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Reinforcement Learning & Apprenticeship Learning

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Reinforcement Learning & Apprenticeship Learning

Chenyi Chen

- What’s MDP?
- A sequential decision problem
- Fully observable, stochastic environment
- Markovian transition model: the nth state is only determined by (n-1)th state and (n-1)thaction
- Each state has a reward, and the reward is additive

- State s: a representation of current environment;

- Example: Tom and Jerry, control Jerry (Jerry’s perspective)
- State: the position of Tom and Jerry, 25*25=625 in total;

One of the states

One of the states

- State s: a representation of current environment;
- Action a: the action can be taken by the agent in state s;

- Example: Tom and Jerry, control Jerry (Jerry’s perspective)
- State: the position of Tom and Jerry, 25*25=625 in total;
- Action: both can move to the neighboring 8 squares or stay;

One of the states

One of the states

- State s: a representation of current environment;
- Action a: the action can be taken by the agent in state s;
- Reward R(s): the reward of current state s (+,-,0);
- Value (aka utility) of state s: different from reward, related with future optimal actions;

- 100 bucks if you came to class
- Reward of “come to class” is 100
- You can use the money to:
- Eat food (you only have 50 bucks left)
- Stock market (you earn 1000 bucks, including the invested 100 bucks)
- The value (utility) of “come to class” is 1000

- Example: Tom and Jerry, control Jerry (Jerry’s perspective)
- State: the position of Tom and Jerry, 25*25=625 in total;
- Action: both can move to the neighboring 8 squares or stay;
- Reward: 1) Jerry and cheese at the same square, +5;
2) Tom and Jerry at the same square, -20;

3) otherwise 0;

One of the states

One of the states

- State s: a representation of current environment;
- Action a: the action can be taken by the agent in state s;
- Reward R(s): the reward of current state s (+,-,0);
- Value (aka utility) of state s: different from reward , related with future optimal actions;
- Transition probability P(s’|s,a):given the agent is in state s and taking action a, the probability of reaching state s’ in the next step;

- Example: Tom and Jerry, control Jerry (Jerry’s perspective)
- State: the position of Tom and Jerry, 25*25=625 in total;
- Action: both can move to the neighboring 8 squares or stay;
- Reward: 1) Jerry and cheese at the same square, +5;
2) Tom and Jerry at the same square, -20;

3) otherwise 0;

- Transition probability: about Tom’s moving pattern.

One of the states

One of the states

- Example: Tom and Jerry, control Jerry (Jerry’s perspective)

…

- State s: a representation of current environment;
- Action a: the action can be taken by the agent in state s;
- Reward R(s): the reward of current state s (+,-,0);
- Value (aka utility) of state s: different from reward , related with future optimal actions;
- Transition probability P(s’|s,a):given the agent is in state s and taking action a, the probability of reaching state s’ in the next step;
- Policy π(s)->a: a table of state-action pairs, given state s, output action a that should be taken.

- The expected utility of state s obtained by executing π starting in s is given by ( is a discount factor):
, where

- The optimal policy is given by:
- Denote as , the optimal policy chooses the action that maximizes the expected utility of the subsequent state:

- Bellman Equation:
- The utility of a state is the immediate reward for that state plus the expected discounted utility of the next state, assuming that the agent choose the optimal action
- with , is the unique solution to Bellman equation

initialize , as a discount factor

repeat

for each state sinSdo

ifthen

until

return

Bellman Equation:

- Naïve example: R(s)=3, R(s’)=5,=0.9
Initially U(s)=0, U(s’)=0

(1) U(s)=3+0.9*0=3, U(s’)=5+0.9*3=7.7

(2) U(s)=3+0.9*7.7=9.93, U(s’)=5+0.9*9.93=13.937

(3) U(s)=3+0.9*13.937=15.5433, U(s’)=5+0.9*15.5433= 18.989

…

(29) U(s)=39.3738, U(s’)=40.4364

(30 ) U(s)=39.3928, U(s’)= 40.4535

- Solve the equation:
U(s)=3+0.9*U(s’)

U(s’)=5+0.9*U(s)

the true value is:

U(s)= 39.4737, U(s’)= 40.5263

Value iteration

- Similar to MDPs
- But we assume the environment model (transition probability P(s’|s,a) ) is unknown

- How to solve it?
- Solution #1: Use Monte Carlo method to sample the transition probability, then implement Value Iteration
limitation: too slow for problems with many possible states because it ignores frequencies of states

- A broad class of computational algorithms that rely on repeated random sampling to obtain numerical results;
- Typically one runs simulations many times in order to obtain the distribution of an unknown probabilistic entity.

