Machine Learning Introduction

Introduction

1

Introduction

2

  • Fundamentals
  • Introduction Supervised Learning
    • Neural Nets with AND
    • MNIST
  • Introduction Unsupervised Learning
    • K-Means Clustering
  • Introduction Reinforcement Learning
    • Q-Learning
  • Summary

Structure

Fundamentals

3

Fundamentals

  • What is ML?

 

  • Why do we need it?
  • What are the use cases?
  • Do I need a Ph.D to understand all of this?

Supervised Learning

4

Supervised Learning

Mammal

Not a mammal

Mammal?

Supervised Learning

5

Logical AND - Problem

x1

x2

0

1

0

1

x1 x2 ∧
0 0 0
0 1 0
1 0 0
1 1 1

∧ = 0

∧ = 1

0

0

0

1

Supervised Learning

6

Logical AND - Problem

x1

x2

0

1

0

1

h < 0

h >= 0

h = 0 => x_2 = \frac{a + b \cdot x_1}{-c}
h=0=>x2=a+b⋅x1−ch = 0 => x_2 = \frac{a + b \cdot x_1}{-c}
h = a + b \cdot x_1 + c \cdot x_2
h=a+b⋅x1+c⋅x2h = a + b \cdot x_1 + c \cdot x_2
h
hh

How to learn such a function?

Supervised Learning

7

Perceptron

\sum
∑\sum
x_1
x1x_1
x_2
x2x_2
\cdot w_1
⋅w1\cdot w_1
\cdot w_2
⋅w2\cdot w_2
\sigma
σ\sigma
\sigma(\sum_{i=0} x_i \cdot w_i)
σ(∑i=0xi⋅wi)\sigma(\sum_{i=0} x_i \cdot w_i)
x = input
x=inputx = input
w = weights
w=weightsw = weights
\sigma = activation\; function
σ=activationfunction\sigma = activation\; function
x_n
xnx_n
\cdot w_n
⋅wn\cdot w_n
1
11
\cdot w_0
⋅w0\cdot w_0

Supervised Learning

8

Perceptron for AND

\sum
∑\sum
x_1
x1x_1
x_2
x2x_2
\cdot\; w_1
⋅w1\cdot\; w_1
\cdot \; w_2
⋅w2\cdot \; w_2
w_0 + x_1\cdot w_1 + x_2 \cdot w_2
w0+x1⋅w1+x2⋅w2w_0 + x_1\cdot w_1 + x_2 \cdot w_2
1
11
\cdot \; w_0
⋅w0\cdot \; w_0

< 0: 0 (false)

>= 0: 1 (true)

h = a + x_1\cdot b + x_2 \cdot c
h=a+x1⋅b+x2⋅ch = a + x_1\cdot b + x_2 \cdot c
\sigma
σ\sigma

Supervised Learning

9

Perceptron for AND

-0.3 + 0 \cdot 0.3 + 1 \cdot 0.5 = 0.2
−0.3+0⋅0.3+1⋅0.5=0.2-0.3 + 0 \cdot 0.3 + 1 \cdot 0.5 = 0.2

0 = false

1 = true

Input:

x_1 = 0, \; x_2 = 1
x1=0,x2=1x_1 = 0, \; x_2 = 1

Randomly choosen weights:

w_0 = -0.3, \; w_1 = 0.3, \; x_2 = 0.5
w0=−0.3,w1=0.3,x2=0.5w_0 = -0.3, \; w_1 = 0.3, \; x_2 = 0.5

x1

x2

0

1

0

1

\sigma(0.2) = 1
σ(0.2)=1\sigma(0.2) = 1

Supervised Learning

10

Cost Function

x_1 x_2 y ^y C
0 0 0 0 0
0 1 0 1 -1
1 0 0 1 -1
1 1 1 1 0
\hat{y} = our\;result
y^=ourresult\hat{y} = our\;result
y = desired\;result
y=desiredresulty = desired\;result
cost = - \sum_{i\in\mathcal{M}} | y_i - \hat{y_i}|
cost=−∑i∈M∣yi−yi^∣cost = - \sum_{i\in\mathcal{M}} | y_i - \hat{y_i}|

x1

x2

0

1

0

1

-1

-1

\mathcal{M} := misclassified\; patterns
M:=misclassifiedpatterns\mathcal{M} := misclassified\; patterns
= -2
=−2= -2

