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 offpolicy 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.

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.

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 (Silver et al. 2017b)). 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 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.

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, θn and wn, which are updated using two distinct stepsize sequences, αn and βn, respectively. Assuming αn = n−α and βn = 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 ∥θn - θ*∥ = Õ(n−α/2) and ∥wn - w*∥ = Õ(n−β/2); here, Õ 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.

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.