实验数据的获取成本很高,这使得很难校准复杂模型。对于许多型号而言,鉴于有限的实验预算,可以产生最佳校准的实验设计并不明显。本文介绍了用于设计实验的深钢筋学习(RL)算法,该算法通过Kalman Filter(KF)获得的Kullback-Leibler(KL)差异测量的信息增益最大化。这种组合实现了传统方法太昂贵的快速在线实验的实验设计。我们将实验的可能配置作为决策树和马尔可夫决策过程(MDP),其中每个增量步骤都有有限的操作选择。一旦采取了动作,就会使用各种测量来更新实验状态。该新数据导致KF对参数进行贝叶斯更新,该参数用于增强状态表示。与NASH-SUTCLIFFE效率(NSE)指数相反,该指数需要额外的抽样来检验前进预测的假设,KF可以通过直接估计通过其他操作获得的新数据值来降低实验的成本。在这项工作中,我们的应用集中在材料的机械测试上。使用复杂的历史依赖模型的数值实验用于验证RL设计实验的性能并基准测试实现。
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蒙特卡洛树搜索(MCT)是设计游戏机器人或解决顺序决策问题的强大方法。该方法依赖于平衡探索和开发的智能树搜索。MCT以模拟的形式进行随机抽样,并存储动作的统计数据,以在每个随后的迭代中做出更有教育的选择。然而,该方法已成为组合游戏的最新技术,但是,在更复杂的游戏(例如那些具有较高的分支因素或实时系列的游戏)以及各种实用领域(例如,运输,日程安排或安全性)有效的MCT应用程序通常需要其与问题有关的修改或与其他技术集成。这种特定领域的修改和混合方法是本调查的主要重点。最后一项主要的MCT调查已于2012年发布。自发布以来出现的贡献特别感兴趣。
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由于数据量增加,金融业的快速变化已经彻底改变了数据处理和数据分析的技术,并带来了新的理论和计算挑战。与古典随机控制理论和解决财务决策问题的其他分析方法相比,解决模型假设的财务决策问题,强化学习(RL)的新发展能够充分利用具有更少模型假设的大量财务数据并改善复杂的金融环境中的决策。该调查纸目的旨在审查最近的资金途径的发展和使用RL方法。我们介绍了马尔可夫决策过程,这是许多常用的RL方法的设置。然后引入各种算法,重点介绍不需要任何模型假设的基于价值和基于策略的方法。连接是用神经网络进行的,以扩展框架以包含深的RL算法。我们的调查通过讨论了这些RL算法在金融中各种决策问题中的应用,包括最佳执行,投资组合优化,期权定价和对冲,市场制作,智能订单路由和Robo-Awaring。
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这是一门专门针对STEM学生开发的介绍性机器学习课程。我们的目标是为有兴趣的读者提供基础知识,以在自己的项目中使用机器学习,并将自己熟悉术语作为进一步阅读相关文献的基础。在这些讲义中,我们讨论受监督,无监督和强化学习。注释从没有神经网络的机器学习方法的说明开始,例如原理分析,T-SNE,聚类以及线性回归和线性分类器。我们继续介绍基本和先进的神经网络结构,例如密集的进料和常规神经网络,经常性的神经网络,受限的玻尔兹曼机器,(变性)自动编码器,生成的对抗性网络。讨论了潜在空间表示的解释性问题,并使用梦和对抗性攻击的例子。最后一部分致力于加强学习,我们在其中介绍了价值功能和政策学习的基本概念。
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尽管深度强化学习(RL)最近取得了许多成功,但其方法仍然效率低下,这使得在数据方面解决了昂贵的许多问题。我们的目标是通过利用未标记的数据中的丰富监督信号来进行学习状态表示,以解决这一问题。本文介绍了三种不同的表示算法,可以访问传统RL算法使用的数据源的不同子集使用:(i)GRICA受到独立组件分析(ICA)的启发,并训练深层神经网络以输出统计独立的独立特征。输入。 Grica通过最大程度地减少每个功能与其他功能之间的相互信息来做到这一点。此外,格里卡仅需要未分类的环境状态。 (ii)潜在表示预测(LARP)还需要更多的上下文:除了要求状态作为输入外,它还需要先前的状态和连接它们的动作。该方法通过预测当前状态和行动的环境的下一个状态来学习状态表示。预测器与图形搜索算法一起使用。 (iii)重新培训通过训练深层神经网络来学习国家表示,以学习奖励功能的平滑版本。该表示形式用于预处理输入到深度RL,而奖励预测指标用于奖励成型。此方法仅需要环境中的状态奖励对学习表示表示。我们发现,每种方法都有其优势和缺点,并从我们的实验中得出结论,包括无监督的代表性学习在RL解决问题的管道中可以加快学习的速度。
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Monte Carlo Tree Search (MCTS) is a recently proposed search method that combines the precision of tree search with the generality of random sampling. It has received considerable interest due to its spectacular success in the difficult problem of computer Go, but has also proved beneficial in a range of other domains. This paper is a survey of the literature to date, intended to provide a snapshot of the state of the art after the first five years of MCTS research. We outline the core algorithm's derivation, impart some structure on the many variations and enhancements that have been proposed, and summarise the results from the key game and non-game domains to which MCTS methods have been applied. A number of open research questions indicate that the field is ripe for future work.
