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Utility Theory & MDPs. Tamara Berg CS 590-133 Artificial Intelligence. Many slides throughout the course adapted from Svetlana Lazebnik , Dan Klein, Stuart Russell, Andrew Moore, Percy Liang, Luke Zettlemoyer. Announcements. An edited version of HW2 was released on the class webpage today

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Utility theory mdps

Utility Theory & MDPs

Tamara Berg

CS 590-133 Artificial Intelligence

Many slides throughout the course adapted from Svetlana Lazebnik, Dan Klein, Stuart Russell, Andrew Moore, Percy Liang, Luke Zettlemoyer


Announcements
Announcements

  • An edited version of HW2 was released on the class webpage today

    • Due date is extended to Feb 25 (but make sure to start before the exam!)

  • As always, you can work in pairs and submit 1 written/coding solution (pairs don’t need to be the same as HW1)



A more abstract game tree
A more abstract game tree

3

3

2

2

Terminal utilities (for MAX)

A two-ply game


A more abstract game tree1
A more abstract game tree

3

  • Minimax value of a node: the utility (for MAX) of being in the corresponding state, assuming perfect play on both sides

  • Minimax strategy: Choose the move that gives the best worst-case payoff

3

2

2


Computing the minimax value of a node
Computing the minimax value of a node

3

  • Minimax(node) =

    • Utility(node) if node is terminal

    • maxactionMinimax(Succ(node, action)) if player = MAX

    • minactionMinimax(Succ(node, action)) if player = MIN

3

2

2


Alpha beta pruning
Alpha-beta pruning

  • It is possible to compute the exact minimax decision without expanding every node in the game tree


Alpha beta pruning1
Alpha-beta pruning

  • It is possible to compute the exact minimax decision without expanding every node in the game tree

3

3


Alpha beta pruning2
Alpha-beta pruning

  • It is possible to compute the exact minimax decision without expanding every node in the game tree

3

3

2


Alpha beta pruning3
Alpha-beta pruning

  • It is possible to compute the exact minimax decision without expanding every node in the game tree

3

3

2

14


Alpha beta pruning4
Alpha-beta pruning

  • It is possible to compute the exact minimax decision without expanding every node in the game tree

3

3

2

5


Alpha beta pruning5
Alpha-beta pruning

  • It is possible to compute the exact minimax decision without expanding every node in the game tree

3

3

2

2


Games of chance
Games of chance

  • How to incorporate dice throwing into the game tree?




Human utilities
Human Utilities

  • How much do people value their lives?

    • How much would you pay to avoid a risk, e.g. Russian roulette with a million-barreled revolver (1 micromort)?

    • Driving in a car for 230 miles incurs a risk of 1 micromort.


Measuring Utilities

Best possible prize

Worst possible catastrophe


Markov decision processes

Markov Decision Processes

Stochastic, sequential environments

(Chapter 17)

Image credit: P. Abbeel and D. Klein


Markov decision processes1
Markov Decision Processes

  • Components:

    • Statess, beginning with initial state s0

    • Actionsa

      • Each state s has actions A(s) available from it

    • Transition model P(s’ | s, a)

      • Markov assumption: the probability of going to s’ from s depends only on s and a and not on any other past actions or states

    • Reward functionR(s)

  • Policy(s): the action that an agent takes in any given state

    • The “solution” to an MDP


Overview
Overview

  • First, we will look at how to “solve” MDPs, or find the optimal policy when the transition model and the reward function are known

  • Second, we will consider reinforcement learning, where we don’t know the rules of the environment or the consequences of our actions


Game show
Game show

  • A series of questions with increasing level of difficulty and increasing payoff

  • Decision: at each step, take your earnings and quit, or go for the next question

    • If you answer wrong, you lose everything

$100 question

$1,000 question

$10,000 question

$50,000 question

Correct:

$61,100

Q1

Q2

Q3

Q4

Correct

Correct

Correct

Incorrect:

$0

Incorrect:

$0

Incorrect:

$0

Incorrect:

$0

Quit:

$100

Quit:

$1,100

Quit:

$11,100


Game show1
Game show

  • Consider $50,000 question

    • Probability of guessing correctly: 1/10

    • Quit or go for the question?

  • What is the expected payoff for continuing?

    0.1 * 61,100 + 0.9 * 0 = 6,110

    • What is the optimal decision?

$100 question

$1,000 question

$10,000 question

$50,000 question

1/10

9/10

3/4

1/2

Correct:

$61,100

Q1

Q2

Q3

Q4

Correct

Correct

Correct

Incorrect:

$0

Incorrect:

$0

Incorrect:

$0

Incorrect:

$0

Quit:

$100

Quit:

$1,100

Quit:

$11,100


Game show2
Game show

  • What should we do in Q3?

