Policy gradient algorithms in reinforcement learning optimize the policy directly and rely on efficiently sampling an environment. However, while most sampling procedures are based solely on sampling the agent's policy, other measures directly accessible through these algorithms could be used to improve sampling before each policy update. Following this line of thoughts, we propose the use of SAUNA, a method where transitions are rejected from the gradient updates if they do not meet a particular criterion, and kept otherwise. This criterion, the fraction of variance explained @math , is a measure of the discrepancy between a model and actual samples. In this work, @math is used to evaluate the impact each transition will have on learning: this criterion refines sampling and improves the policy gradient algorithm. In this paper: (a) We introduce and explore @math , the criterion used for denoising policy gradient updates. (b) We conduct experiments across a variety of benchmark environments, including standard continuous control problems. Our results show better performance with SAUNA. (c) We investigate why @math provides a reliable assessment for the selection of samples that will positively impact learning. (d) We show how this criterion can work as a dynamic tool to adjust the ratio between exploration and exploitation.
Actor-critic algorithms essentially use the value function to alternate between policy evaluation and policy improvement @cite_34 @cite_28 . In order to update the actor, many methods adopt the on-policy formulation @cite_3 @cite_11 @cite_31 @cite_30 . However, despite their important success, these methods suffer from sample complexity. In the literature, research has also been conducted in sampling prioritization. While @cite_8 makes the learning from experience replay more efficient by using the TD error as a measure of these priorities in an off-policy setting, our method directly selects the samples on-policy. @cite_26 is related to our method in that it calculates the expected improvement in prediction error, but the objective is to maximize the intrinsic reward through artificial curiosity while our method estimates the expected variance explained.
@cite_30 @cite_26 @cite_8 @cite_28 @cite_3 @cite_31 @cite_34 @cite_11
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In value-based reinforcement learning methods such as deep Q-learning, function approximation errors are known to lead to overestimated value estimates and suboptimal policies. We show that this problem persists in an actor-critic setting and propose novel mechanisms to minimize its effects on both the actor and critic. Our algorithm takes the minimum value between a pair of critics to restrict overestimation and delays policy updates to reduce per-update error. We evaluate our method on the suite of OpenAI gym tasks, outperforming the state of the art in every environment tested. We present the first class of policy-gradient algorithms that work with both state-value and policy function-approximation, and are guaranteed to converge under off-policy training. Our solution targets problems in reinforcement learning where the action representation adds to the-curse-of-dimensionality; that is, with continuous or large action sets, thus making it infeasible to estimate state-action value functions (Q functions). Using state-value functions helps to lift the curse and as a result naturally turn our policy-gradient solution into classical Actor-Critic architecture whose Actor uses state-value function for the update. Our algorithms, Gradient Actor-Critic and Emphatic Actor-Critic, are derived based on the exact gradient of averaged state-value function objective and thus are guaranteed to converge to its optimal solution, while maintaining all the desirable properties of classical Actor-Critic methods with no additional hyper-parameters. To our knowledge, this is the first time that convergent off-policy learning methods have been extended to classical Actor-Critic methods with function approximation. In this work we present a new agent architecture, called Reactor, which combines multiple algorithmic and architectural contributions to produce an agent with higher sample-efficiency than Prioritized Dueling DQN (, 2016) and Categorical DQN (, 2017), while giving better run-time performance than A3C (, 2016). Our first contribution is a new policy evaluation algorithm called Distributional Retrace, which brings multi-step off-policy updates to the distributional reinforcement learning setting. The same approach can be used to convert several classes of multi-step policy evaluation algorithms designed for expected value evaluation into distributional ones. Next, we introduce the eta -leave-one-out policy gradient algorithm which improves the trade-off between variance and bias by using action values as a baseline. Our final algorithmic contribution is a new prioritized replay algorithm for sequences, which exploits the temporal locality of neighboring observations for more efficient replay prioritization. Using the Atari 2600 benchmarks, we show that each of these innovations contribute to both the sample efficiency and final agent performance. Finally, we demonstrate that Reactor reaches state-of-the-art performance after 200 million frames and less than a day of training. In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in rewards in addition to maximizing a standard criterion. Variance related risk measures are among the most common risk-sensitive criteria in finance and operations research. However, optimizing many such criteria is known to be a hard problem. In this paper, we consider both discounted and average reward Markov decision processes. For each formulation, we first define a measure of variability for a policy, which in turn gives us a set of risk-sensitive criteria to optimize. For each of these criteria, we derive a formula for computing its gradient. We then devise actor-critic algorithms that operate on three timescales--a TD critic on the fastest timescale, a policy gradient (actor) on the intermediate timescale, and a dual ascent for Lagrange multipliers on the slowest timescale. In the discounted setting, we point out the difficulty in estimating the gradient of the variance of the return and incorporate simultaneous perturbation approaches to alleviate this. The average setting, on the other hand, allows for an actor update using compatible features to estimate the gradient of the variance. We establish the convergence of our algorithms to locally risk-sensitive optimal policies. Finally, we demonstrate the usefulness of our algorithms in a traffic signal control application.