Jointly Learning Environments and Control Policies with Projected Stochastic Gradient Ascent
This addresses the problem of efficiently co-designing environments and control policies for engineers and researchers in robotics and autonomous systems, representing an incremental improvement over existing joint optimization methods.
The paper tackles the joint optimization of system design and control policies for stochastic dynamical systems by introducing the Direct Environment and Policy Search (DEPS) algorithm, which combines policy gradient methods with model-based optimization. Results show DEPS performs at least as well or better than a state-of-the-art benchmark in three environments (mass-spring-damper, off-grid power system, drone), consistently yielding higher returns in fewer iterations.
We consider the joint design and control of discrete-time stochastic dynamical systems over a finite time horizon. We formulate the problem as a multi-step optimization problem under uncertainty seeking to identify a system design and a control policy that jointly maximize the expected sum of rewards collected over the time horizon considered. The transition function, the reward function and the policy are all parametrized, assumed known and differentiable with respect to their parameters. We then introduce a deep reinforcement learning algorithm combining policy gradient methods with model-based optimization techniques to solve this problem. In essence, our algorithm iteratively approximates the gradient of the expected return via Monte-Carlo sampling and automatic differentiation and takes projected gradient ascent steps in the space of environment and policy parameters. This algorithm is referred to as Direct Environment and Policy Search (DEPS). We assess the performance of our algorithm in three environments concerned with the design and control of a mass-spring-damper system, a small-scale off-grid power system and a drone, respectively. In addition, our algorithm is benchmarked against a state-of-the-art deep reinforcement learning algorithm used to tackle joint design and control problems. We show that DEPS performs at least as well or better in all three environments, consistently yielding solutions with higher returns in fewer iterations. Finally, solutions produced by our algorithm are also compared with solutions produced by an algorithm that does not jointly optimize environment and policy parameters, highlighting the fact that higher returns can be achieved when joint optimization is performed.