Information-directed sampling (IDS) has revealed its potential as a data-efficient algorithm for reinforcement learning (RL). However, theoretical understanding of IDS for Markov Decision Processes (MDPs) is still limited. We develop novel information-theoretic tools to bound the information ratio and cumulative information gain about the learning target. Our theoretical results shed light on the importance of choosing the learning target such that the practitioners can balance the computation and regret bounds. As a consequence, we derive prior-free Bayesian regret bounds for vanilla-IDS which learns the whole environment under tabular finite-horizon MDPs. In addition, we propose a computationally-efficient regularized-IDS that maximizes an additive form rather than the ratio form and show that it enjoys the same regret bound as vanilla-IDS. With the aid of rate-distortion theory, we improve the regret bound by learning a surrogate, less informative environment. Furthermore, we extend our analysis to linear MDPs and prove similar regret bounds for Thompson sampling as a by-product.
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Many studies have proposed methods for optimizing the dialogue performance of an entire pipeline task-oriented dialogue system by jointly training modules in the system using reinforcement learning. However, these methods are limited in that they can only be applied to modules implemented using trainable neural-based methods. To solve this problem, we propose a method for optimizing a pipeline system composed of modules implemented with arbitrary methods for dialogue performance. With our method, neural-based components called post-processing networks (PPNs) are installed inside such a system to post-process the output of each module. All PPNs are updated to improve the overall dialogue performance of the system by using reinforcement learning, not necessitating each module to be differentiable. Through dialogue simulation and human evaluation on the MultiWOZ dataset, we show that our method can improve the dialogue performance of pipeline systems consisting of various modules.
Process synthesis experiences a disruptive transformation accelerated by digitization and artificial intelligence. We propose a reinforcement learning algorithm for chemical process design based on a state-of-the-art actor-critic logic. Our proposed algorithm represents chemical processes as graphs and uses graph convolutional neural networks to learn from process graphs. In particular, the graph neural networks are implemented within the agent architecture to process the states and make decisions. Moreover, we implement a hierarchical and hybrid decision-making process to generate flowsheets, where unit operations are placed iteratively as discrete decisions and corresponding design variables are selected as continuous decisions. We demonstrate the potential of our method to design economically viable flowsheets in an illustrative case study comprising equilibrium reactions, azeotropic separation, and recycles. The results show quick learning in discrete, continuous, and hybrid action spaces. Due to the flexible architecture of the proposed reinforcement learning agent, the method is predestined to include large action-state spaces and an interface to process simulators in future research.
We study learning in periodic Markov Decision Process(MDP), a special type of non-stationary MDP where both the state transition probabilities and reward functions vary periodically, under the average reward maximization setting. We formulate the problem as a stationary MDP by augmenting the state space with the period index, and propose a periodic upper confidence bound reinforcement learning-2 (PUCRL2) algorithm. We show that the regret of PUCRL2 varies linearly with the period and as sub-linear with the horizon length. Numerical results demonstrate the efficacy of PUCRL2.
A dialogue policy module is an essential part of task-completion dialogue systems. Recently, increasing interest has focused on reinforcement learning (RL)-based dialogue policy. Its favorable performance and wise action decisions rely on an accurate estimation of action values. The overestimation problem is a widely known issue of RL since its estimate of the maximum action value is larger than the ground truth, which results in an unstable learning process and suboptimal policy. This problem is detrimental to RL-based dialogue policy learning. To mitigate this problem, this paper proposes a dynamic partial average estimator (DPAV) of the ground truth maximum action value. DPAV calculates the partial average between the predicted maximum action value and minimum action value, where the weights are dynamically adaptive and problem-dependent. We incorporate DPAV into a deep Q-network as the dialogue policy and show that our method can achieve better or comparable results compared to top baselines on three dialogue datasets of different domains with a lower computational load. In addition, we also theoretically prove the convergence and derive the upper and lower bounds of the bias compared with those of other methods.
