Representation learning of pedestrian trajectories transforms variable-length timestamp-coordinate tuples of a trajectory into a fixed-length vector representation that summarizes spatiotemporal characteristics. It is a crucial technique to connect feature-based data mining with trajectory data. Trajectory representation is a challenging problem, because both environmental constraints (e.g., wall partitions) and temporal user dynamics should be meticulously considered and accounted for. Furthermore, traditional sequence-to-sequence autoencoders using maximum log-likelihood often require dataset covering all the possible spatiotemporal characteristics to perform well. This is infeasible or impractical in reality. We propose TREP, a practical pedestrian trajectory representation learning algorithm which captures the environmental constraints and the pedestrian dynamics without the need of any training dataset. By formulating a sequence-to-sequence autoencoder with a spatial-aware objective function under the paradigm of actor-critic reinforcement learning, TREP intelligently encodes spatiotemporal characteristics of trajectories with the capability of handling diverse trajectory patterns. Extensive experiments on both synthetic and real datasets validate the high fidelity of TREP to represent trajectories.
Technische Universität Darmstadt（达姆施塔特工业大学）；RIKEN Center for Advanced Intelligence Project（理化学研究所先进智能项目中心）；Max Planck Institute for Intelligent Systems（马克斯·普朗克智能系统研究所）
Actor-critic methods can achieve incredible performance on difficult reinforcement learning problems, but they are also prone to instability. This is partly due to the interaction between the actor and critic during learning, e.g., an inaccurate step taken by one of them might adversely affect the other and destabilize the learning. To avoid such issues, we propose to regularize the learning objective of the actor by penalizing the temporal difference (TD) error of the critic. This improves stability by avoiding large steps in the actor update whenever the critic is highly inaccurate. The resu…
University of Oxford（牛津大学）；Auburn University（奥本大学）；Huawei Technologies（华为技术有限公司）
We present the first provably convergent two-timescale off-policy actor-critic algorithm (COF-PAC) with function approximation. Key to COF-PAC is the introduction of a new critic, the emphasis critic, which is trained via Gradient Emphasis Learning (GEM), a novel combination of the key ideas of Gradient Temporal Difference Learning and Emphatic Temporal Difference Learning. With the help of the emphasis critic and the canonical value function critic, we show convergence for COF-PAC, where the critics are linear and the actor can be nonlinear.
After presenting Actor Critic Methods (ACM), we show ACM are control variate estimators. Using the projection theorem, we prove that the Q and Advantage Actor Critic (A2C) methods are optimal in the sense of the $L^2$ norm for the control variate estimators spanned by functions conditioned by the current state and action. This straightforward application of Pythagoras theorem provides a theoretical justification of the strong performance of QAC and AAC most often referred to as A2C methods in deep policy gradient methods. This enables us to derive a new formulation for Advantage Actor Critic m…
In this paper, we present a probability one convergence proof, under suitable conditions, of a certain class of actor-critic algorithms for finding approximate solutions to entropy-regularized MDPs using the machinery of stochastic approximation. To obtain this overall result, we prove the convergence of policy evaluation with general regularizers when using linear approximation architectures and show convergence of entropy-regularized policy improvement.
The University of Edinburgh（爱丁堡大学）；National University of Defense Technology（国防科技大学）；Samsung AI Centre, Cambridge（三星人工智能中心（剑桥））
Off-Policy Actor-Critic (Off-PAC) methods have proven successful in a variety of continuous control tasks. Normally, the critic's action-value function is updated using temporal-difference, and the critic in turn provides a loss for the actor that trains it to take actions with higher expected return. In this paper, we introduce a novel and flexible meta-critic that observes the learning process and meta-learns an additional loss for the actor that accelerates and improves actor-critic learning. Compared to the vanilla critic, the meta-critic network is explicitly trained to accelerate the lea…
North Carolina State University（北卡罗来纳州立大学）；University of Alberta（阿尔伯塔大学）；University of New Mexico（新墨西哥大学）；University of Michigan（密歇根大学）
We develop an off-policy actor-critic algorithm for learning an optimal policy from a training set composed of data from multiple individuals. This algorithm is developed with a view towards its use in mobile health.
