109,046 research outputs found
Self-Supervised Reinforcement Learning that Transfers using Random Features
Model-free reinforcement learning algorithms have exhibited great potential
in solving single-task sequential decision-making problems with
high-dimensional observations and long horizons, but are known to be hard to
generalize across tasks. Model-based RL, on the other hand, learns
task-agnostic models of the world that naturally enables transfer across
different reward functions, but struggles to scale to complex environments due
to the compounding error. To get the best of both worlds, we propose a
self-supervised reinforcement learning method that enables the transfer of
behaviors across tasks with different rewards, while circumventing the
challenges of model-based RL. In particular, we show self-supervised
pre-training of model-free reinforcement learning with a number of random
features as rewards allows implicit modeling of long-horizon environment
dynamics. Then, planning techniques like model-predictive control using these
implicit models enable fast adaptation to problems with new reward functions.
Our method is self-supervised in that it can be trained on offline datasets
without reward labels, but can then be quickly deployed on new tasks. We
validate that our proposed method enables transfer across tasks on a variety of
manipulation and locomotion domains in simulation, opening the door to
generalist decision-making agents
Online learning in financial time series
We wish to understand if additional learning forms can be combined with sequential optimisation to provide superior benefit over batch learning in various tasks operating in financial time series.
In chapter 4, Online learning with radial basis function networks, we provide multi-horizon forecasts on the returns of financial time series. Our sequentially optimised radial basis function network (RBFNet) outperforms a random-walk baseline and several powerful supervised learners. Our RBFNets naturally measure the similarity between test samples and prototypes that capture the characteristics of the feature space.
In chapter 5, Reinforcement learning for systematic FX trading, we perform feature representation transfer from an RBFNet to a direct, recurrent reinforcement learning (DRL) agent. Earlier academic work saw mixed results. We use better features, second-order optimisation methods and adapt our model parameters sequentially. As a result, our DRL agents cope better with statistical changes to the data distribution, achieving higher risk-adjusted returns than a funding and a momentum baseline.
In chapter 6, The recurrent reinforcement learning crypto agent, we construct a digital assets trading agent that performs feature space representation transfer from an echo state network to a DRL agent. The agent learns to trade the XBTUSD perpetual swap contract on BitMEX. Our meta-model can process data as a stream and learn sequentially; this helps it cope with the nonstationary environment.
In chapter 7, Sequential asset ranking in nonstationary time series, we create an online learning long/short portfolio selection algorithm that can detect the best and worst performing portfolio constituents that change over time; in particular, we successfully handle the higher transaction costs associated with using daily-sampled data, and achieve higher total and risk-adjusted returns than the long-only holding of the S&P 500 index with hindsight
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Continual State Representation Learning for Reinforcement Learning using Generative Replay
We consider the problem of building a state representation model in a continual fashion. As the environment changes, the aim is to efficiently compress the sensory state's information without losing past knowledge. The learned features are then fed to a Reinforcement Learning algorithm to learn a policy. We propose to use Variational Auto-Encoders for state representation, and Generative Replay, i.e. the use of generated samples, to maintain past knowledge. We also provide a general and statistically sound method for automatic environment change detection. Our method provides efficient state representation as well as forward transfer, and avoids catastrophic forgetting. The resulting model is capable of incrementally learning information without using past data and with a bounded system size
Lifelong Federated Reinforcement Learning: A Learning Architecture for Navigation in Cloud Robotic Systems
This paper was motivated by the problem of how to make robots fuse and
transfer their experience so that they can effectively use prior knowledge and
quickly adapt to new environments. To address the problem, we present a
learning architecture for navigation in cloud robotic systems: Lifelong
Federated Reinforcement Learning (LFRL). In the work, We propose a knowledge
fusion algorithm for upgrading a shared model deployed on the cloud. Then,
effective transfer learning methods in LFRL are introduced. LFRL is consistent
with human cognitive science and fits well in cloud robotic systems.
Experiments show that LFRL greatly improves the efficiency of reinforcement
learning for robot navigation. The cloud robotic system deployment also shows
that LFRL is capable of fusing prior knowledge. In addition, we release a cloud
robotic navigation-learning website based on LFRL
Grounding Language for Transfer in Deep Reinforcement Learning
In this paper, we explore the utilization of natural language to drive
transfer for reinforcement learning (RL). Despite the wide-spread application
of deep RL techniques, learning generalized policy representations that work
across domains remains a challenging problem. We demonstrate that textual
descriptions of environments provide a compact intermediate channel to
facilitate effective policy transfer. Specifically, by learning to ground the
meaning of text to the dynamics of the environment such as transitions and
rewards, an autonomous agent can effectively bootstrap policy learning on a new
domain given its description. We employ a model-based RL approach consisting of
a differentiable planning module, a model-free component and a factorized state
representation to effectively use entity descriptions. Our model outperforms
prior work on both transfer and multi-task scenarios in a variety of different
environments. For instance, we achieve up to 14% and 11.5% absolute improvement
over previously existing models in terms of average and initial rewards,
respectively.Comment: JAIR 201
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