Ukjo Hwang

Ukjo Hwang, Songnam Hong

We investigate a Federated Reinforcement Learning with Environment Heterogeneity (FRL-EH) framework, where local environments exhibit statistical heterogeneity. Within this framework, agents collaboratively learn a global policy by aggregating their collective experiences while preserving the privacy of their local trajectories. To better reflect real-world scenarios, we introduce a robust FRL-EH framework by presenting a novel global objective function. This function is specifically designed to optimize a global policy that ensures robust performance across heterogeneous local environments and their plausible perturbations. We propose a tabular FRL algorithm named FedRQ and theoretically prove its asymptotic convergence to an optimal policy for the global objective function. Furthermore, we extend FedRQ to environments with continuous state space through the use of expectile loss, addressing the key challenge of minimizing a value function over a continuous subset of the state space. This advancement facilitates the seamless integration of the principles of FedRQ with various Deep Neural Network (DNN)-based RL algorithms. Extensive empirical evaluations validate the effectiveness and robustness of our FRL algorithms across diverse heterogeneous environments, consistently achieving superior performance over the existing state-of-the-art FRL algorithms.

Ukjo Hwang, Songnam Hong

Overestimation is a fundamental characteristic of model-free reinforcement learning (MF-RL), arising from the principles of temporal difference learning and the approximation of the Q-function. To address this challenge, we propose a novel moderate target in the Q-function update, formulated as a convex optimization of an overestimated Q-function and its lower bound. Our primary contribution lies in the efficient estimation of this lower bound through the lower expectile of the Q-value distribution conditioned on a state. Notably, our moderate target integrates seamlessly into state-of-the-art (SOTA) MF-RL algorithms, including Deep Deterministic Policy Gradient (DDPG) and Soft Actor Critic (SAC). Experimental results validate the effectiveness of our moderate target in mitigating overestimation bias in DDPG, SAC, and distributional RL algorithms.

Ukjo Hwang, Songnam Hong

Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that generate samples for training, which reflects some potential mismatches between training (i.e., N-MDP) and true environments. In this paper we present an elaborated uncertainty set by excluding some implausible MDPs from the existing sets. Under this uncertainty set, we develop a sample-based RRL algorithm (named ARQ-Learning) for tabular setting and characterize its finite-time error bound. Also, it is proved that ARQ-Learning converges as fast as the standard Q-Learning and robust Q-Learning while ensuring better robustness. We introduce an additional pessimistic agent which can tackle the major bottleneck for the extension of ARQ-Learning into the cases with larger or continuous state spaces. Incorporating this idea into RL algorithms, we propose double-agent algorithms for model-free RRL. Via experiments, we demonstrate the effectiveness of the proposed algorithms.