Deep reinforcement learning (DRL) methods such as the Deep Q-Network (DQN) have achieved state-of-the-art results in a variety of challenging, high-dimensional domains. This success is mainly attributed to the power of deep neural networks to learn rich domain representations for approximating the value function or policy. Batch reinforcement learning methods with linear representations, on the other hand, are more stable and require less hyper parameter tuning. Yet, substantial feature engineering is necessary to achieve good results. In this work we propose a hybrid approach -- the Least Squares Deep Q-Network (LS-DQN), which combines rich feature representations learned by a DRL algorithm with the stability of a linear least squares method. We do this by periodically re-training the last hidden layer of a DRL network with a batch least squares update. Key to our approach is a Bayesian regularization term for the least squares update, which prevents over-fitting to the more recent data. We tested LS-DQN on five Atari games and demonstrate significant improvement over vanilla DQN and Double-DQN. We also investigated the reasons for the superior performance of our method. Interestingly, we found that the performance improvement can be attributed to the large batch size used by the LS method when optimizing the last layer.
The general idea of applying regularization for feature selection, and to avoid over-fitting is a common theme in machine learning. However, applying it to RL algorithms is challenging due to the fact that these algorithms are based on finding a fixed-point rather than optimizing a loss function .Value-based DRL approaches do not use regularization layers (e.g. pooling, dropout and batch normalization), which are popular in other deep learning methods. The DQN, for example, has a relatively shallow architecture (three convolutional layers, followed by two fully connected layers) without any regularization layers. Recently, regularization was introduced in problems that combine value-based RL with other learning objectives. For example, @cite_7 combine RL with supervised learning from expert demonstration, and introduce regularization to avoid over-fitting the expert data; and @cite_1 introduces regularization to avoid catastrophic forgetting in transfer learning. SRL methods, on the other hand, perform well with regularization and have been shown to converge @cite_3 .
@cite_3 @cite_1 @cite_7
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In this paper we consider approximate policy-iteration-based reinforcement learning algorithms. In order to implement a flexible function approximation scheme we propose the use of non-parametric methods with regularization, providing a convenient way to control the complexity of the function approximator. We propose two novel regularized policy iteration algorithms by adding L2-regularization to two widely-used policy evaluation methods: Bellman residual minimization (BRM) and least-squares temporal difference learning (LSTD). We derive efficient implementation for our algorithms when the approximate value-functions belong to a reproducing kernel Hilbert space. We also provide finite-sample performance bounds for our algorithms and show that they are able to achieve optimal rates of convergence under the studied conditions. Abstract The ability to learn tasks in a sequential fashion is crucial to the development of artificial intelligence. Until now neural networks have not been capable of this and it has been widely thought that catastrophic forgetting is an inevitable feature of connectionist models. We show that it is possible to overcome this limitation and train networks that can maintain expertise on tasks that they have not experienced for a long time. Our approach remembers old tasks by selectively slowing down learning on the weights important for those tasks. We demonstrate our approach is scalable and effective by solving a set of classification tasks based on a hand-written digit dataset and by learning several Atari 2600 games sequentially. Deep reinforcement learning (RL) has achieved several high profile successes in difficult decision-making problems. However, these algorithms typically require a huge amount of data before they reach reasonable performance. In fact, their performance during learning can be extremely poor. This may be acceptable for a simulator, but it severely limits the applicability of deep RL to many real-world tasks, where the agent must learn in the real environment. In this paper we study a setting where the agent may access data from previous control of the system. We present an algorithm, Deep Q-learning from Demonstrations (DQfD), that leverages small sets of demonstration data to massively accelerate the learning process even from relatively small amounts of demonstration data and is able to automatically assess the necessary ratio of demonstration data while learning thanks to a prioritized replay mechanism. DQfD works by combining temporal difference updates with supervised classification of the demonstrator's actions. We show that DQfD has better initial performance than Prioritized Dueling Double Deep Q-Networks (PDD DQN) as it starts with better scores on the first million steps on 41 of 42 games and on average it takes PDD DQN 83 million steps to catch up to DQfD's performance. DQfD learns to out-perform the best demonstration given in 14 of 42 games. In addition, DQfD leverages human demonstrations to achieve state-of-the-art results for 11 games. Finally, we show that DQfD performs better than three related algorithms for incorporating demonstration data into DQN.