论文标题
多步法方法对深度强化学习中高估的影响
The Effect of Multi-step Methods on Overestimation in Deep Reinforcement Learning
论文作者
论文摘要
在理论上和经验上,在利用价值函数的表格表示的任务中,在理论上和经验上,多个步骤(也称为n步)方法已被证明比1步方法更有效。最近,深入增强学习(DRL)的研究还表明,多步进方法提高了学习速度和最终性能,在以深度神经网络代表的价值功能和策略的应用中。但是,对实际促进性能的实际贡献缺乏了解。在这项工作中,我们分析了多步法方法对减轻DRL中高估问题的影响,在该问题中,从重播缓冲液中采样了多步体验。我们提出了在深层确定性策略梯度(DDPG)之上进行的,我们提出了多步DDPG(MDDPG),其中手动设置了不同的步骤尺寸,其变体称为混合多步ddpg(MMDDPG),其中在不同的多步备份中平均用作Q-value功能的更新目标的平均值。从经验上讲,我们表明MDDPG和MMDDPG都比使用1步备份的DDPG高出了高估问题的影响,因此,这会导致更好的最终性能和学习速度。我们还讨论了进行多步扩展的不同方法的优势和缺点,以减少近似错误,并在高估和低估之间的折衷方案揭示了离线多步法方法的基础。最后,我们比较了双胞胎延迟深层确定性策略梯度(TD3)的计算资源需求,这是一种提出的最先进的算法,旨在解决参与者批评方法的高估以及我们提出的方法,因为它们显示出可比的最终表现和学习速度。
Multi-step (also called n-step) methods in reinforcement learning (RL) have been shown to be more efficient than the 1-step method due to faster propagation of the reward signal, both theoretically and empirically, in tasks exploiting tabular representation of the value-function. Recently, research in Deep Reinforcement Learning (DRL) also shows that multi-step methods improve learning speed and final performance in applications where the value-function and policy are represented with deep neural networks. However, there is a lack of understanding about what is actually contributing to the boost of performance. In this work, we analyze the effect of multi-step methods on alleviating the overestimation problem in DRL, where multi-step experiences are sampled from a replay buffer. Specifically building on top of Deep Deterministic Policy Gradient (DDPG), we propose Multi-step DDPG (MDDPG), where different step sizes are manually set, and its variant called Mixed Multi-step DDPG (MMDDPG) where an average over different multi-step backups is used as update target of Q-value function. Empirically, we show that both MDDPG and MMDDPG are significantly less affected by the overestimation problem than DDPG with 1-step backup, which consequently results in better final performance and learning speed. We also discuss the advantages and disadvantages of different ways to do multi-step expansion in order to reduce approximation error, and expose the tradeoff between overestimation and underestimation that underlies offline multi-step methods. Finally, we compare the computational resource needs of Twin Delayed Deep Deterministic Policy Gradient (TD3), a state-of-art algorithm proposed to address overestimation in actor-critic methods, and our proposed methods, since they show comparable final performance and learning speed.