Training Agents using Upside-Down Reinforcement Learning

Traditional Reinforcement Learning (RL) algorithms either predict rewards with value functions or maximize them using policy search. We study an alternative: Upside-Down Reinforcement Learning (Upside-Down RL or UDRL), that solves RL problems primarily using supervised learning techniques. Many of its main principles are outlined in a companion report [34]. Here we present the first concrete implementation of UDRL and demonstrate its feasibility on certain episodic learning problems. Experimental results show that its performance can be surprisingly competitive with, and even exceed that of traditional baseline algorithms developed over decades of research.Comment: NNAISENSE Technical Report. 17 pages, 6 figure

Emergence of Locomotion Behaviours in Rich Environments

The reinforcement learning paradigm allows, in principle, for complex behaviours to be learned directly from simple reward signals. In practice, however, it is common to carefully hand-design the reward function to encourage a particular solution, or to derive it from demonstration data. In this paper explore how a rich environment can help to promote the learning of complex behavior. Specifically, we train agents in diverse environmental contexts, and find that this encourages the emergence of robust behaviours that perform well across a suite of tasks. We demonstrate this principle for locomotion -- behaviours that are known for their sensitivity to the choice of reward. We train several simulated bodies on a diverse set of challenging terrains and obstacles, using a simple reward function based on forward progress. Using a novel scalable variant of policy gradient reinforcement learning, our agents learn to run, jump, crouch and turn as required by the environment without explicit reward-based guidance. A visual depiction of highlights of the learned behavior can be viewed following https://youtu.be/hx_bgoTF7bs

Agent Inspired Trading Using Recurrent Reinforcement Learning and LSTM Neural Networks

With the breakthrough of computational power and deep neural networks, many areas that we haven't explore with various techniques that was researched rigorously in past is feasible. In this paper, we will walk through possible concepts to achieve robo-like trading or advising. In order to accomplish similar level of performance and generality, like a human trader, our agents learn for themselves to create successful strategies that lead to the human-level long-term rewards. The learning model is implemented in Long Short Term Memory (LSTM) recurrent structures with Reinforcement Learning or Evolution Strategies acting as agents The robustness and feasibility of the system is verified on GBPUSD trading

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Department of Computer Science and EngineeringRecently deep reinforcement learning (DRL) algorithms show super human performances in the simulated game domains. In practical points, the sample efficiency is also one of the most important measures to determine the performance of a model. Especially for the environment of large search spaces (e.g. continuous action space), it is very critical condition to achieve the state-of-the-art performance. In this thesis, we design a model to be applicable to multi-end games in continuous space with high sample efficiency. A multi-end game has several sub-games which are independent each other but affect the result of the game by some rules of its domain. We verify the algorithm in the environment of simulated curling.clos

Towards continuous control of flippers for a multi-terrain robot using deep reinforcement learning

In this paper we focus on developing a control algorithm for multi-terrain tracked robots with flippers using a reinforcement learning (RL) approach. The work is based on the deep deterministic policy gradient (DDPG) algorithm, proven to be very successful in simple simulation environments. The algorithm works in an end-to-end fashion in order to control the continuous position of the flippers. This end-to-end approach makes it easy to apply the controller to a wide array of circumstances, but the huge flexibility comes to the cost of an increased difficulty of solution. The complexity of the task is enlarged even more by the fact that real multi-terrain robots move in partially observable environments. Notwithstanding these complications, being able to smoothly control a multi-terrain robot can produce huge benefits in impaired people daily lives or in search and rescue situations.Comment: 12 pages, single column, submitted to International Journal of Robotics and Automation (IJRA

Poker-CNN: A Pattern Learning Strategy for Making Draws and Bets in Poker Games

Poker is a family of card games that includes many variations. We hypothesize that most poker games can be solved as a pattern matching problem, and propose creating a strong poker playing system based on a unified poker representation. Our poker player learns through iterative self-play, and improves its understanding of the game by training on the results of its previous actions without sophisticated domain knowledge. We evaluate our system on three poker games: single player video poker, two-player Limit Texas Hold'em, and finally two-player 2-7 triple draw poker. We show that our model can quickly learn patterns in these very different poker games while it improves from zero knowledge to a competitive player against human experts. The contributions of this paper include: (1) a novel representation for poker games, extendable to different poker variations, (2) a CNN based learning model that can effectively learn the patterns in three different games, and (3) a self-trained system that significantly beats the heuristic-based program on which it is trained, and our system is competitive against human expert players.Comment: 8 page