From Wikipedia

:the element is the probability P(s’|s,a)

initialize tablewith all elements

repeat

at current state s, random choose a valid action a

simulate for one step, get a new state s’

until sampled enough times

return

- How to solve it?
- Solution #1: Use Monte Carlo method to sample the transition probability, then implement Value Iteration
limitation: too slow for problems with many possible states because it ignores frequencies of states

- Solution #2: Q-learning
the major algorithm for reinforcement learning

Bellman Equation:

- Q-value is defined by:
- The relationship between utility and Q-value is:
- The optimal policy is given by:
- Q-learning algorithm is used to learn this Q-value table

Q: a table of Q-values indexed by state and action, initially zero

s, a,R(s): state, action, and reward. Initial state is given by the environment, and initial action is randomly picked up

γ: discount factor

α: learning rate

f(.): greedy function, at the beginning, Q-table is bad, so we make some random choice

While not coverage

run one step to obtain s’ from s and a through the environment (e.g. the game engine)

)

return

Q-value is defined by:

- The Atari 2600 is a video game console released in September 1977 by Atari, Inc.
- Atari emulator: Arcade Learning Environment (ALE)

- Train a deep learning convolutional neural network
- Input is current state (raw image sequence)
- Output is all the legal action and corresponding Q(s,a) value
- Let the CNN play Atari games

- Input is raw image!
- Output is the action!
- Game independent, same convolutional neural network for all games
- Outperform human expert players in some games

- State:
- Action: possible actions in the game
- Reward: score won in the Atari games (output of the emulator)
- Learn the optimal policy through training

In the paper:

Q-value is defined by:

Approach the Q-value with a convolutional neural network Q(s,a;θ)

VS

Straightforward structure

The structure used in the paper

Loss function:

Where:

Q-value is defined as:

Do gradient descent:

- The distribution of action a(ε-greedy policy): choose a “best” action with probability 1-ε, and selects a random action with probability ε, ε annealed linearly from 1 to 0.1
- Input image preprocessing function φ(st)
- Build a huge database to store historical samples

Add new data sample to database

Do mini-batch gradient

descent on parameter θ

for one step

with probability 1-ε

or

random action

with probability ε

Play the game for one step

Play the game

Screen shots from five Atari 2600 games: (Left-to-right) Beam Rider, Breakout, Pong, Seaquest, Space Invaders

Comparison of average total reward for various learning methods by running

an ε-greedy policy with ε = 0.05 for a fixed number of steps

- The leftmost plot shows the predicted value function for a 30 frame segment of the game Seaquest. The three screenshots correspond to the frames labeled by A, B, and C respectively

- Teach the computer to do something by demonstration, rather than by telling it the rules or reward
- Reinforcement Learning: tell computer the reward, let it learn by itself using the reward
- Apprenticeship Learning: demonstrate to the computer, let it mimic the performance

- For standard MDPs, a reward for each state needs to be specified
- Specify a reward some time is not easy, what’s the reward for driving?
- When teaching people to do something (e.g. driving), usually we prefer to demonstrate rather than tell them the reward function

- Reward is unknown, but we assume it’s a linear function of features, is a function mapping state s to features, so:

- State st of the red car is defined as:
st==1 left lane, st==2 middle lane, st==3 right lane

- Feature φ(st) is defind as:
[1 0 0] left lane, [0 1 0] middle lane, [0 0 1] right lane

- w is defined as:
w=[0.1 0.5 0.3]

R(left lane)=0.1, R(middle lane)=0.5, R(right lane)=0.3

- So in this case staying in the middle lane is preferred

- Reward is unknown, but we assume it’s a linear function of features, is a function mapping state s to features, so:
- The value (utility) of policy π is:

The expected utility obtained by executing π starting in s is given by:

, where

- Define feature expectation as:
- Then:
- Assume the expert’s demonstration defines the optimal policy:
- We need to sample the expert’s feature expectation by (sample m times):

- State st of the red car is defined as:
st==1 left lane, st==2 middle lane, st==3 right lane

- Feature φ(st) is defind as:
[1 0 0] left lane, [0 1 0] middle lane, [0 0 1] right lane

- During sampling, assume γ=0.9
Step 1, red car in middle lane

μ=0.9^0*[0 1 0]=[0 1 0]

Step 2, red car still in middle lane

μ= [0 1 0]+0.9^1*[0 1 0]=[0 1.9 0]

Step 3, red car move to left lane

μ= [0 1.9 0]+0.9^2*[1 0 0]=[0.81 1.9 0]

…

- We want to mimic the expert’s performance by minimize the difference between
and

- If we have , and assuming
Then

- The 2nd step of the pipeline is a SVM problem

Which can be rewritten as:

http://ai.stanford.edu/~pabbeel/irl/

Expert’s performance , learnt policy’s performance , and feature weight