最大熵增强学习(MaxEnt RL)算法,如软Q-Learning(SQL)和软演员 - 评论家权衡奖励和政策熵,有可能提高培训稳定性和鲁棒性。然而,大多数最大的RL方法使用恒定的权衡系数(温度),与温度应该在训练早期高的直觉相反,以避免对嘈杂的价值估算和减少培训后,我们越来越多地信任高价值估计,避免危险的估算和减少导致好奖励。此外,我们对价值估计的置信度是国家依赖的,每次使用更多证据来更新估算时都会增加。在本文中,我们提出了一种简单的状态温度调度方法,并将其实例化为基于计数的软Q学习(CBSQL)。我们在玩具领域以及在几个Atari 2600域中评估我们的方法,并显示有前途的结果。
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软演员 - 评论家(SAC)被认为是连续动作空间设置中的最先进的算法。它使用最大熵框架进行效率和稳定性,并应用启发式温度拉格朗日术语来调整温度$ \ Alpha $,这决定了策略应该如何“软”。经验证据表明SAC在离散域中表现不佳是反直观的。在本文中,我们研究了这种现象的可能解释,并提出了靶熵调度囊(TES-囊),用于施加在囊上的靶熵参数的退火方法。目标熵是温度拉格朗日术语中的常数,表示离散囊中的目标政策熵。我们将我们的方法与不同常数目标熵囊的Atari 2600游戏进行比较,并分析我们的调度如何影响囊。
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The deep reinforcement learning community has made several independent improvements to the DQN algorithm. However, it is unclear which of these extensions are complementary and can be fruitfully combined. This paper examines six extensions to the DQN algorithm and empirically studies their combination. Our experiments show that the combination provides state-of-the-art performance on the Atari 2600 benchmark, both in terms of data efficiency and final performance. We also provide results from a detailed ablation study that shows the contribution of each component to overall performance.
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Model-free deep reinforcement learning (RL) algorithms have been demonstrated on a range of challenging decision making and control tasks. However, these methods typically suffer from two major challenges: very high sample complexity and brittle convergence properties, which necessitate meticulous hyperparameter tuning. Both of these challenges severely limit the applicability of such methods to complex, real-world domains. In this paper, we propose soft actor-critic, an offpolicy actor-critic deep RL algorithm based on the maximum entropy reinforcement learning framework. In this framework, the actor aims to maximize expected reward while also maximizing entropy. That is, to succeed at the task while acting as randomly as possible. Prior deep RL methods based on this framework have been formulated as Q-learning methods. By combining off-policy updates with a stable stochastic actor-critic formulation, our method achieves state-of-the-art performance on a range of continuous control benchmark tasks, outperforming prior on-policy and off-policy methods. Furthermore, we demonstrate that, in contrast to other off-policy algorithms, our approach is very stable, achieving very similar performance across different random seeds.
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在时间差异增强学习算法中,价值估计的差异会导致最大目标值的不稳定性和高估。已经提出了许多算法来减少高估,包括最近的几种集合方法,但是,没有通过解决估计方差作为高估的根本原因来表现出样品效率学习的成功。在本文中,我们提出了一种简单的集合方法,将目标值估计为集合均值。尽管它很简单,但卑鄙的(还是在Atari学习环境基准测试的实验中显示出明显的样本效率)。重要的是,我们发现大小5的合奏充分降低了估计方差以消除滞后目标网络,从而消除了它作为偏见的来源并进一步获得样本效率。我们以直观和经验的方式为曲线的设计选择证明了合理性,包括独立经验抽样的必要性。在一组26个基准ATARI环境中,曲线均优于所有经过测试的基线,包括最佳的基线,日出,在16/26环境中的100K交互步骤,平均为68​​%。在21/26的环境中,曲线还优于500k步骤的Rainbow DQN,平均为49%,并使用200K($ \ pm $ 100k)的交互步骤实现平均人级绩效。我们的实施可从https://github.com/indylab/meanq获得。
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大多数强化学习算法都利用了经验重播缓冲液,以反复对代理商过去观察到的样本进行训练。这样可以防止灾难性的遗忘,但是仅仅对每个样本都分配了同等的重要性是一种天真的策略。在本文中,我们提出了一种根据样本可以从样本中学到多少样本确定样本优先级的方法。我们将样本的学习能力定义为随着时间的推移,与该样品相关的训练损失的稳定减少。我们开发了一种算法,以优先考虑具有较高学习能力的样本,同时将优先级较低,为那些难以学习的样本,通常是由噪声或随机性引起的。我们从经验上表明,我们的方法比随机抽样更强大,而且比仅在训练损失方面优先排序更好,即时间差损失,这是在香草优先的经验重播中使用的。
