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Reinforcement Learning: An Introduction (2018) [pdf]

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Re: Reinforcement Learning: An Introduction (2018) [pdf]

#21
post #6

With all its hype in RL, I am yet to see significant real life problems solved with it. I am afraid with all the funding going into it, and nothing to show for except being able to play complex games, this might contribute to the mistrust in proper utilization of research funds. Also the reproducibility problem in RL is many times worse than in ML.

Any area of statistics that does sequential sampling can be framed as RL.

Two areas that stand out to me are all non trivial forms of A/B testing and adaptive (educational) assessment.

Re: Reinforcement Learning: An Introduction (2018) [pdf]

#22
post #16

Earlier quoted context omitted.

Thanks for the insight on RL. That's good context for me. I would say though that from my experience, computational cost is rarely the issue with model-based control, because there are various attacks ranging from model simplification (surrogate models, piecewise-affine multi-models i.e. switching between many simpler local models, etc) to precomputing the optimal control law [1] to embedding the model in silicon. Al…

(disclaimer: I am not a RL researcher) I think grandparent was using 'model' to refer to model-based or 'value-based' reinforcement learning algorithms (as distinct from 'model-free' methods (ex: 'policy-based' methods)). I don't think they were directly referring to the same 'model' as is meant by MPC. In RL, the goal is to try to find a function that produces actions that optimize the expected reward of some reward…

Thanks for sharing some really interesting thoughts. Just to add on to your comment...

The goal of optimal control is broadly similar to RL in that it aims to optimize some expected reward function by optimizing action selection for implementation in the environment.

The difference is the optimal control does not seek to learn either a representation or a policy in real-time -- it assumes both are known a priori.

Both can be thought of as containing hidden Markov models, though in optimal control the transition functions are assumed to be known whereas in RL they are unknown.

Another difference is that in control theory, we assume there is always a model -- though some models are implicit. You see, control algorithms either assume that the environment is explicitly characterized (model-based, like MPC), or that the controller contains an implicit model of the environment (internal model control principle, i.e. we adjust tuning parameters in PID control... there's no explicit model, but a correctly tuned controller behaves like a model-inverse/mirror of reality). In either of these cases, either the implicit or explicit model are arrived at before hand -- once deployed, no learning or continual updating of the controller structure is done.

In contrast, RL has an exploration (i.e. learning) component that is missing from most control algorithms [1], and actively trades-off exploration vs exploitation. In that sense, RL encompasses a larger class of problems than just control theory, whereas control theory is specialized towards the exploitation part of the exploration vs exploitation spectrum.

[1] Though there are some learning controllers like ILCs (iterative learning control) and adaptive controllers which continually adapt to the environment. They have a weakness (perhaps RL suffers from the same) in that if a transient anomalous event comes through, they learn it and it messes up their subsequent behavior...

Re: Reinforcement Learning: An Introduction (2018) [pdf]

#23
post #7
post #4

Earlier quoted context omitted.

I hope it grows in popularity if only because its an interesting take on learning. I did a course on RL in 2007 and our textbook was the 1st edition of this book - back then, it was perceived to be a very niche area and a lot of ML practitioners (there weren't many of those either :) ) had only just about heard of RL. I am happy that it's popular today.

> I am happy that it's popular today. For doing what?

Doesn't the Roomba use a form of RL?

Re: Reinforcement Learning: An Introduction (2018) [pdf]

#24

The authors , Barto and Sutton take such a complicated subject and explain it in such simple prose. I don’t think think I’ve read any other work that does this as well. Also RL is only going to grow in use and popularity. Highly recommend it for mL practitioners.

I also recommend interested people to watch David Silver's RL lectures at UCL on YouTube. He covers material from the book.

https://www.youtube.com/watch?v=2pWv7GOvuf0&list=PL7-jPKtc4r...

Re: Reinforcement Learning: An Introduction (2018) [pdf]

#25

If you ever feel like trying out the algorithms contained in the book without going to the trouble of reimplementing everything from scratch feel free to come over to https://github.com/Svalorzen/AI-Toolbox . This is a library I have maintained during the past 5 years and implements quite a lot of RL algorithms, and can be used with both C++ and Python. It's very focused on being understandable and having a clear doc…

Cool! I'd also like to plug my own RL-related repositories: https://github.com/rldotai/rl-algorithms and https://github.com/rldotai/mdpy .

The first one implements some of the more "exotic" temporal difference learning algorithms (Gradient, Emphatic, Direct Variance) with links to the associated papers. It's in Python and heavily documented.

The second one (mdpy) has code for analyzing MDPs (with a particular focus on RL), so you can look at what the solutions to the algorithms might be under linear function approximation. I wrote it when I was trying to get a feel for what the math meant and continue to find it helpful, particularly when I'm dubious about the results of some calculation.

Re: Reinforcement Learning: An Introduction (2018) [pdf]

#26
post #22

Earlier quoted context omitted.

(disclaimer: I am not a RL researcher) I think grandparent was using 'model' to refer to model-based or 'value-based' reinforcement learning algorithms (as distinct from 'model-free' methods (ex: 'policy-based' methods)). I don't think they were directly referring to the same 'model' as is meant by MPC. In RL, the goal is to try to find a function that produces actions that optimize the expected reward of some reward…

Thanks for sharing some really interesting thoughts. Just to add on to your comment... The goal of optimal control is broadly similar to RL in that it aims to optimize some expected reward function by optimizing action selection for implementation in the environment. The difference is the optimal control does not seek to learn either a representation or a policy in real-time -- it assumes both are known a priori. Bot…

I’m not sure how comparable adaptive control theory notions are to “reinforcement learning”. Adaptive obviously isn’t a perfectly defined word — but your usage makes me think you might be pondering applying RL to non-stationary environments which I’m not sure is something RL would currently be necessarily likely to perform well for - many reinforcement learning techniques _do_ require (or at least perform much better) when the environment is approximately stationary — of course it can be stochastic but the distributions should be mostly fixed or else convergence challenges are likely to be exacerbated.
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