Reinforcement Learning

Source: T. Mitchell, Machine Learning, Chapter 13.

 Overview
• Supervised Learning: Immediate feedback (labels provided for every input).

• Unsupervised Learning: No feedback (no labels provided).

• Reinforcement Learning: Delayed scalar feedback (a number called reward).

• RL deals with agents that must sense & act upon their environment.
This is combines classical AI and machine learning techniques.
It the most comprehensive problem setting.

• Examples:
• A robot cleaning my room and recharging its battery
• Robot-soccer
• How to invest in shares
• Modeling the economy through rational agents
• Learning how to fly a helicopter
• Scheduling planes to their destinations
• and so on
 The Big Picture

Your action influences the state of the world which determines its reward
 Complications
• The outcome of your actions may be uncertain

• You may not be able to perfectly sense the state of the world

• The reward may be stochastic.

• Reward is delayed (i.e. finding food in a maze)

• You may have no clue (model) about how the world responds to your actions.

• You may have no clue (model) of how rewards are being paid off.

• The world may change while you try to learn it

• How much time do you need to explore uncharted territory before you
exploit what you have learned?
 The Task
• To learn an optimal policy that maps states of the world to actions of the agent.
I.e., if this patch of room is dirty, I clean it. If my battery is empty, I recharge it.

• What is it that the agent tries to optimize?

Answer: the total future discounted reward:

Note: immediate reward is worth more than future reward.

What would happen to mouse in a maze with gamma = 0 ?
 Value Function
• Let’s say we have access to the optimal value function that computes the
total future discounted reward

• What would be the optimal policy ?

• Answer: we choose the action that maximizes:

• We assume that we know what the reward will be if we perform action “a” in
state “s”:

• We also assume we know what the next state of the world will be if we perform
action “a” in state “s”:
 Example I
• Consider some complicated graph, and we would like to find the shortest
path from a node Si to a goal node G.

• Traversing an edge will cost you “length edge” dollars.

• The value function encodes the total remaining Si

distance to the goal node from any node s, i.e.
V(s) = “1 / distance” to goal from s.

• If you know V(s), the problem is trivial. You simply

G
choose the node that has highest V(s).
Example II
Find your way to the goal.
 Q-Function Bellman Equation:

• One approach to RL is then to try to estimate V*(s).

• However, this approach requires you to know r(s,a) and delta(s,a).

• This is unrealistic in many real problems. What is the reward if a robot

is exploring mars and decides to take a right turn?

• Fortunately we can circumvent this problem by exploring and experiencing

how the world reacts to our actions. We need to learn r & delta.

• We want a function that directly learns good state-action pairs, i.e.

what action should I take in this state. We call this Q(s,a).

• Given Q(s,a) it is now trivial to execute the optimal policy, without knowing
r(s,a) and delta(s,a). We have:
 Example II

Check that
 Q-Learning

• This still depends on r(s,a) and delta(s,a).

• However, imagine the robot is exploring its environment, trying new actions
as it goes.

• At every step it receives some reward “r”, and it observes the environment
change into a new state s’ for action a.
How can we use these observations, (s,a,s’,r) to learn a model?

s’=st+1
 Q-Learning
s’=st+1

• This equation continually estimates Q at state s consistent with an estimate

of Q at state s’, one step in the future: temporal difference (TD) learning.

• Note that s’ is closer to goal, and hence more “reliable”, but still an estimate itself.

• Updating estimates based on other estimates is called bootstrapping.

• We do an update after each state-action pair. I.e., we are learning online!

• We are learning useful things about explored state-action pairs. These are typically
most useful because they are likely to be encountered again.

• Under suitable conditions, these updates can actually be proved to converge to the
real answer.
 Example Q-Learning

Q-learning propagates Q-estimates 1-step backwards

 Exploration / Exploitation

• It is very important that the agent does not simply follow the current policy
when learning Q. (off-policy learning).The reason is that you may get stuck
in a suboptimal solution. I.e. there may be other solutions out there that you
have never seen.

• Hence it is good to try new things so now and then, e.g.

If T large lots of exploring, if T small follow current policy.
One can decrease T over time.
 Improvements
• One can trade-off memory and computation by cashing (s,s’,r) for observed
transitions. After a while, as Q(s’,a’) has changed, you can “replay” the update:

• One can actively search for state-action pairs for which Q(s,a) is
expected to change a lot (prioritized sweeping).

• One can do updates along the sampled path much further back than just
one step ( learning).
 Extensions
• To deal with stochastic environments, we need to maximize
expected future discounted reward:

• Often the state space is too large to deal with all states. In this case we
need to learn a function:

• Neural network with back-propagation have been quite successful.

• For instance, TD-Gammon is a back-gammon program that plays at expert level.

state-space very large, trained by playing against itself, uses NN to approximate
value function, uses TD(lambda) for learning.
 More on Function Approximation
• For instance: linear function:

The features Phi are fixed measurements of the state (e.g. # stones on the board).
We only learn the parameters theta.

• Update rule: (start in state s, take action a, observe reward r and end up in state s’)

change in Q
 Conclusion
• Reinforcement learning addresses a very broad and relevant question:
How can we learn to survive in our environment?

• We have looked at Q-learning, which simply learns from experience.

No model of the world is needed.

• We made simplifying assumptions: e.g. state of the world only depends on

last state and action. This is the Markov assumption. The model is called
a Markov Decision Process (MDP).

• We assumed deterministic dynamics, reward function, but the world really is

stochastic.

• There are many extensions to speed up learning.

• There have been many successful real world applications.

http://elsy.gdan.pl/index.php?option=com_content&task=view&id=20&Itemid=39