Protein structure prediction is a fundamental problem in computational molecular biology. Classical algorithms such as ab-initio or threading as well as many learning methods have been proposed to solve this challenging problem. However, most reinforcement learning methods tend to model the state-action pairs as discrete objects. In this paper, we develop a reinforcement learning (RL) framework in a continuous setting and based on a stochastic parametrized Hamiltonian version of the Pontryagin maximum principle (PMP) to solve the side-chain packing and protein-folding problem. For special cases our formulation can be reduced to previous work where the optimal folding trajectories are trained using an explicit use of Langevin dynamics. Optimal continuous stochastic Hamiltonian dynamics folding pathways can be derived with use of different models of molecular energetics and force fields. In our RL implementation we adopt a soft actor-critic methodology however we can replace this other RL training based on A2C, A3C or PPO.
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Model-free deep reinforcement learning (RL) algorithms have been demonstrated on a range of challenging decision making and control tasks. However, these methods typically suffer from two major challenges: very high sample complexity and brittle convergence properties, which necessitate meticulous hyperparameter tuning. Both of these challenges severely limit the applicability of such methods to complex, real-world domains. In this paper, we propose soft actor-critic, an offpolicy actor-critic deep RL algorithm based on the maximum entropy reinforcement learning framework. In this framework, the actor aims to maximize expected reward while also maximizing entropy. That is, to succeed at the task while acting as randomly as possible. Prior deep RL methods based on this framework have been formulated as Q-learning methods. By combining off-policy updates with a stable stochastic actor-critic formulation, our method achieves state-of-the-art performance on a range of continuous control benchmark tasks, outperforming prior on-policy and off-policy methods. Furthermore, we demonstrate that, in contrast to other off-policy algorithms, our approach is very stable, achieving very similar performance across different random seeds.
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We propose a method for learning expressive energy-based policies for continuous states and actions, which has been feasible only in tabular domains before. We apply our method to learning maximum entropy policies, resulting into a new algorithm, called soft Q-learning, that expresses the optimal policy via a Boltzmann distribution. We use the recently proposed amortized Stein variational gradient descent to learn a stochastic sampling network that approximates samples from this distribution. The benefits of the proposed algorithm include improved exploration and compositionality that allows transferring skills between tasks, which we confirm in simulated experiments with swimming and walking robots. We also draw a connection to actorcritic methods, which can be viewed performing approximate inference on the corresponding energy-based model.
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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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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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In this paper we consider deterministic policy gradient algorithms for reinforcement learning with continuous actions. The deterministic policy gradient has a particularly appealing form: it is the expected gradient of the action-value function. This simple form means that the deterministic policy gradient can be estimated much more efficiently than the usual stochastic policy gradient. To ensure adequate exploration, we introduce an off-policy actor-critic algorithm that learns a deterministic target policy from an exploratory behaviour policy. We demonstrate that deterministic policy gradient algorithms can significantly outperform their stochastic counterparts in high-dimensional action spaces.