Supervised Learning

11

Backpropagation

\hat{y} = \sigma (\sum_{i = 0} x_i \cdot w_i)
y^=σ(∑i=0xi⋅wi)\hat{y} = \sigma (\sum_{i = 0} x_i \cdot w_i)
cost = -\sum_{i\in\mathcal{M}} | y_i - \hat{y_i}|
cost=−∑i∈M∣yi−yi^∣cost = -\sum_{i\in\mathcal{M}} | y_i - \hat{y_i}|
\frac{\partial cost}{\partial w_i} \approx -\sum_{i \in \mathcal{M}} - x_i
∂cost∂wi≈−∑i∈M−xi\frac{\partial cost}{\partial w_i} \approx -\sum_{i \in \mathcal{M}} - x_i

-1

0

0

1

- \sum |y_i - \hat{y_i} |
−∑∣yi−yi^∣- \sum |y_i - \hat{y_i} |
| \mathcal{M} |
∣M∣| \mathcal{M} |
w_i \leftarrow w_i + \eta \cdot (\sum_{i\in\mathcal{M}} -x_i)
wi←wi+η⋅(∑i∈M−xi)w_i \leftarrow w_i + \eta \cdot (\sum_{i\in\mathcal{M}} -x_i)

Update rule:

Supervised Learning

12

Backpropagation

x_0 = 1, x_1 = 0, x_2 = 1
x0=1,x1=0,x2=1x_0 = 1, x_1 = 0, x_2 = 1
w_i \leftarrow w_i + \eta \cdot (\sum_{i\in\mathcal{M}} -x_i)
wi←wi+η⋅(∑i∈M−xi)w_i \leftarrow w_i + \eta \cdot (\sum_{i\in\mathcal{M}} -x_i)

Misclassified:

Update rule:

\eta = 0.1
η=0.1\eta = 0.1

Learning rate:

Weights:

w_0 = -0.3, w_1 = 0.3, w_2 = 0.5
w0=−0.3,w1=0.3,w2=0.5w_0 = -0.3, w_1 = 0.3, w_2 = 0.5
w_0 = -0.3 + 0.1 \cdot (-1 - 1) = -0.5
w0=−0.3+0.1⋅(−1−1)=−0.5w_0 = -0.3 + 0.1 \cdot (-1 - 1) = -0.5
w_1 = \;\;\;0.3 + 0.1 \cdot (0 - 1)\;\;\: = \;\;0.2
w1=0.3+0.1⋅(0−1)=0.2w_1 = \;\;\;0.3 + 0.1 \cdot (0 - 1)\;\;\: = \;\;0.2
w_2 = \;\;\;0.5 + 0.1 \cdot (-1 - 0) = \;\;0.4
w2=0.5+0.1⋅(−1−0)=0.4w_2 = \;\;\;0.5 + 0.1 \cdot (-1 - 0) = \;\;0.4

Supervised Learning

13

Test

x1

x2

0

1

0

1

\sigma(-0.5 + 0.2 \cdot 0 + 0.4 \cdot 0) = \sigma(-0.5) = 0 \;
σ(−0.5+0.2⋅0+0.4⋅0)=σ(−0.5)=0\sigma(-0.5 + 0.2 \cdot 0 + 0.4 \cdot 0) = \sigma(-0.5) = 0 \;
\sigma(-0.5 + 0.2 \cdot 0 + 0.4 \cdot 1) = \sigma(-0.1) = 0 \;
σ(−0.5+0.2⋅0+0.4⋅1)=σ(−0.1)=0\sigma(-0.5 + 0.2 \cdot 0 + 0.4 \cdot 1) = \sigma(-0.1) = 0 \;
\sigma(-0.5 + 0.2 \cdot 1 + 0.4 \cdot 0) = \sigma(-0.3) = 0 \;
σ(−0.5+0.2⋅1+0.4⋅0)=σ(−0.3)=0\sigma(-0.5 + 0.2 \cdot 1 + 0.4 \cdot 0) = \sigma(-0.3) = 0 \;
\sigma(-0.5 + 0.2 \cdot 1 + 0.4 \cdot 1) = \sigma(0.1) = 1 \;
σ(−0.5+0.2⋅1+0.4⋅1)=σ(0.1)=1\sigma(-0.5 + 0.2 \cdot 1 + 0.4 \cdot 1) = \sigma(0.1) = 1 \;
x_1 = 0, x_2 = 1:
x1=0,x2=1:x_1 = 0, x_2 = 1:
x_1 = 0, x_2 = 0:
x1=0,x2=0:x_1 = 0, x_2 = 0:
x_1 = 1, x_2 = 0:
x1=1,x2=0:x_1 = 1, x_2 = 0:
x_1 = 1, x_2 = 1:
x1=1,x2=1:x_1 = 1, x_2 = 1:

