Abstract In recent years, attention has been focused on the relationship between black-box optimization problem and reinforcement learning problem. In this research, we propose the Mirror Descent Search (MDS) algorithm which is applicable both for black box optimization problems and reinforcement learning problems. Our method is based on the mirror descent method, which is a general optimization algorithm. The contribution of this research is roughly twofold. We propose two essential algorithms, called MDS and Accelerated Mirror Descent Search (AMDS), and two more approximate algorithms: Gaussian Mirror Descent Search (G-MDS) and Gaussian Accelerated Mirror Descent Search (G-AMDS). This research shows that the advanced methods developed in the context of the mirror descent research can be applied to reinforcement learning problem. We also clarify the relationship between an existing reinforcement learning algorithm and our method. With two evaluation experiments, we show our proposed algorithms converge faster than some state-of-the-art methods.
PI @math @cite_39 @cite_35 would be one of the worth mentioning RL algorithm. PI @math encouraged researchers @cite_16 @cite_34 to focus on the relationship between RL algorithms and black box optimization. For example, @cite_16 proposes a reinforcement learning algorithm PI @math on the basis of black box optimization algorithm: CMA-ES. The authors @cite_25 @cite_24 discussed the connection between PI @math and KL control. We further discuss PI @math from a viewpoint of our proposed methods at section .
@cite_35 @cite_34 @cite_39 @cite_24 @cite_16 @cite_25
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With the goal to generate more scalable algorithms with higher efficiency and fewer open parameters, reinforcement learning (RL) has recently moved towards combining classical techniques from optimal control and dynamic programming with modern learning techniques from statistical estimation theory. In this vein, this paper suggests to use the framework of stochastic optimal control with path integrals to derive a novel approach to RL with parameterized policies. While solidly grounded in value function estimation and optimal control based on the stochastic Hamilton-Jacobi-Bellman (HJB) equations, policy improvements can be transformed into an approximation problem of a path integral which has no open algorithmic parameters other than the exploration noise. The resulting algorithm can be conceived of as model-based, semi-model-based, or even model free, depending on how the learning problem is structured. The update equations have no danger of numerical instabilities as neither matrix inversions nor gradient learning rates are required. Our new algorithm demonstrates interesting similarities with previous RL research in the framework of probability matching and provides intuition why the slightly heuristically motivated probability matching approach can actually perform well. Empirical evaluations demonstrate significant performance improvements over gradient-based policy learning and scalability to high-dimensional control problems. Finally, a learning experiment on a simulated 12 degree-of-freedom robot dog illustrates the functionality of our algorithm in a complex robot learning scenario. We believe that Policy Improvement with Path Integrals (PI2) offers currently one of the most efficient, numerically robust, and easy to implement algorithms for RL based on trajectory roll-outs. Model-based reinforcement learning (RL) algorithms can attain excellent sample efficiency, but often lag behind the best model-free algorithms in terms of asymptotic performance. This is especially true with high-capacity parametric function approximators, such as deep networks. In this paper, we study how to bridge this gap, by employing uncertainty-aware dynamics models. We propose a new algorithm called probabilistic ensembles with trajectory sampling (PETS) that combines uncertainty-aware deep network dynamics models with sampling-based uncertainty propagation. Our comparison to state-of-the-art model-based and model-free deep RL algorithms shows that our approach matches the asymptotic performance of model-free algorithms on several challenging benchmark tasks, while requiring significantly fewer samples (e.g. 8 and 125 times fewer samples than Soft Actor Critic and Proximal Policy Optimization respectively on the half-cheetah task). Model-based reinforcement learning (RL) algorithms can attain excellent sample efficiency, but often lag behind the best model-free algorithms in terms of asymptotic performance. This is especially true with high-capacity parametric function approximators, such as deep networks. In this paper, we study how to bridge this gap, by employing uncertainty-aware dynamics models. We propose a new algorithm called probabilistic ensembles with trajectory sampling (PETS) that combines uncertainty-aware deep network dynamics models with sampling-based uncertainty propagation. Our comparison to state-of-the-art model-based and model-free deep RL algorithms shows that our approach matches the asymptotic performance of model-free algorithms on several challenging benchmark tasks, while requiring significantly fewer samples (e.g., 8 and 125 times fewer samples than Soft Actor Critic and Proximal Policy Optimization respectively on the half-cheetah task). Policy improvement methods seek to optimize the parameters of a policy with respect to a utility function. Owing to current trends involving searching in parameter space (rather than action space) and using reward-weighted