NIJul 5, 2022
Implementing Reinforcement Learning Datacenter Congestion Control in NVIDIA NICsBenjamin Fuhrer, Yuval Shpigelman, Chen Tessler et al. · nvidia
As communication protocols evolve, datacenter network utilization increases. As a result, congestion is more frequent, causing higher latency and packet loss. Combined with the increasing complexity of workloads, manual design of congestion control (CC) algorithms becomes extremely difficult. This calls for the development of AI approaches to replace the human effort. Unfortunately, it is currently not possible to deploy AI models on network devices due to their limited computational capabilities. Here, we offer a solution to this problem by building a computationally-light solution based on a recent reinforcement learning CC algorithm [arXiv:2207.02295]. We reduce the inference time of RL-CC by x500 by distilling its complex neural network into decision trees. This transformation enables real-time inference within the $μ$-sec decision-time requirement, with a negligible effect on quality. We deploy the transformed policy on NVIDIA NICs in a live cluster. Compared to popular CC algorithms used in production, RL-CC is the only method that performs well on all benchmarks tested over a large range of number of flows. It balances multiple metrics simultaneously: bandwidth, latency, and packet drops. These results suggest that data-driven methods for CC are feasible, challenging the prior belief that handcrafted heuristics are necessary to achieve optimal performance.
LGMay 30, 2022
Reinforcement Learning with a TerminatorGuy Tennenholtz, Nadav Merlis, Lior Shani et al. · nvidia
We present the problem of reinforcement learning with exogenous termination. We define the Termination Markov Decision Process (TerMDP), an extension of the MDP framework, in which episodes may be interrupted by an external non-Markovian observer. This formulation accounts for numerous real-world situations, such as a human interrupting an autonomous driving agent for reasons of discomfort. We learn the parameters of the TerMDP and leverage the structure of the estimation problem to provide state-wise confidence bounds. We use these to construct a provably-efficient algorithm, which accounts for termination, and bound its regret. Motivated by our theoretical analysis, we design and implement a scalable approach, which combines optimism (w.r.t. termination) and a dynamic discount factor, incorporating the termination probability. We deploy our method on high-dimensional driving and MinAtar benchmarks. Additionally, we test our approach on human data in a driving setting. Our results demonstrate fast convergence and significant improvement over various baseline approaches.
LGJan 30, 2023
Policy Gradient with Tree ExpansionGal Dalal, Assaf Hallak, Gugan Thoppe et al. · nvidia
Policy gradient methods are notorious for having a large variance and high sample complexity. To mitigate this, we introduce SoftTreeMax -- a generalization of softmax that employs planning. In SoftTreeMax, we extend the traditional logits with the multi-step discounted cumulative reward, topped with the logits of future states. We analyze SoftTreeMax and explain how tree expansion helps to reduce its gradient variance. We prove that the variance depends on the chosen tree-expansion policy. Specifically, we show that the closer the induced transitions are to being state-independent, the stronger the variance decay. With approximate forward models, we prove that the resulting gradient bias diminishes with the approximation error while retaining the same variance reduction. Ours is the first result to bound the gradient bias for an approximate model. In a practical implementation of SoftTreeMax, we utilize a parallel GPU-based simulator for fast and efficient tree expansion. Using this implementation in Atari, we show that SoftTreeMax reduces the gradient variance by three orders of magnitude. This leads to better sample complexity and improved performance compared to distributed PPO.
LGSep 28, 2022
SoftTreeMax: Policy Gradient with Tree SearchGal Dalal, Assaf Hallak, Shie Mannor et al. · nvidia
Policy-gradient methods are widely used for learning control policies. They can be easily distributed to multiple workers and reach state-of-the-art results in many domains. Unfortunately, they exhibit large variance and subsequently suffer from high-sample complexity since they aggregate gradients over entire trajectories. At the other extreme, planning methods, like tree search, optimize the policy using single-step transitions that consider future lookahead. These approaches have been mainly considered for value-based algorithms. Planning-based algorithms require a forward model and are computationally intensive at each step, but are more sample efficient. In this work, we introduce SoftTreeMax, the first approach that integrates tree-search into policy gradient. Traditionally, gradients are computed for single state-action pairs. Instead, our tree-based policy structure leverages all gradients at the tree leaves in each environment step. This allows us to reduce the variance of gradients by three orders of magnitude and to benefit from better sample complexity compared with standard policy gradient. On Atari, SoftTreeMax demonstrates up to 5x better performance in faster run-time compared with distributed PPO.