Supervised Learning

14

Summary

x1

x2

0

1

0

  • Get labeled data (AND - Table)
  • Run the data and calculate the error
  • Use partial deriviative of cost function to create a learning rule
  • For every mislabled sample, apply learning rule
  • Hope that it's linear separable

XOR

1

Supervised Learning

15

Example - MNIST

?

13% #0
0% #1
5% #2
1% #3
67% #4
2% #5
2% #6
3% #7
3% #8
4% #9

Supervised Learning

16

Example - MNIST

?

13% #0
0% #1
5% #2
1% #3
67% #4
2% #5
2% #6
3% #7
3% #8
4% #9

Supervised Learning

17

Multiple Perceptrons

x_1
x1x_1
x_2
x2x_2
x =
x=x =
x_n
xnx_n
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum

b/w pixel data

softmax
softmaxsoftmax
\sigma(\textbf{z})_j = \frac{e^{\textbf{z}_j}}{\sum^{K}_{k = 1} e^{\textbf{z}_k}}
σ(z)j=ezj∑k=1Kezk\sigma(\textbf{z})_j = \frac{e^{\textbf{z}_j}}{\sum^{K}_{k = 1} e^{\textbf{z}_k}}
13% #0
0% #1
5% #2
1% #3
67% #4
2% #5
2% #6
3% #7
3% #8
4% #9
\textbf{z}
z\textbf{z}

Supervised Learning

18

Linear Separable

:= 0,1,0
:=0,1,0:= 0,1,0
:= 1,1,1
:=1,1,1:= 1,1,1
:= 1,1,0
:=1,1,0:= 1,1,0
:= 0,1,0
:=0,1,0:= 0,1,0
:= 1,1,1
:=1,1,1:= 1,1,1
:= 1,1,0
:=1,1,0:= 1,1,0
:= 0,1,1
:=0,1,1:= 0,1,1
:= 1,1,0
:=1,1,0:= 1,1,0
0
00
1
11

Index

b/w

= 6
=6= 6
= 4
=4= 4
= 5
=5= 5

Supervised Learning

19

Multiple Layers of Perceptrons

x_1
x1x_1
x_2
x2x_2
x =
x=x =
x_n
xnx_n
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum

b/w pixel data

softmax
softmaxsoftmax
\sigma(\textbf{z})_j = \frac{e^{\textbf{z}_j}}{\sum^{K}_{k = 1} e^{\textbf{z}_k}}
σ(z)j=ezj∑k=1Kezk\sigma(\textbf{z})_j = \frac{e^{\textbf{z}_j}}{\sum^{K}_{k = 1} e^{\textbf{z}_k}}
13% #0
0% #1
5% #2
1% #3
67% #4
2% #5
2% #6
3% #7
3% #8
4% #9
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum
\sum
∑\sum

Supervised Learning

20

Additional Information

  • Convolutional Networks
  • Recurrent Networks
  • LSTM Neurons

Supervised Learning

21

Neural Style Transfer

https://handong1587.github.io/deep_learning/2015/10/09/fun-with-deep-learning.html

