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Department of Electrical Engineering
Control Robotics and Machine Learning Lab

Advanced optimization methods for LSTMs

Background

 

Deep reinforcement learning (DRL) methods such as the Deep Q-Network (DQN) have achieved state-of-the-art results in a variety of challenging, high-dimensional domains. This success is mainly attributed to the power of deep neural networks to learn rich domain representations for approximating the value function or policy.

Recent architectures incorporate memory modules such as Long-Short Term Memory (LSTM) / Gated Recurrent Units (GRUs) which are examples of recurrent elements.

 

While using these units helps improve performance, and in some scenarios overcome the lack of markovity of the environment, these units remain hard to train.

 

This project will focus on understanding and improving the training phase of RNNs, using methods similar (but not limited) to 'Shallow Updates for Deep Reinforcement Learning'

Project Goal

Understand the training procedure and limitations of RNNs. Suggest and implement methods to improve performance / convergence rate / stability.

Project steps

 

  • Understand the DQN framework.

  • Get a basic understanding of various optimization techniques.

  • Implement and assess the effects of various optimization techniques.

  • Suggest and test your own ideas!

 

Required knowledge

 

  • Strong programming skills.

  • Any knowledge in DL and RL is an advantage.

  • Any knowledge in optimization is an advantage.

 

Environment

  • Torch / TensorFlow / PyTorch

 

Comments and links

 

  • See the DQN paper by Google.

  • See this paper regarding SGD vs Adaptive methods.

  • See this paper regarding the YellowFin optimizer.

  • See this paper regarding the SVRG optimization method.

  • See this paper regarding shallow updates for DRL.

  • See this paper regarding Boosted FQI.

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