We study the problem of off-policy critic evaluation in several variants of value-based off-policy actor-critic algorithms. Off-policy actor-critic algorithms require an off-policy critic evaluation step, to estimate the value of the new policy after every policy gradient update. Despite enormous success of off-policy policy gradients on control tasks, existing general methods suffer from high variance and instability, partly because the policy improvement depends on gradient of the estimated value function. In this work, we present a new way of off-policy policy evaluation in actor-critic, ba…
Both generative adversarial networks (GAN) in unsupervised learning and actor-critic methods in reinforcement learning (RL) have gained a reputation for being difficult to optimize. Practitioners in both fields have amassed a large number of strategies to mitigate these instabilities and improve training. Here we show that GANs can be viewed as actor-critic methods in an environment where the actor cannot affect the reward. We review the strategies for stabilizing training for each class of models, both those that generalize between the two and those that are particular to that model. We also …
We propose a new policy iteration theory as an important extension of soft policy iteration and Soft Actor-Critic (SAC), one of the most efficient model free algorithms for deep reinforcement learning. Supported by the new theory, arbitrary entropy measures that generalize Shannon entropy, such as Tsallis entropy and Renyi entropy, can be utilized to properly randomize action selection while fulfilling the goal of maximizing expected long-term rewards. Our theory gives birth to two new algorithms, i.e., Tsallis entropy Actor-Critic (TAC) and Renyi entropy Actor-Critic (RAC). Theoretical analys…
LTCI（通信与信息处理实验室）；Télécom Paris（巴黎电信学院）；Institut Polytechnique de Paris（巴黎理工学院）
Actor-critic methods integrating target networks have exhibited a stupendous empirical success in deep reinforcement learning. However, a theoretical understanding of the use of target networks in actor-critic methods is largely missing in the literature. In this paper, we reduce this gap between theory and practice by proposing the first theoretical analysis of an online target-based actor-critic algorithm with linear function approximation in the discounted reward setting. Our algorithm uses three different timescales: one for the actor and two for the critic. Instead of using the standard s…
This technical report is devoted to explaining how the actor loss of soft actor critic is obtained, as well as the associated gradient estimate. It gives the necessary mathematical background to derive all the presented equations, from the theoretical actor loss to the one implemented in practice. This necessitates a comparison of the reparameterization trick used in soft actor critic with the nabla log trick, which leads to open questions regarding the most efficient method to use.
The actor-critic RL is widely used in various robotic control tasks. By viewing the actor-critic RL from the perspective of variational inference (VI), the policy network is trained to obtain the approximate posterior of actions given the optimality criteria. However, in practice, the actor-critic RL may yield suboptimal policy estimates due to the amortization gap and insufficient exploration. In this work, inspired by the previous use of Hamiltonian Monte Carlo (HMC) in VI, we propose to integrate the policy network of actor-critic RL with HMC, which is termed as {\it Hamiltonian Policy}. As…
We propose an expert-augmented actor-critic algorithm, which we evaluate on two environments with sparse rewards: Montezumas Revenge and a demanding maze from the ViZDoom suite. In the case of Montezumas Revenge, an agent trained with our method achieves very good results consistently scoring above 27,000 points (in many experiments beating the first world). With an appropriate choice of hyperparameters, our algorithm surpasses the performance of the expert data. In a number of experiments, we have observed an unreported bug in Montezumas Revenge which allowed the agent to score more than 800,…
Reinforcement learning algorithms are known to be sample inefficient, and often performance on one task can be substantially improved by leveraging information (e.g., via pre-training) on other related tasks. In this work, we propose a technique to achieve such knowledge transfer in cases where agent trajectories contain sensitive or private information, such as in the healthcare domain. Our approach leverages a differentially private policy evaluation algorithm to initialize an actor-critic model and improve the effectiveness of learning in downstream tasks. We empirically show this technique…
We study the global convergence and global optimality of actor-critic, one of the most popular families of reinforcement learning algorithms. While most existing works on actor-critic employ bi-level or two-timescale updates, we focus on the more practical single-timescale setting, where the actor and critic are updated simultaneously. Specifically, in each iteration, the critic update is obtained by applying the Bellman evaluation operator only once while the actor is updated in the policy gradient direction computed using the critic. Moreover, we consider two function approximation settings …