SYMar 17, 2016
Distributed Scenario-Based Optimization for Asset Management in a Hierarchical Decision Making EnvironmentGal Dalal, Elad Gilboa, Shie Mannor
Asset management attempts to keep the power system in working conditions. It requires much coordination between multiple entities and long term planning often months in advance. In this work we introduce a mid-term asset management formulation as a stochastic optimization problem, that includes three hierarchical layers of decision making, namely the mid-term, short-term and real-time. We devise a tractable scenario approximation technique for efficiently assessing the complex implications a maintenance schedule inflicts on a power system. This is done using efficient Monte-Carlo simulations that trade-off between accuracy and tractability. We then present our implementation of a distributed scenario-based optimization algorithm for solving our formulation, and use an updated PJM 5-bus system to show a solution that is cheaper than other maintenance heuristics that are likely to be considered by TSOs.
LGJul 11, 2024
Gradient Boosting Reinforcement LearningBenjamin Fuhrer, Chen Tessler, Gal Dalal
We present Gradient Boosting Reinforcement Learning (GBRL), a framework that adapts the strengths of gradient boosting trees (GBT) to reinforcement learning (RL) tasks. While neural networks (NNs) have become the de facto choice for RL, they face significant challenges with structured and categorical features and tend to generalize poorly to out-of-distribution samples. These are challenges for which GBTs have traditionally excelled in supervised learning. However, GBT's application in RL has been limited. The design of traditional GBT libraries is optimized for static datasets with fixed labels, making them incompatible with RL's dynamic nature, where both state distributions and reward signals evolve during training. GBRL overcomes this limitation by continuously interleaving tree construction with environment interaction. Through extensive experiments, we demonstrate that GBRL outperforms NNs in domains with structured observations and categorical features while maintaining competitive performance on standard continuous control benchmarks. Like its supervised learning counterpart, GBRL demonstrates superior robustness to out-of-distribution samples and better handles irregular state-action relationships.
LGMar 16
More Test-Time Compute Can Hurt: Overestimation Bias in LLM Beam SearchGal Dalal, Assaf Hallak, Gal Chechik et al.
Wider beam search should improve LLM reasoning, but when should you stop widening? Prior work on beam width selection has focused on inference efficiency \citep{qin2025dsbd, freitag2017beam}, without analyzing whether wider search can \emph{hurt} output quality. We present an analysis, grounded in Extreme Value Theory, that answers this question. Beam selection over noisy scorer outputs introduces a systematic overestimation bias that grows with the candidate pool size, and we derive a maximum useful beam width $\hat{k}$ beyond which search degrades performance. This critical width depends on the signal-to-noise ratio of the scorer: $\hat{k}$ grows exponentially with $(Î/Ï)^2$, where $Î> 0$ is the quality advantage of correct paths over incorrect ones and $Ï$ is the scorer noise. We validate this theory by comparing perplexity-guided and PRM-guided beam search across three 7B-parameter models and ten domains on MR-BEN (5,975 questions). Perplexity scoring, with its high noise, yields $\hat{k} = 1$: search provides no benefit at any width tested. PRM scoring, with lower noise, yields $\hat{k} \geq 4$, with gains of up to 8.9 percentage points. The same model, the same algorithm, but different scorers place $\hat{k}$ at opposite ends of the beam width range. Our analysis identifies the scorer's signal-to-noise ratio as the key quantity governing beam width selection, and we propose diagnostic indicators for choosing the beam width in practice.
AIDec 12, 2025
Reliable Policy Iteration: Performance Robustness Across Architecture and Environment PerturbationsS. R. Eshwar, Aniruddha Mukherjee, Kintan Saha et al.
In a recent work, we proposed Reliable Policy Iteration (RPI), that restores policy iteration's monotonicity-of-value-estimates property to the function approximation setting. Here, we assess the robustness of RPI's empirical performance on two classical control tasks -- CartPole and Inverted Pendulum -- under changes to neural network and environmental parameters. Relative to DQN, Double DQN, DDPG, TD3, and PPO, RPI reaches near-optimal performance early and sustains this policy as training proceeds. Because deep RL methods are often hampered by sample inefficiency, training instability, and hyperparameter sensitivity, our results highlight RPI's promise as a more reliable alternative.
AIApr 8, 2024Code
Tree Search-Based Policy Optimization under Stochastic Execution DelayDavid Valensi, Esther Derman, Shie Mannor et al.