averaging (rather than gradient estimation), reinforcement learning algorithms for policy improvement, e.g. PoWER and PI2, are now able to learn sophisticated high-dimensional robot skills. A side-effect of these trends has been that, over the last 15 years, reinforcement learning (RL) algorithms have become more and more similar to evolution strategies such as (μW , λ)-ES and CMA-ES. Evolution strategies treat policy improvement as a black-box optimization problem, and thus do not leverage the problem structure, whereas RL algorithms do. In this paper, we demonstrate how two straightforward simplifications to the state-of-the-art RL algorithm PI2 suffice to convert it into the black-box optimization algorithm (μW, λ)-ES. Furthermore, we show that (μW , λ)-ES empirically outperforms PI2 on the tasks in [36]. It is striking that PI2 and (μW , λ)-ES share a common core, and that the simpler algorithm converges faster and leads to similar or lower final costs. We argue that this difference is due to a third trend in robot skill learning: the predominant use of dynamic movement primitives (DMPs). We show how DMPs dramatically simplify the learning problem, and discuss the implications of this for past and future work on policy improvement for robot skill learning This paper studies systematic exploration for reinforcement learning (RL) with rich observations and function approximation. We introduce contextual decision processes (CDPs), that unify most prior RL settings. Our first contribution is a complexity measure, the Bellman rank, that we show enables tractable learning of near-optimal behavior in CDPs and is naturally small for many well-studied RL models. Our second contribution is a new RL algorithm that does systematic exploration to learn near-optimal behavior in CDPs with low Bellman rank. The algorithm requires a number of samples that is polynomial in all relevant parameters but independent of the number of unique contexts. Our approach uses Bellman error minimization with optimistic exploration and provides new insights into efficient exploration for RL with function approximation. This paper tackles a new problem setting: reinforcement learning with pixel-wise rewards (pixelRL) for image processing. After the introduction of the deep Q-network, deep RL has been achieving great success. However, the applications of deep RL for image processing are still limited. Therefore, we extend deep RL to pixelRL for various image processing applications. In pixelRL, each pixel has an agent, and the agent changes the pixel value by taking an action. We also propose an effective learning method for pixelRL that significantly improves the performance by considering not only the future states of the own pixel but also those of the neighbor pixels. The proposed method can be applied to some image processing tasks that require pixel-wise manipulations, where deep RL has never been applied. We apply the proposed method to three image processing tasks: image denoising, image restoration, and local color enhancement. Our experimental results demonstrate that the proposed method achieves comparable or better performance, compared with the state-of-the-art methods based on supervised learning. The successful application of Reinforcement Learning (RL) techniques to robot control is limited by the fact that, in most robotic tasks, the state and action spaces are continuous, multidimensional, and in essence, too large for conventional RL algorithms to work. The well known curse of dimensionality makes infeasible using a tabular representation of the value function, which is the classical approach that provides convergence guarantees. When a function approximation technique is used to generalize among similar states, the convergence of the algorithm is compromised, since updates unavoidably affect an extended region of the domain, that is, some situations are modified in a way that has not been really experienced, and the update may degrade the approximation. We propose a RL algorithm that uses a probability density estimation in the joint space of states, actions and Q-values as a means of function approximation. This allows us to devise an updating approach that, taking into account the local sampling density, avoids an excessive modification of the approximation far from the observed sample. Given a matrix A e ℝ m ×n of rank r, and an integer k < r, the top k singular vectors provide the best rank-k approximation to A. When the columns of A have specific meaning, it is desirable to find (provably) "good" approximations to A k which use only a small number of columns in A. Proposed solutions to this problem have thus far focused on randomized algorithms. Our main result is a simple greedy deterministic algorithm with guarantees on the performance and the number of columns chosen. Specifically, our greedy algorithm chooses c columns from A with @math such that @math where C gr is the matrix composed of the c columns, @math is the pseudo-inverse of C gr ( @math is the best reconstruction of A from C gr), and ¼(A) is a measure of the coherence in the normalized columns of A. The running time of the algorithm is O(SVD(A k) + mnc) where SVD(A k) is the running time complexity of computing the first k singular vectors of A. To the best of our knowledge, this is the first deterministic algorithm with performance guarantees on the number of columns and a (1 + e) approximation ratio in Frobenius norm. The algorithm is quite simple and intuitive and is obtained by combining a generalization of the well known sparse approximation problem from