Supervised Learning

22

Neural Photorealistic Style Transfer

https://github.com/luanfujun/deep-photo-styletransfer

Supervised Learning

23

Text to Speech

Normal text

Randomly generated text

Music

https://deepmind.com/blog/wavenet-generative-model-raw-audio/

Unsupervised Learning

24

Unsupervised Learning

Feature 1

Feature 2

Feature 1

Feature 2

Unknown structure

Known structure

Unsupervised Learning

25

K - Means Clustering

Feature 1

Feature 2

0
00
1
11
2
22
3
33
1
11
2
22
3
33
X = \{ (1,2), (1,1), (2,3), (3,3) \}
X={(1,2),(1,1),(2,3),(3,3)}X = \{ (1,2), (1,1), (2,3), (3,3) \}
C_1 = \{ (1,1) \}
C1={(1,1)}C_1 = \{ (1,1) \}
C_2 = \{ (3,3) \}
C2={(3,3)}C_2 = \{ (3,3) \}
euclid(\textbf{x}, \textbf{y}) = \sqrt{(\sum_{i = 0}^n (x_i - y_i)^2)}
euclid(x,y)=(∑i=0n(xi−yi)2)euclid(\textbf{x}, \textbf{y}) = \sqrt{(\sum_{i = 0}^n (x_i - y_i)^2)}
euclid(x_1, C_1) = \sqrt{(1-2)^2 + (2-1)^2} = 1.41
euclid(x1,C1)=(1−2)2+(2−1)2=1.41euclid(x_1, C_1) = \sqrt{(1-2)^2 + (2-1)^2} = 1.41
euclid(x_1, C_2) = \sqrt{(1-3)^2 + (2-3)^2} = 2.23
euclid(x1,C2)=(1−3)2+(2−3)2=2.23euclid(x_1, C_2) = \sqrt{(1-3)^2 + (2-3)^2} = 2.23

Unsupervised Learning

26

K - Means Clustering

Feature 1

Feature 2

0
00
1
11
2
22
3
33
1
11
2
22
3
33
X = \{ (1,2), (1,1), (2,3), (3,3) \}
X={(1,2),(1,1),(2,3),(3,3)}X = \{ (1,2), (1,1), (2,3), (3,3) \}
C_1 = \{ (1,1) \}
C1={(1,1)}C_1 = \{ (1,1) \}
C_2 = \{ (3,3) \}
C2={(3,3)}C_2 = \{ (3,3) \}
euclid(\textbf{x}, \textbf{y}) = \sqrt{(\sum_{i = 0}^n (x_i - y_i)^2)}
euclid(x,y)=(∑i=0n(xi−yi)2)euclid(\textbf{x}, \textbf{y}) = \sqrt{(\sum_{i = 0}^n (x_i - y_i)^2)}
euclid(x_1, C_1) = \sqrt{(1-2)^2 + (2-1)^2} = 1.41
euclid(x1,C1)=(1−2)2+(2−1)2=1.41euclid(x_1, C_1) = \sqrt{(1-2)^2 + (2-1)^2} = 1.41
euclid(x_1, C_2) = \sqrt{(1-3)^2 + (2-3)^2} = 2.23
euclid(x1,C2)=(1−3)2+(2−3)2=2.23euclid(x_1, C_2) = \sqrt{(1-3)^2 + (2-3)^2} = 2.23
C_1 = \{ (\frac{1 + 1}{2} \cdot , \frac{1 + 2}{2}) \} = \{(1, 1.5)\}
C1={(1+12⋅,1+22)}={(1,1.5)}C_1 = \{ (\frac{1 + 1}{2} \cdot , \frac{1 + 2}{2}) \} = \{(1, 1.5)\}

Unsupervised Learning

27

K - Means Clustering

Feature 1

Feature 2

0
00
1
11
2
22
3
33
1
11
2
22
3
33
X = \{ (1,2), (1,1), (2,3), (3,3) \}
X={(1,2),(1,1),(2,3),(3,3)}X = \{ (1,2), (1,1), (2,3), (3,3) \}
C_1 = \{ (1,1.5) \}
C1={(1,1.5)}C_1 = \{ (1,1.5) \}
C_2 = \{ (3,3) \}
C2={(3,3)}C_2 = \{ (3,3) \}
euclid(\textbf{x}, \textbf{y}) = \sqrt{(\sum_{i = 0}^n (x_i - y_i)^2)}
euclid(x,y)=(∑i=0n(xi−yi)2)euclid(\textbf{x}, \textbf{y}) = \sqrt{(\sum_{i = 0}^n (x_i - y_i)^2)}
euclid(x_3, C_1) = \sqrt{(2-1)^2 + (3-1)^2} = 2.23
euclid(x3,C1)=(2−1)2+(3−1)2=2.23euclid(x_3, C_1) = \sqrt{(2-1)^2 + (3-1)^2} = 2.23
euclid(x_3, C_2) = \sqrt{(2-3)^2 + (3-3)^2} = 1
euclid(x3,C2)=(2−3)2+(3−3)2=1euclid(x_3, C_2) = \sqrt{(2-3)^2 + (3-3)^2} = 1
C_2 = \{ (\frac{2 + 3}{2}, \frac{3 + 3}{2}) \} = \{(2.5, 3)\}
C2={(2+32,3+32)}={(2.5,3)}C_2 = \{ (\frac{2 + 3}{2}, \frac{3 + 3}{2}) \} = \{(2.5, 3)\}

