Efficient sample reuse in policy gradients with parameter-based exploration

DOI10.1162/NECO_A_00452zbMATH Open1414.68090arXiv1301.3966OpenAlexW2133224499WikidataQ47904761 ScholiaQ47904761MaRDI QIDQ5378202FDOQ5378202

Authors: Tingting Zhao, Hirotaka Hachiya, Voot Tangkaratt, Jun Morimoto, Masashi Sugiyama 

Publication date: 12 June 2019

Published in: Neural Computation (Search for Journal in Brave)

Abstract: The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy gradient estimates for reliable policy updates. In this paper, we combine the following three ideas and give a highly effective policy gradient method: (a) the policy gradients with parameter based exploration, which is a recently proposed policy search method with low variance of gradient estimates, (b) an importance sampling technique, which allows us to reuse previously gathered data in a consistent way, and (c) an optimal baseline, which minimizes the variance of gradient estimates with their unbiasedness being maintained. For the proposed method, we give theoretical analysis of the variance of gradient estimates and show its usefulness through extensive experiments.

Full work available at URL: https://arxiv.org/abs/1301.3966

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Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Artificial intelligence for robotics (68T40)

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Cited In (15)

• Reward-weighted regression with sample reuse for direct policy search in reinforcement learning
• An Incremental Fast Policy Search Using a Single Sample Path
• Expected policy gradients for reinforcement learning
• Learning under nonstationarity: covariate shift and class-balance change
• Analysis and improvement of policy gradient estimation
• An active exploration method for data efficient reinforcement learning
• Adaptive importance sampling for value function approximation in off-policy reinforcement learning
• Efficient exploration through active learning for value function approximation in reinforcement learning
• Model-based policy gradients with parameter-based exploration by least-squares conditional density estimation
• Importance sampling techniques for policy optimization
• Model-based reinforcement learning with dimension reduction
• Recurrent policy gradients
• Policy search for active fault diagnosis with partially observable state
• Reinforcement learning in sparse-reward environments with hindsight policy gradients
• A generalized path integral control approach to reinforcement learning

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