Improving sample efficiency of reinforcement learning algorithms requires effective exploration. Following the principle of $\textit{optimism in the face of uncertainty}$, we train a separate exploration policy to maximize an approximate upper confidence bound of the critics in an off-policy actor-critic framework. However, this introduces extra differences between the replay buffer and the target policy in terms of their stationary state-action distributions. To mitigate the off-policy-ness, we adapt the recently introduced DICE framework to learn a distribution correction ratio for off-policy actor-critic training. In particular, we correct the training distribution for both policies and critics. Empirically, we evaluate our proposed method in several challenging continuous control tasks and show superior performance compared to state-of-the-art methods. We also conduct extensive ablation studies to demonstrate the effectiveness and the rationality of the proposed method.
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We develop an approach for solving time-consistent risk-sensitive stochastic optimization problems using model-free reinforcement learning (RL). Specifically, we assume agents assess the risk of a sequence of random variables using dynamic convex risk measures. We employ a time-consistent dynamic programming principle to determine the value of a particular policy, and develop policy gradient update rules. We further develop an actor-critic style algorithm using neural networks to optimize over policies. Finally, we demonstrate the performance and flexibility of our approach by applying it to optimization problems in statistical arbitrage trading and obstacle avoidance robot control.
The difficulty in specifying rewards for many real-world problems has led to an increased focus on learning rewards from human feedback, such as demonstrations. However, there are often many different reward functions that explain the human feedback, leaving agents with uncertainty over what the true reward function is. While most policy optimization approaches handle this uncertainty by optimizing for expected performance, many applications demand risk-averse behavior. We derive a novel policy gradient-style robust optimization approach, PG-BROIL, that optimizes a soft-robust objective that balances expected performance and risk. To the best of our knowledge, PG-BROIL is the first policy optimization algorithm robust to a distribution of reward hypotheses which can scale to continuous MDPs. Results suggest that PG-BROIL can produce a family of behaviors ranging from risk-neutral to risk-averse and outperforms state-of-the-art imitation learning algorithms when learning from ambiguous demonstrations by hedging against uncertainty, rather than seeking to uniquely identify the demonstrator's reward function.
Approaches based on deep neural networks have achieved striking performance when testing data and training data share similar distribution, but can significantly fail otherwise. Therefore, eliminating the impact of distribution shifts between training and testing data is crucial for building performance-promising deep models. Conventional methods assume either the known heterogeneity of training data (e.g. domain labels) or the approximately equal capacities of different domains. In this paper, we consider a more challenging case where neither of the above assumptions holds. We propose to address this problem by removing the dependencies between features via learning weights for training samples, which helps deep models get rid of spurious correlations and, in turn, concentrate more on the true connection between discriminative features and labels. Extensive experiments clearly demonstrate the effectiveness of our method on multiple distribution generalization benchmarks compared with state-of-the-art counterparts. Through extensive experiments on distribution generalization benchmarks including PACS, VLCS, MNIST-M, and NICO, we show the effectiveness of our method compared with state-of-the-art counterparts.
Meta reinforcement learning (meta-RL) extracts knowledge from previous tasks and achieves fast adaptation to new tasks. Despite recent progress, efficient exploration in meta-RL remains a key challenge in sparse-reward tasks, as it requires quickly finding informative task-relevant experiences in both meta-training and adaptation. To address this challenge, we explicitly model an exploration policy learning problem for meta-RL, which is separated from exploitation policy learning, and introduce a novel empowerment-driven exploration objective, which aims to maximize information gain for task identification. We derive a corresponding intrinsic reward and develop a new off-policy meta-RL framework, which efficiently learns separate context-aware exploration and exploitation policies by sharing the knowledge of task inference. Experimental evaluation shows that our meta-RL method significantly outperforms state-of-the-art baselines on various sparse-reward MuJoCo locomotion tasks and more complex sparse-reward Meta-World tasks.
The Q-learning algorithm is known to be affected by the maximization bias, i.e. the systematic overestimation of action values, an important issue that has recently received renewed attention. Double Q-learning has been proposed as an efficient algorithm to mitigate this bias. However, this comes at the price of an underestimation of action values, in addition to increased memory requirements and a slower convergence. In this paper, we introduce a new way to address the maximization bias in the form of a "self-correcting algorithm" for approximating the maximum of an expected value. Our method balances the overestimation of the single estimator used in conventional Q-learning and the underestimation of the double estimator used in Double Q-learning. Applying this strategy to Q-learning results in Self-correcting Q-learning. We show theoretically that this new algorithm enjoys the same convergence guarantees as Q-learning while being more accurate. Empirically, it performs better than Double Q-learning in domains with rewards of high variance, and it even attains faster convergence than Q-learning in domains with rewards of zero or low variance. These advantages transfer to a Deep Q Network implementation that we call Self-correcting DQN and which outperforms regular DQN and Double DQN on several tasks in the Atari 2600 domain.
