Contrasting Exploration in Parameter and Action Space: A Zeroth-Order Optimization Perspective

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Anirudh Vemula, Wen Sun, J. Bagnell ;
Proceedings of Machine Learning Research, PMLR 89:2926-2935, 2019.

Abstract

Black-box optimizers that explore in parameter space have often been shown to outperform more sophisticated action space exploration methods developed specifically for the reinforcement learning problem. We examine these black-box methods closely to identify situations in which they are worse than action space exploration methods and those in which they are superior. Through simple theoretical analyses, we prove that complexity of exploration in parameter space depends on the dimensionality of parameter space, while complexity of exploration in action space depends on both the dimensionality of action space and horizon length. This is also demonstrated empirically by comparing simple exploration methods on several model problems, including Contextual Bandit, Linear Regression and Reinforcement Learning in continuous control.

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