Knowledge transfer between tasks can improve the performance of learned models, but requires an accurate estimate of the inter-task relationships to identify the relevant knowledge to transfer. These inter-task relationships are typically estimated based on training data for each task, which is inefficient in lifelong learning settings where the goal is to learn each consecutive task rapidly from as little data as possible. To reduce this burden, we develop a lifelong learning method based on coupled dictionary learning that utilizes high-level task descriptions to model the inter-task relationships. We show that using task descriptors improves the performance of the learned task policies, providing both theoretical justification for the benefit and empirical demonstration of the improvement across a variety of learning problems. Given only the descriptor for a new task, the lifelong learner is also able to accurately predict a model for the new task through zero-shot learning using the coupled dictionary, eliminating the need to gather training data before addressing the task.
Policy gradient algorithms have shown considerable recent success in solving high-dimensional sequential decision making tasks, particularly in robotics. However, these methods often require extensive experience in a domain to achieve high performance. To make agents more sample-efficient, we developed a multi-task policy gradient method to learn decision making tasks consecutively, transferring knowledge between tasks to accelerate learning. Our approach provides robust theoretical guarantees, and we show empirically that it dramatically accelerates learning on a variety of dynamical systems, including an application to quadrotor control. We study the problem of online learning of multiple tasks in parallel. On each online round, the algorithm receives an instance and makes a prediction for each one of the parallel tasks. We consider the case where these tasks all contribute toward a common goal. We capture the relationship between the tasks by using a single global loss function to evaluate the quality of the multiple predictions made on each round. Specifically, each individual prediction is associated with its own individual loss, and then these loss values are combined using a global loss function. We present several families of online algorithms which can use any absolute norm as a global loss function. We prove worst-case relative loss bounds for all of our algorithms.  Online multi-task learning is an important capability for lifelong learning agents, enabling them to acquire models for diverse tasks over time and rapidly learn new tasks by building upon prior experience. However, recent progress toward lifelong reinforcement learning (RL) has been limited to learning from within a single task domain. For truly versatile lifelong learning, the agent must be able to autonomously transfer knowledge between different task domains. A few methods for cross-domain transfer have been developed, but these methods are computationally inefficient for scenarios where the agent must learn tasks consecutively. In this paper, we develop the first cross-domain lifelong RL framework. Our approach efficiently optimizes a shared repository of transferable knowledge and learns projection matrices that specialize that knowledge to different task domains. We provide rigorous theoretical guarantees on the stability of this approach, and empirically evaluate its performance on diverse dynamical systems. Our results show that the proposed method can learn effectively from interleaved task domains and rapidly acquire high performance in new domains.