The standard formulation of Markov decision processes (MDPs) assumes that the agent's decisions are executed immediately. However, in numerous realistic applications such as robotics or healthcare, actions are performed with a delay whose value can even be stochastic. In this work, we introduce stochastic delayed execution MDPs, a new formalism addressing random delays without resorting to state augmentation. We show that given observed delay values, it is sufficient to perform a policy search in the class of Markov policies in order to reach optimal performance, thus extending the deterministic fixed delay case. Armed with this insight, we devise DEZ, a model-based algorithm that optimizes over the class of Markov policies. DEZ leverages Monte-Carlo tree search similar to its non-delayed variant EfficientZero to accurately infer future states from the action queue. Thus, it handles delayed execution while preserving the sample efficiency of EfficientZero. Through a series of experiments on the Atari suite, we demonstrate that although the previous baseline outperforms the naive method in scenarios with constant delay, it underperforms in the face of stochastic delays. In contrast, our approach significantly outperforms the baselines, for both constant and stochastic delays. The code is available at http://github.com/davidva1/Delayed-EZ .
AIJul 4, 2021Code
Improve Agents without Retraining: Parallel Tree Search with Off-Policy CorrectionAssaf Hallak, Gal Dalal, Steven Dalton et al.
Tree Search (TS) is crucial to some of the most influential successes in reinforcement learning. Here, we tackle two major challenges with TS that limit its usability: \textit{distribution shift} and \textit{scalability}. We first discover and analyze a counter-intuitive phenomenon: action selection through TS and a pre-trained value function often leads to lower performance compared to the original pre-trained agent, even when having access to the exact state and reward in future steps. We show this is due to a distribution shift to areas where value estimates are highly inaccurate and analyze this effect using Extreme Value theory. To overcome this problem, we introduce a novel off-policy correction term that accounts for the mismatch between the pre-trained value and its corresponding TS policy by penalizing under-sampled trajectories. We prove that our correction eliminates the above mismatch and bound the probability of sub-optimal action selection. Our correction significantly improves pre-trained Rainbow agents without any further training, often more than doubling their scores on Atari games. Next, we address the scalability issue given by the computational complexity of exhaustive TS that scales exponentially with the tree depth. We introduce Batch-BFS: a GPU breadth-first search that advances all nodes in each depth of the tree simultaneously. Batch-BFS reduces runtime by two orders of magnitude and, beyond inference, enables also training with TS of depths that were not feasible before. We train DQN agents from scratch using TS and show improvement in several Atari games compared to both the original DQN and the more advanced Rainbow. The code for BCTS can be found in \url{https://github.com/NVlabs/bcts}.
LGJan 28, 2021Code
Acting in Delayed Environments with Non-Stationary Markov PoliciesEsther Derman, Gal Dalal, Shie Mannor
The standard Markov Decision Process (MDP) formulation hinges on the assumption that an action is executed immediately after it was chosen. However, assuming it is often unrealistic and can lead to catastrophic failures in applications such as robotic manipulation, cloud computing, and finance. We introduce a framework for learning and planning in MDPs where the decision-maker commits actions that are executed with a delay of $m$ steps. The brute-force state augmentation baseline where the state is concatenated to the last $m$ committed actions suffers from an exponential complexity in $m$, as we show for policy iteration. We then prove that with execution delay, deterministic Markov policies in the original state-space are sufficient for attaining maximal reward, but need to be non-stationary. As for stationary Markov policies, we show they are sub-optimal in general. Consequently, we devise a non-stationary Q-learning style model-based algorithm that solves delayed execution tasks without resorting to state-augmentation. Experiments on tabular, physical, and Atari domains reveal that it converges quickly to high performance even for substantial delays, while standard approaches that either ignore the delay or rely on state-augmentation struggle or fail due to divergence. The code is available at github.com/galdl/rl_delay_basic and github.com/galdl/rl_delay_atari.
LGFeb 15, 2024
Exploration-Driven Policy Optimization in RLHF: Theoretical Insights on Efficient Data UtilizationYihan Du, Anna Winnicki, Gal Dalal et al.
