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Mingde Zhao
Publication date
2019
fields
Informatics Engineering
and research's language is
English
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Temporal-Difference (TD) learning is a standard and very successful reinforcement learning approach, at the core of both algorithms that learn the value of a given policy, as well as algorithms which learn how to improve policies. TD-learning with eligibility traces provides a way to boost sample efficiency by temporal credit assignment, i.e. deciding which portion of a reward should be assigned to predecessor states that occurred at different previous times, controlled by a parameter $lambda$. However, tuning this parameter can be time-consuming, and not tuning it can lead to inefficient learning. For better sample efficiency of TD-learning, we propose a meta-learning method for adjusting the eligibility trace parameter, in a state-dependent manner. The adaptation is achieved with the help of auxiliary learners that learn distributional information about the update targets online, incurring roughly the same computational complexity per step as the usual value learner. Our approach can be used both in on-policy and off-policy learning. We prove that, under some assumptions, the proposed method improves the overall quality of the update targets, by minimizing the overall target error. This method can be viewed as a plugin to assist prediction with function approximation by meta-learning feature (observation)-based $lambda$ online, or even in the control case to assist policy improvement. Our empirical evaluation demonstrates significant performance improvements, as well as improved robustness of the proposed algorithm to learning rate variation.
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Temporal-Difference (TD) learning is a standard and very successful reinforcement learning approach, at the core of both algorithms that learn the value of a given policy, as well as algorithms which learn how to improve policies. TD-learning with eligibility traces provides a way to do temporal credit assignment, i.e. decide which portion of a reward should be assigned to predecessor states that occurred at different previous times, controlled by a parameter $lambda$. However, tuning this parameter can be time-consuming, and not tuning it can lead to inefficient learning. To improve the sample efficiency of TD-learning, we propose a meta-learning method for adjusting the eligibility trace parameter, in a state-dependent manner. The adaptation is achieved with the help of auxiliary learners that learn distributional information about the update targets online, incurring roughly the same computational complexity per step as the usual value learner. Our approach can be used both in on-policy and off-policy learning. We prove that, under some assumptions, the proposed method improves the overall quality of the update targets, by minimizing the overall target error. This method can be viewed as a plugin which can also be used to assist prediction with function approximation by meta-learning feature (observation)-based $lambda$ online, or even in the control case to assist policy improvement. Our empirical evaluation demonstrates significant performance improvements, as well as improved robustness of the proposed algorithm to learning rate variation.
The question of how to determine which states and actions are responsible for a certain outcome is known as the credit assignment problem and remains a central research question in reinforcement learning and artificial intelligence. Eligibility traces enable efficient credit assignment to the recent sequence of states and actions experienced by the agent, but not to counterfactual sequences that could also have led to the current state. In this work, we introduce expected eligibility traces. Expected traces allow, with a single update, to update states and actions that could have preceded the current state, even if they did not do so on this occasion. We discuss when expected traces provide benefits over classic (instantaneous) traces in temporal-difference learning, and show that sometimes substantial improvements can be attained. We provide a way to smoothly interpolate between instantaneous and expected traces by a mechanism similar to bootstrapping, which ensures that the resulting algorithm is a strict generalisation of TD($lambda$). Finally, we discuss possible extensions and connections to related ideas, such as successor features.
We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In particular, we introduce a novel doubly-robust estimator for the OPE problem in RL, based on the Targeted Maximum Likelihood Estimation principle from the statistical causal inference literature. We also introduce several variance reduction techniques that lead to impressive performance gains in off-policy evaluation. We show empirically that our estimator uniformly wins over existing off-policy evaluation methods across multiple RL environments and various levels of model misspecification. Finally, we further the existing theoretical analysis of estimators for the RL off-policy estimation problem by showing their $O_P(1/sqrt{n})$ rate of convergence and characterizing their asymptotic distribution.
Deep reinforcement learning algorithms require large amounts of experience to learn an individual task. While in principle meta-reinforcement learning (meta-RL) algorithms enable agents to learn new skills from small amounts of experience, several major challenges preclude their practicality. Current methods rely heavily on on-policy experience, limiting their sample efficiency. The also lack mechanisms to reason about task uncertainty when adapting to new tasks, limiting their effectiveness in sparse reward problems. In this paper, we address these challenges by developing an off-policy meta-RL algorithm that disentangles task inference and control. In our approach, we perform online probabilistic filtering of latent task variables to infer how to solve a new task from small amounts of experience. This probabilistic interpretation enables posterior sampling for structured and efficient exploration. We demonstrate how to integrate these task variables with off-policy RL algorithms to achieve both meta-training and adaptation efficiency. Our method outperforms prior algorithms in sample efficiency by 20-100X as well as in asymptotic performance on several meta-RL benchmarks.
We consider the core reinforcement-learning problem of on-policy value function approximation from a batch of trajectory data, and focus on various issues of Temporal Difference (TD) learning and Monte Carlo (MC) policy evaluation. The two methods are known to achieve complementary bias-variance trade-off properties, with TD tending to achieve lower variance but potentially higher bias. In this paper, we argue that the larger bias of TD can be a result of the amplification of local approximation errors. We address this by proposing an algorithm that adaptively switches between TD and MC in each state, thus mitigating the propagation of errors. Our method is based on learned confidence intervals that detect biases of TD estimates. We demonstrate in a variety of policy evaluation tasks that this simple adaptive algorithm performs competitively with the best approach in hindsight, suggesting that learned confidence intervals are a powerful technique for adapting policy evaluation to use TD or MC returns in a data-driven way.
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