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资产分配(或投资组合管理)是确定如何最佳将有限预算的资金分配给一系列金融工具/资产(例如股票)的任务。这项研究调查了使用无模型的深RL代理应用于投资组合管理的增强学习(RL)的性能。我们培训了几个RL代理商的现实股票价格,以学习如何执行资产分配。我们比较了这些RL剂与某些基线剂的性能。我们还比较了RL代理,以了解哪些类别的代理表现更好。从我们的分析中,RL代理可以执行投资组合管理的任务,因为它们的表现明显优于基线代理(随机分配和均匀分配)。四个RL代理(A2C,SAC,PPO和TRPO)总体上优于最佳基线MPT。这显示了RL代理商发现更有利可图的交易策略的能力。此外,基于价值和基于策略的RL代理之间没有显着的性能差异。演员批评者的表现比其他类型的药物更好。同样,在政策代理商方面的表现要好,因为它们在政策评估方面更好,样品效率在投资组合管理中并不是一个重大问题。这项研究表明,RL代理可以大大改善资产分配,因为它们的表现优于强基础。基于我们的分析,在政策上,参与者批评的RL药物显示出最大的希望。
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Off-policy reinforcement learning (RL) using a fixed offline dataset of logged interactions is an important consideration in real world applications. This paper studies offline RL using the DQN Replay Dataset comprising the entire replay experience of a DQN agent on 60 Atari 2600 games. We demonstrate that recent off-policy deep RL algorithms, even when trained solely on this fixed dataset, outperform the fully-trained DQN agent. To enhance generalization in the offline setting, we present Random Ensemble Mixture (REM), a robust Q-learning algorithm that enforces optimal Bellman consistency on random convex combinations of multiple Q-value estimates. Offline REM trained on the DQN Replay Dataset surpasses strong RL baselines. Ablation studies highlight the role of offline dataset size and diversity as well as the algorithm choice in our positive results. Overall, the results here present an optimistic view that robust RL algorithms used on sufficiently large and diverse offline datasets can lead to high quality policies. To provide a testbed for offline RL and reproduce our results, the DQN Replay Dataset is released at offline-rl.github.io.
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Effectively leveraging large, previously collected datasets in reinforcement learning (RL) is a key challenge for large-scale real-world applications. Offline RL algorithms promise to learn effective policies from previously-collected, static datasets without further interaction. However, in practice, offline RL presents a major challenge, and standard off-policy RL methods can fail due to overestimation of values induced by the distributional shift between the dataset and the learned policy, especially when training on complex and multi-modal data distributions. In this paper, we propose conservative Q-learning (CQL), which aims to address these limitations by learning a conservative Q-function such that the expected value of a policy under this Q-function lower-bounds its true value. We theoretically show that CQL produces a lower bound on the value of the current policy and that it can be incorporated into a policy learning procedure with theoretical improvement guarantees. In practice, CQL augments the standard Bellman error objective with a simple Q-value regularizer which is straightforward to implement on top of existing deep Q-learning and actor-critic implementations. On both discrete and continuous control domains, we show that CQL substantially outperforms existing offline RL methods, often learning policies that attain 2-5 times higher final return, especially when learning from complex and multi-modal data distributions.Preprint. Under review.
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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 the critic. Our algorithm builds on Double Q-learning, by taking the minimum value between a pair of critics to limit overestimation. We draw the connection between target networks and overestimation bias, and suggest delaying policy updates to reduce per-update error and further improve performance. We evaluate our method on the suite of OpenAI gym tasks, outperforming the state of the art in every environment tested.
