Overview Example (TD-Gammon) Admission Why approximate RL is hard TD() Fitted value iteration (collocation) Example (k-nn for hill-car)

Size: px
Start display at page:

Download "Overview Example (TD-Gammon) Admission Why approximate RL is hard TD() Fitted value iteration (collocation) Example (k-nn for hill-car)"

Transcription

1 Function Approximation in Reinforcement Learning Gordon Geo November 5, 999

2 Overview Example (TD-Gammon) Admission Why approximate RL is hard TD() Fitted value iteration (collocation) Example (k-nn for hill-car)

3 Backgammon Object: move all pieces o rst Opponent can block you or send you backwards

4 Backgammon cont'd 30 pieces (5 each for you and opponent) 24 points + bar + o = 26 locations 2 dice (36 possible rolls) Rough (over)estimate: : states Branching factor: 36 about 20 Complications: gammon, backgammon, doubling cube

5 TD-Gammon [Tesauro] Neural network with hidden layer 200 inputs: board position hidden units output: win probability Sigmoids on all hidden, output units (range [0 ])

6 >< >: win loss 0 Using RL Win probability is value function if: 8 Reinforcement = 0 game not over Discount is = weights for network should approximately satisfy Bellman So equation Warning: devil is in details! For now: ignore details, use TD(0)

7 Write v(xjw) for output of net with inputs x and weights w Given a transition x a r y Update w := w old + (r + v(yjw old ) ; v(xjw old )) r w v(xjw)j wold Review of TD(0) Ignores a (assumes it was chosen greedily)

8 TD(0) is not gradient descent Max isn't dierentiable Haven't said how to choose transition (won't be independent) Step direction is not a full gradient

9 Write Error(x r yjw) =(r + v(yjw) ; v(xjw)) 2 Write Error(x r yjw w 2 )=(r + v(yjw 2 ) ; v(xjw )) 2 TD uses r w Error(x r yjw w old )j wold GD would use r w Error(x r yjw)j wold Bellman error

10 Raw: Are there at least k of my pieces at location x? Representation Raw board or raw + expert features Are there at least k opposing pieces at location x? Is it my turn? My opponent's? For k>k max, extra pieces added to last unit's activation k max is 4 for points, for bar and o All inputs scaled to lie approximately in [0 ]

11 A useful trick position+die roll position position+die roll Die rolls aren't represented Implicit in lookahead choose random

12 Training Start from zero knowledge Self play (up to.5 million games) Data: state, die roll, action, reinforcement, state,... Compress to: state, state,..., state, win/loss

13 Results features give pretty good player (close to best computer Raw at time) player Raw+expert features give world-class player Absolute probabilities not so hot (0% error) Relative probabilities very good

14 What's easy about RL in backgammon Random strong eective discount kick out of local minima Guaranteed to terminate Perfect model, no hidden state Self-play allows huge training set

15 function approximator Nonlinear usual worry of local minima data distribution Changing changing policy causes change in importance of states What's hard about RL in backgammon Game (minimax instead of min or max) complete divergence is also possible [Van Roy] could get stuck (checkers, go) could oscillate forever wrong distribution could cause divergence [Gordon, Baird]

16 Huge variety of approximate RL algorithms Incremental vs. batch Model-based vs. direct Kind of function approximation Control vs. estimation State-values vs. action-values (V vs. Q) Vs. no values (policy only)

17 One fundamental question What does \approximate solution to Bellman equations" mean? Subquestion: how do we nd one?

18 Possible answers Bellman equations are a red herring Minimum squared Bellman error Minimum weighted squared Bellman error Relaxation of Bellman equations satisfy at some states other

19 Fit a line to each row: v(i j)=a j + b j i Minimum SBE example 3 00 grid of states

20 Minimum SBE example cont'd Exact Min SBE Min weighted SBE

21 action a Fixed policy Measures how important (x a) is to value of Flows F (x a) = expected # of times we visit state x and perform Fixed starting frequencies f 0 (x)

22 Visit (s a) at steps 2 and 7, discounted ow is Flows cont'd If <, use discounted ows For all, F satises conservation equation 0 X A F (x a) f0 (x)+ X y a F (y a)p (xjy a) a

23 F = F Aside: Can nd optimal ows using nonnegativity, conservation, and of reinforcement maximization This is dual (in sense of LP) to solving Bellman equations Optimal ows are optimal ows Optimal ows determine optimal policy maximizes total expected discounted reinforcement F X E(r(x a))f (x a) x a

24 Choosing weights Optimal ows would be good weights If just one policy, can nd ows Otherwise, chicken and egg problem Iterative improvement? Yes, but none known to converge. Research question: EM algorithm?

25 ij is probability of going to state j from state i, r i is expected p reinforcement state is i Matrix form of TD(0) Assume one policy, n states Write P for transition probability matrix (n n) Write r for reinforcement vector (n ) P i (ith row of P ) is distribution of next state given that current

26 Write E = P ; I Matrix form of TD(0) cont'd Write v for value function (n ) v i is value of state i (Pv + r) ; v is vector of Bellman errors Bellman equation is (P ; I)v + r =0

27 Assume w = 0 corresponds to v(x) = 0 for all x Matrix form of TD(0) cont'd Assume v is linear in parameters w (k ) r w v i is a constant k-vector (call it A i ) r w v is a constant n k matrix (call it A)

28 = X x = X x = X x = X x P (x)a x (r x + w X y Expected update E((r + v(yjw) ; v(xjw))r w v(xjw)) P (x)e((r + v(yjw) ; v(xjw))a x jx) P (x)a x (E(rjx)+E(v(yjw x)) ; v(xjw)) P (x)a x (r x + E(A y wjx) ; A x w) P (yjx)a y ; A x w)