Unsupervised Learning

28

K - Means Clustering

Feature 1

Feature 2

0
00
1
11
2
22
3
33
1
11
2
22
3
33
X = \{ (1,2), (1,1), (2,3), (3,3) \}
X={(1,2),(1,1),(2,3),(3,3)}X = \{ (1,2), (1,1), (2,3), (3,3) \}
C_1 = \{ (1,1.5) \}
C1={(1,1.5)}C_1 = \{ (1,1.5) \}
C_2 = \{ (2.5,3) \}
C2={(2.5,3)}C_2 = \{ (2.5,3) \}
euclid(\textbf{x}, \textbf{y}) = \sqrt{(\sum_{i = 0}^n (x_i - y_i)^2)}
euclid(x,y)=(∑i=0n(xi−yi)2)euclid(\textbf{x}, \textbf{y}) = \sqrt{(\sum_{i = 0}^n (x_i - y_i)^2)}
\forall x \in X: euclid(x, C_1) < euclid(x,C_2): x \in C_1
∀x∈X:euclid(x,C1)<euclid(x,C2):x∈C1\forall x \in X: euclid(x, C_1) < euclid(x,C_2): x \in C_1
\forall x \in X: euclid(x, C_1) > euclid(x,C_2): x \in C_2
∀x∈X:euclid(x,C1)>euclid(x,C2):x∈C2\forall x \in X: euclid(x, C_1) > euclid(x,C_2): x \in C_2
\text{if updated, recompute centroid of } C_{1,2}
if updated, recompute centroid of C1,2\text{if updated, recompute centroid of } C_{1,2}

Unsupervised Learning

29

K - Means Clustering - Caveats

Feature 1

Feature 2

0
00
1
11
2
22
3
33
1
11
2
22
3
33
  • Amount of clusters

Unsupervised Learning

30

K - Means Clustering - Caveats

Feature 1

Feature 2

0
00
1
11
2
22
3
33
1
11
2
22
3
33
  • Amount of clusters
  • Similarity measure

Unsupervised Learning

31

K - Means Clustering - Caveats

Feature 1

Feature 2

0
00
1
11
2
22
3
33
1
11
2
22
3
33
  • Amount of clusters
  • Similarity measure
  • No convergence

Unsupervised Learning

32

Additional Information

  • Principal Component Analysis
  • Support Vector Machines
  • Autoencoder

Unsupervised Learning

33

K-Means Clustering of 40K samples of homework

http://practicalquant.blogspot.de/2013/10/semi-automatic-method-for-grading-a-million-homework-assignments.html

Reinforcement Learning

34

Reinforcement Learning

Environment

Agent

Action

State

Reward

Reinforcement Learning

35

Formalizing RL

Environment

Agent

Action

s_t = \text{current state}
st=current states_t = \text{current state}
r_t = \text{reward}
rt=rewardr_t = \text{reward}
a_t = \text{action}
at=actiona_t = \text{action}

State

Reward

s_0
s0s_0
r_1
r1r_1
a_0
a0a_0
\rightarrow
→\rightarrow
s_1
s1s_1
,
,,
,
,,
t \;\;= \text{timestep}
t=timestept \;\;= \text{timestep}

Reinforcement Learning

36

Formalizing RL

Environment

Agent

Action

s_t = \text{current state}
st=current states_t = \text{current state}
r_t = \text{reward}
rt=rewardr_t = \text{reward}
a_t = \text{action}
at=actiona_t = \text{action}

State

Reward

s_0
s0s_0
r_1
r1r_1
a_0
a0a_0
\rightarrow
→\rightarrow
s_1
s1s_1
,
,,
,
,,
r_2
r2r_2
a_1
a1a_1
\rightarrow
→\rightarrow
s_2
s2s_2
,
,,
,
,,
t \;\;= \text{timestep}
t=timestept \;\;= \text{timestep}
s_{n-1}
sn−1s_{n-1}
r_n
rnr_n
a_{n-1}
an−1a_{n-1}
\rightarrow
→\rightarrow
s_n
sns_n
,
,,
,
,,