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我们考虑在一个有限时间范围内的离散时间随机动力系统的联合设计和控制。我们将问题作为一个多步优化问题,在寻求识别系统设计和控制政策的不确定性下,共同最大化所考虑的时间范围内收集的预期奖励总和。转换函数,奖励函数和策略都是参数化的,假设与其参数有所不同。然后,我们引入了一种深度加强学习算法,将策略梯度方法与基于模型的优化技术相结合以解决这个问题。从本质上讲,我们的算法迭代地估计通过Monte-Carlo采样和自动分化的预期返回的梯度,并在环境和策略参数空间中投影梯度上升步骤。该算法称为直接环境和策略搜索(DEPS)。我们评估我们算法在三个环境中的性能,分别在三种环境中进行了一个群众弹簧阻尼系统的设计和控制,分别小型离网电力系统和无人机。此外,我们的算法是针对用于解决联合设计和控制问题的最先进的深增强学习算法的基准测试。我们表明,在所有三种环境中,DEPS至少在或更好地执行,始终如一地产生更高的迭代返回的解决方案。最后,通过我们的算法产生的解决方案也与由算法产生的解决方案相比,不共同优化环境和策略参数,突出显示在执行联合优化时可以实现更高返回的事实。
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我们研究了Wang等人介绍的熵调查的,探索性扩散过程制定的Q-学习(RL)的Q-学习(RL)的持续时间对应物。 (2020)随着常规(大)Q功能在连续的时间崩溃,我们考虑其一阶近似,并在“(小)Q功能”一词中造成术语。此功能与瞬时优势率函数以及哈密顿量有关。我们围绕时间离散化独立于Q功能开发了“ Q学习”理论。鉴于随机策略,我们通过某些随机过程的martingale条件共同表征了相关的Q功能和价值函数。然后,我们将理论应用来设计不同的参与者批评算法来解决潜在的RL问题,具体取决于是否可以明确计算从Q功能产生的Gibbs测量的密度函数。我们的一种算法解释了著名的Q学习算法SARSA,另一个算法恢复了基于政策梯度(PG)在Jia和Zhou(2021)中提出的基于策略梯度(PG)。最后,我们进行了仿真实验,以将我们的算法的性能与JIA和Zhou(2021)中的PG基算法的性能以及时间消化的常规Q学习算法进行比较。
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资产分配(或投资组合管理)是确定如何最佳将有限预算的资金分配给一系列金融工具/资产(例如股票)的任务。这项研究调查了使用无模型的深RL代理应用于投资组合管理的增强学习(RL)的性能。我们培训了几个RL代理商的现实股票价格,以学习如何执行资产分配。我们比较了这些RL剂与某些基线剂的性能。我们还比较了RL代理,以了解哪些类别的代理表现更好。从我们的分析中,RL代理可以执行投资组合管理的任务,因为它们的表现明显优于基线代理(随机分配和均匀分配)。四个RL代理(A2C,SAC,PPO和TRPO)总体上优于最佳基线MPT。这显示了RL代理商发现更有利可图的交易策略的能力。此外,基于价值和基于策略的RL代理之间没有显着的性能差异。演员批评者的表现比其他类型的药物更好。同样,在政策代理商方面的表现要好,因为它们在政策评估方面更好,样品效率在投资组合管理中并不是一个重大问题。这项研究表明,RL代理可以大大改善资产分配,因为它们的表现优于强基础。基于我们的分析,在政策上,参与者批评的RL药物显示出最大的希望。
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演员 - 评论家RL广泛用于各种机器人控制任务。通过从变分推理(VI)的角度来看演员 - 评论仪RL,训练策略网络以获得给定最优标准的动作的近似。然而,在实践中,演员 - 评论家RL可能会因摊销缺口而产生次优政策估计,并勘探不足。在这项工作中,受到先前使用Hamiltonian Monte Carlo(HMC)在VI中的启发,我们建议将演员 - 评论家RL的政策网络与HMC纳入其中,被称为{\ IT Hamiltonian政策}。因此,我们建议根据HMC从基础政策中发展行动,我们提出的方法具有许多好处。首先,HMC可以改善策略分布,以更好地近似后,因此降低摊销间隙。其次,HMC还可以将勘探更多到具有更高Q值的动作空间区域,提高勘探效率。此外,我们提出了一种新的LEAPFROG运算符来模拟HAMILTONIAN Dynamics。最后,在安全的RL问题中,我们发现所提出的方法不仅可以改善实现的回报,还可以通过丢弃可能的不安全行动来减少安全约束违规行为。在连续控制基线的综合实验实验中,包括Mujoco和Pybullet Roboschool,我们表明该方法是对以前的演员批评方法的数据有效且易于实施的改进。
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System identification, also known as learning forward models, transfer functions, system dynamics, etc., has a long tradition both in science and engineering in different fields. Particularly, it is a recurring theme in Reinforcement Learning research, where forward models approximate the state transition function of a Markov Decision Process by learning a mapping function from current state and action to the next state. This problem is commonly defined as a Supervised Learning problem in a direct way. This common approach faces several difficulties due to the inherent complexities of the dynamics to learn, for example, delayed effects, high non-linearity, non-stationarity, partial observability and, more important, error accumulation when using bootstrapped predictions (predictions based on past predictions), over large time horizons. Here we explore the use of Reinforcement Learning in this problem. We elaborate on why and how this problem fits naturally and sound as a Reinforcement Learning problem, and present some experimental results that demonstrate RL is a promising technique to solve these kind of problems.
