7.8LGMar 13, 2022
Policy Learning for Robust Markov Decision Process with a Mismatched Generative ModelJialian Li, Tongzheng Ren, Dong Yan et al. · tsinghua
In high-stake scenarios like medical treatment and auto-piloting, it's risky or even infeasible to collect online experimental data to train the agent. Simulation-based training can alleviate this issue, but may suffer from its inherent mismatches from the simulator and real environment. It is therefore imperative to utilize the simulator to learn a robust policy for the real-world deployment. In this work, we consider policy learning for Robust Markov Decision Processes (RMDP), where the agent tries to seek a robust policy with respect to unexpected perturbations on the environments. Specifically, we focus on the setting where the training environment can be characterized as a generative model and a constrained perturbation can be added to the model during testing. Our goal is to identify a near-optimal robust policy for the perturbed testing environment, which introduces additional technical difficulties as we need to simultaneously estimate the training environment uncertainty from samples and find the worst-case perturbation for testing. To solve this issue, we propose a generic method which formalizes the perturbation as an opponent to obtain a two-player zero-sum game, and further show that the Nash Equilibrium corresponds to the robust policy. We prove that, with a polynomial number of samples from the generative model, our algorithm can find a near-optimal robust policy with a high probability. Our method is able to deal with general perturbations under some mild assumptions and can also be extended to more complex problems like robust partial observable Markov decision process, thanks to the game-theoretical formulation.
On the Reuse Bias in Off-Policy Reinforcement LearningChengyang Ying, Zhongkai Hao, Xinning Zhou et al. · tsinghua
Importance sampling (IS) is a popular technique in off-policy evaluation, which re-weights the return of trajectories in the replay buffer to boost sample efficiency. However, training with IS can be unstable and previous attempts to address this issue mainly focus on analyzing the variance of IS. In this paper, we reveal that the instability is also related to a new notion of Reuse Bias of IS -- the bias in off-policy evaluation caused by the reuse of the replay buffer for evaluation and optimization. We theoretically show that the off-policy evaluation and optimization of the current policy with the data from the replay buffer result in an overestimation of the objective, which may cause an erroneous gradient update and degenerate the performance. We further provide a high-probability upper bound of the Reuse Bias, and show that controlling one term of the upper bound can control the Reuse Bias by introducing the concept of stability for off-policy algorithms. Based on these analyses, we finally present a novel Bias-Regularized Importance Sampling (BIRIS) framework along with practical algorithms, which can alleviate the negative impact of the Reuse Bias. Experimental results show that our BIRIS-based methods can significantly improve the sample efficiency on a series of continuous control tasks in MuJoCo.
9.8LGMar 9, 2023
Task Aware Dreamer for Task Generalization in Reinforcement LearningChengyang Ying, Xinning Zhou, Zhongkai Hao et al. · tsinghua
A long-standing goal of reinforcement learning is to acquire agents that can learn on training tasks and generalize well on unseen tasks that may share a similar dynamic but with different reward functions. The ability to generalize across tasks is important as it determines an agent's adaptability to real-world scenarios where reward mechanisms might vary. In this work, we first show that training a general world model can utilize similar structures in these tasks and help train more generalizable agents. Extending world models into the task generalization setting, we introduce a novel method named Task Aware Dreamer (TAD), which integrates reward-informed features to identify consistent latent characteristics across tasks. Within TAD, we compute the variational lower bound of sample data log-likelihood, which introduces a new term designed to differentiate tasks using their states, as the optimization objective of our reward-informed world models. To demonstrate the advantages of the reward-informed policy in TAD, we introduce a new metric called Task Distribution Relevance (TDR) which quantitatively measures the relevance of different tasks. For tasks exhibiting a high TDR, i.e., the tasks differ significantly, we illustrate that Markovian policies struggle to distinguish them, thus it is necessary to utilize reward-informed policies in TAD. Extensive experiments in both image-based and state-based tasks show that TAD can significantly improve the performance of handling different tasks simultaneously, especially for those with high TDR, and display a strong generalization ability to unseen tasks.