As an important type of reinforcement learning algorithms, actor-critic (AC) and natural actor-critic (NAC) algorithms are often executed in two ways for finding optimal policies. In the first nested-loop design, actor's one update of policy is followed by an entire loop of critic's updates of the value function, and the finite-sample analysis of such AC and NAC algorithms have been recently well established. The second two time-scale design, in which actor and critic update simultaneously but with different learning rates, has much fewer tuning parameters than the nested-loop design and is he…
Princeton University（普林斯顿大学）；Georgia Institute of Technology（佐治亚理工学院）；University of Minnesota（明尼苏达大学）；Northwestern University（西北大学）
Despite the empirical success of the actor-critic algorithm, its theoretical understanding lags behind. In a broader context, actor-critic can be viewed as an online alternating update algorithm for bilevel optimization, whose convergence is known to be fragile. To understand the instability of actor-critic, we focus on its application to linear quadratic regulators, a simple yet fundamental setting of reinforcement learning. We establish a nonasymptotic convergence analysis of actor-critic in this setting. In particular, we prove that actor-critic finds a globally optimal pair of actor (polic…
In this paper, we propose a new type of Actor, named forward-looking Actor or FORK for short, for Actor-Critic algorithms. FORK can be easily integrated into a model-free Actor-Critic algorithm. Our experiments on six Box2D and MuJoCo environments with continuous state and action spaces demonstrate significant performance improvement FORK can bring to the state-of-the-art algorithms. A variation of FORK can further solve Bipedal-WalkerHardcore in as few as four hours using a single GPU.
McGill University（麦吉尔大学）；Desautels Faculty of Management（德索特尔管理学院）
Continuous control is a widely applicable area of reinforcement learning. The main players of this area are actor-critic methods that utilize policy gradients of neural approximators as a common practice. The focus of our study is to show the characteristics of the actor loss function which is the essential part of the optimization. We exploit low dimensional visualizations of the loss function and provide comparisons for loss landscapes of various algorithms. Furthermore, we apply our approach to multi-store dynamic inventory control, a notoriously difficult problem in supply chain operations…
Stony Brook University（石溪大学）；Princeton University（普林斯顿大学）；University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）；Northwestern University（西北大学）
This paper extends off-policy reinforcement learning to the multi-agent case in which a set of networked agents communicating with their neighbors according to a time-varying graph collaboratively evaluates and improves a target policy while following a distinct behavior policy. To this end, the paper develops a multi-agent version of emphatic temporal difference learning for off-policy policy evaluation, and proves convergence under linear function approximation. The paper then leverages this result, in conjunction with a novel multi-agent off-policy policy gradient theorem and recent work in…
Optimistic Actor-Critic with Parametric Policies for Linear Markov Decision Processes
Simon Fraser University（西蒙菲莎大学）；University of Pennsylvania（宾夕法尼亚大学）；Mila, McGill University（Mila，麦吉尔大学）；Google DeepMind（谷歌DeepMind）；University of Alberta（阿尔伯塔大学）
Microsoft Research Cambridge（微软研究院剑桥分院）；University of California San Diego（加州大学圣迭戈分校）
Actor-critic methods, a type of model-free Reinforcement Learning, have been successfully applied to challenging tasks in continuous control, often achieving state-of-the art performance. However, wide-scale adoption of these methods in real-world domains is made difficult by their poor sample efficiency. We address this problem both theoretically and empirically. On the theoretical side, we identify two phenomena preventing efficient exploration in existing state-of-the-art algorithms such as Soft Actor Critic. First, combining a greedy actor update with a pessimistic estimate of the critic l…
In this paper we propose a hybrid architecture of actor-critic algorithms for reinforcement learning in parameterized action space, which consists of multiple parallel sub-actor networks to decompose the structured action space into simpler action spaces along with a critic network to guide the training of all sub-actor networks. While this paper is mainly focused on parameterized action space, the proposed architecture, which we call hybrid actor-critic, can be extended for more general action spaces which has a hierarchical structure. We present an instance of the hybrid actor-critic archite…
Actor-critic (AC) methods have exhibited great empirical success compared with other reinforcement learning algorithms, where the actor uses the policy gradient to improve the learning policy and the critic uses temporal difference learning to estimate the policy gradient. Under the two time-scale learning rate schedule, the asymptotic convergence of AC has been well studied in the literature. However, the non-asymptotic convergence and finite sample complexity of actor-critic methods are largely open. In this work, we provide a non-asymptotic analysis for two time-scale actor-critic methods u…
Soft Actor-Critic is a state-of-the-art reinforcement learning algorithm for continuous action settings that is not applicable to discrete action settings. Many important settings involve discrete actions, however, and so here we derive an alternative version of the Soft Actor-Critic algorithm that is applicable to discrete action settings. We then show that, even without any hyperparameter tuning, it is competitive with the tuned model-free state-of-the-art on a selection of games from the Atari suite.