29 P (x)a x (r x + w X y = X x = X x = X x Expected update cont'd X P (yjx)a y ; A x w) x P (x)a x (r x + w (P T x A) ; A x w) P (x)a x (r x +(P T x A ; A x) w) P (x)a x (r x +(P x ; U x ) T A w) = (DA) T (R +(P ; I)Aw)

30 Data x r x 2 r 2 ::: TD(0) uses -step error (r + x 2 ) ; x Could use 2-step error (r + r x 3 ) ; x TD() weights k-step error proportional to k TD() As!, approaches supervised learning

31 So (I ; A T DEA) has radius < for small enough of expectation follows tricky stochastic argument Convergence show that random perturbations don't kill convergence [Dayan, to Convergence Expected update is A T D(EAw + R) Can write w := (I ; A T DEA)w old + k +error Sutton (988) proved that A T DEA is positive denite So 9 a norm in which (I ; A T DEA) is a contraction Jaakola, Jordan, Singh, Tsitsiklis, Van Roy]

32 TD(0) and min weighted SBE TD(0) does not nd minimum of weighted SBE, but close TD(0) solves A T D(EAw + R) =0 Min WSBE satises (DEA) T D(EAw + R) =0 solving TD eqs in batch mode is called LS-TD (for least Note: even though it's not minimizing squared anything) [Bradtke squares, & Barto]

33 If k parameters, might expect m = k Collocation Satisfy Bellman equations exactly at m states But Bellman equations are nonlinear, so in general might need more or fewer than k equations solution might not be unique hard to nd

34 Averagers For some function approximators [Gordon, Van Roy] m = k works solution is unique easy to nd Called averagers linear interpolation on mesh, multilinear interpolation Examples: grid, k-nearest-neighbor on

35 Pick a sample X Remember v(x) only for x 2 X Fitted value iteration nd v(x) for x 62 X use k-nearest-neighbor, linear interpolation, To... One step of tted VI has two parts: Do a step of exact VI Replace result with a cheap approximation

36 Approximate with v(x) = v(y) = w Approximators as mappings v(y) (,5) (3,3) v(x) MDP with 2 states, so value fn is 2D: (v(x) v(y))

37 7! M A 7! M A Approximators as mappings

38 7! M A 7! M A Exaggeration Two similar target value functions Larger dierence between tted functions Exaggeration = max-norm expansion

39 Goal Hill-car Forward Reverse Gravity tries to drive up hill, but engine is weak so must back up to Car momentum get

40 Results Approximate Exact

41 Results the hard way

42 renement (use ows, policy uncertainty, and value Adaptive to decide where to split) [Munos & Moore] uncertainty Interesting topics left uncovered Hidden state (similar problems to fn approx) Eligibility traces Policy iteration and -PI Actor-critic architectures Duality and RL Stopping problems

43 6 +7 Bonus extra slide: RL counterexample with values (0 0 0) Start one backup: (0 ) Do a line: (; ) Fit another backup: (0 + 7 Do 6 ) For 6 7, divergence

CS 287: Advanced Robotics Fall Lecture 14: Reinforcement Learning with Function Approximation and TD Gammon case study

CS 287: Advanced Robotics Fall Lecture 14: Reinforcement Learning with Function Approximation and TD Gammon case study CS 287: Advanced Robotics Fall 2009 Lecture 14: Reinforcement Learning with Function Approximation and TD Gammon case study Pieter Abbeel UC Berkeley EECS Assignment #1 Roll-out: nice example paper: X.

More information

Lecture 23: Reinforcement Learning

Lecture 23: Reinforcement Learning Lecture 23: Reinforcement Learning MDPs revisited Model-based learning Monte Carlo value function estimation Temporal-difference (TD) learning Exploration November 23, 2006 1 COMP-424 Lecture 23 Recall:

More information

Reinforcement Learning

Reinforcement Learning Reinforcement Learning Temporal Difference Learning Temporal difference learning, TD prediction, Q-learning, elibigility traces. (many slides from Marc Toussaint) Vien Ngo Marc Toussaint University of

More information

CS599 Lecture 1 Introduction To RL

CS599 Lecture 1 Introduction To RL CS599 Lecture 1 Introduction To RL Reinforcement Learning Introduction Learning from rewards Policies Value Functions Rewards Models of the Environment Exploitation vs. Exploration Dynamic Programming

More information

Chapter 8: Generalization and Function Approximation

Chapter 8: Generalization and Function Approximation Chapter 8: Generalization and Function Approximation Objectives of this chapter: Look at how experience with a limited part of the state set be used to produce good behavior over a much larger part. Overview

More information

Reinforcement Learning. Yishay Mansour Tel-Aviv University

Reinforcement Learning. Yishay Mansour Tel-Aviv University Reinforcement Learning Yishay Mansour Tel-Aviv University 1 Reinforcement Learning: Course Information Classes: Wednesday Lecture 10-13 Yishay Mansour Recitations:14-15/15-16 Eliya Nachmani Adam Polyak

More information

Lecture 1: March 7, 2018

Lecture 1: March 7, 2018 Reinforcement Learning Spring Semester, 2017/8 Lecture 1: March 7, 2018 Lecturer: Yishay Mansour Scribe: ym DISCLAIMER: Based on Learning and Planning in Dynamical Systems by Shie Mannor c, all rights

More information

CSE 190: Reinforcement Learning: An Introduction. Chapter 8: Generalization and Function Approximation. Pop Quiz: What Function Are We Approximating?