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无模型的深度增强学习(RL)已成功应用于挑战连续控制域。然而,较差的样品效率可防止这些方法广泛用于现实世界领域。我们通过提出一种新的无模型算法,现实演员 - 评论家(RAC)来解决这个问题,旨在通过学习关于Q函数的各种信任的政策家庭来解决价值低估和高估之间的权衡。我们构建不确定性惩罚Q-Learning(UPQ),该Q-Learning(UPQ)使用多个批评者的合并来控制Q函数的估计偏差,使Q函数平稳地从低于更高的置信范围偏移。随着这些批评者的指导,RAC采用通用价值函数近似器(UVFA),同时使用相同的神经网络学习许多乐观和悲观的政策。乐观的政策会产生有效的探索行为,而悲观政策会降低价值高估的风险,以确保稳定的策略更新和Q函数。该方法可以包含任何违规的演员 - 评论家RL算法。我们的方法实现了10倍的样本效率和25 \%的性能改进与SAC在最具挑战性的人形环境中,获得了11107美元的集中奖励1107美元,价格为10 ^ 6美元。所有源代码都可以在https://github.com/ihuhuhu/rac获得。
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In reinforcement learning an agent interacts with the environment by taking actions and observing the next state and reward. When sampled probabilistically, these state transitions, rewards, and actions can all induce randomness in the observed long-term return. Traditionally, reinforcement learning algorithms average over this randomness to estimate the value function. In this paper, we build on recent work advocating a distributional approach to reinforcement learning in which the distribution over returns is modeled explicitly instead of only estimating the mean. That is, we examine methods of learning the value distribution instead of the value function. We give results that close a number of gaps between the theoretical and algorithmic results given by Bellemare, . First, we extend existing results to the approximate distribution setting. Second, we present a novel distributional reinforcement learning algorithm consistent with our theoretical formulation. Finally, we evaluate this new algorithm on the Atari 2600 games, observing that it significantly outperforms many of the recent improvements on DQN, including the related distributional algorithm C51.
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在许多顺序决策问题(例如,机器人控制,游戏播放,顺序预测),人类或专家数据可用包含有关任务的有用信息。然而,来自少量专家数据的模仿学习(IL)可能在具有复杂动态的高维环境中具有挑战性。行为克隆是一种简单的方法,由于其简单的实现和稳定的收敛而被广泛使用,但不利用涉及环境动态的任何信息。由于对奖励和政策近似器或偏差,高方差梯度估计器,难以在实践中难以在实践中努力训练的许多现有方法。我们介绍了一种用于动态感知IL的方法,它通过学习单个Q函数来避免对抗训练,隐含地代表奖励和策略。在标准基准测试中,隐式学习的奖励显示与地面真实奖励的高正面相关性,说明我们的方法也可以用于逆钢筋学习(IRL)。我们的方法,逆软Q学习(IQ-Learn)获得了最先进的结果,在离线和在线模仿学习设置中,显着优于现有的现有方法,这些方法都在所需的环境交互和高维空间中的可扩展性中,通常超过3倍。
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我们研究了从连续动作空间到离散动作空间的软参与者批评(SAC)的适应性。我们重新访问香草囊,并在应用于离散设置时对其Q值低估和性能不稳定性问题提供深入的了解。因此,我们建议使用Q-CLIP的熵 - 平均Q学习和双平均Q学习来解决这些问题。对具有离散动作空间(包括Atari游戏和大型MOBA游戏)的典型基准测试的广泛实验显示了我们提出的方法的功效。我们的代码在:https://github.com/coldsummerday/revisiting-discrete-sac。
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尽管强化学习(RL)对于不确定性下的顺序决策问题有效,但在风险或安全性是具有约束力约束的现实系统中,它仍然无法蓬勃发展。在本文中,我们将安全限制作为非零和游戏制定了RL问题。在用最大熵RL部署的同时,此配方会导致一个安全的对手引导的软角色批评框架,称为SAAC。在SAAC中,对手旨在打破安全约束,而RL代理的目标是在对手的策略下最大程度地提高约束价值功能。对代理的价值函数的安全限制仅表现为代理商和对手政策之间的排斥项。与以前的方法不同,SAAC可以解决不同的安全标准,例如安全探索,均值差异风险敏感性和类似CVAR的相干风险敏感性。我们说明了这些约束的对手的设计。然后,在每种变化中,我们都表明,除了学习解决任务外,代理人与对手的不安全行为不同。最后,对于具有挑战性的持续控制任务,我们证明SAAC可以实现更快的融合,提高效率和更少的失败以满足安全限制,而不是风险避免风险的分布RL和风险中性的软性参与者批判性算法。
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In recent years distributional reinforcement learning has produced many state of the art results. Increasingly sample efficient Distributional algorithms for the discrete action domain have been developed over time that vary primarily in the way they parameterize their approximations of value distributions, and how they quantify the differences between those distributions. In this work we transfer three of the most well-known and successful of those algorithms (QR-DQN, IQN and FQF) to the continuous action domain by extending two powerful actor-critic algorithms (TD3 and SAC) with distributional critics. We investigate whether the relative performance of the methods for the discrete action space translates to the continuous case. To that end we compare them empirically on the pybullet implementations of a set of continuous control tasks. Our results indicate qualitative invariance regarding the number and placement of distributional atoms in the deterministic, continuous action setting.
