We study a novel setting in offline reinforcement learning (RL) where a number of distributed machines jointly cooperate to solve the problem but only one single round of communication is allowed and there is a budget constraint on the total number of information (in terms of bits) that each machine can send out. For value function prediction in contextual bandits, and both episodic and non-episodic MDPs, we establish information-theoretic lower bounds on the minimax risk for distributed statistical estimators; this reveals the minimum amount of communication required by any offline RL algorithms. Specifically, for contextual bandits, we show that the number of bits must scale at least as $\Omega(AC)$ to match the centralised minimax optimal rate, where $A$ is the number of actions and $C$ is the context dimension; meanwhile, we reach similar results in the MDP settings. Furthermore, we develop learning algorithms based on least-squares estimates and Monte-Carlo return estimates and provide a sharp analysis showing that they can achieve optimal risk up to logarithmic factors. Additionally, we also show that temporal difference is unable to efficiently utilise information from all available devices under the single-round communication setting due to the initial bias of this method. To our best knowledge, this paper presents the first minimax lower bounds for distributed offline RL problems.
We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying Markov random processes parameterized by the underlying optimization variable. These time-varying samples make gradient directions in our update biased and dependent, which can potentially lead to the divergence of the iterates. In our two-time-scale approach, one scale is to estimate the true gradient from these samples, which is then used to update the estimate of the optimal solution. While these two iterates are implemented simultaneously, the former is updated "faster" (using bigger step sizes) than the latter (using smaller step sizes). Our first contribution is to characterize the finite-time complexity of the proposed two-time-scale stochastic gradient method. In particular, we provide explicit formulas for the convergence rates of this method under different structural assumptions, namely, strong convexity, convexity, the Polyak-Lojasiewicz condition, and general non-convexity. We apply our framework to two problems in control and reinforcement learning. First, we look at the standard online actor-critic algorithm over finite state and action spaces and derive a convergence rate of O(k^(-2/5)), which recovers the best known rate derived specifically for this problem. Second, we study an online actor-critic algorithm for the linear-quadratic regulator and show that a convergence rate of O(k^(-2/3)) is achieved. This is the first time such a result is known in the literature. Finally, we support our theoretical analysis with numerical simulations where the convergence rates are visualized.
In this paper we introduce a new approach to discrete-time semi-Markov decision processes based on the sojourn time process. Different characterizations of discrete-time semi-Markov processes are exploited and decision processes are constructed by their means. With this new approach, the agent is allowed to consider different actions depending also on the sojourn time of the process in the current state. A numerical method based on $Q$-learning algorithms for finite horizon reinforcement learning and stochastic recursive relations is investigated. Finally, we consider two toy examples: one in which the reward depends on the sojourn-time, according to the gambler's fallacy; the other in which the environment is semi-Markov even if the reward function does not depend on the sojourn time. These are used to carry on some numerical evaluations on the previously presented $Q$-learning algorithm and on a different naive method based on deep reinforcement learning.
Applications of Reinforcement Learning (RL), in which agents learn to make a sequence of decisions despite lacking complete information about the latent states of the controlled system, that is, they act under partial observability of the states, are ubiquitous. Partially observable RL can be notoriously difficult -- well-known information-theoretic results show that learning partially observable Markov decision processes (POMDPs) requires an exponential number of samples in the worst case. Yet, this does not rule out the existence of large subclasses of POMDPs over which learning is tractable. In this paper we identify such a subclass, which we call weakly revealing POMDPs. This family rules out the pathological instances of POMDPs where observations are uninformative to a degree that makes learning hard. We prove that for weakly revealing POMDPs, a simple algorithm combining optimism and Maximum Likelihood Estimation (MLE) is sufficient to guarantee polynomial sample complexity. To the best of our knowledge, this is the first provably sample-efficient result for learning from interactions in overcomplete POMDPs, where the number of latent states can be larger than the number of observations.
We consider the offline constrained reinforcement learning (RL) problem, in which the agent aims to compute a policy that maximizes expected return while satisfying given cost constraints, learning only from a pre-collected dataset. This problem setting is appealing in many real-world scenarios, where direct interaction with the environment is costly or risky, and where the resulting policy should comply with safety constraints. However, it is challenging to compute a policy that guarantees satisfying the cost constraints in the offline RL setting, since the off-policy evaluation inherently has an estimation error. In this paper, we present an offline constrained RL algorithm that optimizes the policy in the space of the stationary distribution. Our algorithm, COptiDICE, directly estimates the stationary distribution corrections of the optimal policy with respect to returns, while constraining the cost upper bound, with the goal of yielding a cost-conservative policy for actual constraint satisfaction. Experimental results show that COptiDICE attains better policies in terms of constraint satisfaction and return-maximization, outperforming baseline algorithms.
Bayesian policy reuse (BPR) is a general policy transfer framework for selecting a source policy from an offline library by inferring the task belief based on some observation signals and a trained observation model. In this paper, we propose an improved BPR method to achieve more efficient policy transfer in deep reinforcement learning (DRL). First, most BPR algorithms use the episodic return as the observation signal that contains limited information and cannot be obtained until the end of an episode. Instead, we employ the state transition sample, which is informative and instantaneous, as the observation signal for faster and more accurate task inference. Second, BPR algorithms usually require numerous samples to estimate the probability distribution of the tabular-based observation model, which may be expensive and even infeasible to learn and maintain, especially when using the state transition sample as the signal. Hence, we propose a scalable observation model based on fitting state transition functions of source tasks from only a small number of samples, which can generalize to any signals observed in the target task. Moreover, we extend the offline-mode BPR to the continual learning setting by expanding the scalable observation model in a plug-and-play fashion, which can avoid negative transfer when faced with new unknown tasks. Experimental results show that our method can consistently facilitate faster and more efficient policy transfer.