Deep reinforcement learning on a multi-asset environment for trading

Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement learning (DRL), a recently reinvigorated method with significant success in multiple domains, still has to show its benefit in the financial markets. We use a deep Q-network (DQN) to design long-short trading strategies for futures contracts. The state space consists of volatility-normalized daily returns, with buying or selling being the reinforcement learning action and the total reward defined as the cumulative profits from our actions. Our trading strategy is trained and tested both on real and simulated price series and we compare the results with an index benchmark. We analyze how training based on a combination of artificial data and actual price series can be successfully deployed in real markets. The trained reinforcement learning agent is applied to trading the E-mini S&P 500 continuous futures contract. Our results in this study are preliminary and need further improvement

REPLAB: A Reproducible Low-Cost Arm Benchmark Platform for Robotic Learning

Standardized evaluation measures have aided in the progress of machine learning approaches in disciplines such as computer vision and machine translation. In this paper, we make the case that robotic learning would also benefit from benchmarking, and present the "REPLAB" platform for benchmarking vision-based manipulation tasks. REPLAB is a reproducible and self-contained hardware stack (robot arm, camera, and workspace) that costs about 2000 USD, occupies a cuboid of size 70x40x60 cm, and permits full assembly within a few hours. Through this low-cost, compact design, REPLAB aims to drive wide participation by lowering the barrier to entry into robotics and to enable easy scaling to many robots. We envision REPLAB as a framework for reproducible research across manipulation tasks, and as a step in this direction, we define a template for a grasping benchmark consisting of a task definition, evaluation protocol, performance measures, and a dataset of 92k grasp attempts. We implement, evaluate, and analyze several previously proposed grasping approaches to establish baselines for this benchmark. Finally, we also implement and evaluate a deep reinforcement learning approach for 3D reaching tasks on our REPLAB platform. Project page with assembly instructions, code, and videos: https://goo.gl/5F9dP4.Comment: Extended version of paper accepted to ICRA 201

Beyond Reward: Offline Preference-guided Policy Optimization

This study focuses on the topic of offline preference-based reinforcement learning (PbRL), a variant of conventional reinforcement learning that dispenses with the need for online interaction or specification of reward functions. Instead, the agent is provided with fixed offline trajectories and human preferences between pairs of trajectories to extract the dynamics and task information, respectively. Since the dynamics and task information are orthogonal, a naive approach would involve using preference-based reward learning followed by an off-the-shelf offline RL algorithm. However, this requires the separate learning of a scalar reward function, which is assumed to be an information bottleneck of the learning process. To address this issue, we propose the offline preference-guided policy optimization (OPPO) paradigm, which models offline trajectories and preferences in a one-step process, eliminating the need for separately learning a reward function. OPPO achieves this by introducing an offline hindsight information matching objective for optimizing a contextual policy and a preference modeling objective for finding the optimal context. OPPO further integrates a well-performing decision policy by optimizing the two objectives iteratively. Our empirical results demonstrate that OPPO effectively models offline preferences and outperforms prior competing baselines, including offline RL algorithms performed over either true or pseudo reward function specifications. Our code is available on the project website: https://sites.google.com/view/oppo-icml-2023

Extending Deep Reinforcement Learning Frameworks in Cryptocurrency Market Making

There has been a recent surge in interest in the application of artificial intelligence to automated trading. Reinforcement learning has been applied to single- and multi-instrument use cases, such as market making or portfolio management. This paper proposes a new approach to framing cryptocurrency market making as a reinforcement learning challenge by introducing an event-based environment wherein an event is defined as a change in price greater or less than a given threshold, as opposed to by tick or time-based events (e.g., every minute, hour, day, etc.). Two policy-based agents are trained to learn a market making trading strategy using eight days of training data and evaluate their performance using 30 days of testing data. Limit order book data recorded from Bitmex exchange is used to validate this approach, which demonstrates improved profit and stability compared to a time-based approach for both agents when using a simple multi-layer perceptron neural network for function approximation and seven different reward functions.Comment: 16 pages, 3 figures, 5 tables, 23 equation