用行为策略降低离线强化学习的回报估计方差,提升训练效率。
Behaviour Policy Optimization: Provably Lower Variance Return Estimates for Off-Policy Reinforcement Learning
- 设计新行为策略,使离线数据的回报估计方差理论更低。
- 在多种环境中,样本效率和性能均优于传统方法。
- 适合关注稳定性和采样效率的在线强化学习研究者。
许多强化学习算法依赖回报估计进行策略改进,但常因回报估计方差过高而导致样本效率低和训练不稳定。本文利用离线评估的新成果:经过精心设计的行为策略可收集离线数据,实现理论上更低方差的回报估计。这一结果令人意外,因为它表明在策略上收集数据并非方差最优。本文将该核心洞察扩展至在线强化学习场景,其中策略评估与改进交替进行以学习最优策略。尽管离线强化学习已有充分研究(如 IMPALA),其通过正确加权和截断的重要性权重样本实现去偏并合理管理方差,通常关注如何在异步更新下协调多个并行工作进程的数据,而本文仅考虑单一工作进程——即用于收集数据以供策略改进的行为策略,并能保证更低的回报估计方差。实验中,将两种策略梯度方法拓展至此框架,在多样化环境中均表现出更优的样本效率和性能。
原文摘要 · Abstract (English)
Many reinforcement learning algorithms, particularly those that rely on return estimates for policy improvement, can suffer from poor sample efficiency and training instability due to high-variance return estimates. In this paper we leverage new results from off-policy evaluation; it has recently been shown that well-designed behaviour policies can be used to collect off-policy data for provably lower variance return estimates. This result is surprising as it means collecting data on-policy is not variance optimal. We extend this key insight to the online reinforcement learning setting, where both policy evaluation and improvement are interleaved to learn optimal policies. Off-policy RL has been well studied (e.g., IMPALA), with correct and truncated importance weighted samples for de-biasing and managing variance appropriately. Generally these approaches are concerned with reconciling data collected from multiple workers in parallel, while the policy is updated asynchronously, mismatch between the workers and policy is corrected in a mathematically sound way. Here we consider only one worker - the behaviour policy, which is used to collect data for policy improvement, with provably lower variance return estimates. In our experiments we extend two policy-gradient methods with this regime, demonstrating better sample efficiency and performance over a diverse set of environments.
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