Reinforcement Learning
Asynchronous Actor-Critic for Multi-Agent Reinforcement Learning
Synchronizing decisions across multiple agents in realistic settings is problematic since it requires agents to wait for other agents to terminate and communicate about termination reliably. Ideally, agents should learn and execute asynchronously instead. Such asynchronous methods also allow temporally extended actions that can take different amounts of time based on the situation and action executed. Unfortunately, current policy gradient methods are not applicable in asynchronous settings, as they assume that agents synchronously reason about action selection at every time step. To allow asynchronous learning and decision-making, we formulate a set of asynchronous multi-agent actor-critic methods that allow agents to directly optimize asynchronous policies in three standard training paradigms: decentralized learning, centralized learning, and centralized training for decentralized execution.
Near-Optimal Offline Reinforcement Learning via Double Variance Reduction
We consider the problem of offline reinforcement learning (RL) --- a well-motivated setting of RL that aims at policy optimization using only historical data. Despite its wide applicability, theoretical understandings of offline RL, such as its optimal sample complexity, remain largely open even in basic settings such as \emph{tabular} Markov Decision Processes (MDPs). In this paper, we propose \emph{Off-Policy Double Variance Reduction} (OPDVR), a new variance reduction-based algorithm for offline RL. Our main result shows that OPDVR provably identifies an \epsilon -optimal policy with \widetilde{O}(H 2/d_m\epsilon 2) episodes of offline data in the finite-horizon \emph{stationary transition} setting, where H is the horizon length and d_m is the minimal marginal state-action distribution induced by the behavior policy. This improves over the best-known upper bound by a factor of H .
A Provably Efficient Sample Collection Strategy for Reinforcement Learning
One of the challenges in online reinforcement learning (RL) is that the agent needs to trade off the exploration of the environment and the exploitation of the samples to optimize its behavior. Whether we optimize for regret, sample complexity, state-space coverage or model estimation, we need to strike a different exploration-exploitation trade-off. In this paper, we propose to tackle the exploration-exploitation problem following a decoupled approach composed of: 1) An "objective-specific" algorithm that (adaptively) prescribes how many samples to collect at which states, as if it has access to a generative model (i.e., a simulator of the environment); 2) An "objective-agnostic" sample collection exploration strategy responsible for generating the prescribed samples as fast as possible. Building on recent methods for exploration in the stochastic shortest path problem, we first provide an algorithm that, given as input the number of samples b(s,a) needed in each state-action pair, requires \widetilde{O}(B D D {3/2} S 2 A) time steps to collect the B \sum_{s,a} b(s,a) desired samples, in any unknown communicating MDP with S states, A actions and diameter D . Then we show how this general-purpose exploration algorithm can be paired with "objective-specific" strategies that prescribe the sample requirements to tackle a variety of settings -- e.g., model estimation, sparse reward discovery, goal-free cost-free exploration in communicating MDPs -- for which we obtain improved or novel sample complexity guarantees.
The LoCA Regret: A Consistent Metric to Evaluate Model-Based Behavior in Reinforcement Learning
Deep model-based Reinforcement Learning (RL) has the potential to substantially improve the sample-efficiency of deep RL. While various challenges have long held it back, a number of papers have recently come out reporting success with deep model-based methods. This is a great development, but the lack of a consistent metric to evaluate such methods makes it difficult to compare various approaches. For example, the common single-task sample-efficiency metric conflates improvements due to model-based learning with various other aspects, such as representation learning, making it difficult to assess true progress on model-based RL. To address this, we introduce an experimental setup to evaluate model-based behavior of RL methods, inspired by work from neuroscience on detecting model-based behavior in humans and animals.
On the Convergence of Smooth Regularized Approximate Value Iteration Schemes
Entropy regularization, smoothing of Q-values and neural network function approximator are key components of the state-of-the-art reinforcement learning (RL) algorithms, such as Soft Actor-Critic \cite{haarnoja2018soft}. Despite the widespread use, the impact of these core techniques on the convergence of RL algorithms is not yet fully understood. In particular, our analysis shows that (1) value smoothing results in increased stability of the algorithm in exchange for slower convergence, (2) entropy regularization reduces overestimation errors at the cost of modifying the original problem, (3) we study a combination of these techniques that describes the Soft Actor-Critic algorithm.