Reinforcement Learning

37

Reward

Environment

Agent

Action

s_t = \text{current state}
st=current states_t = \text{current state}
r_t = \text{reward}
rt=rewardr_t = \text{reward}
a_t = \text{action}
at=actiona_t = \text{action}

State

Reward

R = r_1 + r_2 + \ldots + r_n
R=r1+r2+…+rnR = r_1 + r_2 + \ldots + r_n
t \;\;= \text{timestep}
t=timestept \;\;= \text{timestep}

Reinforcement Learning

38

Timed Reward

Environment

Agent

Action

s_t = \text{current state}
st=current states_t = \text{current state}
r_t = \text{reward}
rt=rewardr_t = \text{reward}
a_t = \text{action}
at=actiona_t = \text{action}

State

Reward

R_t = r_t + r_{t+1} + \ldots + r_n
Rt=rt+rt+1+…+rnR_t = r_t + r_{t+1} + \ldots + r_n
t \;\;= \text{timestep}
t=timestept \;\;= \text{timestep}

Reinforcement Learning

39

Discount Rate

Environment

Agent

Action

s_t = \text{current state}
st=current states_t = \text{current state}
r_t = \text{reward}
rt=rewardr_t = \text{reward}
a_t = \text{action}
at=actiona_t = \text{action}

State

Reward

t \;\;= \text{timestep}
t=timestept \;\;= \text{timestep}
R_t = r_t +
Rt=rt+R_t = r_t +
\gamma \;= \text{discount rate} \; [0,1]
γ=discount rate[0,1]\gamma \;= \text{discount rate} \; [0,1]
(r_{t+1} + \ldots + r_n)
(rt+1+…+rn)(r_{t+1} + \ldots + r_n)
\gamma \cdot
γ⋅\gamma \cdot

Reinforcement Learning

40

Discount Rate

Environment

Agent

Action

s_t = \text{current state}
st=current states_t = \text{current state}
r_t = \text{reward}
rt=rewardr_t = \text{reward}
a_t = \text{action}
at=actiona_t = \text{action}

State

Reward

t \;\;= \text{timestep}
t=timestept \;\;= \text{timestep}
R_t = r_t +
Rt=rt+R_t = r_t +
\gamma \;= \text{discount rate} \; [0,1]
γ=discount rate[0,1]\gamma \;= \text{discount rate} \; [0,1]
r_{t+1} +
rt+1+r_{t+1} +
\gamma \cdot
γ⋅\gamma \cdot
r_{t+2} + \ldots +
rt+2+…+r_{t+2} + \ldots +
r_n
rnr_n
\gamma^2 \cdot
γ2⋅\gamma^2 \cdot
\gamma^{n-t} \cdot
γn−t⋅\gamma^{n-t} \cdot

Reinforcement Learning

41

Short-Sighted Reward

Environment

Agent

Action

s_t = \text{current state}
st=current states_t = \text{current state}
r_t = \text{reward}
rt=rewardr_t = \text{reward}
a_t = \text{action}
at=actiona_t = \text{action}

State

Reward

t \;\;= \text{timestep}
t=timestept \;\;= \text{timestep}
R_t = r_t +
Rt=rt+R_t = r_t +
\gamma \;= 0
γ=0\gamma \;= 0
r_{t+1} +
rt+1+r_{t+1} +
0 \cdot
0⋅0 \cdot
r_{t+2} + \ldots +
rt+2+…+r_{t+2} + \ldots +
r_n
rnr_n
0 \cdot
0⋅0 \cdot
0 \;\cdot
0⋅0 \;\cdot
\rightarrow R_t = r_t
→Rt=rt\rightarrow R_t = r_t

Reinforcement Learning

42

Balanced Rewards

Environment

Agent

Action

s_t = \text{current state}
st=current states_t = \text{current state}
r_t = \text{reward}
rt=rewardr_t = \text{reward}
a_t = \text{action}
at=actiona_t = \text{action}

State

Reward

t \;\;= \text{timestep}
t=timestept \;\;= \text{timestep}
R_t = r_t +
Rt=rt+R_t = r_t +
\gamma \;= 0.9
γ=0.9\gamma \;= 0.9
r_{t+1} +
rt+1+r_{t+1} +
0.9 \cdot
0.9⋅0.9 \cdot
r_{t+2} + \ldots +
rt+2+…+r_{t+2} + \ldots +
r_n
rnr_n
0.81 \cdot
0.81⋅0.81 \cdot
(\gamma^{n-t} \ll 0.9) \cdot
(γn−t≪0.9)⋅(\gamma^{n-t} \ll 0.9) \cdot