Reinforcement Learning from Human Feedback (RLHF) has achieved impressive empirical successes while relying on a small amount of human feedback. However, there is limited theoretical justification for this phenomenon. Additionally, most recent studies focus on value-based algorithms despite the recent empirical successes of policy-based algorithms. In this work, we consider an RLHF algorithm based on policy optimization (PO-RLHF). The algorithm is based on the popular Policy Cover-Policy Gradient (PC-PG) algorithm, which assumes knowledge of the reward function. In PO-RLHF, knowledge of the reward function is not assumed, and the algorithm uses trajectory-based comparison feedback to infer the reward function. We provide performance bounds for PO-RLHF with low query complexity, which provides insight into why a small amount of human feedback may be sufficient to achieve good performance with RLHF. A key novelty is a trajectory-level elliptical potential analysis, which bounds the reward estimation error when comparison feedback (rather than numerical reward observation) is given. We provide and analyze algorithms PG-RLHF and NN-PG-RLHF for two settings: linear and neural function approximation, respectively.
LGJun 8, 2025
Monotone and Conservative Policy Iteration Beyond the Tabular CaseS. R. Eshwar, Gugan Thoppe, Ananyabrata Barua et al.
We introduce Reliable Policy Iteration (RPI) and Conservative RPI (CRPI), variants of Policy Iteration (PI) and Conservative PI (CPI), that retain tabular guarantees under function approximation. RPI uses a novel Bellman-constrained optimization for policy evaluation. We show that RPI restores the textbook \textit{monotonicity} of value estimates and that these estimates provably \textit{lower-bound} the true return; moreover, their limit partially satisfies the \textit{unprojected} Bellman equation. CRPI shares RPI's evaluation, but updates policies conservatively by maximizing a new performance-difference \textit{lower bound} that explicitly accounts for function-approximation-induced errors. CRPI inherits RPI's guarantees and, crucially, admits per-step improvement bounds. In initial simulations, RPI and CRPI outperform PI and its variants. Our work addresses a foundational gap in RL: popular algorithms such as TRPO and PPO derive from tabular CPI yet are deployed with function approximation, where CPI's guarantees often fail-leading to divergence, oscillations, or convergence to suboptimal policies. By restoring PI/CPI-style guarantees for \textit{arbitrary} function classes, RPI and CRPI provide a principled basis for next-generation RL.
LGFeb 3, 2025
Reinforcement Learning with Segment FeedbackYihan Du, Anna Winnicki, Gal Dalal et al.
Standard reinforcement learning (RL) assumes that an agent can observe a reward for each state-action pair. However, in practical applications, it is often difficult and costly to collect a reward for each state-action pair. While there have been several works considering RL with trajectory feedback, it is unclear if trajectory feedback is inefficient for learning when trajectories are long. In this work, we consider a model named RL with segment feedback, which offers a general paradigm filling the gap between per-state-action feedback and trajectory feedback. In this model, we consider an episodic Markov decision process (MDP), where each episode is divided into $m$ segments, and the agent observes reward feedback only at the end of each segment. Under this model, we study two popular feedback settings: binary feedback and sum feedback, where the agent observes a binary outcome and a reward sum according to the underlying reward function, respectively. To investigate the impact of the number of segments $m$ on learning performance, we design efficient algorithms and establish regret upper and lower bounds for both feedback settings. Our theoretical and experimental results show that: under binary feedback, increasing the number of segments $m$ decreases the regret at an exponential rate; in contrast, surprisingly, under sum feedback, increasing $m$ does not reduce the regret significantly.
AIJun 26, 2024
PlaMo: Plan and Move in Rich 3D Physical EnvironmentsAssaf Hallak, Gal Dalal, Chen Tessler et al.
Controlling humanoids in complex physically simulated worlds is a long-standing challenge with numerous applications in gaming, simulation, and visual content creation. In our setup, given a rich and complex 3D scene, the user provides a list of instructions composed of target locations and locomotion types. To solve this task we present PlaMo, a scene-aware path planner and a robust physics-based controller. The path planner produces a sequence of motion paths, considering the various limitations the scene imposes on the motion, such as location, height, and speed. Complementing the planner, our control policy generates rich and realistic physical motion adhering to the plan. We demonstrate how the combination of both modules enables traversing complex landscapes in diverse forms while responding to real-time changes in the environment. Video: https://youtu.be/wWlqSQlRZ9M .
LGJan 28, 2022
Planning and Learning with Adaptive LookaheadAviv Rosenberg, Assaf Hallak, Shie Mannor et al.
