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This paper presents a novel neural network training approach for faster convergence and better generalization abilities in deep reinforcement learning. Particularly, we focus on the enhancement of training and evaluation performance in reinforcement learning algorithms by systematically reducing gradients variance and thereby providing a more targeted learning process. The proposed method which we term as Gradient Monitoring(GM), is an approach to steer the learning in the weight parameters of a neural network based on the dynamic development and feedback from the training process itself. We propose different variants of the GM methodology which have been proven to increase the underlying performance of the model. The one of the proposed variant, Momentum with Gradient Monitoring (M-WGM), allows for a continuous adjustment of the quantum of back-propagated gradients in the network based on certain learning parameters. We further enhance the method with Adaptive Momentum with Gradient Monitoring (AM-WGM) method which allows for automatic adjustment between focused learning of certain weights versus a more dispersed learning depending on the feedback from the rewards collected. As a by-product, it also allows for automatic derivation of the required deep network sizes during training as the algorithm automatically freezes trained weights. The approach is applied to two discrete (Multi-Robot Co-ordination problem and Atari games) and one continuous control task (MuJoCo) using Advantage Actor-Critic (A2C) and Proximal Policy Optimization (PPO) respectively. The results obtained particularly underline the applicability and performance improvements of the methods in terms of generalization capability.
We develop a mathematical framework for solving multi-task reinforcement learning (MTRL) problems based on a type of policy gradient method. The goal in MTRL is to learn a common policy that operates effectively in different environments; these environments have similar (or overlapping) state spaces, but have different rewards and dynamics. We highlight two fundamental challenges in MTRL that are not present in its single task counterpart, and illustrate them with simple examples. We then develop a decentralized entropy-regularized policy gradient method for solving the MTRL problem, and study its finite-time convergence rate. We demonstrate the effectiveness of the proposed method using a series of numerical experiments. These experiments range from small-scale GridWorld problems that readily demonstrate the trade-offs involved in multi-task learning to large-scale problems, where common policies are learned to navigate an airborne drone in multiple (simulated) environments.
The goal of reinforcement learning algorithms is to estimate and/or optimise the value function. However, unlike supervised learning, no teacher or oracle is available to provide the true value function. Instead, the majority of reinforcement learning algorithms estimate and/or optimise a proxy for the value function. This proxy is typically based on a sampled and bootstrapped approximation to the true value function, known as a return. The particular choice of return is one of the chief components determining the nature of the algorithm: the rate at which future rewards are discounted; when and how values should be bootstrapped; or even the nature of the rewards themselves. It is well-known that these decisions are crucial to the overall success of RL algorithms. We discuss a gradient-based meta-learning algorithm that is able to adapt the nature of the return, online, whilst interacting and learning from the environment. When applied to 57 games on the Atari 2600 environment over 200 million frames, our algorithm achieved a new state-of-the-art performance.
Entropy augmented to reward is known to soften the greedy argmax policy to softmax policy. Entropy augmentation is reformulated and leads to a motivation to introduce an additional entropy term to the objective function in the form of KL-divergence to regularize optimization process. It results in a policy which monotonically improves while interpolating from the current policy to the softmax greedy policy. This policy is used to build a continuously parameterized algorithm which optimize policy and Q-function simultaneously and whose extreme limits correspond to policy gradient and Q-learning, respectively. Experiments show that there can be a performance gain using an intermediate algorithm.
Non-convex optimization problems are challenging to solve; the success and computational expense of a gradient descent algorithm or variant depend heavily on the initialization strategy. Often, either random initialization is used or initialization rules are carefully designed by exploiting the nature of the problem class. As a simple alternative to hand-crafted initialization rules, we propose an approach for learning good initialization rules from previous solutions. We provide theoretical guarantees that establish conditions that are sufficient in all cases and also necessary in some under which our approach performs better than random initialization. We apply our methodology to various non-convex problems such as generating adversarial examples, generating post hoc explanations for black-box machine learning models, and allocating communication spectrum, and show consistent gains over other initialization techniques.
To improve the sample efficiency of policy-gradient based reinforcement learning algorithms, we propose implicit distributional actor-critic (IDAC) that consists of a distributional critic, built on two deep generator networks (DGNs), and a semi-implicit actor (SIA), powered by a flexible policy distribution. We adopt a distributional perspective on the discounted cumulative return and model it with a state-action-dependent implicit distribution, which is approximated by the DGNs that take state-action pairs and random noises as their input. Moreover, we use the SIA to provide a semi-implicit policy distribution, which mixes the policy parameters with a reparameterizable distribution that is not constrained by an analytic density function. In this way, the policys marginal distribution is implicit, providing the potential to model complex properties such as covariance structure and skewness, but its parameter and entropy can still be estimated. We incorporate these features with an off-policy algorithm framework to solve problems with continuous action space and compare IDAC with state-of-the-art algorithms on representative OpenAI Gym environments. We observe that IDAC outperforms these baselines in most tasks. Python code is provided.