In deep reinforcement learning, policy optimization methods need to deal with issues such as function approximation and the reuse of off-policy data. Standard policy gradient methods do not handle off-policy data well, leading to premature convergence and instability. This paper introduces a method to stabilize policy optimization when off-policy data are reused. The idea is to include a Bregman divergence between the behavior policy that generates the data and the current policy to ensure small and safe policy updates with off-policy data. The Bregman divergence is calculated between the state distributions of two policies, instead of only on the action probabilities, leading to a divergence augmentation formulation.

We propose and study a general framework for regularized Markov decision processes (MDPs) where the goal is to find an optimal policy that maximizes the expected discounted total reward plus a policy regularization term. The extant entropy-regularized MDPs can be cast into our framework. Moreover, under our framework, many regularization terms can bring multi-modality and sparsity, which are potentially useful in reinforcement learning. In particular, we present sufficient and necessary conditions that induce a sparse optimal policy. We also conduct a full mathematical analysis of the proposed regularized MDPs, including the optimality condition, performance error, and sparseness control.

Reinforcement Learning (RL) algorithms typically require millions of environment interactions to learn successful policies in sparse reward settings. Hindsight Experience Replay (HER) was introduced as a technique to increase sample efficiency by reimagining unsuccessful trajectories as successful ones by altering the originally intended goals. However, it cannot be directly applied to visual environments where goal states are often characterized by the presence of distinct visual features. In this work, we show how visual trajectories can be hallucinated to appear successful by altering agent observations using a generative model trained on relatively few snapshots of the goal. We then use this model in combination with HER to train RL agents in visual settings. We validate our approach on 3D navigation tasks and a simulated robotics application and show marked improvement over baselines derived from previous work.

In this paper we consider the problem of how a reinforcement learning agent that is tasked with solving a sequence of reinforcement learning problems (a sequence of Markov decision processes) can use knowledge acquired early in its lifetime to improve its ability to solve new problems. We argue that previous experience with similar problems can provide an agent with information about how it should explore when facing a new but related problem. We show that the search for an optimal exploration strategy can be formulated as a reinforcement learning problem itself and demonstrate that such strategy can leverage patterns found in the structure of related problems. We conclude with experiments that show the benefits of optimizing an exploration strategy using our proposed framework. Papers published at the Neural Information Processing Systems Conference.

In this work, we consider the problem of model selection for deep reinforcement learning (RL) in real-world environments. Typically, the performance of deep RL algorithms is evaluated via on-policy interactions with the target environment. However, comparing models in a real-world environment for the purposes of early stopping or hyperparameter tuning is costly and often practically infeasible. This leads us to examine off-policy policy evaluation (OPE) in such settings. We focus on OPE of value-based methods, which are of particular interest in deep RL with applications like robotics, where off-policy algorithms based on Q-function estimation can often attain better sample complexity than direct policy optimization.

This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and explains that naively combining Q-learning with the fixed-point approach in classical MFGs yields unstable algorithms. It then proposes a Q-learning algorithm with Boltzmann policy (GMF-Q), with analysis of convergence property and computational complexity. The experiments on repeated Ad auction problems demonstrate that this GMF-Q algorithm is efficient and robust in terms of convergence and learning accuracy. Moreover, its performance is superior in convergence, stability, and learning ability, when compared with existing algorithms for multi-agent reinforcement learning. Papers published at the Neural Information Processing Systems Conference.

Reinforcement learning is known to be sample inefficient, preventing its application to many real-world problems, especially with high dimensional observations like images. Transferring knowledge from other auxiliary tasks is a powerful tool for improving the learning efficiency. However, the usage of auxiliary tasks has been limited so far due to the difficulty in selecting and combining different auxiliary tasks. In this work, we propose a principled online learning algorithm that dynamically combines different auxiliary tasks to speed up training for reinforcement learning. Our method is based on the idea that auxiliary tasks should provide gradient directions that, in the long term, help to decrease the loss of the main task. We show in various environments that our algorithm can effectively combine a variety of different auxiliary tasks and achieves significant speedup compared to previous heuristic approches of adapting auxiliary task weights.

We study two time-scale linear stochastic approximation algorithms, which can be used to model well-known reinforcement learning algorithms such as GTD, GTD2, and TDC. We present finite-time performance bounds for the case where the learning rate is fixed. The key idea in obtaining these bounds is to use a Lyapunov function motivated by singular perturbation theory for linear differential equations. We use the bound to design an adaptive learning rate scheme which significantly improves the convergence rate over the known optimal polynomial decay rule in our experiments, and can be used to potentially improve the performance of any other schedule where the learning rate is changed at pre-determined time instants. Papers published at the Neural Information Processing Systems Conference.

Posterior sampling for reinforcement learning (PSRL) is an effective method for balancing exploration and exploitation in reinforcement learning. Randomised value functions (RVF) can be viewed as a promising approach to scaling PSRL. However, we show that most contemporary algorithms combining RVF with neural network function approximation do not possess the properties which make PSRL effective, and provably fail in sparse reward problems. Moreover, we find that propagation of uncertainty, a property of PSRL previously thought important for exploration, does not preclude this failure. We use these insights to design Successor Uncertainties (SU), a cheap and easy to implement RVF algorithm that retains key properties of PSRL. SU is highly effective on hard tabular exploration benchmarks.

Diplomacy is a seven-player non-stochastic, non-cooperative game, where agents acquire resources through a mix of teamwork and betrayal. Reliance on trust and coordination makes Diplomacy the first non-cooperative multi-agent benchmark for complex sequential social dilemmas in a rich environment. In this work, we focus on training an agent that learns to play the No Press version of Diplomacy where there is no dedicated communication channel between players. The model was trained on a new dataset of more than 150,000 human games. Our model is trained by supervised learning (SL) from expert trajectories, which is then used to initialize a reinforcement learning (RL) agent trained through self-play.