We propose a hybrid approach aimed at improving the sample efficiency in goal-directed reinforcement learning. We do this via a two-step mechanism where firstly, we approximate a model from Model-Free reinforcement learning. Then, we leverage this approximate model along with a notion of reachability using Mean First Passage Times to perform Model-Based reinforcement learning. Built on such a novel observation, we design two new algorithms - Mean First Passage Time based Q-Learning (MFPT-Q) and Mean First Passage Time based DYNA (MFPT-DYNA), that have been fundamentally modified from the state-of-the-art reinforcement learning techniques. Preliminary results have shown that our hybrid approaches converge with much fewer iterations than their corresponding state-of-the-art counterparts and therefore requiring much fewer samples and much fewer training trials to converge.
With the increasing popularity of machine learning techniques, it has become common to see prediction algorithms operating within some larger process. However, the criteria by which we train these algorithms often differ from the ultimate criteria on which we evaluate them. This paper proposes an end-to-end approach for learning probabilistic machine learning models in a manner that directly captures the ultimate task-based objective for which they will be used, within the context of stochastic programming. We present three experimental evaluations of the proposed approach: a classical inventory stock problem, a real-world electrical grid scheduling task, and a real-world energy storage arbitrage task. We show that the proposed approach can outperform both traditional modeling and purely black-box policy optimization approaches in these applications. Learning motion control as a unified process of designing the reference trajectory and the controller is one of the most challenging problems in robotics. The complexity of the problem prevents most of the existing optimization algorithms from giving satisfactory results. While model-based algorithms like iterative linear-quadratic-Gaussian (iLQG) can be used to design a suitable controller for the motion control, their performance is strongly limited by the model accuracy. An inaccurate model may lead to degraded performance of the controller on the physical system. Although using machine learning approaches to learn the motion control on real systems have been proven to be effective, their performance depends on good initialization. To address these issues, this paper introduces a two-step algorithm which combines the proven performance of a model-based controller with a model-free method for compensating for model inaccuracy. The first step optimizes the problem using iLQG. Then, in the second step this controller is used to initialize the policy for our PI2-01 reinforcement learning algorithm. This algorithm is a derivation of the PI2 algorithm enabling more stable and faster convergence. The performance of this method is demonstrated both in simulation and experimental results. Real-world robots are becoming increasingly complex and commonly act in poorly understood environments where it is extremely challenging to model or learn their true dynamics. Therefore, it might be desirable to take a task-specific approach, wherein the focus is on explicitly learning the dynamics model which achieves the best control performance for the task at hand, rather than learning the true dynamics. In this work, we use Bayesian optimization in an active learning framework where a locally linear dynamics model is learned with the intent of maximizing the control performance, and used in conjunction with optimal control schemes to efficiently design a controller for a given task. This model is updated directly based on the performance observed in experiments on the physical system in an iterative manner until a desired performance is achieved. We demonstrate the efficacy of the proposed approach through simulations and real experiments on a quadrotor testbed. Model-free deep reinforcement learning algorithms have been shown to be capable of learning a wide range of robotic skills, but typically require a very large number of samples to achieve good performance. Model-based algorithms, in principle, can provide for much more efficient learning, but have proven difficult to extend to expressive, high-capacity models such as deep neural networks. In this work, we demonstrate that medium-sized neural network models can in fact be combined with model predictive control (MPC) to achieve excellent sample complexity in a model-based reinforcement learning algorithm, producing stable and plausible gaits to accomplish various complex locomotion tasks. We also propose using deep neural network dynamics models to initialize a model-free learner, in order to combine the sample efficiency of model-based approaches with the high task-specific performance of model-free methods. We empirically demonstrate on MuJoCo locomotion tasks that our pure model-based approach trained on just random action data can follow arbitrary trajectories with excellent sample efficiency, and that our hybrid algorithm can accelerate model-free learning on high-speed benchmark tasks, achieving sample efficiency gains of 3-5x on swimmer, cheetah, hopper, and ant agents. Videos can be found at this https URL