1.7MLFeb 5
Variance Reduction Based Experience Replay for Policy OptimizationHua Zheng, Wei Xie, M. Ben Feng et al.
Effective reinforcement learning (RL) for complex stochastic systems requires leveraging historical data collected in previous iterations to accelerate policy optimization. Classical experience replay treats all past observations uniformly and fails to account for their varying contributions to learning. To overcome this limitation, we propose Variance Reduction Experience Replay (VRER), a principled framework that selectively reuses informative samples to reduce variance in policy gradient estimation. VRER is algorithm-agnostic and integrates seamlessly with existing policy optimization methods, forming the basis of our sample-efficient off-policy algorithm, Policy Gradient with VRER (PG-VRER). Motivated by the lack of rigorous theoretical analysis of experience replay, we develop a novel framework that explicitly captures dependencies introduced by Markovian dynamics and behavior-policy interactions. Using this framework, we establish finite-time convergence guarantees for PG-VRER and reveal a fundamental bias-variance trade-off: reusing older experience increases bias but simultaneously reduces gradient variance. Extensive empirical experiments demonstrate that VRER consistently accelerates policy learning and improves performance over state-of-the-art policy optimization algorithms.
19.8IRFeb 20, 2025
External Large Foundation Model: How to Efficiently Serve Trillions of Parameters for Online Ads RecommendationMingfu Liang, Xi Liu, Rong Jin et al.
Ads recommendation is a prominent service of online advertising systems and has been actively studied. Recent studies indicate that scaling-up and advanced design of the recommendation model can bring significant performance improvement. However, with a larger model scale, such prior studies have a significantly increasing gap from industry as they often neglect two fundamental challenges in industrial-scale applications. First, training and inference budgets are restricted for the model to be served, exceeding which may incur latency and impair user experience. Second, large-volume data arrive in a streaming mode with data distributions dynamically shifting, as new users/ads join and existing users/ads leave the system. We propose the External Large Foundation Model (ExFM) framework to address the overlooked challenges. Specifically, we develop external distillation and a data augmentation system (DAS) to control the computational cost of training/inference while maintaining high performance. We design the teacher in a way like a foundation model (FM) that can serve multiple students as vertical models (VMs) to amortize its building cost. We propose Auxiliary Head and Student Adapter to mitigate the data distribution gap between FM and VMs caused by the streaming data issue. Comprehensive experiments on internal industrial-scale applications and public datasets demonstrate significant performance gain by ExFM.