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Machine learning frameworks such as Genetic Programming (GP) and Reinforcement Learning (RL) are gaining popularity in flow control. This work presents a comparative analysis of the two, bench-marking some of their most representative algorithms against global optimization techniques such as Bayesian Optimization (BO) and Lipschitz global optimization (LIPO). First, we review the general framework of the model-free control problem, bringing together all methods as black-box optimization problems. Then, we test the control algorithms on three test cases. These are (1) the stabilization of a nonlinear dynamical system featuring frequency cross-talk, (2) the wave cancellation from a Burgers' flow and (3) the drag reduction in a cylinder wake flow. We present a comprehensive comparison to illustrate their differences in exploration versus exploitation and their balance between `model capacity' in the control law definition versus `required complexity'. We believe that such a comparison paves the way toward the hybridization of the various methods, and we offer some perspective on their future development in the literature on flow control problems.
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Reinforcement learning (RL) gained considerable attention by creating decision-making agents that maximize rewards received from fully observable environments. However, many real-world problems are partially or noisily observable by nature, where agents do not receive the true and complete state of the environment. Such problems are formulated as partially observable Markov decision processes (POMDPs). Some studies applied RL to POMDPs by recalling previous decisions and observations or inferring the true state of the environment from received observations. Nevertheless, aggregating observations and decisions over time is impractical for environments with high-dimensional continuous state and action spaces. Moreover, so-called inference-based RL approaches require large number of samples to perform well since agents eschew uncertainty in the inferred state for the decision-making. Active inference is a framework that is naturally formulated in POMDPs and directs agents to select decisions by minimising expected free energy (EFE). This supplies reward-maximising (exploitative) behaviour in RL, with an information-seeking (exploratory) behaviour. Despite this exploratory behaviour of active inference, its usage is limited to discrete state and action spaces due to the computational difficulty of the EFE. We propose a unified principle for joint information-seeking and reward maximization that clarifies a theoretical connection between active inference and RL, unifies active inference and RL, and overcomes their aforementioned limitations. Our findings are supported by strong theoretical analysis. The proposed framework's superior exploration property is also validated by experimental results on partial observable tasks with high-dimensional continuous state and action spaces. Moreover, the results show that our model solves reward-free problems, making task reward design optional.
