Model-based Adversarial Imitation Learning

Generative adversarial learning is a popular new approach to training generative models which has been proven successful for other related problems as well. The general idea is to maintain an oracle $D$ that discriminates between the expert's data distribution and that of the generative model $G$. The generative model is trained to capture the expert's distribution by maximizing the probability of $D$ misclassifying the data it generates. Overall, the system is \emph{differentiable} end-to-end and is trained using basic backpropagation. This type of learning was successfully applied to the problem of policy imitation in a model-free setup. However, a model-free approach does not allow the system to be differentiable, which requires the use of high-variance gradient estimations. In this paper we introduce the Model based Adversarial Imitation Learning (MAIL) algorithm. A model-based approach for the problem of adversarial imitation learning. We show how to use a forward model to make the system fully differentiable, which enables us to train policies using the (stochastic) gradient of $D$. Moreover, our approach requires relatively few environment interactions, and fewer hyper-parameters to tune. We test our method on the MuJoCo physics simulator and report initial results that surpass the current state-of-the-art.

A Deep Hierarchical Approach to Lifelong Learning in Minecraft

We propose a lifelong learning system that has the ability to reuse and transfer knowledge from one task to another while efficiently retaining the previously learned knowledge-base. Knowledge is transferred by learning reusable skills to solve tasks in Minecraft, a popular video game which is an unsolved and high-dimensional lifelong learning problem. These reusable skills, which we refer to as Deep Skill Networks, are then incorporated into our novel Hierarchical Deep Reinforcement Learning Network (H-DRLN) architecture using two techniques: (1) a deep skill array and (2) skill distillation, our novel variation of policy distillation (Rusu et. al. 2015) for learning skills. Skill distillation enables the HDRLN to efficiently retain knowledge and therefore scale in lifelong learning, by accumulating knowledge and encapsulating multiple reusable skills into a single distilled network. The H-DRLN exhibits superior performance and lower learning sample complexity compared to the regular Deep Q Network (Mnih et. al. 2015) in sub-domains of Minecraft.

Is a picture worth a thousand words? A Deep Multi-Modal Fusion Architecture for Product Classification in e-commerce

Classifying products into categories precisely and efficiently is a major challenge in modern e-commerce. The high traffic of new products uploaded daily and the dynamic nature of the categories raise the need for machine learning models that can reduce the cost and time of human editors. In this paper, we propose a decision level fusion approach for multi-modal product classification using text and image inputs. We train input specific state-of-the-art deep neural networks for each input source, show the potential of forging them together into a multi-modal architecture and train a novel policy network that learns to choose between them. Finally, we demonstrate that our multi-modal network improves the top-1 accuracy % over both networks on a real-world large-scale product classification dataset that we collected fromWalmart.com. While we focus on image-text fusion that characterizes e-commerce domains, our algorithms can be easily applied to other modalities such as audio, video, physical sensors, etc.

Situational Awareness by Risk-Conscious Skills

Hierarchical Reinforcement Learning has been previously shown to speed up the convergence rate of RL planning algorithms as well as mitigate feature-based model misspecification (Mankowitz et. al. 2016a,b, Bacon 2015). To do so, it utilizes hierarchical abstractions, also known as skills -- a type of temporally extended action (Sutton et. al. 1999) to plan at a higher level, abstracting away from the lower-level details. We incorporate risk sensitivity, also referred to as Situational Awareness (SA), into hierarchical RL for the first time by defining and learning risk aware skills in a Probabilistic Goal Semi-Markov Decision Process (PG-SMDP). This is achieved using our novel Situational Awareness by Risk-Conscious Skills (SARiCoS) algorithm which comes with a theoretical convergence guarantee. We show in a RoboCup soccer domain that the learned risk aware skills exhibit complex human behaviors such as `time-wasting' in a soccer game. In addition, the learned risk aware skills are able to mitigate reward-based model misspecification.

