Actor-Critic, Reward Shaping, Advanced Exploration, and Entropy Regularization

Map

Challenges:

  1. Exploration vs Exploitation
  2. Credit Assignment
  3. Generalization
  1. More Actor-Critic
  2. Advanced Exploration
  3. Entropy Regularization
  4. Wisdom

Actor-Critic

\[\nabla U(\theta) = E_\tau \left[\sum_{k=0}^d \nabla_\theta \log \pi_\theta (a_k \mid s_k) \gamma^{k} (r_{k,\text{to-go}}-r_\text{base}(s_k)) \right]\]

Advantage Function: \(A(s, a) = Q(s, a) - V(s)\)

  • Actor: \(\pi_\theta\)
  • Critic: \(Q_\phi\) and/or \(A_\phi\) and/or \(V_\phi\)

Can we combine value-based and policy-based methods?

Alternate between training Actor and Critic

Problem: Instability

Actor-Critic

Which should we learn? \(A\), \(Q\), or \(V\)?

\[\nabla U(\theta) = E_\tau \left[\sum_{k=0}^d \nabla_\theta \log \pi_\theta (a_k \mid s_k) \gamma^{k} (r_k + \gamma V_\phi (s_{k+1}) - V_\phi (s_k))) \right]\]

\(l(\phi) = E\left[\left(V_\phi(s) - V^{\pi_\theta}(s)\right)^2\right]\)

Generalized Advantage Estimation

\(A(s_k, a_k) \approx r_k + \gamma V_\phi (s_{k+1}) - V_\phi (s_k)\)

\(A(s_k, a_k) \approx \sum_{t=k}^\infty \gamma^{t-k} r_t\)

\(A(s_k, a_k) \approx \sum_{t=k}^{d-1} \gamma^{t-k} r_t + \gamma^{d-k} r_d + \gamma V_\phi (s_{d+1}) - V_\phi (s_d)\)

let \(\delta_t = r_t + \gamma V_\phi (s_{t+1}) - V_\phi (s_t)\)

\[A_\text{GAE}(s_k, a_k) \approx \sum_{t=k}^\infty (\gamma \lambda)^{t-k} \delta_t\]

Alpha Zero: Actor Critic with MCTS

  1. Use \(\pi_\theta\) and \(U_\phi\) in MCTS
  2. Learn \(\pi_\theta\) and \(U_\phi\) from tree

Reward Shaping

Which is easier to learn on?

Sparse Reward

Dense Reward

https://www.youtube.com/watch?v=tlOIHko8ySg

Coast Runners 7: A Cautionary Tale

Reward Shaping

"As a general rule, it is better to design performance measures according to what one actually wants in the environment, rather than according to how one thinks the agent should behave." - Stuart Russell

Reward

Value

Reward Shaping

  • \(R(s, a, s') += \gamma \phi(s') - \phi(s)\)
  • any other transformation may yield sub optimal policies unless further assumptions are made about the underlying MDP

Continuous Actions: Deep Deterministic Policy Gradient

Is Exploration Important?
Montezuma's Revenge

Is Exploration Important?
Theory

Exploration Bonus

  • In General, \(R^+(s, a) = R(s, a) + B(s, a)\)
  • UCB: \(B(s, a) = c \sqrt{\frac{\log N(s)}{N(s, a)}}\)

 

Example 1: Learn Pseudocount

\(B(s, a) \approx \frac{1}{\sqrt{\hat{N}(s)}}\) where \(\hat{N}(s)\) is a learned function approximation

Bellemare, et al. 2016 "Unifying Count-Based Exploration..."

Exploration Bonus

Example 2: Learn a function of the state and action

\(B(s, a) = \lVert \hat{f}_\theta (s, a) - f^*(s, a) \rVert^2\)

What should \(f^*\) be?

  • \(f^*(s, a) = s'\) (Next state prediction)
  • \(f^*(s, a) = f_\phi (s, a)\) where \(f_\phi\) is a random neural network.

Exploration Bonus

Example 3: Thompson Sampling

  1. Maintain a distribution over \(Q\)
  2. Sample \(Q\)
  3. Act according to \(Q\)
  • Bootstrapping with multiple \(Q\) networks
  • Dropout

Exploration Bonus

Example 4: Go-Explore

"First return, then explore"

(Uber AI Labs)

Soft Actor Critic: Entropy Regularization

\[U(\pi) = E \left[\sum_{t=0}^\infty \gamma^t \left(r_t + \alpha \mathcal{H}(\pi(\cdot \mid s_t))\right)\right]\]

Soft Actor Critic

Soft Actor Critic

Advantages:

  • Stable
  • Learns many near-optimal policies
  • Exploration
  • Insensitivity to hyperparameters
  • Off-Policy

Disadvantages

  • Sensitive to \(\alpha\) Solution = Entropy *constraint* and adjust \(\alpha\)

Wisdom

Deep RL: The Dream

Using Deep RL for your problem

  1. Some interesting problem (smallsat swarm)
  2. Spend weeks theorizing about the exact-right cost function and dynamics
  3. Decide RL can solve all of your problems
  4. Fire up open-ai baselines
  5. Does it work??

 

Why not?

  • Hyperparameters?
  • Reward scaling?
  • Not enough training time????

Algorithms

Policy Network Architecture

Reward Rescaling

"simply multiplying the rewards generated from an environment by some scalar"

Statistical Significance

"Unfortunately, in recent reported results, it is not uncommon for the top-N trials to be selected from among several trials (Wu et al. 2017; Mnih et al. 2016)"

Codebases

How to choose an RL Algorithm

(According to Sergey Levine)

Model-Based RL

Model-Based Deep RL

Off-Policy

Q-Learning

Actor Critic

On Policy Policy Gradient

Evolutionary/Gradient Free

(Most people use SAC or PPO)

How to be successful with RL

  • Always start with a small problem that works and scale up (keep verifying that it works with every change)
  • Plot everything that you can think of (TensorBoard)
    • *Losses*
    • Policies
    • Value functions
    • Trajectories
    • (Average return) Learning curve
  • Keep calm and lower your learning rate

Where Does RL Work?

  • Cooling servers
  • Winning at Go

150 Advanced Exploration and Entropy Regularization

By Zachary Sunberg

150 Advanced Exploration and Entropy Regularization

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