Sample Efficient Deep Reinforcement Learning via Uncertainty Estimation

Authors: Vincent Mai, Kaustubh Mani, Liam Paull

Submitted to ICLR 2022
License: CC BY-NC-SA 4.0

Results of the summarizing process for the arXiv paper: 2201.01666v1

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This paper presents Inverse Variance Reinforcement Learning (IV-RL), a Bayesian framework for improving the sample efficiency and performance of model-free deep reinforcement learning (RL) algorithms by leveraging uncertainty estimation. IV-RL combines probabilistic ensembles and Batch Inverse Variance weighting to estimate the variance of the target and down weight uncertain samples in two complementary ways. The authors provide a systematic analysis of sources of uncertainty in noisy supervision that occurs in RL and propose a method whereby two complementary uncertainty estimation methods account for both the Q-value and environment stochasticity to better mitigate the negative impacts of noisy supervision. The results show significant improvement in terms of sample efficiency on discrete and continuous control tasks compared to state-of-the-art methods. The IV-RL framework is adaptable to any model-free algorithm, including DQN and SAC, as well as model-based, active or continuous learning. The authors encourage users to consider ethical issues related to their field of application when using their algorithm. They also publish their carbon footprint from experiments conducted on private infrastructure with a carbon efficiency of 0.028 kgCO2eq/kWh. To ensure reproducibility, the code used in this study along with hyperparameters are available at https://github.com/montrealrobotics/iv_rl. The environments used (OpenAI Gym, BSuite, MBBL) are publicly accessible but may require a Mujoco license for some tasks. Overall, IV-RL represents a significant step towards enabling DRL applications in real-world problems such as robotics where sample efficiency is crucial.
AI-generated keywords: Inverse Variance Reinforcement Learning Sample Efficiency Uncertainty Estimation Model-Free Algorithm Bayesian Framework

AI-generated Key Points

  • Inverse Variance Reinforcement Learning (IV-RL) is a Bayesian framework for improving sample efficiency and performance of model-free deep reinforcement learning algorithms
  • IV-RL combines probabilistic ensembles and Batch Inverse Variance weighting to estimate the variance of the target and down weight uncertain samples in two complementary ways
  • The authors provide a systematic analysis of sources of uncertainty in noisy supervision that occurs in RL and propose a method whereby two complementary uncertainty estimation methods account for both the Q-value and environment stochasticity to better mitigate the negative impacts of noisy supervision
  • Results show significant improvement in terms of sample efficiency on discrete and continuous control tasks compared to state-of-the-art methods
  • The IV-RL framework is adaptable to any model-free algorithm, including DQN and SAC, as well as model-based, active or continuous learning
  • The authors encourage users to consider ethical issues related to their field of application when using their algorithm
  • They also publish their carbon footprint from experiments conducted on private infrastructure with a carbon efficiency of 0.028 kgCO2eq/kWh
  • To ensure reproducibility, the code used in this study along with hyperparameters are available at https://github.com/montrealrobotics/iv_rl
  • The environments used (OpenAI Gym, BSuite, MBBL) are publicly accessible but may require a Mujoco license for some tasks
  • Overall, IV-RL represents a significant step towards enabling DRL applications in real-world problems such as robotics where sample efficiency is crucial
Also access our AI generated: Comprehensive summary, Lay summary, Blog-like article; or ask questions about this paper to our AI assistant.

Abstract: In model-free deep reinforcement learning (RL) algorithms, using noisy value estimates to supervise policy evaluation and optimization is detrimental to the sample efficiency. As this noise is heteroscedastic, its effects can be mitigated using uncertainty-based weights in the optimization process. Previous methods rely on sampled ensembles, which do not capture all aspects of uncertainty. We provide a systematic analysis of the sources of uncertainty in the noisy supervision that occurs in RL, and introduce inverse-variance RL, a Bayesian framework which combines probabilistic ensembles and Batch Inverse Variance weighting. We propose a method whereby two complementary uncertainty estimation methods account for both the Q-value and the environment stochasticity to better mitigate the negative impacts of noisy supervision. Our results show significant improvement in terms of sample efficiency on discrete and continuous control tasks.

Submitted to arXiv on 05 Jan. 2022

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