Multi-step Greedy Reinforcement Learning Algorithms

Manan Tomar, Yonathan Efroni, Mohammad Ghavamzadeh
Proceedings of the 37th International Conference on Machine Learning, PMLR 119:9504-9513, 2020.

Abstract

Multi-step greedy policies have been extensively used in model-based reinforcement learning (RL), both when a model of the environment is available (e.g., in the game of Go) and when it is learned. In this paper, we explore their benefits in model-free RL, when employed using multi-step dynamic programming algorithms: κ-Policy Iteration (κ-PI) and κ-Value Iteration (κ-VI). These methods iteratively compute the next policy (κ-PI) and value function (κ-VI) by solving a surrogate decision problem with a shaped reward and a smaller discount factor. We derive model-free RL algorithms based on κ-PI and κ-VI in which the surrogate problem can be solved by any discrete or continuous action RL method, such as DQN and TRPO. We identify the importance of a hyper-parameter that controls the extent to which the surrogate problem is solved and suggest a way to set this parameter. When evaluated on a range of Atari and MuJoCo benchmark tasks, our results indicate that for the right range of κ, our algorithms outperform DQN and TRPO. This shows that our multi-step greedy algorithms are general enough to be applied over any existing RL algorithm and can significantly improve its performance.

Cite this Paper

BibTeX
@InProceedings{pmlr-v119-tomar20a, title = {Multi-step Greedy Reinforcement Learning Algorithms}, author = {Tomar, Manan and Efroni, Yonathan and Ghavamzadeh, Mohammad}, booktitle = {Proceedings of the 37th International Conference on Machine Learning}, pages = {9504--9513}, year = {2020}, editor = {III, Hal Daumé and Singh, Aarti}, volume = {119}, series = {Proceedings of Machine Learning Research}, month = {13--18 Jul}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v119/tomar20a/tomar20a.pdf}, url = {https://proceedings.mlr.press/v119/tomar20a.html}, abstract = {Multi-step greedy policies have been extensively used in model-based reinforcement learning (RL), both when a model of the environment is available (e.g., in the game of Go) and when it is learned. In this paper, we explore their benefits in model-free RL, when employed using multi-step dynamic programming algorithms: $\kappa$-Policy Iteration ($\kappa$-PI) and $\kappa$-Value Iteration ($\kappa$-VI). These methods iteratively compute the next policy ($\kappa$-PI) and value function ($\kappa$-VI) by solving a surrogate decision problem with a shaped reward and a smaller discount factor. We derive model-free RL algorithms based on $\kappa$-PI and $\kappa$-VI in which the surrogate problem can be solved by any discrete or continuous action RL method, such as DQN and TRPO. We identify the importance of a hyper-parameter that controls the extent to which the surrogate problem is solved and suggest a way to set this parameter. When evaluated on a range of Atari and MuJoCo benchmark tasks, our results indicate that for the right range of $\kappa$, our algorithms outperform DQN and TRPO. This shows that our multi-step greedy algorithms are general enough to be applied over any existing RL algorithm and can significantly improve its performance.} }
Endnote
%0 Conference Paper %T Multi-step Greedy Reinforcement Learning Algorithms %A Manan Tomar %A Yonathan Efroni %A Mohammad Ghavamzadeh %B Proceedings of the 37th International Conference on Machine Learning %C Proceedings of Machine Learning Research %D 2020 %E Hal Daumé III %E Aarti Singh %F pmlr-v119-tomar20a %I PMLR %P 9504--9513 %U https://proceedings.mlr.press/v119/tomar20a.html %V 119 %X Multi-step greedy policies have been extensively used in model-based reinforcement learning (RL), both when a model of the environment is available (e.g., in the game of Go) and when it is learned. In this paper, we explore their benefits in model-free RL, when employed using multi-step dynamic programming algorithms: $\kappa$-Policy Iteration ($\kappa$-PI) and $\kappa$-Value Iteration ($\kappa$-VI). These methods iteratively compute the next policy ($\kappa$-PI) and value function ($\kappa$-VI) by solving a surrogate decision problem with a shaped reward and a smaller discount factor. We derive model-free RL algorithms based on $\kappa$-PI and $\kappa$-VI in which the surrogate problem can be solved by any discrete or continuous action RL method, such as DQN and TRPO. We identify the importance of a hyper-parameter that controls the extent to which the surrogate problem is solved and suggest a way to set this parameter. When evaluated on a range of Atari and MuJoCo benchmark tasks, our results indicate that for the right range of $\kappa$, our algorithms outperform DQN and TRPO. This shows that our multi-step greedy algorithms are general enough to be applied over any existing RL algorithm and can significantly improve its performance.
APA
Tomar, M., Efroni, Y. & Ghavamzadeh, M.. (2020). Multi-step Greedy Reinforcement Learning Algorithms. Proceedings of the 37th International Conference on Machine Learning, in Proceedings of Machine Learning Research 119:9504-9513 Available from https://proceedings.mlr.press/v119/tomar20a.html.

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