Reinforcement Learning

43

Q(uality) - Learning

Environment

Agent

Action

s_t = \text{current state}
st=current states_t = \text{current state}
r_t = \text{reward}
rt=rewardr_t = \text{reward}
a_t = \text{action}
at=actiona_t = \text{action}

State

Reward

t \;\;= \text{timestep}
t=timestept \;\;= \text{timestep}
R_{t+1}
Rt+1R_{t+1}
\gamma \;= \text{discount rate}
γ=discount rate\gamma \;= \text{discount rate}
Q(
Q(Q(
s_t
sts_t
,
,,
a_t
ata_t
) = max (
)=max() = max (

Represents the quality of an action in the current state, while continuing to play optimally from that point on

)
))

Reinforcement Learning

44

Q(uality) - Learning

s_t = \text{current state}
st=current states_t = \text{current state}
r_t = \text{reward}
rt=rewardr_t = \text{reward}
a_t = \text{action}
at=actiona_t = \text{action}
t \;\;= \text{timestep}
t=timestept \;\;= \text{timestep}
R_{t+1}
Rt+1R_{t+1}
\gamma \;= \text{discount rate}
γ=discount rate\gamma \;= \text{discount rate}
Q(
Q(Q(
s_t
sts_t
,
,,
a_t
ata_t
) = max (
)=max() = max (
)
))
\pi \;= \text{policy}
π=policy\pi \;= \text{policy}
\pi
π\pi
(
((
s_t
sts_t
) = argmax_a[Q(
)=argmaxa[Q() = argmax_a[Q(
s_t
sts_t
,
,,
a
aa
)]
)])]

Problem: How to construct such a Q function?

Reinforcement Learning

45

Bellmann Equation

s_t = \text{current state}
st=current states_t = \text{current state}
r_t = \text{reward}
rt=rewardr_t = \text{reward}
a_t = \text{action}
at=actiona_t = \text{action}
t \;\;= \text{timestep}
t=timestept \;\;= \text{timestep}
\gamma \;= \text{discount rate}
γ=discount rate\gamma \;= \text{discount rate}
Q
QQ
(
((
s_t
sts_t
) =
)=) =
s_{t+1}
st+1s_{t+1}
,
,,
a_{t+1}
at+1a_{t+1}
)]
)])]
,
,,
a_t
ata_t
r_{t+1}
rt+1r_{t+1}
+ \; \gamma \cdot max_{a_{t+1}}[Q(
+γ⋅maxat+1[Q( + \; \gamma \cdot max_{a_{t+1}}[Q(

Maximal reward is defined as immediate reward + maximum future reward for next state

Reinforcement Learning

46

Learning Q-Function

s_t = \text{current state}
st=current states_t = \text{current state}
r_t = \text{reward}
rt=rewardr_t = \text{reward}
a_t = \text{action}
at=actiona_t = \text{action}
t \;\;= \text{timestep}
t=timestept \;\;= \text{timestep}
\gamma \;= \text{discount rate}
γ=discount rate\gamma \;= \text{discount rate}
s_0
s0s_0
a_0
a0a_0
a_1
a1a_1
\ldots
…\ldots
a_n
ana_n
s_1
s1s_1
s_n
sns_n
\vdots
⋮\vdots
0
00
0
00
\ldots
…\ldots
0
00
0
00
0
00
\ldots
…\ldots
0
00
\vdots
⋮\vdots
\vdots
⋮\vdots
\vdots
⋮\vdots
\ddots
⋱\ddots
0
00
0
00
\ldots
…\ldots
0
00
s_0
s0s_0
\rightarrow
→\rightarrow

