Recent advances in deep reinforcement learning have achieved human-level performance on a variety of real-world applications. However, the current algorithms still suffer from poor gradient estimation with excessive variance, resulting in unstable training and poor sample efficiency. In our paper, we proposed an innovative optimization strategy by utilizing stochastic variance reduced gradient (SVRG) techniques. With extensive experiments on Atari domain, our method outperforms the deep q-learning baselines on 18 out of 20 games.
Another variance in DQN is the Target Approximation Error (TAE), which is investigated by @cite_23 where TAE is result of sub-optimality of Q function parameter @math due to inexact minimization and limited representation power of DQN. A efficient method to reduce TAE variance is Average DQN @cite_23 , the key idea is to use the @math previously calculated Q-values to estimate the current action-value estimate. Another recent explored variance is caused by reward signals noise, which is investigated by @cite_24 . In order to reduce reward signal variance, a direct reward estimator @math is proposed to update the discounted value function instead of sampled reward. Our stochastic variance reduction for deep Q learning method differs from all of the aforementioned approaches. The key idea of our method is to reduce the variance caused by approximate gradient estimation, and thus greatly improve the efficiency and performance.
@cite_24 @cite_23
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Instability and variability of Deep Reinforcement Learning (DRL) algorithms tend to adversely affect their performance. Averaged-DQN is a simple extension to the DQN algorithm, based on averaging previously learned Q-values estimates, which leads to a more stable training procedure and improved performance by reducing approximation error variance in the target values. To understand the effect of the algorithm, we examine the source of value function estimation errors and provide an analytical comparison within a simplified model. We further present experiments on the Arcade Learning Environment benchmark that demonstrate significantly improved stability and performance due to the proposed extension. We consider a dynamic multichannel access problem, where multiple correlated channels follow an unknown joint Markov model and users select the channel to transmit data. The objective is to find a policy that maximizes the expected long-term number of successful transmissions. The problem is formulated as a partially observable Markov decision process with unknown system dynamics. To overcome the challenges of unknown dynamics and prohibitive computation, we apply the concept of reinforcement learning and implement a deep Q-network (DQN). We first study the optimal policy for fixed-pattern channel switching with known system dynamics and show through simulations that DQN can achieve the same optimal performance without knowing the system statistics. We then compare the performance of DQN with a Myopic policy and a Whittle Index-based heuristic through both more general simulations as well as real data trace and show that DQN achieves near-optimal performance in more complex situations. Finally, we propose an adaptive DQN approach with the capability to adapt its learning in time-varying scenarios. Using deep neural nets as function approximator for reinforcement learning tasks have recently been shown to be very powerful for solving problems approaching real-world complexity. Using these results as a benchmark, we discuss the role that the discount factor may play in the quality of the learning process of a deep Q-network (DQN). When the discount factor progressively increases up to its final value, we empirically show that it is possible to significantly reduce the number of learning steps. When used in conjunction with a varying learning rate, we empirically show that it outperforms original DQN on several experiments. We relate this phenomenon with the instabilities of neural networks when they are used in an approximate Dynamic Programming setting. We also describe the possibility to fall within a local optimum during the learning process, thus connecting our discussion with the exploration exploitation dilemma. We introduce a novel schema for sequence to sequence learning with a Deep Q-Network (DQN), which decodes the output sequence iteratively. The aim here is to enable the decoder to first tackle easier portions of the sequences, and then turn to cope with difficult parts. Specifically, in each iteration, an encoder-decoder Long Short-Term Memory (LSTM) network is employed to, from the input sequence, automatically create features to represent the internal states of and formulate a list of potential actions for the DQN. Take rephrasing a natural sentence as an example. This list can contain ranked potential words. Next, the DQN learns to make decision on which action (e.g., word) will be selected from the list to modify the current decoded sequence. The newly modified output sequence is subsequently used as the input to the DQN for the next decoding iteration. In each iteration, we also bias the reinforcement learning's attention to explore sequence portions which are previously difficult to be decoded. For evaluation, the proposed strategy was trained to decode ten thousands natural sentences. Our experiments indicate that, when compared to a left-to-right greedy beam search LSTM decoder, the proposed method performed competitively well when decoding sentences from the training set, but significantly outperformed the baseline when decoding unseen sentences, in terms of BLEU score obtained.