CSE 190: Reinforcement Learning: An Introduction. Chapter 8: Generalization and Function Approximation. Pop Quiz: What Function Are We Approximating? CSE 190: Reinforcement Learning: An Introduction Chapter 8: Generalization and Function Approximation Objectives of this chapter: Look at how experience with a limited part of the state set be used to

More information

CS 570: Machine Learning Seminar. Fall 2016

CS 570: Machine Learning Seminar. Fall 2016 CS 570: Machine Learning Seminar Fall 2016 Class Information Class web page: http://web.cecs.pdx.edu/~mm/mlseminar2016-2017/fall2016/ Class mailing list: cs570@cs.pdx.edu My office hours: T,Th, 2-3pm or

More information

Reinforcement Learning for Continuous. Action using Stochastic Gradient Ascent. Hajime KIMURA, Shigenobu KOBAYASHI JAPAN

Reinforcement Learning for Continuous. Action using Stochastic Gradient Ascent. Hajime KIMURA, Shigenobu KOBAYASHI JAPAN Reinforcement Learning for Continuous Action using Stochastic Gradient Ascent Hajime KIMURA, Shigenobu KOBAYASHI Tokyo Institute of Technology, 4259 Nagatsuda, Midori-ku Yokohama 226-852 JAPAN Abstract:

More information

CSE 190: Reinforcement Learning: An Introduction. Chapter 8: Generalization and Function Approximation. Pop Quiz: What Function Are We Approximating?

CSE 190: Reinforcement Learning: An Introduction. Chapter 8: Generalization and Function Approximation. Pop Quiz: What Function Are We Approximating? CSE 190: Reinforcement Learning: An Introduction Chapter 8: Generalization and Function Approximation Objectives of this chapter: Look at how experience with a limited part of the state set be used to

More information

Georey J. Gordon. Carnegie Mellon University. Pittsburgh PA Bellman-Ford single-destination shortest paths algorithm

Georey J. Gordon. Carnegie Mellon University. Pittsburgh PA Bellman-Ford single-destination shortest paths algorithm Stable Function Approximation in Dynamic Programming Georey J. Gordon Computer Science Department Carnegie Mellon University Pittsburgh PA 53 ggordon@cs.cmu.edu Abstract The success of reinforcement learning

More information

CS599 Lecture 2 Function Approximation in RL

CS599 Lecture 2 Function Approximation in RL CS599 Lecture 2 Function Approximation in RL Look at how experience with a limited part of the state set be used to produce good behavior over a much larger part. Overview of function approximation (FA)

More information

Fast Gradient-Descent Methods for Temporal-Difference Learning with Linear Function Approximation

Fast Gradient-Descent Methods for Temporal-Difference Learning with Linear Function Approximation Fast Gradient-Descent Methods for Temporal-Difference Learning with Linear Function Approximation Rich Sutton, University of Alberta Hamid Maei, University of Alberta Doina Precup, McGill University Shalabh

More information

Reinforcement Learning

Reinforcement Learning Reinforcement Learning Function approximation Daniel Hennes 19.06.2017 University Stuttgart - IPVS - Machine Learning & Robotics 1 Today Eligibility traces n-step TD returns Forward and backward view Function

More information

Reinforcement Learning II. George Konidaris

Reinforcement Learning II. George Konidaris Reinforcement Learning II George Konidaris gdk@cs.brown.edu Fall 2017 Reinforcement Learning π : S A max R = t=0 t r t MDPs Agent interacts with an environment At each time t: Receives sensor signal Executes

More information

Reinforcement Learning II. George Konidaris

Reinforcement Learning II. George Konidaris Reinforcement Learning II George Konidaris gdk@cs.brown.edu Fall 2018 Reinforcement Learning π : S A max R = t=0 t r t MDPs Agent interacts with an environment At each time t: Receives sensor signal Executes

More information

Machine Learning. Machine Learning: Jordan Boyd-Graber University of Maryland REINFORCEMENT LEARNING. Slides adapted from Tom Mitchell and Peter Abeel

Machine Learning. Machine Learning: Jordan Boyd-Graber University of Maryland REINFORCEMENT LEARNING. Slides adapted from Tom Mitchell and Peter Abeel Machine Learning Machine Learning: Jordan Boyd-Graber University of Maryland REINFORCEMENT LEARNING Slides adapted from Tom Mitchell and Peter Abeel Machine Learning: Jordan Boyd-Graber UMD Machine Learning

More information

Christopher Watkins and Peter Dayan. Noga Zaslavsky. The Hebrew University of Jerusalem Advanced Seminar in Deep Learning (67679) November 1, 2015

Christopher Watkins and Peter Dayan. Noga Zaslavsky. The Hebrew University of Jerusalem Advanced Seminar in Deep Learning (67679) November 1, 2015 Q-Learning Christopher Watkins and Peter Dayan Noga Zaslavsky The Hebrew University of Jerusalem Advanced Seminar in Deep Learning (67679) November 1, 2015 Noga Zaslavsky Q-Learning (Watkins & Dayan, 1992)

More information

Reinforcement Learning

Reinforcement Learning Reinforcement Learning Function approximation Mario Martin CS-UPC May 18, 2018 Mario Martin (CS-UPC) Reinforcement Learning May 18, 2018 / 65 Recap Algorithms: MonteCarlo methods for Policy Evaluation

More information

Grundlagen der Künstlichen Intelligenz

Grundlagen der Künstlichen Intelligenz Grundlagen der Künstlichen Intelligenz Reinforcement learning II Daniel Hennes 11.12.2017 (WS 2017/18) University Stuttgart - IPVS - Machine Learning & Robotics 1 Today Eligibility traces n-step TD returns

