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Meta-SAC: Auto-tune the Entropy Temperature of Soft Actor-Critic via Metagradient

arXiv.org Machine Learning

Exploration-exploitation dilemma has long been a crucial issue in reinforcement learning. In this paper, we propose a new approach to automatically balance between these two. Our method is built upon the Soft Actor-Critic (SAC) algorithm, which uses an "entropy temperature" that balances the original task reward and the policy entropy, and hence controls the trade-off between exploitation and exploration. It is empirically shown that SAC is very sensitive to this hyperparameter, and the follow-up work (SAC-v2), which uses constrained optimization for automatic adjustment, has some limitations. The core of our method, namely Meta-SAC, is to use metagradient along with a novel meta objective to automatically tune the entropy temperature in SAC. We show that Meta-SAC achieves promising performances on several of the Mujoco benchmarking tasks, and outperforms SAC-v2 over 10% in one of the most challenging tasks, humanoid-v2.


Projected Natural Actor-Critic

Neural Information Processing Systems

Natural actor-critics are a popular class of policy search algorithms for finding locally optimal policies for Markov decision processes. In this paper we address a drawback of natural actor-critics that limits their real-world applicability - their lack of safety guarantees. We present a principled algorithm for performing natural gradient descent over a constrained domain. In the context of reinforcement learning, this allows for natural actor-critic algorithms that are guaranteed to remain within a known safe region of policy space. While deriving our class of constrained natural actor-critic algorithms, which we call Projected Natural Actor-Critics (PNACs), we also elucidate the relationship between natural gradient descent and mirror descent.


On the Sample Complexity of Actor-Critic Method for Reinforcement Learning with Function Approximation

arXiv.org Machine Learning

Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps to estimate the value function and policy gradient updates. Due to the fact that the updates exhibit correlated noise and biased gradient updates, only the asymptotic behavior of actor-critic is known by connecting its behavior to dynamical systems. This work puts forth a new variant of actor-critic that employs Monte Carlo rollouts during the policy search updates, which results in controllable bias that depends on the number of critic evaluations. As a result, we are able to provide for the first time the convergence rate of actor-critic algorithms when the policy search step employs policy gradient, agnostic to the choice of policy evaluation technique. In particular, we establish conditions under which the sample complexity is comparable to stochastic gradient method for non-convex problems or slower as a result of the critic estimation error, which is the main complexity bottleneck. These results hold for in continuous state and action spaces with linear function approximation for the value function. We then specialize these conceptual results to the case where the critic is estimated by Temporal Difference, Gradient Temporal Difference, and Accelerated Gradient Temporal Difference. These learning rates are then corroborated on a navigation problem involving an obstacle, which suggests that learning more slowly may lead to improved limit points, providing insight into the interplay between optimization and generalization in reinforcement learning.


Variance Adjusted Actor Critic Algorithms

arXiv.org Machine Learning

We present an actor-critic framework for MDPs where the objective is the variance-adjusted expected return. Our critic uses linear function approximation, and we extend the concept of compatible features to the variance-adjusted setting. We present an episodic actor-critic algorithm and show that it converges almost surely to a locally optimal point of the objective function.


Doubly Robust Off-Policy Actor-Critic Algorithms for Reinforcement Learning

arXiv.org Machine Learning

We study the problem of off-policy critic evaluation in several variants of value-based off-policy actor-critic algorithms. Off-policy actor-critic algorithms require an off-policy critic evaluation step, to estimate the value of the new policy after every policy gradient update. Despite enormous success of off-policy policy gradients on control tasks, existing general methods suffer from high variance and instability, partly because the policy improvement depends on gradient of the estimated value function. In this work, we present a new way of off-policy policy evaluation in actor-critic, based on the doubly robust estimators. We extend the doubly robust estimator from off-policy policy evaluation (OPE) to actor-critic algorithms that consist of a reward estimator performance model. We find that doubly robust estimation of the critic can significantly improve performance in continuous control tasks. Furthermore, in cases where the reward function is stochastic that can lead to high variance, doubly robust critic estimation can improve performance under corrupted, stochastic reward signals, indicating its usefulness for robust and safe reinforcement learning.