Some of the most powerful reinforcement learning frameworks use planning for action selection. Interestingly, their planning horizon is either fixed or determined arbitrarily by the state visitation history. Here, we expand beyond the naive fixed horizon and propose a theoretically justified strategy for adaptive selection of the planning horizon as a function of the state-dependent value estimate. We propose two variants for lookahead selection and analyze the trade-off between iteration count and computational complexity per iteration. We then devise a corresponding deep Q-network algorithm with an adaptive tree search horizon. We separate the value estimation per depth to compensate for the off-policy discrepancy between depths. Lastly, we demonstrate the efficacy of our adaptive lookahead method in a maze environment and Atari.
LGOct 13, 2021
On Covariate Shift of Latent Confounders in Imitation and Reinforcement LearningGuy Tennenholtz, Assaf Hallak, Gal Dalal et al.
We consider the problem of using expert data with unobserved confounders for imitation and reinforcement learning. We begin by defining the problem of learning from confounded expert data in a contextual MDP setup. We analyze the limitations of learning from such data with and without external reward, and propose an adjustment of standard imitation learning algorithms to fit this setup. We then discuss the problem of distribution shift between the expert data and the online environment when the data is only partially observable. We prove possibility and impossibility results for imitation learning under arbitrary distribution shift of the missing covariates. When additional external reward is provided, we propose a sampling procedure that addresses the unknown shift and prove convergence to an optimal solution. Finally, we validate our claims empirically on challenging assistive healthcare and recommender system simulation tasks.
LGFeb 18, 2021
Reinforcement Learning for Datacenter Congestion ControlChen Tessler, Yuval Shpigelman, Gal Dalal et al.
We approach the task of network congestion control in datacenters using Reinforcement Learning (RL). Successful congestion control algorithms can dramatically improve latency and overall network throughput. Until today, no such learning-based algorithms have shown practical potential in this domain. Evidently, the most popular recent deployments rely on rule-based heuristics that are tested on a predetermined set of benchmarks. Consequently, these heuristics do not generalize well to newly-seen scenarios. Contrarily, we devise an RL-based algorithm with the aim of generalizing to different configurations of real-world datacenter networks. We overcome challenges such as partial-observability, non-stationarity, and multi-objectiveness. We further propose a policy gradient algorithm that leverages the analytical structure of the reward function to approximate its derivative and improve stability. We show that this scheme outperforms alternative popular RL approaches, and generalizes to scenarios that were not seen during training. Our experiments, conducted on a realistic simulator that emulates communication networks' behavior, exhibit improved performance concurrently on the multiple considered metrics compared to the popular algorithms deployed today in real datacenters. Our algorithm is being productized to replace heuristics in some of the largest datacenters in the world.
LGDec 8, 2020
The Architectural Implications of Distributed Reinforcement Learning on CPU-GPU SystemsAhmet Inci, Evgeny Bolotin, Yaosheng Fu et al.
With deep reinforcement learning (RL) methods achieving results that exceed human capabilities in games, robotics, and simulated environments, continued scaling of RL training is crucial to its deployment in solving complex real-world problems. However, improving the performance scalability and power efficiency of RL training through understanding the architectural implications of CPU-GPU systems remains an open problem. In this work we investigate and improve the performance and power efficiency of distributed RL training on CPU-GPU systems by approaching the problem not solely from the GPU microarchitecture perspective but following a holistic system-level analysis approach. We quantify the overall hardware utilization on a state-of-the-art distributed RL training framework and empirically identify the bottlenecks caused by GPU microarchitectural, algorithmic, and system-level design choices. We show that the GPU microarchitecture itself is well-balanced for state-of-the-art RL frameworks, but further investigation reveals that the number of actors running the environment interactions and the amount of hardware resources available to them are the primary performance and power efficiency limiters. To this end, we introduce a new system design metric, CPU/GPU ratio, and show how to find the optimal balance between CPU and GPU resources when designing scalable and efficient CPU-GPU systems for RL training.