Boston University（波士顿大学）；MIT-IBM Watson AI Lab（麻省理工学院-IBM沃森人工智能实验室）
Actors and critics in actor-critic reinforcement learning algorithms are functionally separate, yet they often use the same network architectures. This case study explores the performance impact of network sizes when considering actor and critic architectures independently. By relaxing the assumption of architectural symmetry, it is often possible for smaller actors to achieve comparable policy performance to their symmetric counterparts. Our experiments show up to 99% reduction in the number of network weights with an average reduction of 77% over multiple actor-critic algorithms on 9 indepen…
University of Washington（华盛顿大学）；University of California, Santa Cruz（加利福尼亚大学圣克鲁兹分校）
The hierarchical interaction between the actor and critic in actor-critic based reinforcement learning algorithms naturally lends itself to a game-theoretic interpretation. We adopt this viewpoint and model the actor and critic interaction as a two-player general-sum game with a leader-follower structure known as a Stackelberg game. Given this abstraction, we propose a meta-framework for Stackelberg actor-critic algorithms where the leader player follows the total derivative of its objective instead of the usual individual gradient. From a theoretical standpoint, we develop a policy gradient t…
Despite definite success in deep reinforcement learning problems, actor-critic algorithms are still confronted with sample inefficiency in complex environments, particularly in tasks where efficient exploration is a bottleneck. These methods consider a policy (the actor) and a value function (the critic) whose respective losses are built using different motivations and approaches. This paper introduces a third protagonist: the adversary. While the adversary mimics the actor by minimizing the KL-divergence between their respective action distributions, the actor, in addition to learning to solv…
We reformulate the option framework as two parallel augmented MDPs. Under this novel formulation, all policy optimization algorithms can be used off the shelf to learn intra-option policies, option termination conditions, and a master policy over options. We apply an actor-critic algorithm on each augmented MDP, yielding the Double Actor-Critic (DAC) architecture. Furthermore, we show that, when state-value functions are used as critics, one critic can be expressed in terms of the other, and hence only one critic is necessary. We conduct an empirical study on challenging robot simulation tasks…
Many policy gradient methods are variants of Actor-Critic (AC), where a value function (critic) is learned to facilitate updating the parameterized policy (actor). The update to the actor involves a log-likelihood update weighted by the action-values, with the addition of entropy regularization for soft variants. In this work, we explore an alternative update for the actor, based on an extension of the cross entropy method (CEM) to condition on inputs (states). The idea is to start with a broader policy and slowly concentrate around maximal actions, using a maximum likelihood update towards ac…
Berkeley Artificial Intelligence Research, University of California, Berkeley（加州大学伯克利分校伯克利人工智能研究中心）
Model-free deep reinforcement learning (RL) algorithms have been demonstrated on a range of challenging decision making and control tasks. However, these methods typically suffer from two major challenges: very high sample complexity and brittle convergence properties, which necessitate meticulous hyperparameter tuning. Both of these challenges severely limit the applicability of such methods to complex, real-world domains. In this paper, we propose soft actor-critic, an off-policy actor-critic deep RL algorithm based on the maximum entropy reinforcement learning framework. In this framework, …
We propose a new algorithm, Mean Actor-Critic (MAC), for discrete-action continuous-state reinforcement learning. MAC is a policy gradient algorithm that uses the agent's explicit representation of all action values to estimate the gradient of the policy, rather than using only the actions that were actually executed. We prove that this approach reduces variance in the policy gradient estimate relative to traditional actor-critic methods. We show empirical results on two control domains and on six Atari games, where MAC is competitive with state-of-the-art policy search algorithms.
