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Adaptive Discretization for Model-Based Reinforcement Learning

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 Added by Sean Sinclair
 Publication date 2020
and research's language is English




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We introduce the technique of adaptive discretization to design an efficient model-based episodic reinforcement learning algorithm in large (potentially continuous) state-action spaces. Our algorithm is based on optimistic one-step value iteration extended to maintain an adaptive discretization of the space. From a theoretical perspective we provide worst-case regret bounds for our algorithm which are competitive compared to the state-of-the-art model-based algorithms. Moreover, our bounds are obtained via a modular proof technique which can potentially extend to incorporate additional structure on the problem. From an implementation standpoint, our algorithm has much lower storage and computational requirements due to maintaining a more efficient partition of the state and action spaces. We illustrate this via experiments on several canonical control problems, which shows that our algorithm empirically performs significantly better than fixed discretization in terms of both faster convergence and lower memory usage. Interestingly, we observe empirically that while fixed-discretization model-based algorithms vastly outperform their model-free counterparts, the two achieve comparable performance with adaptive discretization.



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We present an efficient algorithm for model-free episodic reinforcement learning on large (potentially continuous) state-action spaces. Our algorithm is based on a novel $Q$-learning policy with adaptive data-driven discretization. The central idea is to maintain a finer partition of the state-action space in regions which are frequently visited in historical trajectories, and have higher payoff estimates. We demonstrate how our adaptive partitions take advantage of the shape of the optimal $Q$-function and the joint space, without sacrificing the worst-case performance. In particular, we recover the regret guarantees of prior algorithms for continuous state-action spaces, which additionally require either an optimal discretization as input, and/or access to a simulation oracle. Moreover, experiments demonstrate how our algorithm automatically adapts to the underlying structure of the problem, resulting in much better performance compared both to heuristics and $Q$-learning with uniform discretization.
Model-free reinforcement learning (RL) can be used to learn effective policies for complex tasks, such as Atari games, even from image observations. However, this typically requires very large amounts of interaction -- substantially more, in fact, than a human would need to learn the same games. How can people learn so quickly? Part of the answer may be that people can learn how the game works and predict which actions will lead to desirable outcomes. In this paper, we explore how video prediction models can similarly enable agents to solve Atari games with fewer interactions than model-free methods. We describe Simulated Policy Learning (SimPLe), a complete model-based deep RL algorithm based on video prediction models and present a comparison of several model architectures, including a novel architecture that yields the best results in our setting. Our experiments evaluate SimPLe on a range of Atari games in low data regime of 100k interactions between the agent and the environment, which corresponds to two hours of real-time play. In most games SimPLe outperforms state-of-the-art model-free algorithms, in some games by over an order of magnitude.
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Model-based Reinforcement Learning (MBRL) algorithms have been traditionally designed with the goal of learning accurate dynamics of the environment. This introduces a mismatch between the objectives of model-learning and the overall learning problem of finding an optimal policy. Value-aware model learning, an alternative model-learning paradigm to maximum likelihood, proposes to inform model-learning through the value function of the learnt policy. While this paradigm is theoretically sound, it does not scale beyond toy settings. In this work, we propose a novel value-aware objective that is an upper bound on the absolute performance difference of a policy across two models. Further, we propose a general purpose algorithm that modifies the standard MBRL pipeline -- enabling learning with value aware objectives. Our proposed objective, in conjunction with this algorithm, is the first successful instantiation of value-aware MBRL on challenging continuous control environments, outperforming previous value-aware objectives and with competitive performance w.r.t. MLE-based MBRL approaches.

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