LGNov 20, 2019
A Tale of Two-Timescale Reinforcement Learning with the Tightest Finite-Time BoundGal Dalal, Balazs Szorenyi, Gugan Thoppe
Policy evaluation in reinforcement learning is often conducted using two-timescale stochastic approximation, which results in various gradient temporal difference methods such as GTD(0), GTD2, and TDC. Here, we provide convergence rate bounds for this suite of algorithms. Algorithms such as these have two iterates, $θ_n$ and $w_n,$ which are updated using two distinct stepsize sequences, $α_n$ and $β_n,$ respectively. Assuming $α_n = n^{-α}$ and $β_n = n^{-β}$ with $1 > α> β> 0,$ we show that, with high probability, the two iterates converge to their respective solutions $θ^*$ and $w^*$ at rates given by $\|θ_n - θ^*\| = \tilde{O}( n^{-α/2})$ and $\|w_n - w^*\| = \tilde{O}(n^{-β/2});$ here, $\tilde{O}$ hides logarithmic terms. Via comparable lower bounds, we show that these bounds are, in fact, tight. To the best of our knowledge, ours is the first finite-time analysis which achieves these rates. While it was known that the two timescale components decouple asymptotically, our results depict this phenomenon more explicitly by showing that it in fact happens from some finite time onwards. Lastly, compared to existing works, our result applies to a broader family of stepsizes, including non-square summable ones.
LGSep 6, 2018
How to Combine Tree-Search Methods in Reinforcement LearningYonathan Efroni, Gal Dalal, Bruno Scherrer et al.
Finite-horizon lookahead policies are abundantly used in Reinforcement Learning and demonstrate impressive empirical success. Usually, the lookahead policies are implemented with specific planning methods such as Monte Carlo Tree Search (e.g. in AlphaZero). Referring to the planning problem as tree search, a reasonable practice in these implementations is to back up the value only at the leaves while the information obtained at the root is not leveraged other than for updating the policy. Here, we question the potency of this approach. Namely, the latter procedure is non-contractive in general, and its convergence is not guaranteed. Our proposed enhancement is straightforward and simple: use the return from the optimal tree path to back up the values at the descendants of the root. This leads to a $γ^h$-contracting procedure, where $γ$ is the discount factor and $h$ is the tree depth. To establish our results, we first introduce a notion called \emph{multiple-step greedy consistency}. We then provide convergence rates for two algorithmic instantiations of the above enhancement in the presence of noise injected to both the tree search stage and value estimation stage.
LGMay 21, 2018
Multiple-Step Greedy Policies in Online and Approximate Reinforcement LearningYonathan Efroni, Gal Dalal, Bruno Scherrer et al.
Multiple-step lookahead policies have demonstrated high empirical competence in Reinforcement Learning, via the use of Monte Carlo Tree Search or Model Predictive Control. In a recent work \cite{efroni2018beyond}, multiple-step greedy policies and their use in vanilla Policy Iteration algorithms were proposed and analyzed. In this work, we study multiple-step greedy algorithms in more practical setups. We begin by highlighting a counter-intuitive difficulty, arising with soft-policy updates: even in the absence of approximations, and contrary to the 1-step-greedy case, monotonic policy improvement is not guaranteed unless the update stepsize is sufficiently large. Taking particular care about this difficulty, we formulate and analyze online and approximate algorithms that use such a multi-step greedy operator.
AIFeb 10, 2018
Beyond the One Step Greedy Approach in Reinforcement LearningYonathan Efroni, Gal Dalal, Bruno Scherrer et al.
The famous Policy Iteration algorithm alternates between policy improvement and policy evaluation. Implementations of this algorithm with several variants of the latter evaluation stage, e.g, $n$-step and trace-based returns, have been analyzed in previous works. However, the case of multiple-step lookahead policy improvement, despite the recent increase in empirical evidence of its strength, has to our knowledge not been carefully analyzed yet. In this work, we introduce the first such analysis. Namely, we formulate variants of multiple-step policy improvement, derive new algorithms using these definitions and prove their convergence. Moreover, we show that recent prominent Reinforcement Learning algorithms are, in fact, instances of our framework. We thus shed light on their empirical success and give a recipe for deriving new algorithms for future study.
AIJan 26, 2018
Safe Exploration in Continuous Action SpacesGal Dalal, Krishnamurthy Dvijotham, Matej Vecerik et al.
We address the problem of deploying a reinforcement learning (RL) agent on a physical system such as a datacenter cooling unit or robot, where critical constraints must never be violated. We show how to exploit the typically smooth dynamics of these systems and enable RL algorithms to never violate constraints during learning. Our technique is to directly add to the policy a safety layer that analytically solves an action correction formulation per each state. The novelty of obtaining an elegant closed-form solution is attained due to a linearized model, learned on past trajectories consisting of arbitrary actions. This is to mimic the real-world circumstances where data logs were generated with a behavior policy that is implausible to describe mathematically; such cases render the known safety-aware off-policy methods inapplicable. We demonstrate the efficacy of our approach on new representative physics-based environments, and prevail where reward shaping fails by maintaining zero constraint violations.
