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 kronecker-factored approximation


Scalable trust-region method for deep reinforcement learning using Kronecker-factored approximation

Neural Information Processing Systems

In this work, we propose to apply trust region optimization to deep reinforcement learning using a recently proposed Kronecker-factored approximation to the curvature. We extend the framework of natural policy gradient and propose to optimize both the actor and the critic using Kronecker-factored approximate curvature (K-FAC) with trust region; hence we call our method Actor Critic using Kronecker-Factored Trust Region (ACKTR). To the best of our knowledge, this is the first scalable trust region natural gradient method for actor-critic methods. It is also the method that learns non-trivial tasks in continuous control as well as discrete control policies directly from raw pixel inputs. We tested our approach across discrete domains in Atari games as well as continuous domains in the MuJoCo environment. With the proposed methods, we are able to achieve higher rewards and a 2-to 3-fold improvement in sample efficiency on average, compared to previous state-of-the-art on-policy actor-critic methods.



Reviews: Scalable trust-region method for deep reinforcement learning using Kronecker-factored approximation

Neural Information Processing Systems

The manuscript discusses an important topic, which is optimization in deep reinforcement learning. The authors extend the use of Kronecker-Factored approximation to develop a second order optimization method for deep reinforcement learning. The optimization method use kronecker-factored approximation to the Fisher matrix to estimate the curvature of the cost, resulting in a scalable approximation to natural gradients. The authors demonstrate the power of the method (termed ACKTR) in terms of the performance of agents in Atari and Mujoco RL environments, and compare the proposed algorithm to two previous methods (A2C and TRPO). Overall the manuscript is well-written and to my knowledge the methodology is a novel application to Kronecker-factored approximation.


Scalable trust-region method for deep reinforcement learning using Kronecker-factored approximation

Yuhuai Wu, Elman Mansimov, Roger B. Grosse, Shun Liao, Jimmy Ba

Neural Information Processing Systems

In this work, we propose to apply trust region optimization to deep reinforcement learning using a recently proposed Kronecker-factored approximation to the curvature. We extend the framework of natural policy gradient and propose to optimize both the actor and the critic using Kronecker-factored approximate curvature (K-FAC) with trust region; hence we call our method Actor Critic using Kronecker-Factored Trust Region (ACKTR). To the best of our knowledge, this is the first scalable trust region natural gradient method for actor-critic methods. It is also the method that learns non-trivial tasks in continuous control as well as discrete control policies directly from raw pixel inputs. We tested our approach across discrete domains in Atari games as well as continuous domains in the Mu-JoCo environment. With the proposed methods, we are able to achieve higher rewards and a 2-to 3-fold improvement in sample efficiency on average, compared to previous state-of-the-art on-policy actor-critic methods.


Scalable trust-region method for deep reinforcement learning using Kronecker-factored approximation

Wu, Yuhuai, Mansimov, Elman, Grosse, Roger B., Liao, Shun, Ba, Jimmy

Neural Information Processing Systems

In this work, we propose to apply trust region optimization to deep reinforcement learning using a recently proposed Kronecker-factored approximation to the curvature. We extend the framework of natural policy gradient and propose to optimize both the actor and the critic using Kronecker-factored approximate curvature (K-FAC) with trust region; hence we call our method Actor Critic using Kronecker-Factored Trust Region (ACKTR). To the best of our knowledge, this is the first scalable trust region natural gradient method for actor-critic methods. It is also the method that learns non-trivial tasks in continuous control as well as discrete control policies directly from raw pixel inputs. We tested our approach across discrete domains in Atari games as well as continuous domains in the MuJoCo environment.


Scalable trust-region method for deep reinforcement learning using Kronecker-factored approximation

Wu, Yuhuai, Mansimov, Elman, Grosse, Roger B., Liao, Shun, Ba, Jimmy

Neural Information Processing Systems

In this work, we propose to apply trust region optimization to deep reinforcement learning using a recently proposed Kronecker-factored approximation to the curvature. We extend the framework of natural policy gradient and propose to optimize both the actor and the critic using Kronecker-factored approximate curvature (K-FAC) with trust region; hence we call our method Actor Critic using Kronecker-Factored Trust Region (ACKTR). To the best of our knowledge, this is the first scalable trust region natural gradient method for actor-critic methods. It is also the method that learns non-trivial tasks in continuous control as well as discrete control policies directly from raw pixel inputs. We tested our approach across discrete domains in Atari games as well as continuous domains in the MuJoCo environment. With the proposed methods, we are able to achieve higher rewards and a 2- to 3-fold improvement in sample efficiency on average, compared to previous state-of-the-art on-policy actor-critic methods. Code is available at https://github.com/openai/baselines