reinforcement Learning

Reinforcement learning is a growing field in AI with a lot of potential. Intelligent behavior is learned automatically through trial and error in interaction with the environment. However, this learning process is often costly. Using variational quantum circuits as function approximators can reduce this cost. In order to implement this, we propose the quantum natural policy gradient (QNPG) algorithm -- a second-order gradient-based routine that takes advantage of an efficient approximation of the quantum Fisher information matrix. We experimentally demonstrate that QNPG outperforms first-order based training on Contextual Bandits environments regarding convergence speed and stability and thereby reduces the sample complexity. Furthermore, we provide evidence for the practical feasibility of our approach by training on a 12-qubit hardware device.Comment: This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible. 7 pages, 5 figures, 1 tabl

Deep Reinforcement Learning for Multi-Agent Interaction

The development of autonomous agents which can interact with other agents to accomplish a given task is a core area of research in artificial intelligence and machine learning. Towards this goal, the Autonomous Agents Research Group develops novel machine learning algorithms for autonomous systems control, with a specific focus on deep reinforcement learning and multi-agent reinforcement learning. Research problems include scalable learning of coordinated agent policies and inter-agent communication; reasoning about the behaviours, goals, and composition of other agents from limited observations; and sample-efficient learning based on intrinsic motivation, curriculum learning, causal inference, and representation learning. This article provides a broad overview of the ongoing research portfolio of the group and discusses open problems for future directions.Comment: Published in AI Communications Special Issue on Multi-Agent Systems Research in the U

Unified Algorithms for RL with Decision-Estimation Coefficients: No-Regret, PAC, and Reward-Free Learning

Finding unified complexity measures and algorithms for sample-efficient learning is a central topic of research in reinforcement learning (RL). The Decision-Estimation Coefficient (DEC) is recently proposed by Foster et al. (2021) as a necessary and sufficient complexity measure for sample-efficient no-regret RL. This paper makes progress towards a unified theory for RL with the DEC framework. First, we propose two new DEC-type complexity measures: Explorative DEC (EDEC), and Reward-Free DEC (RFDEC). We show that they are necessary and sufficient for sample-efficient PAC learning and reward-free learning, thereby extending the original DEC which only captures no-regret learning. Next, we design new unified sample-efficient algorithms for all three learning goals. Our algorithms instantiate variants of the Estimation-To-Decisions (E2D) meta-algorithm with a strong and general model estimation subroutine. Even in the no-regret setting, our algorithm E2D-TA improves upon the algorithms of Foster et al. (2021) which require either bounding a variant of the DEC which may be prohibitively large, or designing problem-specific estimation subroutines. As applications, we recover existing and obtain new sample-efficient learning results for a wide range of tractable RL problems using essentially a single algorithm. We also generalize the DEC to give sample-efficient algorithms for all-policy model estimation, with applications for learning equilibria in Markov Games. Finally, as a connection, we re-analyze two existing optimistic model-based algorithms based on Posterior Sampling or Maximum Likelihood Estimation, showing that they enjoy similar regret bounds as E2D-TA under similar structural conditions as the DEC

Offline Reinforcement Learning with Differentiable Function Approximation is Provably Efficient

Offline reinforcement learning, which aims at optimizing sequential decision-making strategies with historical data, has been extensively applied in real-life applications. State-Of-The-Art algorithms usually leverage powerful function approximators (e.g. neural networks) to alleviate the sample complexity hurdle for better empirical performances. Despite the successes, a more systematic understanding of the statistical complexity for function approximation remains lacking. Towards bridging the gap, we take a step by considering offline reinforcement learning with differentiable function class approximation (DFA). This function class naturally incorporates a wide range of models with nonlinear/nonconvex structures. Most importantly, we show offline RL with differentiable function approximation is provably efficient by analyzing the pessimistic fitted Q-learning (PFQL) algorithm, and our results provide the theoretical basis for understanding a variety of practical heuristics that rely on Fitted Q-Iteration style design. In addition, we further improve our guarantee with a tighter instance-dependent characterization. We hope our work could draw interest in studying reinforcement learning with differentiable function approximation beyond the scope of current research

Universal Trading for Order Execution with Oracle Policy Distillation

As a fundamental problem in algorithmic trading, order execution aims at fulfilling a specific trading order, either liquidation or acquirement, for a given instrument. Towards effective execution strategy, recent years have witnessed the shift from the analytical view with model-based market assumptions to model-free perspective, i.e., reinforcement learning, due to its nature of sequential decision optimization. However, the noisy and yet imperfect market information that can be leveraged by the policy has made it quite challenging to build up sample efficient reinforcement learning methods to achieve effective order execution. In this paper, we propose a novel universal trading policy optimization framework to bridge the gap between the noisy yet imperfect market states and the optimal action sequences for order execution. Particularly, this framework leverages a policy distillation method that can better guide the learning of the common policy towards practically optimal execution by an oracle teacher with perfect information to approximate the optimal trading strategy. The extensive experiments have shown significant improvements of our method over various strong baselines, with reasonable trading actions.Comment: Accepted in AAAI 2021, the code and the supplementary materials are in https://seqml.github.io/opd

Sample-efficient Reinforcement Learning Representation Learning with Curiosity Contrastive Forward Dynamics Model

Developing an agent in reinforcement learning (RL) that is capable of performing complex control tasks directly from high-dimensional observation such as raw pixels is yet a challenge as efforts are made towards improving sample efficiency and generalization. This paper considers a learning framework for Curiosity Contrastive Forward Dynamics Model (CCFDM) in achieving a more sample-efficient RL based directly on raw pixels. CCFDM incorporates a forward dynamics model (FDM) and performs contrastive learning to train its deep convolutional neural network-based image encoder (IE) to extract conducive spatial and temporal information for achieving a more sample efficiency for RL. In addition, during training, CCFDM provides intrinsic rewards, produced based on FDM prediction error, encourages the curiosity of the RL agent to improve exploration. The diverge and less-repetitive observations provide by both our exploration strategy and data augmentation available in contrastive learning improve not only the sample efficiency but also the generalization. Performance of existing model-free RL methods such as Soft Actor-Critic built on top of CCFDM outperforms prior state-of-the-art pixel-based RL methods on the DeepMind Control Suite benchmark