AIApr 4, 2017
Finite Sample Analyses for TD(0) with Function ApproximationGal Dalal, Balázs Szörényi, Gugan Thoppe et al.
TD(0) is one of the most commonly used algorithms in reinforcement learning. Despite this, there is no existing finite sample analysis for TD(0) with function approximation, even for the linear case. Our work is the first to provide such results. Existing convergence rates for Temporal Difference (TD) methods apply only to somewhat modified versions, e.g., projected variants or ones where stepsizes depend on unknown problem parameters. Our analyses obviate these artificial alterations by exploiting strong properties of TD(0). We provide convergence rates both in expectation and with high-probability. The two are obtained via different approaches that use relatively unknown, recently developed stochastic approximation techniques.
AIMar 15, 2017
Finite Sample Analysis of Two-Timescale Stochastic Approximation with Applications to Reinforcement LearningGal Dalal, Balazs Szorenyi, Gugan Thoppe et al.
Two-timescale Stochastic Approximation (SA) algorithms are widely used in Reinforcement Learning (RL). Their iterates have two parts that are updated using distinct stepsizes. In this work, we develop a novel recipe for their finite sample analysis. Using this, we provide a concentration bound, which is the first such result for a two-timescale SA. The type of bound we obtain is known as `lock-in probability'. We also introduce a new projection scheme, in which the time between successive projections increases exponentially. This scheme allows one to elegantly transform a lock-in probability into a convergence rate result for projected two-timescale SA. From this latter result, we then extract key insights on stepsize selection. As an application, we finally obtain convergence rates for the projected two-timescale RL algorithms GTD(0), GTD2, and TDC.
LGDec 20, 2016
Supervised Learning for Optimal Power Flow as a Real-Time ProxyRaphael Canyasse, Gal Dalal, Shie Mannor
In this work we design and compare different supervised learning algorithms to compute the cost of Alternating Current Optimal Power Flow (ACOPF). The motivation for quick calculation of OPF cost outcomes stems from the growing need of algorithmic-based long-term and medium-term planning methodologies in power networks. Integrated in a multiple time-horizon coordination framework, we refer to this approximation module as a proxy for predicting short-term decision outcomes without the need of actual simulation and optimization of them. Our method enables fast approximate calculation of OPF cost with less than 1% error on average, achieved in run-times that are several orders of magnitude lower than of exact computation. Several test-cases such as IEEE-RTS96 are used to demonstrate the efficiency of our approach.
LGNov 30, 2016
Unit Commitment using Nearest Neighbor as a Short-Term ProxyGal Dalal, Elad Gilboa, Shie Mannor et al.
We devise the Unit Commitment Nearest Neighbor (UCNN) algorithm to be used as a proxy for quickly approximating outcomes of short-term decisions, to make tractable hierarchical long-term assessment and planning for large power systems. Experimental results on updated versions of IEEE-RTS79 and IEEE-RTS96 show high accuracy measured on operational cost, achieved in runtimes that are lower in several orders of magnitude than the traditional approach.
AIMar 6, 2016
Hierarchical Decision Making In Electricity Grid ManagementGal Dalal, Elad Gilboa, Shie Mannor
The power grid is a complex and vital system that necessitates careful reliability management. Managing the grid is a difficult problem with multiple time scales of decision making and stochastic behavior due to renewable energy generations, variable demand and unplanned outages. Solving this problem in the face of uncertainty requires a new methodology with tractable algorithms. In this work, we introduce a new model for hierarchical decision making in complex systems. We apply reinforcement learning (RL) methods to learn a proxy, i.e., a level of abstraction, for real-time power grid reliability. We devise an algorithm that alternates between slow time-scale policy improvement, and fast time-scale value function approximation. We compare our results to prevailing heuristics, and show the strength of our method.
AIJul 19, 2015
Reinforcement Learning for the Unit Commitment ProblemGal Dalal, Shie Mannor
In this work we solve the day-ahead unit commitment (UC) problem, by formulating it as a Markov decision process (MDP) and finding a low-cost policy for generation scheduling. We present two reinforcement learning algorithms, and devise a third one. We compare our results to previous work that uses simulated annealing (SA), and show a 27% improvement in operation costs, with running time of 2.5 minutes (compared to 2.5 hours of existing state-of-the-art).