Discovering causal structure among a set of variables is a fundamental problem in many empirical sciences. Traditional score-based casual discovery methods rely on various local heuristics to search for a Directed Acyclic Graph (DAG) according to a predefined score function. While these methods, e.g., greedy equivalence search, may have attractive results with infinite samples and certain model assumptions, they are usually less satisfactory in practice due to finite data and possible violation of assumptions. Motivated by recent advances in neural combinatorial optimization, we propose to use Reinforcement Learning (RL) to search for the DAG with the best scoring. Our encoder-decoder model takes observable data as input and generates graph adjacency matrices that are used to compute rewards. The reward incorporates both the predefined score function and two penalty terms for enforcing acyclicity. In contrast with typical RL applications where the goal is to learn a policy, we use RL as a search strategy and our final output would be the graph, among all graphs generated during training, that achieves the best reward. We conduct experiments on both synthetic and real datasets, and show that the proposed approach not only has an improved search ability but also allows a flexible score function under the acyclicity constraint.
Efficient exploration remains a major challenge for reinforcement learning. One reason is that the variability of the returns often depends on the current state and action, and is therefore heteroscedastic. Classical exploration strategies such as upper confidence bound algorithms and Thompson sampling fail to appropriately account for heteroscedasticity, even in the bandit setting. Motivated by recent findings that address this issue in bandits, we propose to use Information-Directed Sampling (IDS) for exploration in reinforcement learning. As our main contribution, we build on recent advances in distributional reinforcement learning and propose a novel, tractable approximation of IDS for deep Q-learning. The resulting exploration strategy explicitly accounts for both parametric uncertainty and heteroscedastic observation noise. We evaluate our method on Atari games and demonstrate a significant improvement over alternative approaches.
Proximal Policy Optimization (PPO) is a highly popular model-free reinforcement learning (RL) approach. However, in continuous state and actions spaces and a Gaussian policy -- common in computer animation and robotics -- PPO is prone to getting stuck in local optima. In this paper, we observe a tendency of PPO to prematurely shrink the exploration variance, which naturally leads to slow progress. Motivated by this, we borrow ideas from CMA-ES, a black-box optimization method designed for intelligent adaptive Gaussian exploration, to derive PPO-CMA, a novel proximal policy optimization approach that can expand the exploration variance on objective function slopes and shrink the variance when close to the optimum. This is implemented by using separate neural networks for policy mean and variance and training the mean and variance in separate passes. Our experiments demonstrate a clear improvement over vanilla PPO in many difficult OpenAI Gym MuJoCo tasks.
Despite deep reinforcement learning has recently achieved great successes, however in multiagent environments, a number of challenges still remain. Multiagent reinforcement learning (MARL) is commonly considered to suffer from the problem of non-stationary environments and exponentially increasing policy space. It would be even more challenging to learn effective policies in circumstances where the rewards are sparse and delayed over long trajectories. In this paper, we study Hierarchical Deep Multiagent Reinforcement Learning (hierarchical deep MARL) in cooperative multiagent problems with sparse and delayed rewards, where efficient multiagent learning methods are desperately needed. We decompose the original MARL problem into hierarchies and investigate how effective policies can be learned hierarchically in synchronous/asynchronous hierarchical MARL frameworks. Several hierarchical deep MARL architectures, i.e., Ind-hDQN, hCom and hQmix, are introduced for different learning paradigms. Moreover, to alleviate the issues of sparse experiences in high-level learning and non-stationarity in multiagent settings, we propose a new experience replay mechanism, named as Augmented Concurrent Experience Replay (ACER). We empirically demonstrate the effects and efficiency of our approaches in several classic Multiagent Trash Collection tasks, as well as in an extremely challenging team sports game, i.e., Fever Basketball Defense.
This paper presents a new multi-objective deep reinforcement learning (MODRL) framework based on deep Q-networks. We propose the use of linear and non-linear methods to develop the MODRL framework that includes both single-policy and multi-policy strategies. The experimental results on two benchmark problems including the two-objective deep sea treasure environment and the three-objective mountain car problem indicate that the proposed framework is able to converge to the optimal Pareto solutions effectively. The proposed framework is generic, which allows implementation of different deep reinforcement learning algorithms in different complex environments. This therefore overcomes many difficulties involved with standard multi-objective reinforcement learning (MORL) methods existing in the current literature. The framework creates a platform as a testbed environment to develop methods for solving various problems associated with the current MORL. Details of the framework implementation can be referred to //www.deakin.edu.au/~thanhthi/drl.htm.
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