Recent success in deep reinforcement learning for continuous control has been dominated by model-free approaches which, unlike model-based approaches, do not suffer from representational limitations in making assumptions about the world dynamics and model errors inevitable in complex domains. However, they require a lot of experiences compared to model-based approaches that are typically more sample-efficient. We propose to combine the benefits of the two approaches by presenting an integrated approach called Curious Meta-Controller. Our approach alternates adaptively between model-based and model-free control using a curiosity feedback based on the learning progress of a neural model of the dynamics in a learned latent space. We demonstrate that our approach can significantly improve the sample efficiency and achieve near-optimal performance on learning robotic reaching and grasping tasks from raw-pixel input in both dense and sparse reward settings.
In contrast, @cite_12 propose that the arbitration between model-free and model-based control is driven by a cost-benefit trade-off and not by the cognitive ability to plan. They hypothesize that the brain estimates the expected value of using each of the two control systems during choice but then decreases that of the model-based proportional to its cognitive cost. This was supported by an observation that participants with even an accurate internal model of a decision-making task and an extended response time used less model-based control when its estimated reward advantage was low.
@cite_12
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A broad range of neural and behavioral data suggests that the brain contains multiple systems for behavioral choice, including one associated with prefrontal cortex and another with dorsolateral striatum. However, such a surfeit of control raises an additional choice problem: how to arbitrate between the systems when they disagree. Here, we consider dual-action choice systems from a normative perspective, using the computational theory of reinforcement learning. We identify a key trade-off pitting computational simplicity against the flexible and statistically efficient use of experience. The trade-off is realized in a competition between the dorsolateral striatal and prefrontal systems. We suggest a Bayesian principle of arbitration between them according to uncertainty, so each controller is deployed when it should be most accurate. This provides a unifying account of a wealth of experimental evidence about the factors favoring dominance by either system. Internal models are important when agents make decisions based on predictions of future states and their utilities. However, using internal models for planning can be time consuming. Therefore, it can be useful to use a habitual system for repetitive tasks that can be executed faster and with reduced algorithmic resources. Current evidence suggests that the brain uses both control systems, planning and habitual systems for behavioural control, which then requires an arbitration between these two systems. In our previous work [1], we proposed an Arbitrated Predictive Actor-Critic (APAC), which is a neural architecture demonstrating cooperative mechanisms of planning and habitual control systems for one step mapping. The present study tests the ability of such a model to control a simulated twojoints robotic arm during multiple reaching tasks with movement limitations that require multiple steps to solve the task. Our results show that APAC can learn the multi-step learning under various conditions. Interestingly, the APAC tends to shift from planning to habits by taking actions predicted by a habitual controller over the training time. We investigate the problem of planning under uncertainty, with application to mobile robotics. We propose a probabilistic framework in which the robot bases its decisions on the generalized belief, which is a probabilistic description of its own state and of external variables of interest. The approach naturally leads to a dual-layer architecture: an inner estimation layer, which performs inference to predict the outcome of possible decisions; and an outer decisional layer which is in charge of deciding the best action to undertake. Decision making is entrusted to a model predictive control MPC scheme. The formulation is valid for general cost functions and does not discretize the state or control space, enabling planning in continuous domain. Moreover, it allows to relax the assumption of maximum likelihood observations: predicted measurements are treated as random variables, and binary random variables are used to model the event that a measurement is actually taken by the robot. We successfully apply our approach to the problem of uncertainty-constrained exploration, in which the robot has to perform tasks in an unknown environment, while maintaining localization uncertainty within given bounds. We present an extensive numerical analysis of the proposed approach and compare it against related work. In practice, our planning approach produces smooth and natural trajectories and is able to impose soft upper bounds on the uncertainty. Finally, we exploit the results of this analysis to identify current limitations and show that the proposed framework can accommodate several desirable extensions. This thesis investigates risk-sensitive sequential decision-making problems in an uncertain environment. We rst introduce the axiomatic concept of valuation functions that generalize known concepts of risk measures in mathematical nance to cover most of the existing risk related models in various elds, in particular, behavioral economics and cognitive neuroscience. By applying this concept to Markov processes, we construct valuation maps and develop thereby a uni ed framework for incorporating risk into Markov decision processes on general spaces. Within the framework, we study mainly two types of in nite-horizon risk-sensitive criteria, discounted and average valuations, and solve the associated optimization problems by value iteration. For the discounted case, we propose a new discount scheme, which is di erent from the conventional form but consistent with existing literature, while for the average criterion, we state Lyapunov-type stability conditions that generalize known conditions for Markov chains to ensure the existence of solutions to the optimality equation and a geometric convergence rate for the value iteration. Applying a set of valuation functions, called utility-based shortfall, we derive a family of model-free risk-sensitive reinforcement learning algorithms for solving the optimization problems corresponding to risk-sensitive valuations. In addition, we nd that when appropriate utility functions are chosen, agents’ behaviors express key features of human behavior as predicted by prospect theory, for example, di erent risk preferences for gains and losses, as well as the shape of subjective probability curves. As a proof of principle for the applicability of the new algorithms, we apply them to two tasks, 1) to quantify human behavior in a sequential investment task and 2) to perform risk control in simulated algorithmic trading of stocks. In the rst task, the risk-sensitive variant provides a signi cantly better t to the behavioral data and it leads to an interpretation of the subject’s responses which is indeed consistent with prospect theory. The analysis of simultaneously measured fMRI signals show a signi cant correlation of the risk-sensitive temporal di erence error with BOLD signal change in the ventral striatum. In the second task, our algorithm outperforms the risk-neutral reinforcement learning algorithm by keeping the trading cost at a substantially low level at the spot when the 2010 Flash Crash happened, and signi cantly reducing the risk over the whole test period.