information theory with an existence result on the possibility of sparse approximation. Tightening the analysis along either of these two dimensions would yield improved results. Given anm n matrixM withm > n, it is shown that there exists a permutation FI and an integer k such that the QR factorization MYI= Q(Ak ckBk) reveals the numerical rank of M: the k k upper-triangular matrix Ak is well conditioned, IlCkll2 is small, and Bk is linearly dependent on Ak with coefficients bounded by a low-degree polynomial in n. Existing rank-revealing QR (RRQR) algorithms are related to such factorizations and two algorithms are presented for computing them. The new algorithms are nearly as efficient as QR with column pivoting for most problems and take O (ran2) floating-point operations in the worst case. Reinforcement learning (RL) algorithms involve the deep nesting of distinct components, where each component typically exhibits opportunities for distributed computation. Current RL libraries offer parallelism at the level of the entire program, coupling all the components together and making existing implementations difficult to extend, combine, and reuse. We argue for building composable RL components by encapsulating parallelism and resource requirements within individual components, which can be achieved by building on top of a flexible task-based programming model. We demonstrate this principle by building Ray RLLib on top of Ray and show that we can implement a wide range of state-of-the-art algorithms by composing and reusing a handful of standard components. This composability does not come at the cost of performance --- in our experiments, RLLib matches or exceeds the performance of highly optimized reference implementations. Ray RLLib is available as part of Ray at this https URL Reinforcement Learning (RL) is an approach for solving complex multi-stage decision problems that fall under the general framework of Markov Decision Problems (MDPs), with possibly unknown parameters. Function approximation is essential for problems with a large state space, as it facilitates compact representation and enables generalization. Linear approximation architectures (where the adjustable parameters are the weights of pre-fixed basis functions) have recently gained prominence due to efficient algorithms and convergence guarantees. Nonetheless, an appropriate choice of basis function is important for the success of the algorithm. In the present paper we examine methods for adapting the basis function during the learning process in the context of evaluating the value function under a fixed control policy. Using the Bellman approximation error as an optimization criterion, we optimize the weights of the basis function while simultaneously adapting the (non-linear) basis function parameters. We present two algorithms for this problem. The first uses a gradient-based approach and the second applies the Cross Entropy method. The performance of the proposed algorithms is evaluated and compared in simulations. Policy improvement methods seek to optimize the parameters of a policy with respect to a utility function. There are two main approaches to performing this optimization: reinforcement learning (RL) and black-box optimization (BBO). Whereas BBO algorithms are generic optimization methods that, due to there generality, may also be applied to optimizing policy parameters, RL algorithms are specifically tailored to leveraging the structure of policy improvement problems. In recent years, benchmark comparisons between RL and BBO have been made, and there has been several attempts to specify which approach works best for which types of problem classes. In this article, we make several contributions to this line of research: 1) We define four algorithmic properties that further clarify the relationship between RL and BBO: action-perturbation vs. parameter-perturbation, gradient estimation vs. rewardweighted averaging, use of only rewards vs. use of rewards and state information, actor-critic vs. direct policy search. 2) We show how the chronology of the derivation of ever more powerful algorithms displays a trend towards algorithms based on parameter-perturbation and reward-weighted averaging. A striking feature of this trend is that it has moved RL methods closer and closer to BBO. 3) We continue this trend by applying two modifications to the state-of-the-art "Policy Improvement with Path Integrals" (PI2), which yields an algorithm we denote PIBB. We show that PIBB is a BBO algorithm, and, more specifically, that it is a special case of the "Covariance Matrix Adaptation - Evolutionary Strategy" algorithm. Our empirical evaluation demonstrates that the simpler PIBB outperforms PI2 on simple evaluation tasks in terms of convergence speed and final cost. 4) Although our evaluation implies that, for these five tasks, BBO outperforms RL, we do not hold this to be a general statement, and provide an analysis of why these tasks are particularly well-suited for BBO. Thus, rather than making the case for BBO or RL, one of the main contributions of this article is rather to provide an algorithmic framework in which such cases may be made, as PIBB and PI2 use identical perturbation and parameter update methods, and differ only in being BBO and RL approaches respectively. Recent approaches to Reinforcement Learning (RL) with function approximation include Neural Fitted Q Iteration and the use of Gaussian Processes. They belong to the class of fitted value iteration algorithms, which use a set of support points to fit the value-function in a batch