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Register a new userDeep Primal-Dual Reinforcement Learning: Accelerating Actor-Critic using Bellman Duality
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Woon Sang Cho
Publication date
2017
fields
Informatics Engineering
and research's language is
English
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We develop a parameterized Primal-Dual $pi$ Learning method based on deep neural networks for Markov decision process with large state space and off-policy reinforcement learning. In contrast to the popular Q-learning and actor-critic methods that are based on successive approximations to the nonlinear Bellman equation, our method makes primal-dual updates to the policy and value functions utilizing the fundamental linear Bellman duality. Naive parametrization of the primal-dual $pi$ learning method using deep neural networks would encounter two major challenges: (1) each update requires computing a probability distribution over the state space and is intractable; (2) the iterates are unstable since the parameterized Lagrangian function is no longer linear. We address these challenges by proposing a relaxed Lagrangian formulation with a regularization penalty using the advantage function. We show that the dual policy update step in our method is equivalent to the policy gradient update in the actor-critic method in some special case, while the value updates differ substantially. The main advantage of the primal-dual $pi$ learning method lies in that the value and policy updates are closely coupled together using the Bellman duality and therefore more informative. Experiments on a simple cart-pole problem show that the algorithm significantly outperforms the one-step temporal-difference actor-critic method, which is the most relevant benchmark method to compare with. We believe that the primal-dual updates to the value and policy functions would expedite the learning process. The proposed methods might open a door to more efficient algorithms and sharper theoretical analysis.
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Model-free deep reinforcement learning (RL) algorithms have been demonstrated on a range of challenging decision making and control tasks. However, these methods typically suffer from two major challenges: very high sample complexity and brittle convergence properties, which necessitate meticulous hyperparameter tuning. Both of these challenges severely limit the applicability of such methods to complex, real-world domains. In this paper, we propose soft actor-critic, an off-policy actor-critic deep RL algorithm based on the maximum entropy reinforcement learning framework. In this framework, the actor aims to maximize expected reward while also maximizing entropy. That is, to succeed at the task while acting as randomly as possible. Prior deep RL methods based on this framework have been formulated as Q-learning methods. By combining off-policy updates with a stable stochastic actor-critic formulation, our method achieves state-of-the-art performance on a range of continuous control benchmark tasks, outperforming prior on-policy and off-policy methods. Furthermore, we demonstrate that, in contrast to other off-policy algorithms, our approach is very stable, achieving very similar performance across different random seeds.
Reinforcement learning in multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in single-agent settings. We present an actor-critic algorithm that trains decentralized policies in multi-agent settings, using centrally computed critics that share an attention mechanism which selects relevant information for each agent at every timestep. This attention mechanism enables more effective and scalable learning in complex multi-agent environments, when compared to recent approaches. Our approach is applicable not only to cooperative settings with shared rewards, but also individualized reward settings, including adversarial settings, as well as settings that do not provide global states, and it makes no assumptions about the action spaces of the agents. As such, it is flexible enough to be applied to most multi-agent learning problems.
Both single-agent and multi-agent actor-critic algorithms are an important class of Reinforcement Learning algorithms. In this work, we propose three fully decentralized multi-agent natural actor-critic (MAN) algorithms. The agents objective is to collectively learn a joint policy that maximizes the sum of averaged long-term returns of these agents. In the absence of a central controller, agents communicate the information to their neighbors via a time-varying communication network while preserving privacy. We prove the convergence of all the 3 MAN algorithms to a globally asymptotically stable point of the ODE corresponding to the actor update; these use linear function approximations. We use the Fisher information matrix to obtain the natural gradients. The Fisher information matrix captures the curvature of the Kullback-Leibler (KL) divergence between polices at successive iterates. We also show that the gradient of this KL divergence between policies of successive iterates is proportional to the objective functions gradient. Our MAN algorithms indeed use this emph{representation} of the objective functions gradient. Under certain conditions on the Fisher information matrix, we prove that at each iterate, the optimal value via MAN algorithms can be better than that of the multi-agent actor-critic (MAAC) algorithm using the standard gradients. To validate the usefulness of our proposed algorithms, we implement all the 3 MAN algorithms on a bi-lane traffic network to reduce the average network congestion. We observe an almost 25% reduction in the average congestion in 2 MAN algorithms; the average congestion in another MAN algorithm is on par with the MAAC algorithm. We also consider a generic 15 agent MARL; the performance of the MAN algorithms is again as good as the MAAC algorithm. We attribute the better performance of the MAN algorithms to their use of the above representation.
Offline Reinforcement Learning promises to learn effective policies from previously-collected, static datasets without the need for exploration. However, existing Q-learning and actor-critic based off-policy RL algorithms fail when bootstrapping from out-of-distribution (OOD) actions or states. We hypothesize that a key missing ingredient from the existing methods is a proper treatment of uncertainty in the offline setting. We propose Uncertainty Weighted Actor-Critic (UWAC), an algorithm that detects OOD state-action pairs and down-weights their contribution in the training objectives accordingly. Implementation-wise, we adopt a practical and effective dropout-based uncertainty estimation method that introduces very little overhead over existing RL algorithms. Empirically, we observe that UWAC substantially improves model stability during training. In addition, UWAC out-performs existing offline RL methods on a variety of competitive tasks, and achieves significant performance gains over the state-of-the-art baseline on datasets with sparse demonstrations collected from human experts.
Continuous control tasks in reinforcement learning are important because they provide an important framework for learning in high-dimensional state spaces with deceptive rewards, where the agent can easily become trapped into suboptimal solutions. One way to avoid local optima is to use a population of agents to ensure coverage of the policy space, yet learning a population with the best coverage is still an open problem. In this work, we present a novel approach to population-based RL in continuous control that leverages properties of normalizing flows to perform attractive and repulsive operations between current members of the population and previously observed policies. Empirical results on the MuJoCo suite demonstrate a high performance gain for our algorithm compared to prior work, including Soft-Actor Critic (SAC).
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