Résultats de recherche pour « Inverse Variance Reinforcement Learning »

Reinforcement learning (RL) research has demonstrated success in both physical and simulated domains; however, the predominant methodology remains rooted in simulations. The predominance of simulations makes translating research to physical reality uncertain for both algorithms and researchers. We propose a physical platform that is designed to simplify the transition. In this paper, we present the Open Ant: a physical variant of the commonly used Gymnasium Ant environment, along with a simulation. We demonstrate that competent walking policies can be learned from scratch in approximately one hour directly from the physical robot's experience for two substantially different RL algorithms: SARSA($λ$) and Soft Actor-Critic (SAC). Separately, we show policies that were learned in simulation transfer to reality. We also examine how well the platform supports a nimble experimental ecosystem. Specifically, we observe the speed with which new users from diverse backgrounds achieve their first success with the platform, and how easily the platform can be repaired and updated when hardware issues arise. Both the hardware design and software are available as open-source on GitHub for ease of customization. In summary, we advocate for the use of the Open Ant for RL researchers who frequently use simulated environments, so they can more easily include robot experiments in their evaluations.

Optimistic value estimates provide one mechanism for directed exploration in reinforcement learning (RL). The agent acts greedily with respect to an estimate of the value plus what can be seen as a value bonus. The value bonus can be learned by estimating a value function on reward bonuses, propagating local uncertainties around rewards. However, this approach only increases the value bonus for an action retroactively, after seeing a higher reward bonus from that state and action. Such an approach does not encourage the agent to visit a state and action for the first time. In this work, we introduce an algorithm for exploration called Value Bonuses with Ensemble errors (VBE), that maintains an ensemble of random action-value functions (RQFs). VBE uses the errors in the estimation of these RQFs to design value bonuses that provide first-visit optimism and deep exploration. The key idea is to design the rewards for these RQFs in such a way that the value bonus can decrease to zero. We show that VBE outperforms Bootstrap DQN and two reward bonus approaches (RND and ACB) on several classic environments used to test exploration and provide demonstrative experiments that it can scale easily to more complex environments like Atari.

We introduce a new generative model for human planning under the Bayesian Inverse Reinforcement Learning (BIRL) framework which takes into account the fact that humans often plan using hierarchical strategies. We describe the Bayesian Inverse Hierarchical RL (BIHRL) algorithm for inferring the values of hierarchical planners, and use an illustrative toy model to show that BIHRL retains accuracy where standard BIRL fails. Furthermore, BIHRL is able to accurately predict the goals of `Wikispeedia' game players, with inclusion of hierarchical structure in the model resulting in a large boost in accuracy. We show that BIHRL is able to significantly outperform BIRL even when we only have a weak prior on the hierarchical structure of the plans available to the agent, and discuss the significant challenges that remain for scaling up this framework to more realistic settings.

Operator learning offers a robust framework for approximating mappings between infinite-dimensional function spaces. It has also become a powerful tool for solving inverse problems in the computational sciences. This chapter surveys methodological and theoretical developments at the intersection of operator learning and inverse problems. It begins by summarizing the probabilistic and deterministic approaches to inverse problems, and pays special attention to emerging measure-centric formulations that treat observed data or unknown parameters as probability distributions. The discussion then turns to operator learning by covering essential components such as data generation, loss functions, and widely used architectures for representing function-to-function maps. The core of the chapter centers on the end-to-end inverse operator learning paradigm, which aims to directly map observed data to the solution of the inverse problem without requiring explicit knowledge of the forward map. It highlights the unique challenge that noise plays in this data-driven inversion setting, presents structure-aware architectures for both point predictions and posterior estimates, and surveys relevant theory for linear and nonlinear inverse problems. The chapter also discusses the estimation of priors and regularizers, where operator learning is used more selectively within classical inversion algorithms.

<div>Traditional portfolio management methods can incorporate specific investor preferences but rely on accurate forecasts of asset returns and covariances. Reinforcement learning (RL) methods do not rely on these explicit forecasts and are better suited for multi-stage decision processes. To address limitations of the evaluated research, experiments were conducted on three markets in different economies with different overall trends. By incorporating specific investor preferences into our RL models’ reward functions, a more comprehensive comparison could be made to traditional methods in risk-return space. Transaction costs were also modelled more realistically by including nonlinear changes introduced by market volatility and trading volume. The results of this study suggest that there can be an advantage to using RL methods compared to traditional convex mean-variance optimisation methods under certain market conditions. Our RL models could significantly outperform traditional single-period optimisation (SPO) and multi-period optimisation (MPO) models in upward trending markets, but only up to specific risk limits. In sideways trending markets, the performance of SPO and MPO models can be closely matched by our RL models for the majority of the excess risk range tested. The specific market conditions under which these models could outperform each other highlight the importance of a more comprehensive comparison of Pareto optimal frontiers in risk-return space. These frontiers give investors a more granular view of which models might provide better performance for their specific risk tolerance or return targets.</div>

Designing effective task sequences is crucial for curriculum reinforcement learning (CRL), where agents must gradually acquire skills by training on intermediate tasks. A key challenge in CRL is to identify tasks that promote exploration, yet are similar enough to support effective transfer. While recent approach suggests comparing tasks via their Structural Causal Models (SCMs), the method requires access to ground-truth causal structures, an unrealistic assumption in most RL settings. In this work, we propose Causal-Paced Deep Reinforcement Learning (CP-DRL), a curriculum learning framework aware of SCM differences between tasks based on interaction data approximation. This signal captures task novelty, which we combine with the agent's learnability, measured by reward gain, to form a unified objective. Empirically, CP-DRL outperforms existing curriculum methods on the Point Mass benchmark, achieving faster convergence and higher returns. CP-DRL demonstrates reduced variance with comparable final returns in the Bipedal Walker-Trivial setting, and achieves the highest average performance in the Infeasible variant. These results indicate that leveraging causal relationships between tasks can improve the structure-awareness and sample efficiency of curriculum reinforcement learning. We provide the full implementation of CP-DRL to facilitate the reproduction of our main results at https://github.com/Cho-Geonwoo/CP-DRL.

Traditional portfolio management methods can incorporate specific investor preferences but rely on accurate forecasts of asset returns and covariances. Reinforcement learning (RL) methods do not rely on these explicit forecasts and are better suited for multi-stage decision processes. To address limitations of the evaluated research, experiments were conducted on three markets in different economies with different overall trends. By incorporating specific investor preferences into our RL models’ reward functions, a more comprehensive comparison could be made to traditional methods in risk-return space. Transaction costs were also modelled more realistically by including nonlinear changes introduced by market volatility and trading volume. The results of this study suggest that there can be an advantage to using RL methods compared to traditional convex mean-variance optimisation methods under certain market conditions. Our RL models could significantly outperform traditional single-period optimisation (SPO) and multi-period optimisation (MPO) models in upward trending markets, but only up to specific risk limits. In sideways trending markets, the performance of SPO and MPO models can be closely matched by our RL models for the majority of the excess risk range tested. The specific market conditions under which these models could outperform each other highlight the importance of a more comprehensive comparison of Pareto optimal frontiers in risk-return space. These frontiers give investors a more granular view of which models might provide better performance for their specific risk tolerance or return targets.