More information

Machine Learning I Reinforcement Learning

Machine Learning I Reinforcement Learning Machine Learning I Reinforcement Learning Thomas Rückstieß Technische Universität München December 17/18, 2009 Literature Book: Reinforcement Learning: An Introduction Sutton & Barto (free online version:

More information

Lecture 7: Value Function Approximation

Lecture 7: Value Function Approximation Lecture 7: Value Function Approximation Joseph Modayil Outline 1 Introduction 2 3 Batch Methods Introduction Large-Scale Reinforcement Learning Reinforcement learning can be used to solve large problems,

More information

MDP Preliminaries. Nan Jiang. February 10, 2019

MDP Preliminaries. Nan Jiang. February 10, 2019 MDP Preliminaries Nan Jiang February 10, 2019 1 Markov Decision Processes In reinforcement learning, the interactions between the agent and the environment are often described by a Markov Decision Process

More information

Introduction to Reinforcement Learning. CMPT 882 Mar. 18

Introduction to Reinforcement Learning. CMPT 882 Mar. 18 Introduction to Reinforcement Learning CMPT 882 Mar. 18 Outline for the week Basic ideas in RL Value functions and value iteration Policy evaluation and policy improvement Model-free RL Monte-Carlo and

More information

Generalization and Function Approximation

Generalization and Function Approximation Generalization and Function Approximation 0 Generalization and Function Approximation Suggested reading: Chapter 8 in R. S. Sutton, A. G. Barto: Reinforcement Learning: An Introduction MIT Press, 1998.

More information

Reinforcement Learning

Reinforcement Learning Reinforcement Learning 1 Reinforcement Learning Mainly based on Reinforcement Learning An Introduction by Richard Sutton and Andrew Barto Slides are mainly based on the course material provided by the

More information

Lecture 25: Learning 4. Victor R. Lesser. CMPSCI 683 Fall 2010

Lecture 25: Learning 4. Victor R. Lesser. CMPSCI 683 Fall 2010 Lecture 25: Learning 4 Victor R. Lesser CMPSCI 683 Fall 2010 Final Exam Information Final EXAM on Th 12/16 at 4:00pm in Lederle Grad Res Ctr Rm A301 2 Hours but obviously you can leave early! Open Book

More information

Proceedings of the International Conference on Neural Networks, Orlando Florida, June Leemon C. Baird III

Proceedings of the International Conference on Neural Networks, Orlando Florida, June Leemon C. Baird III Proceedings of the International Conference on Neural Networks, Orlando Florida, June 1994. REINFORCEMENT LEARNING IN CONTINUOUS TIME: ADVANTAGE UPDATING Leemon C. Baird III bairdlc@wl.wpafb.af.mil Wright

More information

Deep Reinforcement Learning

Deep Reinforcement Learning Martin Matyášek Artificial Intelligence Center Czech Technical University in Prague October 27, 2016 Martin Matyášek VPD, 2016 1 / 50 Reinforcement Learning in a picture R. S. Sutton and A. G. Barto 2015

More information

Today s s Lecture. Applicability of Neural Networks. Back-propagation. Review of Neural Networks. Lecture 20: Learning -4. Markov-Decision Processes

Today s s Lecture. Applicability of Neural Networks. Back-propagation. Review of Neural Networks. Lecture 20: Learning -4. Markov-Decision Processes Today s s Lecture Lecture 20: Learning -4 Review of Neural Networks Markov-Decision Processes Victor Lesser CMPSCI 683 Fall 2004 Reinforcement learning 2 Back-propagation Applicability of Neural Networks

More information

Lecture 15: Bandit problems. Markov Processes. Recall: Lotteries and utilities

Lecture 15: Bandit problems. Markov Processes. Recall: Lotteries and utilities Lecture 15: Bandit problems. Markov Processes Bandit problems Action values (and now to compute them) Exploration-exploitation trade-off Simple exploration strategies -greedy Softmax (Boltzmann) exploration

More information

Reinforcement Learning

Reinforcement Learning Reinforcement Learning Ron Parr CompSci 7 Department of Computer Science Duke University With thanks to Kris Hauser for some content RL Highlights Everybody likes to learn from experience Use ML techniques

More information

Lecture 5: Logistic Regression. Neural Networks

Lecture 5: Logistic Regression. Neural Networks Lecture 5: Logistic Regression. Neural Networks Logistic regression Comparison with generative models Feed-forward neural networks Backpropagation Tricks for training neural networks COMP-652, Lecture

More information

(Deep) Reinforcement Learning

(Deep) Reinforcement Learning Martin Matyášek Artificial Intelligence Center Czech Technical University in Prague October 27, 2016 Martin Matyášek VPD, 2016 1 / 17 Reinforcement Learning in a picture R. S. Sutton and A. G. Barto 2015

More information

Open Theoretical Questions in Reinforcement Learning

Open Theoretical Questions in Reinforcement Learning Open Theoretical Questions in Reinforcement Learning Richard S. Sutton AT&T Labs, Florham Park, NJ 07932, USA, sutton@research.att.com, www.cs.umass.edu/~rich Reinforcement learning (RL) concerns the problem

More information

Review: TD-Learning. TD (SARSA) Learning for Q-values. Bellman Equations for Q-values. P (s, a, s )[R(s, a, s )+ Q (s, (s ))]

Review: TD-Learning. TD (SARSA) Learning for Q-values. Bellman Equations for Q-values. P (s, a, s )[R(s, a, s )+ Q (s, (s ))] Review: TD-Learning function TD-Learning(mdp) returns a policy Class #: Reinforcement Learning, II 8s S, U(s) =0 set start-state s s 0 choose action a, using -greedy policy based on U(s) U(s) U(s)+ [r