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最近,增强学习方法(RL)在NP-HARD组合优化问题上的应用已成为一个流行的话题。这本质上是由于传统组合算法的性质,通常是基于试验过程。 RL旨在自动化此过程。在这方面,本文着重于RL在车辆路由问题(VRP)中的应用,这是属于NP-HARD问题的著名组合问题。首先,在这项工作中,该问题被建模为马尔可夫决策过程(MDP),然后应用PPO方法(属于Actor-Critic-Critic cornforcion学习方法类别)。在第二阶段,已经建立了演员和评论家背后的神经建筑,选择采用基于卷积神经网络的神经建筑,包括演员和评论家。这种选择有效地解决了不同大小的问题。在各种实例上进行的实验表明该算法具有良好的概括能力,并且可以在短时间内达到良好的解决方案。提出的算法与最先进的求解器或最先进的求解器之间的比较表明,后者仍然优于强化学习算法。但是,有一些未来的研究观点,旨在升级提出的算法的当前性能。
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平衡机器人(Ballbot)是测试平衡控制器有效性的好平台。考虑到平衡控制,已经广泛使用了基于模型的反馈控制方法。但是,接触和碰撞很难建模,并且通常导致平衡控制失败,尤其是当球机器人倾斜的角度时。为了探索球机器人的最大初始倾斜角,平衡控制被解释为使用增强学习(RL)的恢复任务。 RL是难以建模的系统的强大技术,因为它允许代理通过与环境进行交互来学习策略。在本文中,通过将常规反馈控制器与RL方法相结合,提出了化合物控制器。我们通过训练代理成功执行涉及联系和碰撞的恢复任务来显示化合物控制器的有效性。仿真结果表明,与常规基于模型的控制器相比,使用化合物控制器可以在更大的初始倾斜角度下保持平衡。
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我们在王等人开发的正规化探索制剂下,研究政策梯度(PG),以便在连续时间和空间中进行加强学习。 (2020)。我们代表值函数的梯度相对于给定的参数化随机策略,作为可以使用样本和当前值函数进行评估的辅助运行奖励函数的预期集成。这有效地将PG转化为策略评估(PE)问题,使我们能够应用贾和周最近开发的Martingale方法来解决我们的PG问题。基于此分析,我们为RL提出了两种类型的演员 - 批评算法,在那里我们同时和交替地学习和更新值函数和策略。第一类型直接基于上述表示,涉及未来的轨迹,因此是离线的。专为在线学习的第二种类型使用了政策梯度的一阶条件,并将其转化为Martingale正交状态。然后在更新策略时使用随机近似并入这些条件。最后,我们通过模拟在两个具体示例中展示了算法。
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本文通过将MD势能分量引入我们的生成模型,我们利用了生成模型,并在分子动力学(MD)模拟中的问题进行了重构。通过将潜在的能量纳入从TORCHMD进入条件的生成框架,我们试图在螺旋〜$ \ Lightarrow $〜蛋白的线圈结构之间构建低势能的转化途径。我们展示了如何为条件生成模型添加额外的损失功能,其通过分子配置的潜在能量为动机,并且还提出了一种用于这种增强损耗功能的优化技术。我们的结果表明,这种额外的损失术语在合成现实分子轨迹上的好处。
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采用合理的策略是具有挑战性的,但对于智能代理商的智能代理人至关重要,其资源有限,在危险,非结构化和动态环境中工作,以改善系统实用性,降低整体成本并增加任务成功概率。深度强化学习(DRL)帮助组织代理的行为和基于其状态的行为,并代表复杂的策略(行动的组成)。本文提出了一种基于贝叶斯链条的新型分层策略分解方法,将复杂的政策分为几个简单的子手段,并将其作为贝叶斯战略网络(BSN)组织。我们将这种方法整合到最先进的DRL方法中,软演奏者 - 批评者(SAC),并通过组织几个子主管作为联合政策来构建相应的贝叶斯软演奏者(BSAC)模型。我们将建议的BSAC方法与标准连续控制基准(Hopper-V2,Walker2D-V2和Humanoid-V2)在SAC和其他最先进的方法(例如TD3,DDPG和PPO)中进行比较 - Mujoco与Openai健身房环境。结果表明,BSAC方法的有希望的潜力可显着提高训练效率。可以从https://github.com/herolab-uga/bsac访问BSAC的开源代码。
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通过首先应用Pontryagin最大原理来解决最佳控制问题,然后计算相应的无约束Hamiltonian动态系统的解决方案。在本文中,在鲁棒性和效率之间实现平衡,我们学习减少无约束的汉密尔顿人的汉密尔顿人。通过在时间后向后,通过最大限度地降低汉密尔顿人,并通过在最大原理条件下最小化损失函数来学习。然后通过逐步学习减少的哈密顿人的后部分布,进一步改善了我们学习过程的鲁棒性。这导致了我们相位空间的广义坐标(位置,速度)的更有效的采样。我们的解决方案框架不仅适用于有限阶段(州)空间的最佳控制问题,还适用于无限尺寸尺寸外壳。
