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Register a new userDeterministic Policy Optimization by Combining Pathwise and Score Function Estimators for Discrete Action Spaces
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Added by
Daniel L\\'evy
Publication date
2017
fields
Informatics Engineering
and research's language is
English
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Policy optimization methods have shown great promise in solving complex reinforcement and imitation learning tasks. While model-free methods are broadly applicable, they often require many samples to optimize complex policies. Model-based methods greatly improve sample-efficiency but at the cost of poor generalization, requiring a carefully handcrafted model of the system dynamics for each task. Recently, hybrid methods have been successful in trading off applicability for improved sample-complexity. However, these have been limited to continuous action spaces. In this work, we present a new hybrid method based on an approximation of the dynamics as an expectation over the next state under the current policy. This relaxation allows us to derive a novel hybrid policy gradient estimator, combining score function and pathwise derivative estimators, that is applicable to discrete action spaces. We show significant gains in sample complexity, ranging between $1.7$ and $25times$, when learning parameterized policies on Cart Pole, Acrobot, Mountain Car and Hand Mass. Our method is applicable to both discrete and continuous action spaces, when competing pathwise methods are limited to the latter.
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Being able to reason in an environment with a large number of discrete actions is essential to bringing reinforcement learning to a larger class of problems. Recommender systems, industrial plants and language models are only some of the many real-world tasks involving large numbers of discrete actions for which current methods are difficult or even often impossible to apply. An ability to generalize over the set of actions as well as sub-linear complexity relative to the size of the set are both necessary to handle such tasks. Current approaches are not able to provide both of these, which motivates the work in this paper. Our proposed approach leverages prior information about the actions to embed them in a continuous space upon which it can generalize. Additionally, approximate nearest-neighbor methods allow for logarithmic-time lookup complexity relative to the number of actions, which is necessary for time-wise tractable training. This combined approach allows reinforcement learning methods to be applied to large-scale learning problems previously intractable with current methods. We demonstrate our algorithms abilities on a series of tasks having up to one million actions.
Deterministic-policy actor-critic algorithms for continuous control improve the actor by plugging its actions into the critic and ascending the action-value gradient, which is obtained by chaining the actors Jacobian matrix with the gradient of the critic with respect to input actions. However, instead of gradients, the critic is, typically, only trained to accurately predict expected returns, which, on their own, are useless for policy optimization. In this paper, we propose MAGE, a model-based actor-critic algorithm, grounded in the theory of policy gradients, which explicitly learns the action-value gradient. MAGE backpropagates through the learned dynamics to compute gradient targets in temporal difference learning, leading to a critic tailored for policy improvement. On a set of MuJoCo continuous-control tasks, we demonstrate the efficiency of the algorithm in comparison to model-free and model-based state-of-the-art baselines.
Maintaining the stability of the modern power grid is becoming increasingly difficult due to fluctuating power consumption, unstable power supply coming from renewable energies, and unpredictable accidents such as man-made and natural disasters. As the operation on the power grid must consider its impact on future stability, reinforcement learning (RL) has been employed to provide sequential decision-making in power grid management. However, existing methods have not considered the environmental constraints. As a result, the learned policy has risk of selecting actions that violate the constraints in emergencies, which will escalate the issue of overloaded power lines and lead to large-scale blackouts. In this work, we propose a novel method for this problem, which builds on top of the search-based planning algorithm. At the planning stage, the search space is limited to the action set produced by the policy. The selected action strictly follows the constraints by testing its outcome with the simulation function provided by the system. At the learning stage, to address the problem that gradients cannot be propagated to the policy, we introduce Evolutionary Strategies (ES) with black-box policy optimization to improve the policy directly, maximizing the returns of the long run. In NeurIPS 2020 Learning to Run Power Network (L2RPN) competition, our solution safely managed the power grid and ranked first in both tracks.
We tackle the issue of finding a good policy when the number of policy updates is limited. This is done by approximating the expected policy reward as a sequence of concave lower bounds which can be efficiently maximized, drastically reducing the number of policy updates required to achieve good performance. We also extend existing methods to negative rewards, enabling the use of control variates.
Reinforcement learning (RL) in discrete action space is ubiquitous in real-world applications, but its complexity grows exponentially with the action-space dimension, making it challenging to apply existing on-policy gradient based deep RL algorithms efficiently. To effectively operate in multidimensional discrete action spaces, we construct a critic to estimate action-value functions, apply it on correlated actions, and combine these critic estimated action values to control the variance of gradient estimation. We follow rigorous statistical analysis to design how to generate and combine these correlated actions, and how to sparsify the gradients by shutting down the contributions from certain dimensions. These efforts result in a new discrete action on-policy RL algorithm that empirically outperforms related on-policy algorithms relying on variance control techniques. We demonstrate these properties on OpenAI Gym benchmark tasks, and illustrate how discretizing the action space could benefit the exploration phase and hence facilitate convergence to a better local optimal solution thanks to the flexibility of discrete policy.
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