Reinforcement Learning

47

Learning Q-Function

s_0
s0s_0
a_0
a0a_0
a_1
a1a_1
\ldots
…\ldots
a_n
ana_n
s_1
s1s_1
s_n
sns_n
\vdots
⋮\vdots
0.1
0.10.1
0
00
\ldots
…\ldots
0
00
0
00
0
00
\ldots
…\ldots
0
00
\vdots
⋮\vdots
\vdots
⋮\vdots
\vdots
⋮\vdots
\ddots
⋱\ddots
0
00
0
00
\ldots
…\ldots
0
00
s_0
s0s_0
\rightarrow
→\rightarrow
\pi
π\pi
(
((
s_0
s0s_0
) = argmax_a[Q(
)=argmaxa[Q() = argmax_a[Q(
s_0
s0s_0
,
,,
a
aa
)]
)])]
s_1
s1s_1
,
,,
r_1 = 0.1
r1=0.1r_1 = 0.1
\leftarrow \text{execute}
←execute\leftarrow \text{execute}
a_0
a0a_0
Q[
Q[Q[
s_0
s0s_0
] =
]=] =
,
,,
a_0
a0a_0
0.1
0.10.1
Q[
Q[Q[
s_0
s0s_0
]
]]
,
,,
a_0
a0a_0
+ \; \alpha \cdot(
+α⋅(+ \; \alpha \cdot(
+ \; \gamma \cdot max_{a}[Q(
+γ⋅maxa[Q(+ \; \gamma \cdot max_{a}[Q(
s_1
s1s_1
,
,,
a
aa
)]
)])]
-\;Q(
−Q(-\;Q(
s_0
s0s_0
,
,,
a_0
a0a_0
)])
)]))])
\text{restart with}
restart with\text{restart with}
s_1
s1s_1
0
00
=
==
a_0
a0a_0

Reinforcement Learning

48

Learning Q-Function with NNs

s_0
s0s_0
\vdots
⋮\vdots
s_0
s0s_0
\rightarrow
→\rightarrow
\pi
π\pi
(
((
s_0
s0s_0
) = \text{feedforward}
)=feedforward) = \text{feedforward}
s_0
s0s_0
s_1
s1s_1
,
,,
r_1 = 0.1
r1=0.1r_1 = 0.1
\leftarrow \text{execute}
←execute\leftarrow \text{execute}
a_0
a0a_0
0.1
0.10.1
+ \; \gamma \cdot max_{a}[Q(
+γ⋅maxa[Q(+ \; \gamma \cdot max_{a}[Q(
s_1
s1s_1
,
,,
a
aa
)]
)])]
\text{restart with}
restart with\text{restart with}
s_1
s1s_1
Q(
Q(Q(
\rightarrow
→\rightarrow

NN

\rightarrow
→\rightarrow
s_0
s0s_0
,
,,
a_0
a0a_0
)
))
Q(
Q(Q(
\rightarrow
→\rightarrow
s_0
s0s_0
,
,,
a_1
a1a_1
)
))
Q(
Q(Q(
\rightarrow
→\rightarrow
s_0
s0s_0
,
,,
a_n
ana_n
)
))
\text{feedforward}
feedforward\text{feedforward}
s_1
s1s_1
\rightarrow
→\rightarrow
max_{a}[Q(
maxa[Q( max_{a}[Q(
s_1
s1s_1
,
,,
a
aa
)]
)])]
\text{backprop for }
backprop for \text{backprop for }
s_0
s0s_0
\text{with}
with\text{with}
a_0
a0a_0
,
,,

Reinforcement Learning

49

Additional Information

Experience Replay

Exploration - Exploitation

\epsilon - \text{greedy}
ϵ−greedy\epsilon - \text{greedy}

Slides adapted from excellent tutorial

https://www.nervanasys.com/demystifying-deep-reinforcement-learning/

Reinforcement Learning

50

TORCS

https://yanpanlau.github.io/2016/10/11/Torcs-Keras.html

Reinforcement Learning

51

Buzzwords we learned today

Perceptron

Backpropagation

Neural Nets

Supervised Learning

MNIST Dataset

Linear Separable

Unsupervised Learning

Clustering

K-Means

Distance Measures

Convergence

RL Learning

Policy

Q-Learning

Discount Rate

TORCS

Reinforcement Learning

52

Imagesources

  • Cetacea - http://www.toggo.de/media/slider-wal-3-14295-10110.jpg
  • Orca - http://elelur.com/mammals/orca.html
  • Pinniped - http://www.interestingfunfacts.com/amazing-facts-about-pinniped.html
  • Deep Sea Frill Shark - http://images.nationalgeographic.com/wpf/media-live/photos/000/181/cache/deep-sea01-frill-shark_18161_600x450.jpg
  • Shark - http://www.livescience.com/55001-shark-attacks-increasing.html
  • Dolphin - http://weknownyourdreamz.com/dolphin.html

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