No Arabic abstract
The use of Reinforcement Learning (RL) agents in practical applications requires the consideration of suboptimal outcomes, depending on the familiarity of the agent with its environment. This is especially important in safety-critical environments, where errors can lead to high costs or damage. In distributional RL, the risk-sensitivity can be controlled via different distortion measures of the estimated return distribution. However, these distortion functions require an estimate of the risk level, which is difficult to obtain and depends on the current state. In this work, we demonstrate the suboptimality of a static risk level estimation and propose a method to dynamically select risk levels at each environment step. Our method ARA (Automatic Risk Adaptation) estimates the appropriate risk level in both known and unknown environments using a Random Network Distillation error. We show reduced failure rates by up to a factor of 7 and improved generalization performance by up to 14% compared to both risk-aware and risk-agnostic agents in several locomotion environments.
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.
Many reinforcement learning (RL) problems in practice are offline, learning purely from observational data. A key challenge is how to ensure the learned policy is safe, which requires quantifying the risk associated with different actions. In the online setting, distributional RL algorithms do so by learning the distribution over returns (i.e., cumulative rewards) instead of the expected return; beyond quantifying risk, they have also been shown to learn better representations for planning. We propose Conservative Offline Distributional Actor Critic (CODAC), an offline RL algorithm suitable for both risk-neutral and risk-averse domains. CODAC adapts distributional RL to the offline setting by penalizing the predicted quantiles of the return for out-of-distribution actions. We prove that CODAC learns a conservative return distribution -- in particular, for finite MDPs, CODAC converges to an uniform lower bound on the quantiles of the return distribution; our proof relies on a novel analysis of the distributional Bellman operator. In our experiments, on two challenging robot navigation tasks, CODAC successfully learns risk-averse policies using offline data collected purely from risk-neutral agents. Furthermore, CODAC is state-of-the-art on the D4RL MuJoCo benchmark in terms of both expected and risk-sensitive performance.
Many reinforcement learning (RL) tasks have specific properties that can be leveraged to modify existing RL algorithms to adapt to those tasks and further improve performance, and a general class of such properties is the multiple reward channel. In those environments the full reward can be decomposed into sub-rewards obtained from different channels. Existing work on reward decomposition either requires prior knowledge of the environment to decompose the full reward, or decomposes reward without prior knowledge but with degraded performance. In this paper, we propose Distributional Reward Decomposition for Reinforcement Learning (DRDRL), a novel reward decomposition algorithm which captures the multiple reward channel structure under distributional setting. Empirically, our method captures the multi-channel structure and discovers meaningful reward decomposition, without any requirements on prior knowledge. Consequently, our agent achieves better performance than existing methods on environments with multiple reward channels.
In this paper we argue for the fundamental importance of the value distribution: the distribution of the random return received by a reinforcement learning agent. This is in contrast to the common approach to reinforcement learning which models the expectation of this return, or value. Although there is an established body of literature studying the value distribution, thus far it has always been used for a specific purpose such as implementing risk-aware behaviour. We begin with theoretical results in both the policy evaluation and control settings, exposing a significant distributional instability in the latter. We then use the distributional perspective to design a new algorithm which applies Bellmans equation to the learning of approximate value distributions. We evaluate our algorithm using the suite of games from the Arcade Learning Environment. We obtain both state-of-the-art results and anecdotal evidence demonstrating the importance of the value distribution in approximate reinforcement learning. Finally, we combine theoretical and empirical evidence to highlight the ways in which the value distribution impacts learning in the approximate setting.
Despite many algorithmic advances, our theoretical understanding of practical distributional reinforcement learning methods remains limited. One exception is Rowland et al. (2018)s analysis of the C51 algorithm in terms of the Cramer distance, but their results only apply to the tabular setting and ignore C51s use of a softmax to produce normalized distributions. In this paper we adapt the Cramer distance to deal with arbitrary vectors. From it we derive a new distributional algorithm which is fully Cramer-based and can be combined to linear function approximation, with formal guarantees in the context of policy evaluation. In allowing the models prediction to be any real vector, we lose the probabilistic interpretation behind the method, but otherwise maintain the appealing properties of distributional approaches. To the best of our knowledge, ours is the first proof of convergence of a distributional algorithm combined with function approximation. Perhaps surprisingly, our results provide evidence that Cramer-based distributional methods may perform worse than directly approximating the value function.