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Register a new userBiased Estimates of Advantages over Path Ensembles
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The estimation of advantage is crucial for a number of reinforcement learning algorithms, as it directly influences the choices of future paths. In this work, we propose a family of estimates based on the order statistics over the path ensemble, which allows one to flexibly drive the learning process, towards or against risks. On top of this formulation, we systematically study the impacts of different methods for estimating advantages. Our findings reveal that biased estimates, when chosen appropriately, can result in significant benefits. In particular, for the environments with sparse rewards, optimistic estimates would lead to more efficient exploration of the policy space; while for those where individual actions can have critical impacts, conservative estimates are preferable. On various benchmarks, including MuJoCo continuous control, Terrain locomotion, Atari games, and sparse-reward environments, the proposed biased estimation schemes consistently demonstrate improvement over mainstream methods, not only accelerating the learning process but also obtaining substantial performance gains.
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Generative adversarial networks (GANs) generate data based on minimizing a divergence between two distributions. The choice of that divergence is therefore critical. We argue that the divergence must take into account the hypothesis set and the loss function used in a subsequent learning task, where the data generated by a GAN serves for training. Taking that structural information into account is also important to derive generalization guarantees. Thus, we propose to use the discrepancy measure, which was originally introduced for the closely related problem of domain adaptation and which precisely takes into account the hypothesis set and the loss function. We show that discrepancy admits favorable properties for training GANs and prove explicit generalization guarantees. We present efficient algorithms using discrepancy for two tasks: training a GAN directly, namely DGAN, and mixing previously trained generative models, namely EDGAN. Our experiments on toy examples and several benchmark datasets show that DGAN is competitive with other GANs and that EDGAN outperforms existing GAN ensembles, such as AdaGAN.
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