Taylor Expansion Policy Optimization

ICML, pp. 9397-9406, 2020.

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We showed that Taylor expansions construct approximations to the full importance sampling corrections and intimately relate to established off-policy evaluation techniques

Abstract:

In this work, we investigate the application of Taylor expansions in reinforcement learning. In particular, we propose Taylor expansion policy optimization , a policy optimization formalism that generalizes prior work (e.g., TRPO) as a first-order special case. We also show that Taylor expansions intimately relate to off-policy evaluation...More

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Introduction
  • Policy optimization is a major framework in model-free reinforcement learning (RL), with successful applications in challenging domains (Silver et al, 2016; Berner et al, 2019; Vinyals et al, 2019).
  • Espeholt et al (2018) has observed that the corrections are especially useful for distributed algorithms, where behavior policy and target policy typically differ.
  • Both algorithmic ideas have contributed significantly to stabilizing
Highlights
  • Policy optimization is a major framework in model-free reinforcement learning (RL), with successful applications in challenging domains (Silver et al, 2016; Berner et al, 2019; Vinyals et al, 2019)
  • When we apply the same technique to the reinforcement learning objective, we reuse the general result and derive a higher-order policy optimization objective. This leads to Section 3, where we formally present the Taylor Expansion Policy Optimization (TayPO) and generalize prior work (Schulman et al, 2015; 2017) as a first-order special case
  • The idea of importance sampling is the core of most off-policy evaluation techniques (Precup et al, 2000; Harutyunyan et al, 2016; Munos et al, 2016)
  • We showed that Taylor expansions construct approximations to the full importance sampling corrections and intimately relate to established off-policy evaluation techniques
  • Prior work focuses on applying off-policy corrections directly to policy gradient estimators (Jie and Abbeel, 2010; Espeholt et al, 2018) instead of the surrogate objectives which generate the gradients
Methods
  • The authors evaluate the potential benefits of applying second-order expansions in a diverse set of scenarios.
  • The authors test if the second-order correction helps with (1) policy-based and (2) value-based algorithms.
  • In large-scale experiments, to take advantage of computational architectures, actors (μ) and learners (π) are not perfectly synchronized.
  • In Section 5.2, the authors study how the performance of a general distributed policy-based agent (e.g., IMPALA, Espeholt et al, 2018) is influenced by the discrepancy between actors and learners.
  • For case (2), in Section 5.3, the authors show the benefits of secondorder expansions in with a state-of-the-art value-based agent
Results
Conclusion
  • Discussion and conclusion

    The idea of IS is the core of most off-policy evaluation techniques (Precup et al, 2000; Harutyunyan et al, 2016; Munos et al, 2016).
  • Related to the work is that of Tomczak et al (2019), where they identified such optimization objectives as biased approximations to the full IS objective (Metelli et al, 2018)
  • The authors characterized such approximations as the first-order special case of Taylor expansions and derived their natural generalizations.
  • The authors find enumerating all steps along the trajectory works well
Summary
  • Introduction:

    Policy optimization is a major framework in model-free reinforcement learning (RL), with successful applications in challenging domains (Silver et al, 2016; Berner et al, 2019; Vinyals et al, 2019).
  • Espeholt et al (2018) has observed that the corrections are especially useful for distributed algorithms, where behavior policy and target policy typically differ.
  • Both algorithmic ideas have contributed significantly to stabilizing
  • Methods:

    The authors evaluate the potential benefits of applying second-order expansions in a diverse set of scenarios.
  • The authors test if the second-order correction helps with (1) policy-based and (2) value-based algorithms.
  • In large-scale experiments, to take advantage of computational architectures, actors (μ) and learners (π) are not perfectly synchronized.
  • In Section 5.2, the authors study how the performance of a general distributed policy-based agent (e.g., IMPALA, Espeholt et al, 2018) is influenced by the discrepancy between actors and learners.
  • For case (2), in Section 5.3, the authors show the benefits of secondorder expansions in with a state-of-the-art value-based agent
  • Results:

    All evaluation environments are done on the entire suite of Atari games (Bellemare et al, 2013).
  • Architecture for distributed agents.
  • Distributed agents generally consist of a central learner and multiple actors (Nair et al, 2015; Mnih et al, 2016; Babaeizadeh et al, 2017; Barth-Maron et al, 2018; Horgan et al, 2018).
  • The authors focus on two main setups: Type I includes agents such as IMPALA (Espeholt et al, 2018).
  • The authors provide details on hyper-parameters of experiment setups in respective subsections in Appendix H
  • Conclusion:

    Discussion and conclusion

    The idea of IS is the core of most off-policy evaluation techniques (Precup et al, 2000; Harutyunyan et al, 2016; Munos et al, 2016).
  • Related to the work is that of Tomczak et al (2019), where they identified such optimization objectives as biased approximations to the full IS objective (Metelli et al, 2018)
  • The authors characterized such approximations as the first-order special case of Taylor expansions and derived their natural generalizations.
  • The authors find enumerating all steps along the trajectory works well
Tables
  • Table1: Scores across 57 Atari levels for experiments on general policy-optimization with distributed architecture with no artificial delays between actors and learner. We compare several alternatives for off-policy correction: V-trace, first-order and second-order. We also provide scores for random policy and human players as reference. All scores are obtained by training for 400M frames. Best results per game are highlighted in bold font
  • Table2: Scores across 57 Atari levels for experiments on general policy-optimization with distributed architecture with severe delays between actors and learner. We compare several alternatives for off-policy correction: V-trace, first-order and second-order. We also provide scores for random policy and human players as reference. All scores are obtained by training for 400M frames. The performance across all algorithms generally degrade significantly compared to Table 1, the second-order degrades more gracefully than other baselines. Best results per game are highlighted in bold
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  • Proof. It is known that for K = 1, replacing Qμ(x, a) by Aμ(x, a) in the estimation can potentially reduce variance (Schulman et al., 2015; 2017) yet keeps the estimate unbiased. Below, we show that in general, replacing Qπ(x, a) by Aπ(x, a) renders the estimate of LK (π, μ) unbiased for general K ≥ 1.
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