Georgia Institute of Technology（佐治亚理工学院）；University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）；Google AI（谷歌人工智能）
This paper proposes a new actor-critic-style algorithm called Dual Actor-Critic or Dual-AC. It is derived in a principled way from the Lagrangian dual form of the Bellman optimality equation, which can be viewed as a two-player game between the actor and a critic-like function, which is named as dual critic. Compared to its actor-critic relatives, Dual-AC has the desired property that the actor and dual critic are updated cooperatively to optimize the same objective function, providing a more transparent way for learning the critic that is directly related to the objective function of the acto…
McGill University（麦吉尔大学）；University of Amsterdam（阿姆斯特丹大学）
In value-based reinforcement learning methods such as deep Q-learning, function approximation errors are known to lead to overestimated value estimates and suboptimal policies. We show that this problem persists in an actor-critic setting and propose novel mechanisms to minimize its effects on both the actor and the critic. Our algorithm builds on Double Q-learning, by taking the minimum value between a pair of critics to limit overestimation. We draw the connection between target networks and overestimation bias, and suggest delaying policy updates to reduce per-update error and further impro…
Tsinghua Shenzhen International Graduate School, Tsinghua University（清华大学深圳国际研究生院，清华大学）；Tsinghua University（清华大学）
How to obtain good value estimation is one of the key problems in Reinforcement Learning (RL). Current value estimation methods, such as DDPG and TD3, suffer from unnecessary over- or underestimation bias. In this paper, we explore the potential of double actors, which has been neglected for a long time, for better value function estimation in continuous setting. First, we uncover and demonstrate the bias alleviation property of double actors by building double actors upon single critic and double critics to handle overestimation bias in DDPG and underestimation bias in TD3 respectively. Next,…
Actor learning and critic learning are two components of the outstanding and mostly used Deep Deterministic Policy Gradient (DDPG) reinforcement learning method. Since actor and critic learning plays a significant role in the overall robot's learning, the performance of the DDPG approach is relatively sensitive and unstable as a result. We propose a multi-actor-critic DDPG for reliable actor-critic learning to further enhance the performance and stability of DDPG. This multi-actor-critic DDPG is then integrated with Hindsight Experience Replay (HER) to form our new deep learning framework call…
Refined Analysis of Entropy-Regularized Actor-Critic
CMAP, CNRS, École Polytechnique, Institut Polytechnique de Paris, 91120 Palaiseau, France（法国巴黎政治学院CMAP、国家科学研究中心、巴黎政治学院、巴黎理工学院、法国Palaiseau）；Université Paris-Saclay, CNRS, LMO, 91405, Orsay, France. Now at Google DeepMind.（巴黎萨克雷大学、国家科学研究中心、LMO、法国Orsay、现就职于DeepMind）；Mohamed bin Zayed University of Artificial Intelligence, UAE（阿联酋Mohamed bin Zayed人工智能大学）
Pretraining with expert demonstrations have been found useful in speeding up the training process of deep reinforcement learning algorithms since less online simulation data is required. Some people use supervised learning to speed up the process of feature learning, others pretrain the policies by imitating expert demonstrations. However, these methods are unstable and not suitable for actor-critic reinforcement learning algorithms. Also, some existing methods rely on the global optimum assumption, which is not true in most scenarios. In this paper, we employ expert demonstrations in a actor-…
We investigate the combination of actor-critic reinforcement learning algorithms with uniform large-scale experience replay and propose solutions for two challenges: (a) efficient actor-critic learning with experience replay (b) stability of off-policy learning where agents learn from other agents behaviour. We employ those insights to accelerate hyper-parameter sweeps in which all participating agents run concurrently and share their experience via a common replay module. To this end we analyze the bias-variance tradeoffs in V-trace, a form of importance sampling for actor-critic methods. Bas…
We introduce an Actor-Critic Ensemble(ACE) method for improving the performance of Deep Deterministic Policy Gradient(DDPG) algorithm. At inference time, our method uses a critic ensemble to select the best action from proposals of multiple actors running in parallel. By having a larger candidate set, our method can avoid actions that have fatal consequences, while staying deterministic. Using ACE, we have won the 2nd place in NIPS'17 Learning to Run competition, under the name of "Megvii-hzwer".
