(Passive) Reinforcement Learning

Similar to a Markov Decision Problem with states \(s \in S\) and actions \(a \in A\), with \(T(s, a, s^\prime)\) and \(R(s, a, s^\prime)\) being unknown!

  • States and actions must be tried out

Passive Reinforcement Learning

The agent learns from its experiences.

Model-Based

Step 1: Learn empirical MDP model

  • Count outcomes \(s^\prime\) for each \(s, a\)
  • Normalize to give an estimate \(\hat{T}(s, a, s^\prime)\)
  • Discover each \(\hat{R}(s, a, s^\prime)\) when we experience \((s, a, s^\prime)\)

Step 2: Solve the learned MDP

Use value iteration as with normal MDPs. Repeat steps one and two as needed.

Model-Free

Task: “policy evaluation”

  • Input: a fixed policy \(\pi(s)\)
  • No knowledge of \(T(s, a, s^\prime)\) or \(R(s, a, s^\prime)\)
  • Goal ist to learn the state values

In this case the learner has no choice about what actions to take, it just executes the policy and learns from experience.

There are two methods for Value-learning:

  1. Direct Evaluation
  2. Temporal Difference Value Learning

And one for Q-Learning.

Direct Evaluation

Goal: Compute values for each state under \(\pi\)

Idea: Average together observed sample values

  1. Act according to \(\pi\)
  2. Every time you visit a state, write down what the sum of discounted rewards turned out to be
  3. Average those samples

Benefits

  • Easy to understand
  • No knowledge of \(T\) or \(R\) required
  • Eventually computes the correct average

Disadvantages

  • Wastes information about state connections
  • Each state must be learned separately
  • As a result, takes a long time

Temporal Difference Learning

TD value leaning is a model-free way to do policy evaluation, mimicking Bellman updates with running sample averages.

\begin{align} \text{sample}_i &= R(s, \pi(s), s^\prime_i) + \gamma V_k^\pi (s^\prime_i)\\ V_{k+1}^{\pi} (s) & \leftarrow \frac{1}{n} \sum_i \text{sample}_i \end{align}

Exponential Moving Average

\begin{equation} \overline{x}_n = (1 - \alpha) \cdot \overline{x}_{n-1} + \alpha \cdot x_n \end{equation}

  • Makes recent samples more important
  • Forgets about the past (distant past values were wrong anyway)
  • Decreasing learning rate \(\alpha\) can give converging averages

Q-Learning

Learns the \(Q\)-values as-you-go, not values. Makes action selection model-free too.

  • Start with \(Q_0(s,a) = 0\)
  • Given \(Q_k\), calculate the depth \(k+1\) \(q\)-values for all \(q\)-states: \begin{equation} Q_{k+1}(s,a) \leftarrow \sum_{s^\prime} T(s, a, s^\prime) \left[R(s, a, s^\prime) + \gamma \max_{a^\prime} Q_k (s^\prime, a^\prime) \right] \end{equation}
  1. Receive a sample \((s,a,s^\prime,r)\)
  2. Consider your old estimate: \(Q(s, a)\)
  3. Consider your new sample estimate: \(\text{sample} = R(s, a, s^\prime) + \gamma \max_{a^\prime} Q(s^\prime a^\prime)\)
  4. Incorporate the new estimate into a running average: \(Q(s, a) \leftarrow (1 - \alpha) Q(s,a) + (\alpha) [\text{sample}]\)

Off-policy learning: Q-learning converges to optimal policy, even with non-optimal actions.

  • You have to explore enough
  • The learning rate has to (very) gradually decrease

Active Reinforcement Learning

The agent also needs to decide how to collect experiences. Applies to model-based and model-free. In the lecture, only Q-Learning is covered!

There is a tradeoff between exploration and exploitation: “stay in the usual place that is okay” vs. “risk something new.” There are two possibilities to force exploration:

  1. random actions \(\epsilon\)-greedy: act randomly with a small probability, or (more probably) act on current policy
  2. exploration functions: explore areas whose badness is not yet established and eventually stop exploring.

Exploration Functions

Takes a value estimate \(u\) and a visit count \(n\), and returns an optimistic utility such as \(f(u, n) = u + \frac{k}{n}\)

Regret

Regret is a measure of your total mistake cost: difference between your (expected) rewards and and optimal (expected) rewards.

Random exploration has a higher regret than exploration functions.

Approximate Reinforcement Learning

Useful for large state spaces. In realistic scenarios you cannot possibly learn every single state/\(q\)-value. There are both too many states to visit and not enough memory.

A slightly different state would not be recognized anymore by non-approximated learning methods. The goal here is to generalize experience to new, similar situations, saving time and space.

Feature-Based Representations: describe a state using a vector of features (properties)

Linear Value Functions: Using a feature representation, we can write a \(q\) function (or value function) for any state using a few weights: \begin{align} V(s) &= \sum_{i=1}^n w_i f_i (s)\\ Q(s, a) &= \sum_{i=1}^n w_i f_i (s, a) \end{align} Advantage: our experience is summed up in a few powerful numbers. Disadvantage: states may share features but actually be very different in value!

Approximate Q-Learning

Adjust weights of active features. If something unexpectedly bad happens, blame the features that were on: disprefer all states with that state’s features. \begin{align} \text{transition} &= (s, a, r, s^\prime)\\ \text{difference} &= \left[ r + \gamma \max_{a^\prime} Q(s^\prime, a^\prime) \right] - Q(s,a)\\ Q(s, a) & \leftarrow Q(s, a) + \alpha [\text{difference}]\\ w_i & \leftarrow w_i + \alpha [\text{difference}] f_i (s, a) \end{align}

Least-Squares

Optimization technique, can be used for linear-regression, such as comparing the observation \(y\) to the prediction \(\hat{y}\).

\begin{align} \text{total error} &= \sum_i (y_i - \hat{y}_i)^2\\ &= \sum_i \left( y_i - \sum_k w_k f_k (x_i) \right)^2 \end{align}

2023-07-05