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In order to avoid conventional controlling methods which created obstacles due to the complexity of systems and intense demand on data density, developing modern and more efficient control methods are required. In this way, reinforcement learning off-policy and model-free algorithms help to avoid working with complex models. In terms of speed and accuracy, they become prominent methods because the algorithms use their past experience to learn the optimal policies. In this study, three reinforcement learning algorithms; DDPG, TD3 and SAC have been used to train Fetch robotic manipulator for four different tasks in MuJoCo simulation environment. All of these algorithms are off-policy and able to achieve their desired target by optimizing both policy and value functions. In the current study, the efficiency and the speed of these three algorithms are analyzed in a controlled environment.
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While risk-neutral reinforcement learning has shown experimental success in a number of applications, it is well-known to be non-robust with respect to noise and perturbations in the parameters of the system. For this reason, risk-sensitive reinforcement learning algorithms have been studied to introduce robustness and sample efficiency, and lead to better real-life performance. In this work, we introduce new model-free risk-sensitive reinforcement learning algorithms as variations of widely-used Policy Gradient algorithms with similar implementation properties. In particular, we study the effect of exponential criteria on the risk-sensitivity of the policy of a reinforcement learning agent, and develop variants of the Monte Carlo Policy Gradient algorithm and the online (temporal-difference) Actor-Critic algorithm. Analytical results showcase that the use of exponential criteria generalize commonly used ad-hoc regularization approaches. The implementation, performance, and robustness properties of the proposed methods are evaluated in simulated experiments.
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软演员 - 评论家(SAC)是最先进的偏离策略强化学习(RL)算法之一,其在基于最大熵的RL框架内。 SAC被证明在具有良好稳定性和稳健性的持续控制任务的列表中表现得非常好。 SAC了解一个随机高斯政策,可以最大限度地提高预期奖励和政策熵之间的权衡。要更新策略,SAC可最大限度地减少当前策略密度与软值函数密度之间的kl分歧。然后用于获得这种分歧的近似梯度的回报。在本文中,我们提出了跨熵策略优化(SAC-CEPO)的软演员 - 评论家,它使用跨熵方法(CEM)来优化SAC的政策网络。初始思想是使用CEM来迭代地对软价函数密度的最接近的分布进行采样,并使用结果分布作为更新策略网络的目标。为了降低计算复杂性,我们还介绍了一个解耦的策略结构,该策略结构将高斯策略解耦为一个策略,了解了学习均值的均值和另一个策略,以便只有CEM训练平均政策。我们表明,这种解耦的政策结构确实会聚到最佳,我们还通过实验证明SAC-CEPO实现对原始囊的竞争性能。
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