We apply a reinforcement meta-learning framework to optimize an integrated and adaptive guidance and flight control system for an air-to-air missile. The system is implemented as a policy that maps navigation system outputs directly to commanded rates of change for the missile's control surface deflections. The system induces intercept trajectories against a maneuvering target that satisfy control constraints on fin deflection angles, and path constraints on look angle and load. We test the optimized system in a six degrees-of-freedom simulator that includes a non-linear radome model and a strapdown seeker model, and demonstrate that the system adapts to both a large flight envelope and off-nominal flight conditions including perturbation of aerodynamic coefficient parameters and center of pressure locations, and flexible body dynamics. Moreover, we find that the system is robust to the parasitic attitude loop induced by radome refraction and imperfect seeker stabilization. We compare our system's performance to a longitudinal model of proportional navigation coupled with a three loop autopilot, and find that our system outperforms this benchmark by a large margin. Additional experiments investigate the impact of removing the recurrent layer from the policy and value function networks, performance with an infrared seeker, and flexible body dynamics.
Conventionally, generation of natural language for dialogue agents may be viewed as a statistical learning problem: determine the patterns in human-provided data and generate appropriate responses with similar statistical properties. However, dialogue can also be regarded as a goal directed process, where speakers attempt to accomplish a specific task. Reinforcement learning (RL) algorithms are designed specifically for solving such goal-directed problems, but the most direct way to apply RL -- through trial-and-error learning in human conversations, -- is costly. In this paper, we study how offline reinforcement learning can instead be used to train dialogue agents entirely using static datasets collected from human speakers. Our experiments show that recently developed offline RL methods can be combined with language models to yield realistic dialogue agents that better accomplish task goals.
With the increasing penetration of distributed energy resources, distributed optimization algorithms have attracted significant attention for power systems applications due to their potential for superior scalability, privacy, and robustness to a single point-of-failure. The Alternating Direction Method of Multipliers (ADMM) is a popular distributed optimization algorithm; however, its convergence performance is highly dependent on the selection of penalty parameters, which are usually chosen heuristically. In this work, we use reinforcement learning (RL) to develop an adaptive penalty parameter selection policy for the AC optimal power flow (ACOPF) problem solved via ADMM with the goal of minimizing the number of iterations until convergence. We train our RL policy using deep Q-learning, and show that this policy can result in significantly accelerated convergence (up to a 59% reduction in the number of iterations compared to existing, curvature-informed penalty parameter selection methods). Furthermore, we show that our RL policy demonstrates promise for generalizability, performing well under unseen loading schemes as well as under unseen losses of lines and generators (up to a 50% reduction in iterations). This work thus provides a proof-of-concept for using RL for parameter selection in ADMM for power systems applications.
There are many important high dimensional function classes that have fast agnostic learning algorithms when strong assumptions on the distribution of examples can be made, such as Gaussianity or uniformity over the domain. But how can one be sufficiently confident that the data indeed satisfies the distributional assumption, so that one can trust in the output quality of the agnostic learning algorithm? We propose a model by which to systematically study the design of tester-learner pairs $(\mathcal{A},\mathcal{T})$, such that if the distribution on examples in the data passes the tester $\mathcal{T}$ then one can safely trust the output of the agnostic learner $\mathcal{A}$ on the data. To demonstrate the power of the model, we apply it to the classical problem of agnostically learning halfspaces under the standard Gaussian distribution and present a tester-learner pair with a combined run-time of $n^{\tilde{O}(1/\epsilon^4)}$. This qualitatively matches that of the best known ordinary agnostic learning algorithms for this task. In contrast, finite sample Gaussian distribution testers do not exist for the $L_1$ and EMD distance measures. A key step in the analysis is a novel characterization of concentration and anti-concentration properties of a distribution whose low-degree moments approximately match those of a Gaussian. We also use tools from polynomial approximation theory. In contrast, we show strong lower bounds on the combined run-times of tester-learner pairs for the problems of agnostically learning convex sets under the Gaussian distribution and for monotone Boolean functions under the uniform distribution over $\{0,1\}^n$. Through these lower bounds we exhibit natural problems where there is a dramatic gap between standard agnostic learning run-time and the run-time of the best tester-learner pair.
Effective multi-robot teams require the ability to move to goals in complex environments in order to address real-world applications such as search and rescue. Multi-robot teams should be able to operate in a completely decentralized manner, with individual robot team members being capable of acting without explicit communication between neighbors. In this paper, we propose a novel game theoretic model that enables decentralized and communication-free navigation to a goal position. Robots each play their own distributed game by estimating the behavior of their local teammates in order to identify behaviors that move them in the direction of the goal, while also avoiding obstacles and maintaining team cohesion without collisions. We prove theoretically that generated actions approach a Nash equilibrium, which also corresponds to an optimal strategy identified for each robot. We show through extensive simulations that our approach enables decentralized and communication-free navigation by a multi-robot system to a goal position, and is able to avoid obstacles and collisions, maintain connectivity, and respond robustly to sensor noise.