Policy gradient methods have demonstrated success in reinforcement learning tasks that have high-dimensional continuous state and action spaces. However, policy gradient methods are also notoriously sample inefficient. This can be attributed, at least in part, to the high variance in estimating the gradient of the task objective with Monte Carlo methods. Previous research has endeavored to contend with this problem by studying control variates (CVs) that can reduce the variance of estimates without introducing bias, including the early use of baselines, state dependent CVs, and the more recent state-action dependent CVs. In this work, we analyze the properties and drawbacks of previous CV techniques and, surprisingly, we find that these works have overlooked an important fact that Monte Carlo gradient estimates are generated by trajectories of states and actions. We show that ignoring the correlation across the trajectories can result in suboptimal variance reduction, and we propose a simple fix: a class of "trajectory-wise" CVs, that can further drive down the variance. We show that constructing trajectory-wise CVs can be done recursively and requires only learning state-action value functions like the previous CVs for policy gradient. We further prove that the proposed trajectory-wise CVs are optimal for variance reduction under reasonable assumptions.
Department of Computer Science, UIUC(伊利诺伊大学厄巴纳-香槟分校计算机科学系);Department of Industrial and Enterprise Systems Engineering, UIUC(伊利诺伊大学厄巴纳-香槟分校工业与企业系统工程系)
The control variates (CV) method is widely used in policy gradient estimation to reduce the variance of the gradient estimators in practice. A control variate is applied by subtracting a baseline function from the state-action value estimates. Then the variance-reduced policy gradient presumably leads to higher learning efficiency. Recent research on control variates with deep neural net policies mainly focuses on scalar-valued baseline functions. The effect of vector-valued baselines is under-explored. This paper investigates variance reduction with coordinate-wise and layer-wise control vari…
University of Amsterdam(阿姆斯特丹大学);Linköping University(林雪平大学)
Generative flow networks (GFNs) are a class of models for sequential sampling of composite objects, which approximate a target distribution that is defined in terms of an energy function or a reward. GFNs are typically trained using a flow matching or trajectory balance objective, which matches forward and backward transition models over trajectories. In this work, we define variational objectives for GFNs in terms of the Kullback-Leibler (KL) divergences between the forward and backward distribution. We show that variational inference in GFNs is equivalent to minimizing the trajectory balance…
Korea Advanced Institute of Science and Technology(韩国科学技术院);University of California, Berkeley(加州大学伯克利分校)
Model-based reinforcement learning (RL) has shown great potential in various control tasks in terms of both sample-efficiency and final performance. However, learning a generalizable dynamics model robust to changes in dynamics remains a challenge since the target transition dynamics follow a multi-modal distribution. In this paper, we present a new model-based RL algorithm, coined trajectory-wise multiple choice learning, that learns a multi-headed dynamics model for dynamics generalization. The main idea is updating the most accurate prediction head to specialize each head in certain environ…
Latent Plan Transformer for Trajectory Abstraction: Planning as Latent Space Inference
Department of Statistics and Data Science, UCLA(统计与数据科学系, UCLA);Salesforce Research(Salesforce 研究);Akool Research(Akool 研究);Xi’an Jiaotong University(西安交通大学);Department of Computer Science, UCLA(计算机科学系, UCLA)
本文提出Latent Plan Transformer(LPT),通过潜在变量推断将规划视为潜在空间推断,从次优轨迹中学习时间一致的抽象并提升长期决策性能。
Institute for Big Data Analytics, Dalhousie University(达尔豪西大学大数据分析研究所);Bu-Ali Sina University(布阿里西那大学);PPGCC - Universidade Federal de Santa Catarina (UFSC)(圣卡塔琳娜联邦大学计算机科学与应用系(UFSC));Institute for Computer Science, Polish Academy of Sciences(波兰科学院计算机科学研究所)
Large amounts of mobility data are being generated from many different sources, and several data mining methods have been proposed for this data. One of the most critical steps for trajectory data mining is segmentation. This task can be seen as a pre-processing step in which a trajectory is divided into several meaningful consecutive sub-sequences. This process is necessary because trajectory patterns may not hold in the entire trajectory but on trajectory parts. In this work, we propose a supervised trajectory segmentation algorithm, called Wise Sliding Window Segmentation (WS-II). It proces…
Shanghai Jiao Tong University(上海交通大学);University of Oxford(牛津大学)
Demystifying the interactions among multiple agents from their past trajectories is fundamental to precise and interpretable trajectory prediction. However, previous works mainly consider static, pair-wise interactions with limited relational reasoning. To promote more comprehensive interaction modeling and relational reasoning, we propose DynGroupNet, a dynamic-group-aware network, which can i) model time-varying interactions in highly dynamic scenes; ii) capture both pair-wise and group-wise interactions; and iii) reason both interaction strength and category without direct supervision. Base…
Shanghai Jiao Tong University(上海交通大学);Shanghai AI Laboratory(上海人工智能实验室)
Demystifying the interactions among multiple agents from their past trajectories is fundamental to precise and interpretable trajectory prediction. However, previous works only consider pair-wise interactions with limited relational reasoning. To promote more comprehensive interaction modeling for relational reasoning, we propose GroupNet, a multiscale hypergraph neural network, which is novel in terms of both interaction capturing and representation learning. From the aspect of interaction capturing, we propose a trainable multiscale hypergraph to capture both pair-wise and group-wise interac…
Stanford University(斯坦福大学);Korea Advanced Institute of Science and Technology(韩国科学技术院);University of California, Berkeley(加州大学伯克利分校)
While the modeling of pair-wise relations has been widely studied in multi-agent interacting systems, its ability to capture higher-level and larger-scale group-wise activities is limited. In this paper, we propose a group-aware relational reasoning approach (named EvolveHypergraph) with explicit inference of the underlying dynamically evolving relational structures, and we demonstrate its effectiveness for multi-agent trajectory prediction. In addition to the edges between a pair of nodes (i.e., agents), we propose to infer hyperedges that adaptively connect multiple nodes to enable group-awa…