Bayesian Reinforcement Learning: A Survey

Bayesian methods for machine learning have been widely investigated, yielding principled methods for incorporating prior information into inference algorithms. In this survey, we provide an in-depth review of the role of Bayesian methods for the reinforcement learning (RL) paradigm. The major incentives for incorporating Bayesian reasoning in RL are: 1) it provides an elegant approach to action-selection (exploration/exploitation) as a function of the uncertainty in learning; and 2) it provides a machinery to incorporate prior knowledge into the algorithms. We first discuss models and methods for Bayesian inference in the simple single-step Bandit model. We then review the extensive recent literature on Bayesian methods for model-based RL, where prior information can be expressed on the parameters of the Markov model. We also present Bayesian methods for model-free RL, where priors are expressed over the value function or policy class. The objective of the paper is to provide a comprehensive survey on Bayesian RL algorithms and their theoretical and empirical properties.

Clustering Time Series and the Surprising Robustness of HMMs

Suppose that we are given a time series where consecutive samples are believed to come from a probabilistic source, that the source changes from time to time and that the total number of sources is fixed. Our objective is to estimate the distributions of the sources. A standard approach to this problem is to model the data as a hidden Markov model (HMM). However, since the data often lacks the Markov or the stationarity properties of an HMM, one can ask whether this approach is still suitable or perhaps another approach is required. In this paper we show that a maximum likelihood HMM estimator can be used to approximate the source distributions in a much larger class of models than HMMs. Specifically, we propose a natural and fairly general non-stationary model of the data, where the only restriction is that the sources do not change too often. Our main result shows that for this model, a maximum-likelihood HMM estimator produces the correct second moment of the data, and the results can be extended to higher moments.

How to Allocate Resources For Features Acquisition?

We study classification problems where features are corrupted by noise and where the magnitude of the noise in each feature is influenced by the resources allocated to its acquisition. This is the case, for example, when multiple sensors share a common resource (power, bandwidth, attention, etc.). We develop a method for computing the optimal resource allocation for a variety of scenarios and derive theoretical bounds concerning the benefit that may arise by non-uniform allocation. We further demonstrate the effectiveness of the developed method in simulations.

Visualizing Dynamics: from t-SNE to SEMI-MDPs

Deep Reinforcement Learning (DRL) is a trending field of research, showing great promise in many challenging problems such as playing Atari, solving Go and controlling robots. While DRL agents perform well in practice we are still missing the tools to analayze their performance and visualize the temporal abstractions that they learn. In this paper, we present a novel method that automatically discovers an internal Semi Markov Decision Process (SMDP) model in the Deep Q Network's (DQN) learned representation. We suggest a novel visualization method that represents the SMDP model by a directed graph and visualize it above a t-SNE map. We show how can we interpret the agent's policy and give evidence for the hierarchical state aggregation that DQNs are learning automatically. Our algorithm is fully automatic, does not require any domain specific knowledge and is evaluated by a novel likelihood based evaluation criteria.

Approachability in unknown games: Online learning meets multi-objective optimization

In the standard setting of approachability there are two players and a target set. The players play repeatedly a known vector-valued game where the first player wants to have the average vector-valued payoff converge to the target set which the other player tries to exclude it from this set. We revisit this setting in the spirit of online learning and do not assume that the first player knows the game structure: she receives an arbitrary vector-valued reward vector at every round. She wishes to approach the smallest ("best") possible set given the observed average payoffs in hindsight. This extension of the standard setting has implications even when the original target set is not approachable and when it is not obvious which expansion of it should be approached instead. We show that it is impossible, in general, to approach the best target set in hindsight and propose achievable though ambitious alternative goals. We further propose a concrete strategy to approach these goals. Our method does not require projection onto a target set and amounts to switching between scalar regret minimization algorithms that are performed in episodes. Applications to global cost minimization and to approachability under sample path constraints are considered.

Deep Reinforcement Learning Discovers Internal Models

Deep Reinforcement Learning (DRL) is a trending field of research, showing great promise in challenging problems such as playing Atari, solving Go and controlling robots. While DRL agents perform well in practice we are still lacking the tools to analayze their performance. In this work we present the Semi-Aggregated MDP (SAMDP) model. A model best suited to describe policies exhibiting both spatial and temporal hierarchies. We describe its advantages for analyzing trained policies over other modeling approaches, and show that under the right state representation, like that of DQN agents, SAMDP can help to identify skills. We detail the automatic process of creating it from recorded trajectories, up to presenting it on t-SNE maps. We explain how to evaluate its fitness and show surprising results indicating high compatibility with the policy at hand. We conclude by showing how using the SAMDP model, an extra performance gain can be squeezed from the agent.