强化学习代理通过鼓励最大化其总奖励的行为来学习，通常由环境提供。然而，在许多环境中，在一系列行动而不是每个单一动作之后提供奖励，导致代理在这些操作是有效的方面遇到模糊性，称为信用分配问题的问题。在本文中，我们提出了由行为心理学启发的两种策略，使代理人能够在本质上估计更多信息奖励价值，以便没有奖励。第一个策略，称为自我惩罚（SP），劝阻代理人犯错误，导致不良终端状态。第二次策略，称为奖励回填（RB），退回两个奖励行动之间的奖励。我们证明，在某些假设和不管使用的加强学习算法的情况下，这两种策略在其总奖励方面维护了所有可能政策的空间中的政策顺序，并且通过扩展，维护最佳政策。因此，我们提出的策略与任何通过经验学习价值或动作值函数的任何强化学习算法。我们将这两种策略纳入三种流行的深度加强学习方法，并在三十塔塔利游戏中评估结果。参数调整后，我们的结果表明，拟议的策略将测试方法以超过25倍的性能改善提高了超过65％的测试游戏。

We present the first deep learning model to successfully learn control policies directly from high-dimensional sensory input using reinforcement learning. The model is a convolutional neural network, trained with a variant of Q-learning, whose input is raw pixels and whose output is a value function estimating future rewards. We apply our method to seven Atari 2600 games from the Arcade Learning Environment, with no adjustment of the architecture or learning algorithm. We find that it outperforms all previous approaches on six of the games and surpasses a human expert on three of them.

在这项工作中，我们提出并评估了一种新的增强学习方法，紧凑体验重放（编者），它使用基于相似转换集的复发的预测目标值的时间差异学习，以及基于两个转换的经验重放的新方法记忆。我们的目标是减少在长期累计累计奖励的经纪人培训所需的经验。它与强化学习的相关性与少量观察结果有关，即它需要实现类似于文献中的相关方法获得的结果，这通常需要数百万视频框架来培训ATARI 2600游戏。我们举报了在八个挑战街机学习环境（ALE）挑战游戏中，为仅10万帧的培训试验和大约25,000次迭代的培训试验中报告了培训试验。我们还在与基线的同一游戏中具有相同的实验协议的DQN代理呈现结果。为了验证从较少数量的观察结果近似于良好的政策，我们还将其结果与从啤酒的基准上呈现的数百万帧中获得的结果进行比较。

Atari games have been a long-standing benchmark in the reinforcement learning (RL) community for the past decade. This benchmark was proposed to test general competency of RL algorithms. Previous work has achieved good average performance by doing outstandingly well on many games of the set, but very poorly in several of the most challenging games. We propose Agent57, the first deep RL agent that outperforms the standard human benchmark on all 57 Atari games. To achieve this result, we train a neural network which parameterizes a family of policies ranging from very exploratory to purely exploitative. We propose an adaptive mechanism to choose which policy to prioritize throughout the training process. Additionally, we utilize a novel parameterization of the architecture that allows for more consistent and stable learning.

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.

本文介绍了用于交易单一资产的双重Q网络算法，即E-MINI S＆P 500连续期货合约。我们使用经过验证的设置作为我们环境的基础，并具有多个扩展。我们的贸易代理商的功能不断扩展，包括其他资产，例如商品，从而产生了四种型号。我们还应对环境条件，包括成本和危机。我们的贸易代理商首先接受了特定时间段的培训，并根据新数据进行了测试，并将其与长期策略（市场）进行了比较。我们分析了各种模型与样本中/样本外性能之间有关环境的差异。实验结果表明，贸易代理人遵循适当的行为。它可以将其政策调整为不同的情况，例如在存在交易成本时更广泛地使用中性位置。此外，净资产价值超过了基准的净值，代理商在测试集中的市场优于市场。我们使用DDQN算法对代理商在金融领域中的行为提供初步见解。这项研究的结果可用于进一步发展。

在过去的十年中，多智能经纪人强化学习（Marl）已经有了重大进展，但仍存在许多挑战，例如高样本复杂性和慢趋同稳定的政策，在广泛的部署之前需要克服，这是可能的。然而，在实践中，许多现实世界的环境已经部署了用于生成策略的次优或启发式方法。一个有趣的问题是如何最好地使用这些方法作为顾问，以帮助改善多代理领域的加强学习。在本文中，我们提供了一个原则的框架，用于将动作建议纳入多代理设置中的在线次优顾问。我们描述了在非传记通用随机游戏环境中提供多种智能强化代理（海军上将）的问题，并提出了两种新的基于Q学习的算法：海军上将决策（海军DM）和海军上将 - 顾问评估（Admiral-AE） ，这使我们能够通过适当地纳入顾问（Admiral-DM）的建议来改善学习，并评估顾问（Admiral-AE）的有效性。我们从理论上分析了算法，并在一般加上随机游戏中提供了关于他们学习的定点保证。此外，广泛的实验说明了这些算法：可以在各种环境中使用，具有对其他相关基线的有利相比的性能，可以扩展到大状态行动空间，并且对来自顾问的不良建议具有稳健性。

深度强化学习（RL）导致了许多最近和开创性的进步。但是，这些进步通常以培训的基础体系结构的规模增加以及用于训练它们的RL算法的复杂性提高，而均以增加规模的成本。这些增长反过来又使研究人员更难迅速原型新想法或复制已发表的RL算法。为了解决这些问题，这项工作描述了ACME，这是一个用于构建新型RL算法的框架，这些框架是专门设计的，用于启用使用简单的模块化组件构建的代理，这些组件可以在各种执行范围内使用。尽管ACME的主要目标是为算法开发提供一个框架，但第二个目标是提供重要或最先进算法的简单参考实现。这些实现既是对我们的设计决策的验证，也是对RL研究中可重复性的重要贡献。在这项工作中，我们描述了ACME内部做出的主要设计决策，并提供了有关如何使用其组件来实施各种算法的进一步详细信息。我们的实验为许多常见和最先进的算法提供了基准，并显示了如何为更大且更复杂的环境扩展这些算法。这突出了ACME的主要优点之一，即它可用于实现大型，分布式的RL算法，这些算法可以以较大的尺度运行，同时仍保持该实现的固有可读性。这项工作提出了第二篇文章的版本，恰好与模块化的增加相吻合，对离线，模仿和从演示算法学习以及作为ACME的一部分实现的各种新代理。

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.