More information

CMU Lecture 12: Reinforcement Learning. Teacher: Gianni A. Di Caro

CMU Lecture 12: Reinforcement Learning. Teacher: Gianni A. Di Caro CMU 15-781 Lecture 12: Reinforcement Learning Teacher: Gianni A. Di Caro REINFORCEMENT LEARNING Transition Model? State Action Reward model? Agent Goal: Maximize expected sum of future rewards 2 MDP PLANNING

More information

Reinforcement Learning with Function Approximation. Joseph Christian G. Noel

Reinforcement Learning with Function Approximation. Joseph Christian G. Noel Reinforcement Learning with Function Approximation Joseph Christian G. Noel November 2011 Abstract Reinforcement learning (RL) is a key problem in the field of Artificial Intelligence. The main goal is

More information

Deep Reinforcement Learning SISL. Jeremy Morton (jmorton2) November 7, Stanford Intelligent Systems Laboratory

Deep Reinforcement Learning SISL. Jeremy Morton (jmorton2) November 7, Stanford Intelligent Systems Laboratory Deep Reinforcement Learning Jeremy Morton (jmorton2) November 7, 2016 SISL Stanford Intelligent Systems Laboratory Overview 2 1 Motivation 2 Neural Networks 3 Deep Reinforcement Learning 4 Deep Learning

More information

Basics of reinforcement learning

Basics of reinforcement learning Basics of reinforcement learning Lucian Buşoniu TMLSS, 20 July 2018 Main idea of reinforcement learning (RL) Learn a sequential decision policy to optimize the cumulative performance of an unknown system

More information

Neural networks. Chapter 20. Chapter 20 1

Neural networks. Chapter 20. Chapter 20 1 Neural networks Chapter 20 Chapter 20 1 Outline Brains Neural networks Perceptrons Multilayer networks Applications of neural networks Chapter 20 2 Brains 10 11 neurons of > 20 types, 10 14 synapses, 1ms

More information

Planning in Markov Decision Processes

Planning in Markov Decision Processes Carnegie Mellon School of Computer Science Deep Reinforcement Learning and Control Planning in Markov Decision Processes Lecture 3, CMU 10703 Katerina Fragkiadaki Markov Decision Process (MDP) A Markov

More information

CSC321 Lecture 8: Optimization

CSC321 Lecture 8: Optimization CSC321 Lecture 8: Optimization Roger Grosse Roger Grosse CSC321 Lecture 8: Optimization 1 / 26 Overview We ve talked a lot about how to compute gradients. What do we actually do with them? Today s lecture:

More information

Introduction to Reinforcement Learning

Introduction to Reinforcement Learning Introduction to Reinforcement Learning Rémi Munos SequeL project: Sequential Learning http://researchers.lille.inria.fr/ munos/ INRIA Lille - Nord Europe Machine Learning Summer School, September 2011,

More information

Reinforcement learning an introduction

Reinforcement learning an introduction Reinforcement learning an introduction Prof. Dr. Ann Nowé Computational Modeling Group AIlab ai.vub.ac.be November 2013 Reinforcement Learning What is it? Learning from interaction Learning about, from,

More information

Course basics. CSE 190: Reinforcement Learning: An Introduction. Last Time. Course goals. The website for the class is linked off my homepage.

Course basics. CSE 190: Reinforcement Learning: An Introduction. Last Time. Course goals. The website for the class is linked off my homepage. Course basics CSE 190: Reinforcement Learning: An Introduction The website for the class is linked off my homepage. Grades will be based on programming assignments, homeworks, and class participation.

More information

Lecture 8: Policy Gradient

Lecture 8: Policy Gradient Lecture 8: Policy Gradient Hado van Hasselt Outline 1 Introduction 2 Finite Difference Policy Gradient 3 Monte-Carlo Policy Gradient 4 Actor-Critic Policy Gradient Introduction Vapnik s rule Never solve

More information

Lecture 4: Approximate dynamic programming

Lecture 4: Approximate dynamic programming IEOR 800: Reinforcement learning By Shipra Agrawal Lecture 4: Approximate dynamic programming Deep Q Networks discussed in the last lecture are an instance of approximate dynamic programming. These are

More information

REINFORCE Framework for Stochastic Policy Optimization and its use in Deep Learning

REINFORCE Framework for Stochastic Policy Optimization and its use in Deep Learning REINFORCE Framework for Stochastic Policy Optimization and its use in Deep Learning Ronen Tamari The Hebrew University of Jerusalem Advanced Seminar in Deep Learning (#67679) February 28, 2016 Ronen Tamari

More information

Reinforcement Learning. Spring 2018 Defining MDPs, Planning

Reinforcement Learning. Spring 2018 Defining MDPs, Planning Reinforcement Learning Spring 2018 Defining MDPs, Planning understandability 0 Slide 10 time You are here Markov Process Where you will go depends only on where you are Markov Process: Information state

More information

Introduction to Reinforcement Learning. Part 6: Core Theory II: Bellman Equations and Dynamic Programming

Introduction to Reinforcement Learning. Part 6: Core Theory II: Bellman Equations and Dynamic Programming Introduction to Reinforcement Learning Part 6: Core Theory II: Bellman Equations and Dynamic Programming Bellman Equations Recursive relationships among values that can be used to compute values The tree

More information

y(x n, w) t n 2. (1)

y(x n, w) t n 2. (1) Network training: Training a neural network involves determining the weight parameter vector w that minimizes a cost function. Given a training set comprising a set of input vector {x n }, n = 1,...N,

