Reinforcement Learning
Explaining Off-Policy Actor-Critic From A Bias-Variance Perspective
Fan, Ting-Han, Ramadge, Peter J.
A practical reinforcement learning (RL) algorithm is often in an actor-critic setting (Lin, 1992; Precup et al., 2000) where the policy (actor) generates actions and the Q/value function (critic) evaluates the policy's performance. Under this setting, off-policy RL uses transitions sampled from a replay buffer to perform Q function updates, yielding a new policy ฯ. Then, a finite-length trajectory under ฯ is added to the buffer, and the process repeats. Notice that sampling from a replay buffer is an offline operation and that the growth of replay buffer is an online operation. This implies off-policy actor-critic RL lies between offline RL (Yu et al., 2020; Levine et al., 2020) and on-policy RL (Schulman et al., 2015, 2017).
A study of first-passage time minimization via Q-learning in heated gridworlds
Larchenko, M. A., Osinenko, P., Yaremenko, G., Palyulin, V. V.
Optimization of first-passage times is required in applications ranging from nanobots navigation to market trading. In such settings, one often encounters unevenly distributed noise levels across the environment. We extensively study how a learning agent fares in 1- and 2- dimensional heated gridworlds with an uneven temperature distribution. The results show certain bias effects in agents trained via simple tabular Q-learning, SARSA, Expected SARSA and Double Q-learning. While high learning rate prevents exploration of regions with higher temperature, low enough rate increases the presence of agents in such regions. The discovered peculiarities and biases of temporal-difference-based reinforcement learning methods should be taken into account in real-world physical applications and agent design.
Dropout Q-Functions for Doubly Efficient Reinforcement Learning
Hiraoka, Takuya, Imagawa, Takahisa, Hashimoto, Taisei, Onishi, Takashi, Tsuruoka, Yoshimasa
Randomized ensemble double Q-learning (REDQ) (Chen et al., 2021b) has recently achieved state-of-the-art sample efficiency on continuous-action reinforcement learning benchmarks. This superior sample efficiency is possible by using a large Q-function ensemble. However, REDQ is much less computationally efficient than non-ensemble counterparts such as Soft Actor-Critic (SAC) (Haarnoja et al., 2018a). To make REDQ more computationally efficient, we propose a method of improving computational efficiency called Dr.Q, which is a variant of REDQ that uses a small ensemble of dropout Q-functions. Our dropout Q-functions are simple Q-functions equipped with dropout connection and layer normalization. Despite its simplicity of implementation, our experimental results indicate that Dr.Q is doubly (sample and computationally) efficient. It achieved comparable sample efficiency with REDQ and much better computational efficiency than REDQ and comparable computational efficiency with that of SAC. In the reinforcement learning (RL) community, improving sample efficiency of RL methods has been important.
Uncertainty-Based Offline Reinforcement Learning with Diversified Q-Ensemble
An, Gaon, Moon, Seungyong, Kim, Jang-Hyun, Song, Hyun Oh
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. Surprisingly, we find that it is possible to substantially outperform existing offline RL methods on various tasks by simply increasing the number of Q-networks along with the clipped Q-learning. Based on this observation, we propose an ensemble-diversified actor-critic algorithm that reduces the number of required ensemble networks down to a tenth compared to the naive ensemble while achieving state-of-the-art performance on most of the D4RL benchmarks considered.
Formalizing the Generalization-Forgetting Trade-off in Continual Learning
Raghavan, Krishnan, Balaprakash, Prasanna
We formulate the continual learning (CL) problem via dynamic programming and model the trade-off between catastrophic forgetting and generalization as a two-player sequential game. In this approach, player 1 maximizes the cost due to lack of generalization whereas player 2 minimizes the cost due to catastrophic forgetting. We show theoretically that a balance point between the two players exists for each task and that this point is stable (once the balance is achieved, the two players stay at the balance point). Next, we introduce balanced continual learning (BCL), which is designed to attain balance between generalization and forgetting and empirically demonstrate that BCL is comparable to or better than the state of the art.
NeurWIN: Neural Whittle Index Network For Restless Bandits Via Deep RL
Nakhleh, Khaled, Ganji, Santosh, Hsieh, Ping-Chun, Hou, I-Hong, Shakkottai, Srinivas
Whittle index policy is a powerful tool to obtain asymptotically optimal solutions for the notoriously intractable problem of restless bandits. However, finding the Whittle indices remains a difficult problem for many practical restless bandits with convoluted transition kernels. This paper proposes NeurWIN, a neural Whittle index network that seeks to learn the Whittle indices for any restless bandits by leveraging mathematical properties of the Whittle indices. We show that a neural network that produces the Whittle index is also one that produces the optimal control for a set of Markov decision problems. This property motivates using deep reinforcement learning for the training of NeurWIN. We demonstrate the utility of NeurWIN by evaluating its performance for three recently studied restless bandit problems. Our experiment results show that the performance of NeurWIN is significantly better than other RL algorithms.
Sim and Real: Better Together
Shashua, Shirli Di Castro, Di Castro, Dotan, Mannor, Shie
Simulation is used extensively in autonomous systems, particularly in robotic manipulation. By far, the most common approach is to train a controller in simulation, and then use it as an initial starting point for the real system. We demonstrate how to learn simultaneously from both simulation and interaction with the real environment. We propose an algorithm for balancing the large number of samples from the high throughput but less accurate simulation and the low-throughput, high-fidelity and costly samples from the real environment. We achieve that by maintaining a replay buffer for each environment the agent interacts with. We analyze such multi-environment interaction theoretically, and provide convergence properties, through a novel theoretical replay buffer analysis. We demonstrate the efficacy of our method on a sim-to-real environment.
Reinforcement learning improves game testing, EA's AI team finds
This article is part of our reviews of AI research papers, a series of posts that explore the latest findings in artificial intelligence. As game worlds grow more vast and complex, making sure they are playable and bug-free is becoming increasingly difficult for developers. And gaming companies are looking for new tools, including artificial intelligence, to help overcome the mounting challenge of testing their products. A new paper by a group of AI researchers at Electronic Arts shows that deep reinforcement learning agents can help test games and make sure they are balanced and solvable. "Adversarial Reinforcement Learning for Procedural Content Generation," the technique presented by the EA researchers, is a novel approach that addresses some of the shortcomings of previous AI methods for testing games.
Deep Synoptic Monte Carlo Planning in Reconnaissance Blind Chess
This paper introduces deep synoptic Monte Carlo planning (DSMCP) for large imperfect information games. The algorithm constructs a belief state with an unweighted particle filter and plans via playouts that start at samples drawn from the belief state. The algorithm accounts for uncertainty by performing inference on "synopses," a novel stochastic abstraction of information states. DSMCP is the basis of the program Penumbra, which won the official 2020 reconnaissance blind chess competition versus 33 other programs. This paper also evaluates algorithm variants that incorporate caution, paranoia, and a novel bandit algorithm. Furthermore, it audits the synopsis features used in Penumbra with per-bit saliency statistics.