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.

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.

Efficient exploration remains a major challenge for reinforcement learning (RL). Common dithering strategies for exploration, such as -greedy, do not carry out temporally-extended (or deep) exploration; this can lead to exponentially larger data requirements. However, most algorithms for statistically efficient RL are not computationally tractable in complex environments. Randomized value functions offer a promising approach to efficient exploration with generalization, but existing algorithms are not compatible with nonlinearly parameterized value functions. As a first step towards addressing such contexts we develop bootstrapped DQN. We demonstrate that bootstrapped DQN can combine deep exploration with deep neural networks for exponentially faster learning than any dithering strategy. In the Arcade Learning Environment bootstrapped DQN substantially improves learning speed and cumulative performance across most games.

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。

本文提出了用于学习两人零和马尔可夫游戏的小说，端到端的深钢筋学习算法。我们的目标是找到NASH平衡政策，这些策略不受对抗对手的剥削。本文与以前在广泛形式的游戏中找到NASH平衡的努力不同，这些游戏具有树结构的过渡动态和离散的状态空间，本文着重于具有一般过渡动态和连续状态空间的马尔可夫游戏。我们提出了（1）NASH DQN算法，该算法将DQN与nash finding subroutine集成在一起的联合价值函数； （2）NASH DQN利用算法，该算法还采用了指导代理商探索的剥削者。我们的算法是理论算法的实用变体，这些变体可以保证在基本表格设置中融合到NASH平衡。对表格示例和两个玩家Atari游戏的实验评估证明了针对对抗对手的拟议算法的鲁棒性，以及对现有方法的优势性能。

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。

Q学习目标的乐观性质导致高度估计偏差，这是与标准$ Q-$学习相关的固有问题。这种偏差未能考虑低返回的可能性，特别是在风险方案中。然而，偏差的存在，无论是高估还是低估，不一定都不需要不可取。在本文中，我们分析了偏见学习的效用，并表明具体类型的偏差可能是优选的，这取决于场景。基于这一发现，我们设计了一种新颖的加强学习算法，平衡Q学习，其中将目标被修改为悲观和乐观术语的凸起组合，其相关权重分析地确定在线确定。我们在表格设置中证明了该算法的收敛，并经验证明了其在各种环境中的优越学习性能。

A long-standing challenge in artificial intelligence is lifelong learning. In lifelong learning, many tasks are presented in sequence and learners must efficiently transfer knowledge between tasks while avoiding catastrophic forgetting over long lifetimes. On these problems, policy reuse and other multi-policy reinforcement learning techniques can learn many tasks. However, they can generate many temporary or permanent policies, resulting in memory issues. Consequently, there is a need for lifetime-scalable methods that continually refine a policy library of a pre-defined size. This paper presents a first approach to lifetime-scalable policy reuse. To pre-select the number of policies, a notion of task capacity, the maximal number of tasks that a policy can accurately solve, is proposed. To evaluate lifetime policy reuse using this method, two state-of-the-art single-actor base-learners are compared: 1) a value-based reinforcement learner, Deep Q-Network (DQN) or Deep Recurrent Q-Network (DRQN); and 2) an actor-critic reinforcement learner, Proximal Policy Optimisation (PPO) with or without Long Short-Term Memory layer. By selecting the number of policies based on task capacity, D(R)QN achieves near-optimal performance with 6 policies in a 27-task MDP domain and 9 policies in an 18-task POMDP domain; with fewer policies, catastrophic forgetting and negative transfer are observed. Due to slow, monotonic improvement, PPO requires fewer policies, 1 policy for the 27-task domain and 4 policies for the 18-task domain, but it learns the tasks with lower accuracy than D(R)QN. These findings validate lifetime-scalable policy reuse and suggest using D(R)QN for larger and PPO for smaller library sizes.

In recent years there have been many successes of using deep representations in reinforcement learning. Still, many of these applications use conventional architectures, such as convolutional networks, LSTMs, or auto-encoders. In this paper, we present a new neural network architecture for model-free reinforcement learning. Our dueling network represents two separate estimators: one for the state value function and one for the state-dependent action advantage function. The main benefit of this factoring is to generalize learning across actions without imposing any change to the underlying reinforcement learning algorithm. Our results show that this architecture leads to better policy evaluation in the presence of many similar-valued actions. Moreover, the dueling architecture enables our RL agent to outperform the state-of-the-art on the Atari 2600 domain.

The deep reinforcement learning community has made several independent improvements to the DQN algorithm. However, it is unclear which of these extensions are complementary and can be fruitfully combined. This paper examines six extensions to the DQN algorithm and empirically studies their combination. Our experiments show that the combination provides state-of-the-art performance on the Atari 2600 benchmark, both in terms of data efficiency and final performance. We also provide results from a detailed ablation study that shows the contribution of each component to overall performance.