Actor-Critic Pretraining for Proximal Policy Optimization
Institute for Control Engineering of Machine Tools and Manufacturing Units ISW, University of Stuttgart（斯图加特大学机床与制造装置控制工程研究所ISW）；Materials Testing Institute MPA, University of Stuttgart（斯图加特大学材料测试研究所MPA）
Stony Brook University（石溪大学）；University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）；Princeton University（普林斯顿大学）；Northwestern University（西北大学）
This paper considers a distributed reinforcement learning problem in which a network of multiple agents aim to cooperatively maximize the globally averaged return through communication with only local neighbors. A randomized communication-efficient multi-agent actor-critic algorithm is proposed for possibly unidirectional communication relationships depicted by a directed graph. It is shown that the algorithm can solve the problem for strongly connected graphs by allowing each agent to transmit only two scalar-valued variables at one time.
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）；ETH Zurich（苏黎世联邦理工学院）
Natural actor-critic (NAC) and its variants, equipped with the representation power of neural networks, have demonstrated impressive empirical success in solving Markov decision problems with large state spaces. In this paper, we present a finite-time analysis of NAC with neural network approximation, and identify the roles of neural networks, regularization and optimization techniques (e.g., gradient clipping and averaging) to achieve provably good performance in terms of sample complexity, iteration complexity and overparametrization bounds for the actor and the critic. In particular, we pro…
Soft Actor Critic (SAC) algorithms show remarkable performance in complex simulated environments. A key element of SAC networks is entropy regularization, which prevents the SAC actor from optimizing against fine grained features, oftentimes transient, of the state-action value function. This results in better sample efficiency during early training. We take this idea one step further by artificially bandlimiting the target critic spatial resolution through the addition of a convolutional filter. We derive the closed form solution in the linear case and show that bandlimiting reduces the inter…
University of Pennsylvania（宾夕法尼亚大学）；JPMorgan AI Research（摩根大通人工智能研究院）
Reinforcement learning, mathematically described by Markov Decision Problems, may be approached either through dynamic programming or policy search. Actor-critic algorithms combine the merits of both approaches by alternating between steps to estimate the value function and policy gradient updates. Due to the fact that the updates exhibit correlated noise and biased gradient updates, only the asymptotic behavior of actor-critic is known by connecting its behavior to dynamical systems. This work puts forth a new variant of actor-critic that employs Monte Carlo rollouts during the policy search …
University of Oxford（牛津大学）；Microsoft Research Montreal（微软研究院蒙特利尔分院）
We investigate the discounting mismatch in actor-critic algorithm implementations from a representation learning perspective. Theoretically, actor-critic algorithms usually have discounting for both actor and critic, i.e., there is a $γ^t$ term in the actor update for the transition observed at time $t$ in a trajectory and the critic is a discounted value function. Practitioners, however, usually ignore the discounting ($γ^t$) for the actor while using a discounted critic. We investigate this mismatch in two scenarios. In the first scenario, we consider optimizing an undiscounted objective $(γ…
Carnegie Mellon University（卡内基梅隆大学）；MIT Media Lab（麻省理工学院媒体实验室）；Adobe（奥多比公司）
The two-time scale nature of SAC, which is an actor-critic algorithm, is characterised by the fact that the critic estimate has not converged for the actor at any given time, but since the critic learns faster than the actor, it ensures eventual consistency between the two. Various strategies have been introduced in literature to learn better gradient estimates to help achieve better convergence. Since gradient estimates depend upon the critic, we posit that improving the critic can provide a better gradient estimate for the actor at each time. Utilizing this, we propose Soft Actor Retrospecti…