iterative process. These techniques make efficient use of a reduced number of samples by reusing them as needed, and are appropriate for applications where the cost of experiencing a new sample is higher than storing and reusing it, but this is at the expense of increasing the computational effort, since these algorithms are not incremental. On the other hand, non-parametric models for function approximation, like Gaussian Processes, are preferred against parametric ones, due to their greater flexibility. A further advantage of using Gaussian Processes for function approximation is that they allow to quantify the uncertainty of the estimation at each point. In this paper, we propose a new approach for RL in continuous domains based on Probability Density Estimations. Our method combines the best features of the previous methods: it is non-parametric and provides an estimation of the variance of the approximated function at any point of the domain. In addition, our method is simple, incremental, and computationally efficient. All these features make this approach more appealing than Gaussian Processes and fitted value iteration algorithms in general. Standard Reinforcement Learning (RL) aims to optimize decision-making rules in terms of the expected return. However, especially for risk-management purposes, other criteria such as the expected shortfall are sometimes preferred. Here, we describe a method of approximating the distribution of returns, which allows us to derive various kinds of information about the returns. We first show that the Bellman equation, which is a recursive formula for the expected return, can be extended to the cumulative return distribution. Then we derive a nonparametric return distribution estimator with particle smoothing based on this extended Bellman equation. A key aspect of the proposed algorithm is to represent the recursion relation in the extended Bellman equation by a simple replacement procedure of particles associated with a state by using those of the successor state. We show that our algorithm leads to a risk-sensitive RL paradigm. The usefulness of the proposed approach is demonstrated through numerical experiments. Deep reinforcement learning algorithms require large amounts of experience to learn an individual task. While in principle meta-reinforcement learning (meta-RL) algorithms enable agents to learn new skills from small amounts of experience, several major challenges preclude their practicality. Current methods rely heavily on on-policy experience, limiting their sample efficiency. The also lack mechanisms to reason about task uncertainty when adapting to new tasks, limiting their effectiveness in sparse reward problems. In this paper, we address these challenges by developing an off-policy meta-RL algorithm that disentangles task inference and control. In our approach, we perform online probabilistic filtering of latent task variables to infer how to solve a new task from small amounts of experience. This probabilistic interpretation enables posterior sampling for structured and efficient exploration. We demonstrate how to integrate these task variables with off-policy RL algorithms to achieve both meta-training and adaptation efficiency. Our method outperforms prior algorithms in sample efficiency by 20-100X as well as in asymptotic performance on several meta-RL benchmarks. Let f be a random Boolean formula that is an instance of 3-SAT. We consider the problem of computing the least real number k such that if the ratio of the number of clauses over the number of variables of f strictly exceeds k , then f is almost certainly unsatisfiable. By a well-known and more or less straightforward argument, it can be shown that kF5.191. This upper bound was improved by to 4.758 by first providing new improved bounds for the occupancy problem. There is strong experimental evidence that the value of k is around 4.2. In this work, we define, in terms of the random formula f, a decreasing sequence of random variables such that, if the expected value of any one of them converges to zero, then f is almost certainly unsatisfiable. By letting the expected value of the first term of the sequence converge to zero, we obtain, by simple and elementary computations, an upper bound for k equal to 4.667. From the expected value of the second term of the sequence, we get the value 4.601q . In general, by letting the U This work was performed while the first author was visiting the School of Computer Science, Carleton Ž University, and was partially supported by NSERC Natural Sciences and Engineering Research Council . of Canada , and by a grant from the University of Patras for sabbatical leaves. The second and third Ž authors were supported in part by grants from NSERC Natural Sciences and Engineering Research . Council of Canada . During the last stages of this research, the first and last authors were also partially Ž . supported by EU ESPRIT Long-Term Research Project ALCOM-IT Project No. 20244 . †An extended abstract of this paper was published in the Proceedings of the Fourth Annual European Ž Symposium on Algorithms, ESA’96, September 25]27, 1996, Barcelona, Spain Springer-Verlag, LNCS, . pp. 27]38 . That extended abstract was coauthored by the first three authors of the present paper. Correspondence to: L. M. Kirousis Q 1998 John Wiley & Sons, Inc. CCC 1042-9832r98r030253-17 253 Reinforcement learning (RL) is one of the most general approaches to learning control. Its applicability to complex motor systems, however, has been largely impossible so far due to the computational difficulties