将最优传输理论引入分布强化学习,提升优势估计的稳定性与鲁棒性。
Generalized Advantage Estimation for Distributional Policy Gradients
- 基于最优传输构造类Wasserstein方向度量,捕捉分布间距离与方向差异
- 在多个Gym环境中,相较传统GAE显著提升策略梯度算法性能
- 适用于对噪声敏感的分布强化学习场景,尤其适合高不确定性任务
广义优势估计(GAE)通过指数加权方式降低策略梯度估计方差,缓解强化学习中的计算复杂性。然而,传统GAE无法处理分布强化学习中固有的价值分布,而后者能有效捕捉系统内在随机性,对噪声更具鲁棒性。为此,本文提出一种新方法,利用最优传输理论构建类Wasserstein方向度量,同时衡量概率分布间的距离与方向差异。结合指数加权估计,推导出分布式广义优势估计(DGAE)。DGAE在保持低方差、可控偏差的同时,适配依赖优势估计的策略更新机制。我们将DGAE集成至三种不同策略梯度方法,在多个OpenAI Gym环境中进行评估,并与使用传统GAE的基线方法对比,验证了其有效性。
原文摘要 · Abstract (English)
Generalized Advantage Estimation (GAE) has been used to mitigate the computational complexity of reinforcement learning (RL) by employing an exponentially weighted estimation of the advantage function to reduce the variance in policy gradient estimates. Despite its effectiveness, GAE is not designed to handle value distributions integral to distributional RL, which can capture the inherent stochasticity in systems and is hence more robust to system noises. To address this gap, we propose a novel approach that utilizes the optimal transport theory to introduce a Wasserstein-like directional metric, which measures both the distance and the directional discrepancies between probability distributions. Using the exponentially weighted estimation, we leverage this Wasserstein-like directional metric to derive distributional GAE (DGAE). Similar to traditional GAE, our proposed DGAE provides a low-variance advantage estimate with controlled bias, making it well-suited for policy gradient algorithms that rely on advantage estimation for policy updates. We integrated DGAE into three different policy gradient methods. Algorithms were evaluated across various OpenAI Gym environments and compared with the baselines with traditional GAE to assess the performance.
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