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Adequately assigning credit to actions for future outcomes based on their contributions is a long-standing open challenge in Reinforcement Learning. The assumptions of the most commonly used credit assignment method are disadvantageous in tasks where the effects of decisions are not immediately evident. Furthermore, this method can only evaluate actions that have been selected by the agent, making it highly inefficient. Still, no alternative methods have been widely adopted in the field. Hindsight Credit Assignment is a promising, but still unexplored candidate, which aims to solve the problems of both long-term and counterfactual credit assignment. In this thesis, we empirically investigate Hindsight Credit Assignment to identify its main benefits, and key points to improve. Then, we apply it to factored state representations, and in particular to state representations based on the causal structure of the environment. In this setting, we propose a variant of Hindsight Credit Assignment that effectively exploits a given causal structure. We show that our modification greatly decreases the workload of Hindsight Credit Assignment, making it more efficient and enabling it to outperform the baseline credit assignment method on various tasks. This opens the way to other methods based on given or learned causal structures.
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有效计划的能力对于生物体和人造系统都是至关重要的。在认知神经科学和人工智能(AI)中广泛研究了基于模型的计划和假期,但是从不同的角度来看,以及难以调和的考虑(生物现实主义与可伸缩性)的不同意见(生物现实主义与可伸缩性)。在这里,我们介绍了一种新颖的方法来计划大型POMDP(Active Tree search(ACT)),该方法结合了神经科学中领先的计划理论的规范性特征和生物学现实主义(主动推论)和树木搜索方法的可扩展性AI。这种统一对两种方法都是有益的。一方面,使用树搜索可以使生物学接地的第一原理,主动推断的方法可应用于大规模问题。另一方面,主动推理为探索 - 开发困境提供了一种原则性的解决方案,该解决方案通常在树搜索方法中以启发性解决。我们的模拟表明,ACT成功地浏览了对基于抽样的方法,需要自适应探索的问题以及大型POMDP问题“ RockSample”的二进制树,其中ACT近似于最新的POMDP解决方案。此外,我们说明了如何使用ACT来模拟人类和其他解决大型计划问题的人类和其他动物的神经生理反应(例如,在海马和前额叶皮层)。这些数值分析表明,主动树搜索是神经科学和AI计划理论的原则性实现,既具有生物现实主义和可扩展性。
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强化学习和最近的深度增强学习是解决如Markov决策过程建模的顺序决策问题的流行方法。问题和选择算法和超参数的RL建模需要仔细考虑,因为不同的配置可能需要完全不同的性能。这些考虑因素主要是RL专家的任务;然而,RL在研究人员和系统设计师不是RL专家的其他领域中逐渐变得流行。此外,许多建模决策,例如定义状态和动作空间,批次的大小和批量更新的频率以及时间戳的数量通常是手动进行的。由于这些原因,RL框架的自动化不同组成部分具有重要意义,近年来它引起了很多关注。自动RL提供了一个框架,其中RL的不同组件包括MDP建模,算法选择和超参数优化是自动建模和定义的。在本文中,我们探讨了可以在自动化RL中使用的文献和目前的工作。此外,我们讨论了Autorl中的挑战,打开问题和研究方向。
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具有很多玩家的非合作和合作游戏具有许多应用程序,但是当玩家数量增加时,通常仍然很棘手。由Lasry和Lions以及Huang,Caines和Malham \'E引入的,平均野外运动会(MFGS)依靠平均场外近似值,以使玩家数量可以成长为无穷大。解决这些游戏的传统方法通常依赖于以完全了解模型的了解来求解部分或随机微分方程。最近,增强学习(RL)似乎有望解决复杂问题。通过组合MFGS和RL,我们希望在人口规模和环境复杂性方面能够大规模解决游戏。在这项调查中,我们回顾了有关学习MFG中NASH均衡的最新文献。我们首先确定最常见的设置(静态,固定和进化)。然后,我们为经典迭代方法(基于最佳响应计算或策略评估)提供了一个通用框架,以确切的方式解决MFG。在这些算法和与马尔可夫决策过程的联系的基础上,我们解释了如何使用RL以无模型的方式学习MFG解决方案。最后,我们在基准问题上介绍了数值插图,并以某些视角得出结论。
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This paper surveys the eld of reinforcement learning from a computer-science perspective. It is written to be accessible to researchers familiar with machine learning. Both the historical basis of the eld and a broad selection of current work are summarized. Reinforcement learning is the problem faced by an agent that learns behavior through trial-and-error interactions with a dynamic environment. The work described here has a resemblance to work in psychology, but di ers considerably in the details and in the use of the word \reinforcement." The paper discusses central issues of reinforcement learning, including trading o exploration and exploitation, establishing the foundations of the eld via Markov decision theory, learning from delayed reinforcement, constructing empirical models to accelerate learning, making use of generalization and hierarchy, and coping with hidden state. It concludes with a survey of some implemented systems and an assessment of the practical utility of current methods for reinforcement learning.