In this paper, we study a sequential decision making problem faced by e-commerce carriers related to when to send out a vehicle from the central depot to serve customer requests, and in which order to provide the service, under the assumption that the time at which parcels arrive at the depot is stochastic and dynamic. The objective is to maximize the number of parcels that can be delivered during the service hours. We propose two reinforcement learning approaches for solving this problem, one based on a policy function approximation (PFA) and the second on a value function approximation (VFA). Both methods are combined with a look-ahead strategy, in which future release dates are sampled in a Monte-Carlo fashion and a tailored batch approach is used to approximate the value of future states. Our PFA and VFA make a good use of branch-and-cut-based exact methods to improve the quality of decisions. We also establish sufficient conditions for partial characterization of optimal policy and integrate them into PFA/VFA. In an empirical study based on 720 benchmark instances, we conduct a competitive analysis using upper bounds with perfect information and we show that PFA and VFA greatly outperform two alternative myopic approaches. Overall, PFA provides best solutions, while VFA (which benefits from a two-stage stochastic optimization model) achieves a better tradeoff between solution quality and computing time.
The capacity sharing problem in Radio Access Network (RAN) slicing deals with the distribution of the capacity available in each RAN node among various RAN slices to satisfy their traffic demands and efficiently use the radio resources. While several capacity sharing algorithmic solutions have been proposed in the literature, their practical implementation still remains as a gap. In this paper, the implementation of a Reinforcement Learning-based capacity sharing algorithm over the O-RAN architecture is discussed, providing insights into the operation of the involved interfaces and the containerization of the solution. Moreover, the description of the testbed implemented to validate the solution is included and some performance and validation results are presented.
Impressive results in natural language processing (NLP) based on the Transformer neural network architecture have inspired researchers to explore viewing offline reinforcement learning (RL) as a generic sequence modeling problem. Recent works based on this paradigm have achieved state-of-the-art results in several of the mostly deterministic offline Atari and D4RL benchmarks. However, because these methods jointly model the states and actions as a single sequencing problem, they struggle to disentangle the effects of the policy and world dynamics on the return. Thus, in adversarial or stochastic environments, these methods lead to overly optimistic behavior that can be dangerous in safety-critical systems like autonomous driving. In this work, we propose a method that addresses this optimism bias by explicitly disentangling the policy and world models, which allows us at test time to search for policies that are robust to multiple possible futures in the environment. We demonstrate our method's superior performance on a variety of autonomous driving tasks in simulation.
We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing information-theoretic bounds, are applicable to a wider range of algorithms, and solve two key challenges: (a) they give meaningful results for deterministic algorithms and (b) they are significantly easier to estimate. We show experimentally that the proposed bounds closely follow the generalization gap in practical scenarios for deep learning.
In this paper, we propose a deep reinforcement learning framework called GCOMB to learn algorithms that can solve combinatorial problems over large graphs. GCOMB mimics the greedy algorithm in the original problem and incrementally constructs a solution. The proposed framework utilizes Graph Convolutional Network (GCN) to generate node embeddings that predicts the potential nodes in the solution set from the entire node set. These embeddings enable an efficient training process to learn the greedy policy via Q-learning. Through extensive evaluation on several real and synthetic datasets containing up to a million nodes, we establish that GCOMB is up to 41% better than the state of the art, up to seven times faster than the greedy algorithm, robust and scalable to large dynamic networks.
In recent years, a specific machine learning method called deep learning has gained huge attraction, as it has obtained astonishing results in broad applications such as pattern recognition, speech recognition, computer vision, and natural language processing. Recent research has also been shown that deep learning techniques can be combined with reinforcement learning methods to learn useful representations for the problems with high dimensional raw data input. This chapter reviews the recent advances in deep reinforcement learning with a focus on the most used deep architectures such as autoencoders, convolutional neural networks and recurrent neural networks which have successfully been come together with the reinforcement learning framework.
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