Robert Babuska

Abstract: Multiagent systems are rapidly finding applications in a variety of domains, including robotics, distributed control, telecommunications, and economics. The complexity of many tasks arising in these domains makes them difficult to solve with preprogrammed agent behaviors. The agents must, instead, discover a solution on their own, using learning. A significant part of the research on multiagent learning concerns reinforcement learning techniques. This paper provides a comprehensive survey of multiagent reinforcement learning (MARL). A central issue in the field is the formal statement of the multiagent learning goal. Different viewpoints on this issue have led to the proposal of many different goals, among which two focal points can be distinguished: stability of the agents' learning dynamics, and adaptation to the changing behavior of the other agents. The MARL algorithms described in the literature aim---either explicitly or implicitly---at one of these two goals or at a combination of both, in a fully cooperative, fully competitive, or more general setting. A representative selection of these algorithms is discussed in detail in this paper, together with the specific issues that arise in each category. Additionally, the benefits and challenges of MARL are described along with some of the problem domains where the MARL techniques have been applied. Finally, an outlook for the field is provided.

Abstract: From the Publisher: Fuzzy Modeling for Control addresses fuzzy modeling from the systems and control engineering point of view. It focuses on the selection of appropriate model structures, on the acquisition of dynamic fuzzy models from process measurements (fuzzy identification), and on the design of nonlinear controllers based on fuzzy models. The main features of the presented techniques are illustrated by means of simple examples. In addition, three real-world applications are described. Finally, software tools for building fuzzy models from measurements are available from the author.

Abstract: From household appliances to applications in robotics, engineered systems involving complex dynamics can only be as effective as the algorithms that control them. While Dynamic Programming (DP) has provided researchers with a way to optimally solve decision and control problems involving complex dynamic systems, its practical value was limited by algorithms that lacked the capacity to scale up to realistic problems. However, in recent years, dramatic developments in Reinforcement Learning (RL), the model-free counterpart of DP, changed our understanding of what is possible. Those developments led to the creation of reliable methods that can be applied even when a mathematical model of the system is unavailable, allowing researchers to solve challenging control problems in engineering, as well as in a variety of other disciplines, including economics, medicine, and artificial intelligence. Reinforcement Learning and Dynamic Programming Using Function Approximators provides a comprehensive and unparalleled exploration of the field of RL and DP. With a focus on continuous-variable problems, this seminal text details essential developments that have substantially altered the field over the past decade. In its pages, pioneering experts provide a concise introduction to classical RL and DP, followed by an extensive presentation of the state-of-the-art and novel methods in RL and DP with approximation. Combining algorithm development with theoretical guarantees, they elaborate on their work with illustrative examples and insightful comparisons. Three individual chapters are dedicated to representative algorithms from each of the major classes of techniques: value iteration, policy iteration, and policy search. The features and performance of these algorithms are highlighted in extensive experimental studies on a range of control applications. The recent development of applications involving complex systems has led to a surge of interest in RL and DP methods and the subsequent need for a quality resource on the subject. For graduate students and others new to the field, this book offers a thorough introduction to both the basics and emerging methods. And for those researchers and practitioners working in the fields of optimal and adaptive control, machine learning, artificial intelligence, and operations research, this resource offers a combination of practical algorithms, theoretical analysis, and comprehensive examples that they will be able to adapt and apply to their own work. Access the authors' website at www.dcsc.tudelft.nl/rlbook/ for additional material, including computer code used in the studies and information concerning new developments.

Abstract: Policy-gradient-based actor-critic algorithms are amongst the most popular algorithms in the reinforcement learning framework. Their advantage of being able to search for optimal policies using low-variance gradient estimates has made them useful in several real-life applications, such as robotics, power control, and finance. Although general surveys on reinforcement learning techniques already exist, no survey is specifically dedicated to actor-critic algorithms in particular. This paper, therefore, describes the state of the art of actor-critic algorithms, with a focus on methods that can work in an online setting and use function approximation in order to deal with continuous state and action spaces. After starting with a discussion on the concepts of reinforcement learning and the origins of actor-critic algorithms, this paper describes the workings of the natural gradient, which has made its way into many actor-critic algorithms over the past few years. A review of several standard and natural actor-critic algorithms is given, and the paper concludes with an overview of application areas and a discussion on open issues.

