bellman target
Deterministic Uncertainty Propagation for Improved Model-Based Offline Reinforcement Learning
Current approaches to model-based offline reinforcement learning often incorporate uncertainty-based reward penalization to address the distributional shift problem. These approaches, commonly known as pessimistic value iteration, use Monte Carlo sampling to estimate the Bellman target to perform temporal difference-based policy evaluation. We find out that the randomness caused by this sampling step significantly delays convergence. We present a theoretical result demonstrating the strong dependency of suboptimality on the number of Monte Carlo samples taken per Bellman target calculation. Our main contribution is a deterministic approximation to the Bellman target that uses progressive moment matching, a method developed originally for deterministic variational inference. The resulting algorithm, which we call Moment Matching Offline Model-Based Policy Optimization (MOMBO), propagates the uncertainty of the next state through a nonlinear Q-network in a deterministic fashion by approximating the distributions of hidden layer activations by a normal distribution. We show that it is possible to provide tighter guarantees for the suboptimality of MOMBO than the existing Monte Carlo sampling approaches. We also observe MOMBO to converge faster than these approaches in a large set of benchmark tasks.
SPQR: Controlling Q-ensemble Independence with Spiked Random Model for Reinforcement Learning
In order to overcome overestimation bias, ensemble methods for Q-learning have been investigated to exploit the diversity of multiple Q-functions. Since network initialization has been the predominant approach to promote diversity in Q-functions, heuristically designed diversity injection methods have been studied in the literature. However, previous studies have not attempted to approach guaranteed independence over an ensemble from a theoretical perspective.
First-order Sobolev Reinforcement Learning
Schramm, Fabian, Perrin-Gilbert, Nicolas, Carpentier, Justin
We propose a refinement of temporal-difference learning that enforces first-order Bellman consistency: the learned value function is trained to match not only the Bellman targets in value but also their derivatives with respect to states and actions. By differentiating the Bellman backup through differentiable dynamics, we obtain analytically consistent gradient targets. Incorporating these into the critic objective using a Sobolev-type loss encourages the critic to align with both the value and local geometry of the target function. This first-order TD matching principle can be seamlessly integrated into existing algorithms, such as Q-learning or actor-critic methods (e.g., DDPG, SAC), potentially leading to faster critic convergence and more stable policy gradients without altering their overall structure.
SPQR: Controlling Q-ensemble Independence with Spiked Random Model for Reinforcement Learning
In order to overcome overestimation bias, ensemble methods for Q-learning have been investigated to exploit the diversity of multiple Q-functions. Since network initialization has been the predominant approach to promote diversity in Q-functions, heuristically designed diversity injection methods have been studied in the literature. However, previous studies have not attempted to approach guaranteed independence over an ensemble from a theoretical perspective.
Deterministic Uncertainty Propagation for Improved Model-Based Offline Reinforcement Learning
Current approaches to model-based offline reinforcement learning often incorporate uncertainty-based reward penalization to address the distributional shift problem. These approaches, commonly known as pessimistic value iteration, use Monte Carlo sampling to estimate the Bellman target to perform temporal difference-based policy evaluation. We find out that the randomness caused by this sampling step significantly delays convergence. We present a theoretical result demonstrating the strong dependency of suboptimality on the number of Monte Carlo samples taken per Bellman target calculation. Our main contribution is a deterministic approximation to the Bellman target that uses progressive moment matching, a method developed originally for deterministic variational inference.
SPQR: Controlling Q-ensemble Independence with Spiked Random Model for Reinforcement Learning
Lee, Dohyeok, Han, Seungyub, Cho, Taehyun, Lee, Jungwoo
Alleviating overestimation bias is a critical challenge for deep reinforcement learning to achieve successful performance on more complex tasks or offline datasets containing out-of-distribution data. In order to overcome overestimation bias, ensemble methods for Q-learning have been investigated to exploit the diversity of multiple Q-functions. Since network initialization has been the predominant approach to promote diversity in Q-functions, heuristically designed diversity injection methods have been studied in the literature. However, previous studies have not attempted to approach guaranteed independence over an ensemble from a theoretical perspective. By introducing a novel regularization loss for Q-ensemble independence based on random matrix theory, we propose spiked Wishart Q-ensemble independence regularization (SPQR) for reinforcement learning. Specifically, we modify the intractable hypothesis testing criterion for the Q-ensemble independence into a tractable KL divergence between the spectral distribution of the Q-ensemble and the target Wigner's semicircle distribution. We implement SPQR in several online and offline ensemble Q-learning algorithms. In the experiments, SPQR outperforms the baseline algorithms in both online and offline RL benchmarks.