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DeepReinforcementLearning
Agentileand(almost)mathfreeintroduction
simone@ai-academy.com
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Outline
What, why and where it stands in ML?
General framework
Q-Learning
Deep + ...
Codeanddemo(hopefullyworking...)
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Atari[Nature,2015]
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AlphaGo[Nature,2016]
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"RL tries to understand the optimal way to make
decisions."
David Silver - Research Scientist, Google DeepMind
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Howdoesitwork?
= ( , , , , . . . , , , , )Ht s1 a1 r1 s2 st at rt sT
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Whyitisdi erentfromotherMLsettings?
No supervisor
Delayed feedback
Time matters
Data depends on the Agent policy
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Whatcanwemodel?
Environment & Agent
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Universe

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Environment
import Gym
env = Gym.make('SpaceInvaders-v0')
s = env.step()
# take an action
terminal = False
while not terminal:
next_state, reward, terminal, _ = env.step(action)
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s_1 -> s_2 -> s_3
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Keyassumptions
1. The probability of the next state depends only on the current state
2. Each state contains all the relevant information
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It'sMe,Mario!
Mario wants to break bricks and free the princess!
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Expectedfuturerewards
Any goal can be represented as a sum of intermediate rewards.
[ ∣ ] = [ + γ + + … ∣ ]∑
∞
t=0
γ
t
Rt St R0 R1 γ
2
R2 St
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Tools
1. Policy:
2. Value function:
3. Model:
We have to pick at least 1 of the 3.
π(a|s)
Q(s, a)
(P, R)
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Policy
A policy de nes how the agent behaves.
It takes as input a state and output an action.
It can be stochastic, or deterministic.
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Valuefunction
A value function estimates how much reward the agent can achieve.
It takes as input a (state,action), and output values.
One for each possible action.
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Model
A model is the Agent representation of the environment.
Takes as input a state and output (next_state,reward).
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Designchoice
Balance learning and planning
Explore new actions and exploit good ones
Assign credits for correct actions
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Quick-Q&A
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Howtosolveit?
The goal is to nd the optimalpolicy that maximize the futureexpected
rewards.
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Repeat
1. Prediction: Compute the value of the expected reward from until the
terminal state.
2. Control: Act greedly with respect to the predicted values.
st
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Approximationofthevaluefunction
Monte Carlo (used in Alpha Go)
Temporal Di erence (used in Atari)
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TemporalDi erence
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Pavlovianconditioning
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Updaterule
In rabbits, humans and machines we get the same algorithm:
while True:
Q[t] = Q[t-1] + alpha * (Q_target - Q[t-1])
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Q-Learning[Watkins,1989]
The agent does not have a model of the environment.
Perform actions following a standard policy.
Predict using the target policy.
Which makes it an "o -policy", model-free method.
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Lossfunction
Building on what we learn from the rabbit.
The learning goal is to minimize the following loss function:
Putting all together we get...
Q_target = r + gamma * np.argmax( Q(s, A))
Loss = 1/n * np.sum( (Q_target - Q(s,a))^2)
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DeepQ-Learning
Let's add Neural Networks and we are good to go right?
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Notice...
1. Data are highly correlated
2. The target values are not robust
3. Wild rewards make the value function freaks out
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Wewish...
A stable Q_target, a robust Q and predictable rewards.
But how?
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DeepMindideas
1. Di erent neural networks for Q and Q_target
2. Estimate Q_target using past experiences
3. Update Q_target every C steps
4. Clip rewards between -1 and 1
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Network
Input: an image of shape [None, 42, 42, 4]
4 Conv2D 32 lters, 4x4 kernel
1 Hidden layer of size 256
1 Fully connected layer of size action_size
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Hyperparams
Learning rate: 0.001
Reward clip: (-1, 1)
Gradient clip: 40
Optimizer: AdamOptimizer
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Tools
Challenges
Demo
OpenAI
Tensor ow
General AI Challenge
Stanford
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Resources:
Papers
RL - David Silver
Introduction to RL
Patacchiola Blog
Human Level control
Async Method for DRL
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Q&A
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ThankstoMachineLearning/DataScience
Meetup
simone@ai-academy.com
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