2024-04-18 更新
Offline Trajectory Generalization for Offline Reinforcement Learning
Authors:Ziqi Zhao, Zhaochun Ren, Liu Yang, Fajie Yuan, Pengjie Ren, Zhumin Chen, jun Ma, Xin Xin
Offline reinforcement learning (RL) aims to learn policies from static datasets of previously collected trajectories. Existing methods for offline RL either constrain the learned policy to the support of offline data or utilize model-based virtual environments to generate simulated rollouts. However, these methods suffer from (i) poor generalization to unseen states; and (ii) trivial improvement from low-qualified rollout simulation. In this paper, we propose offline trajectory generalization through world transformers for offline reinforcement learning (OTTO). Specifically, we use casual Transformers, a.k.a. World Transformers, to predict state dynamics and the immediate reward. Then we propose four strategies to use World Transformers to generate high-rewarded trajectory simulation by perturbing the offline data. Finally, we jointly use offline data with simulated data to train an offline RL algorithm. OTTO serves as a plug-in module and can be integrated with existing offline RL methods to enhance them with better generalization capability of transformers and high-rewarded data augmentation. Conducting extensive experiments on D4RL benchmark datasets, we verify that OTTO significantly outperforms state-of-the-art offline RL methods.
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Continual Offline Reinforcement Learning via Diffusion-based Dual Generative Replay
Authors:Jinmei Liu, Wenbin Li, Xiangyu Yue, Shilin Zhang, Chunlin Chen, Zhi Wang
We study continual offline reinforcement learning, a practical paradigm that facilitates forward transfer and mitigates catastrophic forgetting to tackle sequential offline tasks. We propose a dual generative replay framework that retains previous knowledge by concurrent replay of generated pseudo-data. First, we decouple the continual learning policy into a diffusion-based generative behavior model and a multi-head action evaluation model, allowing the policy to inherit distributional expressivity for encompassing a progressive range of diverse behaviors. Second, we train a task-conditioned diffusion model to mimic state distributions of past tasks. Generated states are paired with corresponding responses from the behavior generator to represent old tasks with high-fidelity replayed samples. Finally, by interleaving pseudo samples with real ones of the new task, we continually update the state and behavior generators to model progressively diverse behaviors, and regularize the multi-head critic via behavior cloning to mitigate forgetting. Experiments demonstrate that our method achieves better forward transfer with less forgetting, and closely approximates the results of using previous ground-truth data due to its high-fidelity replay of the sample space. Our code is available at \href{https://github.com/NJU-RL/CuGRO}{https://github.com/NJU-RL/CuGRO}.
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Simplex Decomposition for Portfolio Allocation Constraints in Reinforcement Learning
Authors:David Winkel, Niklas Strauß, Matthias Schubert, Thomas Seidl
Portfolio optimization tasks describe sequential decision problems in which the investor’s wealth is distributed across a set of assets. Allocation constraints are used to enforce minimal or maximal investments into particular subsets of assets to control for objectives such as limiting the portfolio’s exposure to a certain sector due to environmental concerns. Although methods for constrained Reinforcement Learning (CRL) can optimize policies while considering allocation constraints, it can be observed that these general methods yield suboptimal results. In this paper, we propose a novel approach to handle allocation constraints based on a decomposition of the constraint action space into a set of unconstrained allocation problems. In particular, we examine this approach for the case of two constraints. For example, an investor may wish to invest at least a certain percentage of the portfolio into green technologies while limiting the investment in the fossil energy sector. We show that the action space of the task is equivalent to the decomposed action space, and introduce a new reinforcement learning (RL) approach CAOSD, which is built on top of the decomposition. The experimental evaluation on real-world Nasdaq-100 data demonstrates that our approach consistently outperforms state-of-the-art CRL benchmarks for portfolio optimization.
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Function Approximation for Reinforcement Learning Controller for Energy from Spread Waves
Authors:Soumyendu Sarkar, Vineet Gundecha, Sahand Ghorbanpour, Alexander Shmakov, Ashwin Ramesh Babu, Avisek Naug, Alexandre Pichard, Mathieu Cocho
The industrial multi-generator Wave Energy Converters (WEC) must handle multiple simultaneous waves coming from different directions called spread waves. These complex devices in challenging circumstances need controllers with multiple objectives of energy capture efficiency, reduction of structural stress to limit maintenance, and proactive protection against high waves. The Multi-Agent Reinforcement Learning (MARL) controller trained with the Proximal Policy Optimization (PPO) algorithm can handle these complexities. In this paper, we explore different function approximations for the policy and critic networks in modeling the sequential nature of the system dynamics and find that they are key to better performance. We investigated the performance of a fully connected neural network (FCN), LSTM, and Transformer model variants with varying depths and gated residual connections. Our results show that the transformer model of moderate depth with gated residual connections around the multi-head attention, multi-layer perceptron, and the transformer block (STrXL) proposed in this paper is optimal and boosts energy efficiency by an average of 22.1% for these complex spread waves over the existing spring damper (SD) controller. Furthermore, unlike the default SD controller, the transformer controller almost eliminated the mechanical stress from the rotational yaw motion for angled waves. Demo: https://tinyurl.com/yueda3jh
PDF IJCAI 2023, Proceedings of the Thirty-Second International Joint Conference on Artificial IntelligenceAugust 2023
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