We propose a framework for reinforcement learning (RL) in fine time discretization and a learning algorithm in this framework. One of the main goals of RL is to provide a way for physical machines to learn optimal behavior instead of being programmed. However, the machines are usually controlled in fine time discretization. The most common RL methods apply independent random elements to each action, which is not suitable in that setting. It is not feasible because it causes the controlled system to jerk, and does not ensure sufficient exploration since a single action is not long enough to create a significant experience that could be translated into policy improvement. In the RL framework introduced in this paper, policies are considered that produce actions based on states and random elements autocorrelated in subsequent time instants. The RL algorithm introduced here approximately optimizes such a policy. The efficiency of this algorithm is verified against three other RL methods (PPO, SAC, ACER) in four simulated learning control problems (Ant, HalfCheetah, Hopper, and Walker2D) in diverse time discretization. The algorithm introduced here outperforms the competitors in most cases considered.
Parameter sharing, where each agent independently learns a policy with fully shared parameters between all policies, is a popular baseline method for multi-agent deep reinforcement learning. Unfortunately, since all agents share the same policy network, they cannot learn different policies or tasks. This issue has been circumvented experimentally by adding an agent-specific indicator signal to observations, which we term "agent indication." Agent indication is limited, however, in that without modification it does not allow parameter sharing to be applied to environments where the action spaces and/or observation spaces are heterogeneous. This work formalizes the notion of agent indication and proves that it enables convergence to optimal policies for the first time. Next, we formally introduce methods to extend parameter sharing to learning in heterogeneous observation and action spaces, and prove that these methods allow for convergence to optimal policies. Finally, we experimentally confirm that the methods we introduce function empirically, and conduct a wide array of experiments studying the empirical efficacy of many different agent indication schemes for graphical observation spaces.
Exploration is crucial for training the optimal reinforcement learning (RL) policy, where the key is to discriminate whether a state visiting is novel. Most previous work focuses on designing heuristic rules or distance metrics to check whether a state is novel without considering such a discrimination process that can be learned. In this paper, we propose a novel method called generative adversarial exploration (GAEX) to encourage exploration in RL via introducing an intrinsic reward output from a generative adversarial network, where the generator provides fake samples of states that help discriminator identify those less frequently visited states. Thus the agent is encouraged to visit those states which the discriminator is less confident to judge as visited. GAEX is easy to implement and of high training efficiency. In our experiments, we apply GAEX into DQN and the DQN-GAEX algorithm achieves convincing performance on challenging exploration problems, including the game Venture, Montezuma's Revenge and Super Mario Bros, without further fine-tuning on complicate learning algorithms. To our knowledge, this is the first work to employ GAN in RL exploration problems.
In reinforcement learning, continuous time is often discretized by a time scale $\delta$, to which the resulting performance is known to be highly sensitive. In this work, we seek to find a $\delta$-invariant algorithm for policy gradient (PG) methods, which performs well regardless of the value of $\delta$. We first identify the underlying reasons that cause PG methods to fail as $\delta \to 0$, proving that the variance of the PG estimator can diverge to infinity in stochastic environments under a certain assumption of stochasticity. While durative actions or action repetition can be employed to have $\delta$-invariance, previous action repetition methods cannot immediately react to unexpected situations in stochastic environments. We thus propose a novel $\delta$-invariant method named Safe Action Repetition (SAR) applicable to any existing PG algorithm. SAR can handle the stochasticity of environments by adaptively reacting to changes in states during action repetition. We empirically show that our method is not only $\delta$-invariant but also robust to stochasticity, outperforming previous $\delta$-invariant approaches on eight MuJoCo environments with both deterministic and stochastic settings. Our code is available at //vision.snu.ac.kr/projects/sar.
Classical reinforcement learning (RL) aims to optimize the expected cumulative rewards. In this work, we consider the RL setting where the goal is to optimize the quantile of the cumulative rewards. We parameterize the policy controlling actions by neural networks and propose a novel policy gradient algorithm called Quantile-Based Policy Optimization (QPO) and its variant Quantile-Based Proximal Policy Optimization (QPPO) to solve deep RL problems with quantile objectives. QPO uses two coupled iterations running at different time scales for simultaneously estimating quantiles and policy parameters and is shown to converge to the global optimal policy under certain conditions. Our numerical results demonstrate that the proposed algorithms outperform the existing baseline algorithms under the quantile criterion.