Abstract: In fuzzy rule-based models acquired from numerical data, redundancy may be present in the form of similar fuzzy sets that represent compatible concepts. This results in an unnecessarily complex and less transparent linguistic description of the system. By using a measure of similarity, a rule base simplification method is proposed that reduces the number of fuzzy sets in the model. Similar fuzzy sets are merged to create a common fuzzy set to replace them in the rule base. If the redundancy in the model is high, merging similar fuzzy sets might result in equal rules that also can be merged, thereby reducing the number of rules as well. The simplified rule base is computationally more efficient and linguistically more tractable. The approach has been successfully applied to fuzzy models of real world systems.

Abstract: Machine Learning is the study of methods for programming computers to learn. Computers are applied to a wide range of tasks, and for most of these it is relatively easy for programmers to design and implement the necessary software. However, there are many tasks for which this is difficult or impossible. These can be divided into four general categories. First, there are problems for which there exist no human experts. For example, in modern automated manufacturing facilities, there is a need to predict machine failures before they occur by analyzing sensor readings. Because the machines are new, there are no human experts who can be interviewed by a programmer to provide the knowledge necessary to build a computer system. A machine learning system can study recorded data and subsequent machine failures and learn prediction rules. Second, there are problems where human experts exist, but where they are unable to explain their expertise. This is the case in many perceptual tasks, such as speech recognition, hand-writing recognition, and natural language understanding. Virtually all humans exhibit expert-level abilities on these tasks, but none of them can describe the detailed steps that they follow as they perform them. Fortunately, humans can provide machines with examples of the inputs and correct outputs for these tasks, so machine learning algorithms can learn to map the inputs to the outputs. Third, there are problems where phenomena are changing rapidly. In finance, for example, people would like to predict the future behavior of the stock market, of consumer purchases, or of exchange rates. These behaviors change frequently, so that even if a programmer could construct a good predictive computer program, it would need to be rewritten frequently. A learning program can relieve the programmer of this burden by constantly modifying and tuning a set of learned prediction rules. Fourth, there are applications that need to be customized for each computer user separately. Consider, for example, a program to filter unwanted electronic mail messages. Different users will need different filters. It is unreasonable to expect each user to program his or her own rules, and it is infeasible to provide every user with a software engineer to keep the rules up-to-date. A machine learning system can learn which mail messages the user rejects and maintain the filtering rules automatically. Machine learning addresses many of the same research questions as the fields of statistics, data mining, and psychology, but with differences of emphasis. Statistics focuses on understanding the phenomena that have generated the data, often with the goal of testing different hypotheses about those phenomena. Data mining seeks to find patterns in the data that are understandable by people. Psychological studies of human learning aspire to understand the mechanisms underlying the various learning behaviors exhibited by people (concept learning, skill acquisition, strategy change, etc.).

Abstract: In recent years, deep artificial neural networks (including recurrent ones) have won numerous contests in pattern recognition and machine learning. This historical survey compactly summarizes relevant work, much of it from the previous millennium. Shallow and Deep Learners are distinguished by the depth of their credit assignment paths, which are chains of possibly learnable, causal links between actions and effects. I review deep supervised learning (also recapitulating the history of backpropagation), unsupervised learning, reinforcement learning & evolutionary computation, and indirect search for short programs encoding deep and large networks.

Abstract: The purpose of this paper is to provide a comprehensive presentation and interpretation of the Ensemble Kalman Filter (EnKF) and its numerical implementation. The EnKF has a large user group, and numerous publications have discussed applications and theoretical aspects of it. This paper reviews the important results from these studies and also presents new ideas and alternative interpretations which further explain the success of the EnKF. In addition to providing the theoretical framework needed for using the EnKF, there is also a focus on the algorithmic formulation and optimal numerical implementation. A program listing is given for some of the key subroutines. The paper also touches upon specific issues such as the use of nonlinear measurements, in situ profiles of temperature and salinity, and data which are available with high frequency in time. An ensemble based optimal interpolation (EnOI) scheme is presented as a cost-effective approach which may serve as an alternative to the EnKF in some applications. A fairly extensive discussion is devoted to the use of time correlated model errors and the estimation of model bias.