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Hierarchical Reinforcement Learning (HRL) algorithms have been demonstrated to perform well on high-dimensional decision making and robotic control tasks. However, because they solely optimize for rewards, the agent tends to search the same space redundantly. This problem reduces the speed of learning and achieved reward. In this work, we present an Off-Policy HRL algorithm that maximizes entropy for efficient exploration. The algorithm learns a temporally abstracted low-level policy and is able to explore broadly through the addition of entropy to the high-level. The novelty of this work is the theoretical motivation of adding entropy to the RL objective in the HRL setting. We empirically show that the entropy can be added to both levels if the Kullback-Leibler (KL) divergence between consecutive updates of the low-level policy is sufficiently small. We performed an ablative study to analyze the effects of entropy on hierarchy, in which adding entropy to high-level emerged as the most desirable configuration. Furthermore, a higher temperature in the low-level leads to Q-value overestimation and increases the stochasticity of the environment that the high-level operates on, making learning more challenging. Our method, SHIRO, surpasses state-of-the-art performance on a range of simulated robotic control benchmark tasks and requires minimal tuning.
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准确的价值估计对于禁止禁止增强学习是重要的。基于时间差学学习的算法通常容易容易出现过度或低估的偏差。在本文中,我们提出了一种称为自适应校准批评者(ACC)的一般方法,该方法使用最近的高方差,但不偏见的on-Police Rollouts来缓解低方差时间差目标的偏差。我们将ACC应用于截断的分位数批评,这是一种连续控制的算法,允许使用每个环境调谐的超参数调节偏差。生成的算法在训练渲染渲染超参数期间自适应调整参数不必要,并在Openai健身房连续控制基准测试中设置一个新的算法中,这些算法在所有环境中没有调整HyperParameters的所有算法中。此外,我们证明ACC通过进一步将其进一步应用于TD3并在此设置中显示出改进的性能而相当一般。
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许多实际强化学习(RL)应用中的无处不在的要求,包括医疗,建议制度,教育和机器人,是实际与环境互动的部署政策无法频繁变化。这种RL设置称为低交换成本RL,即,实现最高奖励,同时在培训期间减少策略交换机的数量。尽管最近旨在设计具有低开关成本的可透明的RL算法的理论研究的趋势,但在流行的RL试验台中没有任何现有方法已经完全评估。在本文中,我们系统地研究了广泛的策略切换方法,包括理论上的标准,基于政策差异的方法和非自适应基线。通过对医疗环境的大量实验,Atari Games和机器人控制任务,我们为低交换成本RL提供了第一个实证基准,并在如何降低交换成本的同时对其进行相似的样本效率来报告新的调查结果没有低切换成本约束的情况。我们希望该基准测试可以作为开发更实际有效的低开关成本RL算法的起点。我们在https://sites.google.com/view/low-switching-cost-rl中发布了我们的代码和完成结果。
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分布强化学习〜(RL)是一类最先进的算法,可估计总回报的全部分布,而不仅仅是其期望。尽管分销RL的表现出色,但对基于预期的RL的优势的理论理解仍然难以捉摸。在本文中,我们将分布RL的优越性归因于其正规化效果,无论其预期如何,其价值分布信息。首先,通过稳健统计数据中总误差模型的变体的杠杆作用,我们将值分布分解为其预期和其余分布部分。因此,与基于期望的RL相比,分布RL的额外好处主要解释为在神经拟合Z-材料框架中\ textit {风险敏感的熵正则化}的影响。同时,我们在最大熵RL中的分布RL的风险敏感熵正则和香草熵之间建立了一个桥梁,专门针对参与者 - 批评算法。它揭示了分布RL诱导校正后的奖励函数,从而促进了针对环境内在不确定性的风险敏感探索。最后,广泛的实验证实了分布RL的正则化作用和不同熵正则化的相互影响的作用。我们的研究铺平了一种更好地解释分布RL算法的功效,尤其是通过正则化的镜头的方法。
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