Reinforcement learning (RL) applications, where an agent can simply learn optimal behaviors by interacting with the environment, are quickly gaining tremendous success in a wide variety of applications from controlling simple pendulums to complex data centers. However, setting the right hyperparameters can have a huge impact on the deployed solution performance and reliability in the inference models, produced via RL, used for decision-making. Hyperparameter search itself is a laborious process that requires many iterations and computationally expensive to find the best settings that produce the best neural network architectures. In comparison to other neural network architectures, deep RL has not witnessed much hyperparameter tuning, due to its algorithm complexity and simulation platforms needed. In this paper, we propose a distributed variable-length genetic algorithm framework to systematically tune hyperparameters for various RL applications, improving training time and robustness of the architecture, via evolution. We demonstrate the scalability of our approach on many RL problems (from simple gyms to complex applications) and compared with Bayesian approach. Our results show that with more generations, optimal solutions that require fewer training episodes and are computationally cheap while being more robust for deployment. Our results are imperative to advance deep reinforcement learning controllers for real-world problems.
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.
Deep reinforcement learning suggests the promise of fully automated learning of robotic control policies that directly map sensory inputs to low-level actions. However, applying deep reinforcement learning methods on real-world robots is exceptionally difficult, due both to the sample complexity and, just as importantly, the sensitivity of such methods to hyperparameters. While hyperparameter tuning can be performed in parallel in simulated domains, it is usually impractical to tune hyperparameters directly on real-world robotic platforms, especially legged platforms like quadrupedal robots that can be damaged through extensive trial-and-error learning. In this paper, we develop a stable variant of the soft actor-critic deep reinforcement learning algorithm that requires minimal hyperparameter tuning, while also requiring only a modest number of trials to learn multilayer neural network policies. This algorithm is based on the framework of maximum entropy reinforcement learning, and automatically trades off exploration against exploitation by dynamically and automatically tuning a temperature parameter that determines the stochasticity of the policy. We show that this method achieves state-of-the-art performance on four standard benchmark environments. We then demonstrate that it can be used to learn quadrupedal locomotion gaits on a real-world Minitaur robot, learning to walk from scratch directly in the real world in two hours of training.
Many reinforcement-learning researchers treat the reward function as a part of the environment, meaning that the agent can only know the reward of a state if it encounters that state in a trial run. However, we argue that this is an unnecessary limitation and instead, the reward function should be provided to the learning algorithm. The advantage is that the algorithm can then use the reward function to check the reward for states that the agent hasn't even encountered yet. In addition, the algorithm can simultaneously learn policies for multiple reward functions. For each state, the algorithm would calculate the reward using each of the reward functions and add the rewards to its experience replay dataset. The Hindsight Experience Replay algorithm developed by Andrychowicz et al. (2017) does just this, and learns to generalize across a distribution of sparse, goal-based rewards. We extend this algorithm to linearly-weighted, multi-objective rewards and learn a single policy that can generalize across all linear combinations of the multi-objective reward. Whereas other multi-objective algorithms teach the Q-function to generalize across the reward weights, our algorithm enables the policy to generalize, and can thus be used with continuous actions.
We consider the exploration-exploitation trade-off in reinforcement learning and we show that an agent imbued with a risk-seeking utility function is able to explore efficiently, as measured by regret. The parameter that controls how risk-seeking the agent is can be optimized exactly, or annealed according to a schedule. We call the resulting algorithm K-learning and show that the corresponding K-values are optimistic for the expected Q-values at each state-action pair. The K-values induce a natural Boltzmann exploration policy for which the `temperature' parameter is equal to the risk-seeking parameter. This policy achieves an expected regret bound of $\tilde O(L^{3/2} \sqrt{S A T})$, where $L$ is the time horizon, $S$ is the number of states, $A$ is the number of actions, and $T$ is the total number of elapsed time-steps. This bound is only a factor of $L$ larger than the established lower bound. K-learning can be interpreted as mirror descent in the policy space, and it is similar to other well-known methods in the literature, including Q-learning, soft-Q-learning, and maximum entropy policy gradient, and is closely related to optimism and count based exploration methods. K-learning is simple to implement, as it only requires adding a bonus to the reward at each state-action and then solving a Bellman equation. We conclude with a numerical example demonstrating that K-learning is competitive with other state-of-the-art algorithms in practice.
Deep reinforcement learning has recently shown many impressive successes. However, one major obstacle towards applying such methods to real-world problems is their lack of data-efficiency. To this end, we propose the Bottleneck Simulator: a model-based reinforcement learning method which combines a learned, factorized transition model of the environment with rollout simulations to learn an effective policy from few examples. The learned transition model employs an abstract, discrete (bottleneck) state, which increases sample efficiency by reducing the number of model parameters and by exploiting structural properties of the environment. We provide a mathematical analysis of the Bottleneck Simulator in terms of fixed points of the learned policy, which reveals how performance is affected by four distinct sources of error: an error related to the abstract space structure, an error related to the transition model estimation variance, an error related to the transition model estimation bias, and an error related to the transition model class bias. Finally, we evaluate the Bottleneck Simulator on two natural language processing tasks: a text adventure game and a real-world, complex dialogue response selection task. On both tasks, the Bottleneck Simulator yields excellent performance beating competing approaches.