    • Payoff for quitting: $1,100

    • Payoff for continuing: 0.5 * $11,100 = $5,550

  • What about Q2?

    • $100 for quitting vs. $4,162 for continuing

  • What about Q1?

U = $3,746

U = $4,162

U = $5,550

U = $11,100

$100 question

$1,000 question

$10,000 question

$50,000 question

1/10

9/10

3/4

1/2

Correct:

$61,100

Q1

Q2

Q3

Q4

Correct

Correct

Correct

Incorrect:

$0

Incorrect:

$0

Incorrect:

$0

Incorrect:

$0

Quit:

$100

Quit:

$1,100

Quit:

$11,100


Grid world
Grid world

Transition model:

0.1

0.8

0.1

R(s) = -0.04 for every non-terminal state

Source: P. Abbeel and D. Klein


Goal policy
Goal: Policy

Source: P. Abbeel and D. Klein


Grid world1
Grid world

Transition model:

R(s) = -0.04 for every non-terminal state


Grid world2
Grid world

Optimal policy when R(s) = -0.04 for every non-terminal state


Grid world3
Grid world

  • Optimal policies for other values of R(s):


Solving mdps
Solving MDPs

  • MDP components:

    • Statess

    • Actionsa

    • Transition model P(s’ | s, a)

    • Reward functionR(s)

  • The solution:

    • Policy(s): mapping from states to actions

    • How to find the optimal policy?


Maximizing expected utility
Maximizing expected utility

  • The optimal policy should maximize the expected utility over all possible state sequences produced by following that policy:

  • How to define the utility of a state sequence?

    • Sum of rewards of individual states

    • Problem: infinite state sequences


Utilities of state sequences
Utilities of state sequences

  • Normally, we would define the utility of a state sequence as the sum of the rewards of the individual states

  • Problem: infinite state sequences

  • Solution: discount the individual state rewards by a factor  between 0 and 1:

    • Sooner rewards count more than later rewards

    • Makes sure the total utility stays bounded

    • Helps algorithms converge


Utilities of states
Utilities of states

  • Expected utility obtained by policy starting in state s:

  • The “true” utility of a state, is the expected sum of discounted rewards if the agent executes an optimal policy starting in state s


Finding the utilities of states
Finding the utilities of states

Max node

  • What is the expected utility of taking action a in state s?

  • How do we choose the optimal action?

Chance node

P(s’ | s, a)

U(s’)

  • What is the recursive expression for U(s) in terms of the utilities of its successor states?


The bellman equation
The Bellman equation

  • Recursive relationship between the utilities of successive states:

Receive reward R(s)

Choose optimal action a

End up here with P(s’ | s, a)

Get utility U(s’)

(discounted by )


The bellman equation1
The Bellman equation

  • Recursive relationship between the utilities of successive states:

  • For N states, we get N equations in N unknowns

    • Solving them solves the MDP

    • We can solve them algebraically

    • Two methods: value iteration and policy iteration


Method 1 value iteration
Method 1: Value iteration

  • Start out with every U(s) = 0

  • Iterate until convergence

    • During the ith iteration, update the utility of each state according to this rule:

  • In the limit of infinitely many iterations, guaranteed to find the correct utility values

    • In practice, don’t need an infinite number of iterations…


Value iteration
Value iteration

  • What effect does the update have?

Value iteration demo


Values vs policy
Values vs Policy

  • Basic idea: approximations get refined towards optimal values

  • Policy may converge long before values do


Method 2 policy iteration
Method 2: Policy iteration

  • Start with some initial policy 0 and alternate between the following steps:

    • Policy evaluation: calculate Ui(s) for every state s

    • Policy improvement: calculate a new policy i+1 based on the updated utilities


Policy evaluation
Policy evaluation

  • Given a fixed policy , calculate U(s) for every state s

  • The Bellman equation for the optimal policy:

    • How does it need to change if our policy is fixed?

    • Can solve a linear system to get all the utilities!

    • Alternatively, can apply the following update:



Reinforcement learning
Reinforcement Learning

  • Components:

    • Statess, beginning with initial state s0

    • Actionsa

      • Each state s has actions A(s) available from it

    • Transition model P(s’ | s, a)

    • Reward functionR(s)

  • Policy(s): the action that an agent takes in any given state

    • The “solution”

  • New twist: don’t know Transition model or Reward function ahead of time!

    • Have to actually try actions and states out to learn


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