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With the development of deep representation learning, the domain of reinforcement learning (RL) has become a powerful learning framework now capable of learning complex policies in high dimensional environments. This review summarises deep reinforcement learning (DRL) algorithms and provides a taxonomy of automated driving tasks where (D)RL methods have been employed, while addressing key computational challenges in real world deployment of autonomous driving agents. It also delineates adjacent domains such as behavior cloning, imitation learning, inverse reinforcement learning that are related but are not classical RL algorithms. The role of simulators in training agents, methods to validate, test and robustify existing solutions in RL are discussed.
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2048 is a single-player stochastic puzzle game. This intriguing and addictive game has been popular worldwide and has attracted researchers to develop game-playing programs. Due to its simplicity and complexity, 2048 has become an interesting and challenging platform for evaluating the effectiveness of machine learning methods. This dissertation conducts comprehensive research on reinforcement learning and computer game algorithms for 2048. First, this dissertation proposes optimistic temporal difference learning, which significantly improves the quality of learning by employing optimistic initialization to encourage exploration for 2048. Furthermore, based on this approach, a state-of-the-art program for 2048 is developed, which achieves the highest performance among all learning-based programs, namely an average score of 625377 points and a rate of 72% for reaching 32768-tiles. Second, this dissertation investigates several techniques related to 2048, including the n-tuple network ensemble learning, Monte Carlo tree search, and deep reinforcement learning. These techniques are promising for further improving the performance of the current state-of-the-art program. Finally, this dissertation discusses pedagogical applications related to 2048 by proposing course designs and summarizing the teaching experience. The proposed course designs use 2048-like games as materials for beginners to learn reinforcement learning and computer game algorithms. The courses have been successfully applied to graduate-level students and received well by student feedback.
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机器学习算法中多个超参数的最佳设置是发出大多数可用数据的关键。为此目的,已经提出了几种方法,例如进化策略,随机搜索,贝叶斯优化和启发式拇指规则。在钢筋学习(RL)中,学习代理在与其环境交互时收集的数据的信息内容严重依赖于许多超参数的设置。因此,RL算法的用户必须依赖于基于搜索的优化方法,例如网格搜索或Nelder-Mead单简单算法,这对于大多数R1任务来说是非常效率的,显着减慢学习曲线和离开用户的速度有目的地偏见数据收集的负担。在这项工作中,为了使RL算法更加用户独立,提出了一种使用贝叶斯优化的自主超参数设置的新方法。来自过去剧集和不同的超参数值的数据通过执行行为克隆在元学习水平上使用,这有助于提高最大化获取功能的加强学习变体的有效性。此外,通过紧密地整合在加强学习代理设计中的贝叶斯优化,还减少了收敛到给定任务的最佳策略所需的状态转换的数量。与其他手动调整和基于优化的方法相比,计算实验显示了有希望的结果,这突出了改变算法超级参数来增加所生成数据的信息内容的好处。
