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 continuous action space


Maximum Causal Tsallis Entropy Imitation Learning

Neural Information Processing Systems

In this paper, we propose a novel maximum causal Tsallis entropy (MCTE) framework for imitation learning which can efficiently learn a sparse multi-modal policy distribution from demonstrations. We provide the full mathematical analysis of the proposed framework. First, the optimal solution of an MCTE problem is shown to be a sparsemax distribution, whose supporting set can be adjusted. The proposed method has advantages over a softmax distribution in that it can exclude unnecessary actions by assigning zero probability. Second, we prove that an MCTE problem is equivalent to robust Bayes estimation in the sense of the Brier score. Third, we propose a maximum causal Tsallis entropy imitation learning (MCTEIL) algorithm with a sparse mixture density network (sparse MDN) by modeling mixture weights using a sparsemax distribution. In particular, we show that the causal Tsallis entropy of an MDN encourages exploration and efficient mixture utilization while Shannon entropy is less effective.


A Detailed Proof 1 A.1 Proof of Theorem 4.1

Neural Information Processing Systems

We can compute the fixed point of the recursion in Equation A.2 and get the following estimated Then we compare these two gaps. To utilize the Eq. 4 for policy optimization, following the analysis in the Section 3.2 in Kumar et al. By choosing different regularizer, there are a variety of instances within CQL family. B.36 called CFCQL( H) which is the update rule we used: In discrete action space, we train a three-level MLP network with MLE loss. In continuous action space, we use the method of explicit estimation of behavior density in Wu et al.






In this section, we present detailed proofs for the theoretical derivation of Thm. 1, which aims to solvethefollowingoptimizationproblem: min

Neural Information Processing Systems

These assumptions are not strong and can be satisfied in most of environments includes MuJoCo, Atarigamesandsoon. Let f be an Lebesgue integrable function, P and Q are two probability distributions, |f| C,then EP(x)f(x) EQ(x)f(x) CDTV(P,Q) (5) Proof. Suppose there are two actions a1, a2 under state s, and let Q1(s,a1) = u, Q1(s,a2) = v. In this way, we can derive the upper bound of Ea ฯ€2Q1(s,a) Ea ฯ€1Q1(s,a)asabove. Since both sides of the above equation have the same minimum (here the minima are given by Qk = Q), we can replace the objective in Problem 2 with the upper bound in Eq. (10) and solve therelaxedoptimizationproblem.