More information

INF 5860 Machine learning for image classification. Lecture 14: Reinforcement learning May 9, 2018

INF 5860 Machine learning for image classification. Lecture 14: Reinforcement learning May 9, 2018 Machine learning for image classification Lecture 14: Reinforcement learning May 9, 2018 Page 3 Outline Motivation Introduction to reinforcement learning (RL) Value function based methods (Q-learning)

More information

Decision making, Markov decision processes

Decision making, Markov decision processes Decision making, Markov decision processes Solved tasks Collected by: Jiří Kléma, klema@fel.cvut.cz Spring 2017 The main goal: The text presents solved tasks to support labs in the A4B33ZUI course. 1 Simple

More information

Be able to define the following terms and answer basic questions about them:

Be able to define the following terms and answer basic questions about them: CS440/ECE448 Section Q Fall 2017 Final Review Be able to define the following terms and answer basic questions about them: Probability o Random variables, axioms of probability o Joint, marginal, conditional

More information

Prof. Dr. Ann Nowé. Artificial Intelligence Lab ai.vub.ac.be

Prof. Dr. Ann Nowé. Artificial Intelligence Lab ai.vub.ac.be REINFORCEMENT LEARNING AN INTRODUCTION Prof. Dr. Ann Nowé Artificial Intelligence Lab ai.vub.ac.be REINFORCEMENT LEARNING WHAT IS IT? What is it? Learning from interaction Learning about, from, and while

More information

Q-Learning in Continuous State Action Spaces

Q-Learning in Continuous State Action Spaces Q-Learning in Continuous State Action Spaces Alex Irpan alexirpan@berkeley.edu December 5, 2015 Contents 1 Introduction 1 2 Background 1 3 Q-Learning 2 4 Q-Learning In Continuous Spaces 4 5 Experimental

More information

CS 188 Introduction to Fall 2007 Artificial Intelligence Midterm

CS 188 Introduction to Fall 2007 Artificial Intelligence Midterm NAME: SID#: Login: Sec: 1 CS 188 Introduction to Fall 2007 Artificial Intelligence Midterm You have 80 minutes. The exam is closed book, closed notes except a one-page crib sheet, basic calculators only.

More information

ECE521 Lectures 9 Fully Connected Neural Networks

ECE521 Lectures 9 Fully Connected Neural Networks ECE521 Lectures 9 Fully Connected Neural Networks Outline Multi-class classification Learning multi-layer neural networks 2 Measuring distance in probability space We learnt that the squared L2 distance

More information

CSC321 Lecture 7: Optimization

CSC321 Lecture 7: Optimization CSC321 Lecture 7: Optimization Roger Grosse Roger Grosse CSC321 Lecture 7: Optimization 1 / 25 Overview We ve talked a lot about how to compute gradients. What do we actually do with them? Today s lecture:

More information

Chapter 3: The Reinforcement Learning Problem

Chapter 3: The Reinforcement Learning Problem Chapter 3: The Reinforcement Learning Problem Objectives of this chapter: describe the RL problem we will be studying for the remainder of the course present idealized form of the RL problem for which

More information

Do not tear exam apart!

Do not tear exam apart! 6.036: Final Exam: Fall 2017 Do not tear exam apart! This is a closed book exam. Calculators not permitted. Useful formulas on page 1. The problems are not necessarily in any order of di culty. Record

More information

Introduction to Reinforcement Learning

Introduction to Reinforcement Learning CSCI-699: Advanced Topics in Deep Learning 01/16/2019 Nitin Kamra Spring 2019 Introduction to Reinforcement Learning 1 What is Reinforcement Learning? So far we have seen unsupervised and supervised learning.

More information

4. Multilayer Perceptrons

4. Multilayer Perceptrons 4. Multilayer Perceptrons This is a supervised error-correction learning algorithm. 1 4.1 Introduction A multilayer feedforward network consists of an input layer, one or more hidden layers, and an output

More information

Multi-Player Residual Advantage Learning With General Function Approximation

Multi-Player Residual Advantage Learning With General Function Approximation Multi-Player Residual Advantage Learning With General Function Approximation Mance E. Harmon Wright Laboratory WL/AACF 2241 Avionics Circle Wright-Patterson Air Force Base, OH 45433-7308 harmonme@aa.wpafb.mil

More information

Artificial Neural Networks" and Nonparametric Methods" CMPSCI 383 Nov 17, 2011!

Artificial Neural Networks and Nonparametric Methods CMPSCI 383 Nov 17, 2011! Artificial Neural Networks" and Nonparametric Methods" CMPSCI 383 Nov 17, 2011! 1 Todayʼs lecture" How the brain works (!)! Artificial neural networks! Perceptrons! Multilayer feed-forward networks! Error

More information

In Advances in Neural Information Processing Systems 6. J. D. Cowan, G. Tesauro and. Convergence of Indirect Adaptive. Andrew G.

