Deep Reinforcement Learning amidst Lifelong Non-Stationarity
This addresses a realistic challenge in reinforcement learning for applications where environments change over time, though it appears incremental as it extends existing off-policy methods to non-stationary settings.
The paper tackles the problem of developing reinforcement learning algorithms that can handle lifelong non-stationarity, where goals and environments change persistently, and presents an off-policy RL method that substantially outperforms approaches not accounting for environment shift in simulation environments.
As humans, our goals and our environment are persistently changing throughout our lifetime based on our experiences, actions, and internal and external drives. In contrast, typical reinforcement learning problem set-ups consider decision processes that are stationary across episodes. Can we develop reinforcement learning algorithms that can cope with the persistent change in the former, more realistic problem settings? While on-policy algorithms such as policy gradients in principle can be extended to non-stationary settings, the same cannot be said for more efficient off-policy algorithms that replay past experiences when learning. In this work, we formalize this problem setting, and draw upon ideas from the online learning and probabilistic inference literature to derive an off-policy RL algorithm that can reason about and tackle such lifelong non-stationarity. Our method leverages latent variable models to learn a representation of the environment from current and past experiences, and performs off-policy RL with this representation. We further introduce several simulation environments that exhibit lifelong non-stationarity, and empirically find that our approach substantially outperforms approaches that do not reason about environment shift.