that reinforcement learning encounters in high dimensional continuous state-action spaces. In this paper, we derive a novel approach to RL for parameterized control policies based on the framework of stochastic optimal control with path integrals. While solidly grounded in optimal control theory and estimation theory, the update equations for learning are surprisingly simple and have no danger of numerical instabilities as neither matrix inversions nor gradient learning rates are required. Empirical evaluations demonstrate significant performance improvements over gradient-based policy learning and scalability to high-dimensional control problems. Finally, a learning experiment on a robot dog illustrates the functionality of our algorithm in a real-world scenario. We believe that our new algorithm, Policy Improvement with Path Integrals (PI2), offers currently one of the most efficient, numerically robust, and easy to implement algorithms for RL in robotics. The probability that a user will click a search result depends both on its relevance and its position on the results page. The position based model explains this behavior by ascribing to every item an attraction probability, and to every position an examination probability. To be clicked, a result must be both attractive and examined. The probabilities of an item-position pair being clicked thus form the entries of a rank- @math matrix. We propose the learning problem of a Bernoulli rank- @math bandit where at each step, the learning agent chooses a pair of row and column arms, and receives the product of their Bernoulli-distributed values as a reward. This is a special case of the stochastic rank- @math bandit problem considered in recent work that proposed an elimination based algorithm Rank1Elim, and showed that Rank1Elim's regret scales linearly with the number of rows and columns on "benign" instances. These are the instances where the minimum of the average row and column rewards @math is bounded away from zero. The issue with Rank1Elim is that it fails to be competitive with straightforward bandit strategies as @math . In this paper we propose Rank1ElimKL which simply replaces the (crude) confidence intervals of Rank1Elim with confidence intervals based on Kullback-Leibler (KL) divergences, and with the help of a novel result concerning the scaling of KL divergences we prove that with this change, our algorithm will be competitive no matter the value of @math . Experiments with synthetic data confirm that on benign instances the performance of Rank1ElimKL is significantly better than that of even Rank1Elim, while experiments with models derived from real data confirm that the improvements are significant across the board, regardless of whether the data is benign or not. The fixed slope lossy algorithm derived from the kth-order adaptive arithmetic codeword length function is extended to finite-state decoders or trellis-structured decoders. When this algorithm is used to encode a stationary, ergodic source with a continuous alphabet, the Lagrangian performance converges with probability one to a quantity computable as the infimum of an information-theoretic functional over a set of auxiliary random variables and reproduction levels, where spl lambda >0 and - spl lambda are designated to be the slope of the rate distortion function R(D) of the source at some D; the quantity is close to R(D)+ spl lambda D when the order k used in the arithmetic coding or the number of states in the decoders is large enough, An alternating minimization algorithm for computing the quantity is presented; this algorithm is based on a training sequence and in turn gives rise to a design algorithm for variable-rate trellis source codes. The resulting variable-rate trellis source codes are very efficient in low-rate regions. With k=8, the mean-squared error encoding performance at the rate 1 2 bits sample for memoryless Gaussian sources is comparable to that afforded by trellis-coded quantizers; with k=8 and the number of states in the decoder=32, the mean-squared error encoding performance at the rate 1 2 bits sample for memoryless Laplacian sources is about 1 dB better than that afforded by the trellis-coded quantizers with 256 states, with k=8 and the number of states in the decoder=256, the mean-squared error encoding performance at the rates of a fraction of 1 bit sample for highly dependent Gauss-Markov sources with correlation coefficient 0.9 is within about 0.6 dB of the distortion rate function. This paper describes several ensemble methods that combine multiple different reinforcement learning (RL) algorithms in a single agent. The aim is to enhance learning speed and final performance by combining the chosen actions or action probabilities of different RL algorithms. We designed and implemented four different ensemble methods combining the following five different RL algorithms: Q-learning, Sarsa, actor-critic (AC), QV-learning, and AC learning automaton. The intuitively designed ensemble methods, namely, majority voting (MV), rank voting, Boltzmann multiplication (BM), and Boltzmann addition, combine the policies derived from the value functions of the different RL algorithms, in contrast to previous work where ensemble methods have been used in RL for representing and learning a single value function. We show experiments on five maze problems of varying complexity; the first problem is simple, but the other four maze tasks are of a dynamic or partially observable nature. The results indicate that the BM and MV ensembles significantly outperform the single RL algorithms.