In Advances in Neural Information Processing Systems 6. J. D. Cowan, G. Tesauro and. Convergence of Indirect Adaptive. Andrew G. In Advances in Neural Information Processing Systems 6. J. D. Cowan, G. Tesauro and J. Alspector, (Eds.). Morgan Kaufmann Publishers, San Fancisco, CA. 1994. Convergence of Indirect Adaptive Asynchronous

More information

Internet Monetization

Internet Monetization Internet Monetization March May, 2013 Discrete time Finite A decision process (MDP) is reward process with decisions. It models an environment in which all states are and time is divided into stages. Definition

More information

Reinforcement Learning. Up until now we have been

Reinforcement Learning. Up until now we have been Reinforcement Learning Slides by Rich Sutton Mods by Dan Lizotte Refer to Reinforcement Learning: An Introduction by Sutton and Barto Alpaydin Chapter 16 Up until now we have been Supervised Learning Classifying,

More information

Reinforcement Learning

Reinforcement Learning Reinforcement Learning RL in continuous MDPs March April, 2015 Large/Continuous MDPs Large/Continuous state space Tabular representation cannot be used Large/Continuous action space Maximization over action

More information

Learning Tetris. 1 Tetris. February 3, 2009

Learning Tetris. 1 Tetris. February 3, 2009 Learning Tetris Matt Zucker Andrew Maas February 3, 2009 1 Tetris The Tetris game has been used as a benchmark for Machine Learning tasks because its large state space (over 2 200 cell configurations are

More information

Markov Decision Processes and Solving Finite Problems. February 8, 2017

Markov Decision Processes and Solving Finite Problems. February 8, 2017 Markov Decision Processes and Solving Finite Problems February 8, 2017 Overview of Upcoming Lectures Feb 8: Markov decision processes, value iteration, policy iteration Feb 13: Policy gradients Feb 15:

More information

Reinforcement Learning

Reinforcement Learning Reinforcement Learning March May, 2013 Schedule Update Introduction 03/13/2015 (10:15-12:15) Sala conferenze MDPs 03/18/2015 (10:15-12:15) Sala conferenze Solving MDPs 03/20/2015 (10:15-12:15) Aula Alpha

More information

The Simplex and Policy Iteration Methods are Strongly Polynomial for the Markov Decision Problem with Fixed Discount

The Simplex and Policy Iteration Methods are Strongly Polynomial for the Markov Decision Problem with Fixed Discount The Simplex and Policy Iteration Methods are Strongly Polynomial for the Markov Decision Problem with Fixed Discount Yinyu Ye Department of Management Science and Engineering and Institute of Computational

More information

Average Reward Parameters

Average Reward Parameters Simulation-Based Optimization of Markov Reward Processes: Implementation Issues Peter Marbach 2 John N. Tsitsiklis 3 Abstract We consider discrete time, nite state space Markov reward processes which depend

More information

Administration. CSCI567 Machine Learning (Fall 2018) Outline. Outline. HW5 is available, due on 11/18. Practice final will also be available soon.

Administration. CSCI567 Machine Learning (Fall 2018) Outline. Outline. HW5 is available, due on 11/18. Practice final will also be available soon. Administration CSCI567 Machine Learning Fall 2018 Prof. Haipeng Luo U of Southern California Nov 7, 2018 HW5 is available, due on 11/18. Practice final will also be available soon. Remaining weeks: 11/14,

More information

6.231 DYNAMIC PROGRAMMING LECTURE 6 LECTURE OUTLINE

6.231 DYNAMIC PROGRAMMING LECTURE 6 LECTURE OUTLINE 6.231 DYNAMIC PROGRAMMING LECTURE 6 LECTURE OUTLINE Review of Q-factors and Bellman equations for Q-factors VI and PI for Q-factors Q-learning - Combination of VI and sampling Q-learning and cost function

More information

Reinforcement Learning (1)

Reinforcement Learning (1) Reinforcement Learning 1 Reinforcement Learning (1) Machine Learning 64-360, Part II Norman Hendrich University of Hamburg, Dept. of Informatics Vogt-Kölln-Str. 30, D-22527 Hamburg hendrich@informatik.uni-hamburg.de

More information

Keywords: machine learning, reinforcement learning, dynamic programming, Markov decision processes (MDPs), linear programming, convex programming, fun

Keywords: machine learning, reinforcement learning, dynamic programming, Markov decision processes (MDPs), linear programming, convex programming, fun Approximate Solutions to Markov Decision Processes Georey J. Gordon June 1999 CMU-CS-99-143 School of Computer Science Carnegie Mellon University Pittsburgh, PA 15213 Submitted in partial fulllment of

More information

Temporal difference learning

Temporal difference learning Temporal difference learning AI & Agents for IET Lecturer: S Luz http://www.scss.tcd.ie/~luzs/t/cs7032/ February 4, 2014 Recall background & assumptions Environment is a finite MDP (i.e. A and S are finite).

More information

Reinforcement Learning in Continuous Time and Space

Reinforcement Learning in Continuous Time and Space LETTER Communicated by Peter Dayan Reinforcement Learning in Continuous Time and Space Kenji Doya ATR Human Information Processing Research Laboratories, Soraku, Kyoto 619-288, Japan This article presents

More information

CSE 417T: Introduction to Machine Learning. Final Review. Henry Chai 12/4/18

CSE 417T: Introduction to Machine Learning. Final Review. Henry Chai 12/4/18 CSE 417T: Introduction to Machine Learning Final Review Henry Chai 12/4/18 Overfitting Overfitting is fitting the training data more than is warranted Fitting noise rather than signal 2 Estimating! "#$

More information

Prioritized Sweeping Converges to the Optimal Value Function

Prioritized Sweeping Converges to the Optimal Value Function Technical Report DCS-TR-631 Prioritized Sweeping Converges to the Optimal Value Function Lihong Li and Michael L. Littman {lihong,mlittman}@cs.rutgers.edu RL 3 Laboratory Department of Computer Science

More information

Introduction to Natural Computation. Lecture 9. Multilayer Perceptrons and Backpropagation. Peter Lewis

Introduction to Natural Computation. Lecture 9. Multilayer Perceptrons and Backpropagation. Peter Lewis Introduction to Natural Computation Lecture 9 Multilayer Perceptrons and Backpropagation Peter Lewis 1 / 25 Overview of the Lecture Why multilayer perceptrons? Some applications of multilayer perceptrons.