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从意外的外部扰动中恢复的能力是双模型运动的基本机动技能。有效的答复包括不仅可以恢复平衡并保持稳定性的能力,而且在平衡恢复物质不可行时,也可以保证安全的方式。对于与双式运动有关的机器人,例如人形机器人和辅助机器人设备,可帮助人类行走,设计能够提供这种稳定性和安全性的控制器可以防止机器人损坏或防止伤害相关的医疗费用。这是一个具有挑战性的任务,因为它涉及用触点产生高维,非线性和致动系统的高动态运动。尽管使用基于模型和优化方法的前进方面,但诸如广泛领域知识的要求,诸如较大的计算时间和有限的动态变化的鲁棒性仍然会使这个打开问题。在本文中,为了解决这些问题,我们开发基于学习的算法,能够为两种不同的机器人合成推送恢复控制政策:人形机器人和有助于双模型运动的辅助机器人设备。我们的工作可以分为两个密切相关的指示:1)学习人形机器人的安全下降和预防策略,2)使用机器人辅助装置学习人类的预防策略。为实现这一目标,我们介绍了一套深度加强学习(DRL)算法,以学习使用这些机器人时提高安全性的控制策略。
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深度强化学习(DRL)和深度多机构的强化学习(MARL)在包括游戏AI,自动驾驶汽车,机器人技术等各种领域取得了巨大的成功。但是,众所周知,DRL和Deep MARL代理的样本效率低下,即使对于相对简单的问题设置,通常也需要数百万个相互作用,从而阻止了在实地场景中的广泛应用和部署。背后的一个瓶颈挑战是众所周知的探索问题,即如何有效地探索环境和收集信息丰富的经验,从而使政策学习受益于最佳研究。在稀疏的奖励,吵闹的干扰,长距离和非平稳的共同学习者的复杂环境中,这个问题变得更加具有挑战性。在本文中,我们对单格和多代理RL的现有勘探方法进行了全面的调查。我们通过确定有效探索的几个关键挑战开始调查。除了上述两个主要分支外,我们还包括其他具有不同思想和技术的著名探索方法。除了算法分析外,我们还对一组常用基准的DRL进行了全面和统一的经验比较。根据我们的算法和实证研究,我们终于总结了DRL和Deep Marl中探索的公开问题,并指出了一些未来的方向。
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Deep reinforcement learning is poised to revolutionise the field of AI and represents a step towards building autonomous systems with a higher level understanding of the visual world. Currently, deep learning is enabling reinforcement learning to scale to problems that were previously intractable, such as learning to play video games directly from pixels. Deep reinforcement learning algorithms are also applied to robotics, allowing control policies for robots to be learned directly from camera inputs in the real world. In this survey, we begin with an introduction to the general field of reinforcement learning, then progress to the main streams of value-based and policybased methods. Our survey will cover central algorithms in deep reinforcement learning, including the deep Q-network, trust region policy optimisation, and asynchronous advantage actor-critic. In parallel, we highlight the unique advantages of deep neural networks, focusing on visual understanding via reinforcement learning. To conclude, we describe several current areas of research within the field.
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强化学习(RL)通过与环境相互作用的试验过程解决顺序决策问题。尽管RL在玩复杂的视频游戏方面取得了巨大的成功,但在现实世界中,犯错误总是不希望的。为了提高样本效率并从而降低错误,据信基于模型的增强学习(MBRL)是一个有前途的方向,它建立了环境模型,在该模型中可以进行反复试验,而无需实际成本。在这项调查中,我们对MBRL进行了审查,重点是Deep RL的最新进展。对于非壮观环境,学到的环境模型与真实环境之间始终存在概括性错误。因此,非常重要的是分析环境模型中的政策培训与实际环境中的差异,这反过来又指导了更好的模型学习,模型使用和政策培训的算法设计。此外,我们还讨论了其他形式的RL,包括离线RL,目标条件RL,多代理RL和Meta-RL的最新进展。此外,我们讨论了MBRL在现实世界任务中的适用性和优势。最后,我们通过讨论MBRL未来发展的前景来结束这项调查。我们认为,MBRL在被忽略的现实应用程序中具有巨大的潜力和优势,我们希望这项调查能够吸引更多关于MBRL的研究。
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