Search on the Replay Buffer: Bridging Planning and Reinforcement Learning
The history of learning for control has been an exciting back and forth between two broad classes of algorithms: planning and reinforcement learning. Planning algorithms effectively reason over long horizons, but assume access to a local policy and distance metric over collision-free paths. Reinforcement learning excels at learning policies and relative values of states, but fails to plan over long horizons. Despite the successes of each method on various tasks, long horizon, sparse reward tasks with high-dimensional observations remain exceedingly challenging for both planning and reinforcement learning algorithms. Frustratingly, these sorts of tasks are potentially the most useful, as they are simple to design (a human only need to provide an example goal state) and avoid injecting bias through reward shaping.
Uncertainty-Based Offline Reinforcement Learning with Diversified Q-Ensemble
Offline reinforcement learning (offline RL), which aims to find an optimal policy from a previously collected static dataset, bears algorithmic difficulties due to function approximation errors from out-of-distribution (OOD) data points. To this end, offline RL algorithms adopt either a constraint or a penalty term that explicitly guides the policy to stay close to the given dataset. However, prior methods typically require accurate estimation of the behavior policy or sampling from OOD data points, which themselves can be a non-trivial problem. Moreover, these methods under-utilize the generalization ability of deep neural networks and often fall into suboptimal solutions too close to the given dataset. In this work, we propose an uncertainty-based offline RL method that takes into account the confidence of the Q-value prediction and does not require any estimation or sampling of the data distribution. We show that the clipped Q-learning, a technique widely used in online RL, can be leveraged to successfully penalize OOD data points with high prediction uncertainties.
Task-Agnostic Online Reinforcement Learning with an Infinite Mixture of Gaussian Processes
Continuously learning to solve unseen tasks with limited experience has been extensively pursued in meta-learning and continual learning, but with restricted assumptions such as accessible task distributions, independently and identically distributed tasks, and clear task delineations. However, real-world physical tasks frequently violate these assumptions, resulting in performance degradation. This paper proposes a continual online model-based reinforcement learning approach that does not require pre-training to solve task-agnostic problems with unknown task boundaries. We maintain a mixture of experts to handle nonstationarity, and represent each different type of dynamics with a Gaussian Process to efficiently leverage collected data and expressively model uncertainty. We propose a transition prior to account for the temporal dependencies in streaming data and update the mixture online via sequential variational inference.
Imitation-Projected Programmatic Reinforcement Learning
We study the problem of programmatic reinforcement learning, in which policies are represented as short programs in a symbolic language. Programmatic policies can be more interpretable, generalizable, and amenable to formal verification than neural policies; however, designing rigorous learning approaches for such policies remains a challenge. Our approach to this challenge - a meta-algorithm called PROPEL - is based on three insights. First, we view our learning task as optimization in policy space, modulo the constraint that the desired policy has a programmatic representation, and solve this optimization problem using a form of mirror descent that takes a gradient step into the unconstrained policy space and then projects back onto the constrained space. Second, we view the unconstrained policy space as mixing neural and programmatic representations, which enables employing state-of-the-art deep policy gradient approaches.
Intrinsically Efficient, Stable, and Bounded Off-Policy Evaluation for Reinforcement Learning
Off-policy evaluation (OPE) in both contextual bandits and reinforcement learning allows one to evaluate novel decision policies without needing to conduct exploration, which is often costly or otherwise infeasible. The problem's importance has attracted many proposed solutions, including importance sampling (IS), self-normalized IS (SNIS), and doubly robust (DR) estimates. DR and its variants ensure semiparametric local efficiency if Q-functions are well-specified, but if they are not they can be worse than both IS and SNIS. It also does not enjoy SNIS's inherent stability and boundedness. We propose new estimators for OPE based on empirical likelihood that are always more efficient than IS, SNIS, and DR and satisfy the same stability and boundedness properties as SNIS.