More information

Lecture 3: The Reinforcement Learning Problem

Lecture 3: The Reinforcement Learning Problem Lecture 3: The Reinforcement Learning Problem Objectives of this lecture: describe the RL problem we will be studying for the remainder of the course present idealized form of the RL problem for which

More information

Machine Learning I Continuous Reinforcement Learning

Machine Learning I Continuous Reinforcement Learning Machine Learning I Continuous Reinforcement Learning Thomas Rückstieß Technische Universität München January 7/8, 2010 RL Problem Statement (reminder) state s t+1 ENVIRONMENT reward r t+1 new step r t

More information

Exponential Moving Average Based Multiagent Reinforcement Learning Algorithms

Exponential Moving Average Based Multiagent Reinforcement Learning Algorithms Artificial Intelligence Review manuscript No. (will be inserted by the editor) Exponential Moving Average Based Multiagent Reinforcement Learning Algorithms Mostafa D. Awheda Howard M. Schwartz Received:

More information

On the Convergence of Optimistic Policy Iteration

On the Convergence of Optimistic Policy Iteration Journal of Machine Learning Research 3 (2002) 59 72 Submitted 10/01; Published 7/02 On the Convergence of Optimistic Policy Iteration John N. Tsitsiklis LIDS, Room 35-209 Massachusetts Institute of Technology

More information

15-889e Policy Search: Gradient Methods Emma Brunskill. All slides from David Silver (with EB adding minor modificafons), unless otherwise noted

15-889e Policy Search: Gradient Methods Emma Brunskill. All slides from David Silver (with EB adding minor modificafons), unless otherwise noted 15-889e Policy Search: Gradient Methods Emma Brunskill All slides from David Silver (with EB adding minor modificafons), unless otherwise noted Outline 1 Introduction 2 Finite Difference Policy Gradient

More information

Adaptive linear quadratic control using policy. iteration. Steven J. Bradtke. University of Massachusetts.

Adaptive linear quadratic control using policy. iteration. Steven J. Bradtke. University of Massachusetts. Adaptive linear quadratic control using policy iteration Steven J. Bradtke Computer Science Department University of Massachusetts Amherst, MA 01003 bradtke@cs.umass.edu B. Erik Ydstie Department of Chemical

More information

Temporal Difference. Learning KENNETH TRAN. Principal Research Engineer, MSR AI

Temporal Difference. Learning KENNETH TRAN. Principal Research Engineer, MSR AI Temporal Difference Learning KENNETH TRAN Principal Research Engineer, MSR AI Temporal Difference Learning Policy Evaluation Intro to model-free learning Monte Carlo Learning Temporal Difference Learning

More information

Reinforcement Learning

Reinforcement Learning Reinforcement Learning Dipendra Misra Cornell University dkm@cs.cornell.edu https://dipendramisra.wordpress.com/ Task Grasp the green cup. Output: Sequence of controller actions Setup from Lenz et. al.

More information

Neural networks and optimization

Neural networks and optimization Neural networks and optimization Nicolas Le Roux INRIA 8 Nov 2011 Nicolas Le Roux (INRIA) Neural networks and optimization 8 Nov 2011 1 / 80 1 Introduction 2 Linear classifier 3 Convolutional neural networks

More information

Value Function Methods. CS : Deep Reinforcement Learning Sergey Levine

Value Function Methods. CS : Deep Reinforcement Learning Sergey Levine Value Function Methods CS 294-112: Deep Reinforcement Learning Sergey Levine Class Notes 1. Homework 2 is due in one week 2. Remember to start forming final project groups and writing your proposal! Proposal

More information

Data Mining Part 5. Prediction

Data Mining Part 5. Prediction Data Mining Part 5. Prediction 5.5. Spring 2010 Instructor: Dr. Masoud Yaghini Outline How the Brain Works Artificial Neural Networks Simple Computing Elements Feed-Forward Networks Perceptrons (Single-layer,

More information

MS&E338 Reinforcement Learning Lecture 1 - April 2, Introduction

MS&E338 Reinforcement Learning Lecture 1 - April 2, Introduction MS&E338 Reinforcement Learning Lecture 1 - April 2, 2018 Introduction Lecturer: Ben Van Roy Scribe: Gabriel Maher 1 Reinforcement Learning Introduction In reinforcement learning (RL) we consider an agent

More information

An Adaptive Clustering Method for Model-free Reinforcement Learning

An Adaptive Clustering Method for Model-free Reinforcement Learning An Adaptive Clustering Method for Model-free Reinforcement Learning Andreas Matt and Georg Regensburger Institute of Mathematics University of Innsbruck, Austria {andreas.matt, georg.regensburger}@uibk.ac.at

More information

PART A and ONE question from PART B; or ONE question from PART A and TWO questions from PART B.

PART A and ONE question from PART B; or ONE question from PART A and TWO questions from PART B. Advanced Topics in Machine Learning, GI13, 2010/11 Advanced Topics in Machine Learning, GI13, 2010/11 Answer any THREE questions. Each question is worth 20 marks. Use separate answer books Answer any THREE

More information

Balancing and Control of a Freely-Swinging Pendulum Using a Model-Free Reinforcement Learning Algorithm

Balancing and Control of a Freely-Swinging Pendulum Using a Model-Free Reinforcement Learning Algorithm Balancing and Control of a Freely-Swinging Pendulum Using a Model-Free Reinforcement Learning Algorithm Michail G. Lagoudakis Department of Computer Science Duke University Durham, NC 2778 mgl@cs.duke.edu

More information