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Q-Prop: Sample-Efficient Policy Gradient with An Off-Policy Critic (1611.02247v3)

Published 7 Nov 2016 in cs.LG

Abstract: Model-free deep reinforcement learning (RL) methods have been successful in a wide variety of simulated domains. However, a major obstacle facing deep RL in the real world is their high sample complexity. Batch policy gradient methods offer stable learning, but at the cost of high variance, which often requires large batches. TD-style methods, such as off-policy actor-critic and Q-learning, are more sample-efficient but biased, and often require costly hyperparameter sweeps to stabilize. In this work, we aim to develop methods that combine the stability of policy gradients with the efficiency of off-policy RL. We present Q-Prop, a policy gradient method that uses a Taylor expansion of the off-policy critic as a control variate. Q-Prop is both sample efficient and stable, and effectively combines the benefits of on-policy and off-policy methods. We analyze the connection between Q-Prop and existing model-free algorithms, and use control variate theory to derive two variants of Q-Prop with conservative and aggressive adaptation. We show that conservative Q-Prop provides substantial gains in sample efficiency over trust region policy optimization (TRPO) with generalized advantage estimation (GAE), and improves stability over deep deterministic policy gradient (DDPG), the state-of-the-art on-policy and off-policy methods, on OpenAI Gym's MuJoCo continuous control environments.

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Authors (5)
  1. Shixiang Gu (23 papers)
  2. Timothy Lillicrap (60 papers)
  3. Zoubin Ghahramani (108 papers)
  4. Richard E. Turner (112 papers)
  5. Sergey Levine (531 papers)
Citations (336)

Summary

An Analysis of Q-Prop: Sample-Efficient Policy Gradient With An Off-Policy Critic

The paper "Q-Prop: Sample-Efficient Policy Gradient With An Off-Policy Critic" introduces Q-Prop, a novel algorithm designed to enhance the efficiency and stability of policy gradient methods in reinforcement learning (RL) by leveraging an off-policy critic. This work addresses significant challenges in model-free deep reinforcement learning, particularly the high sample complexity and instability due to hyperparameter sensitivity and gradient variance.

Overview of Contributions

Q-Prop offers a nuanced approach combining the strengths of on-policy and off-policy methods. Traditional on-policy methods, such as Monte Carlo policy gradients, tend to suffer from high variance, requiring large sample sizes to stabilize learning. Off-policy methods like TD-based algorithms are more sample-efficient but introduce bias and instability risks. Q-Prop bridges this gap by incorporating a Taylor expansion of an off-policy critic as a baseline, reducing gradient variance without adding bias. This is achieved through the derivation of two Q-Prop variants, "conservative" and "aggressive" Q-Prop, aimed at different stability profiles.

Methodological Insights

At its core, Q-Prop utilizes a critic learned off-policy to act as a control variate, where the critic approximates the action-value function and aids in variance reduction of the policy gradient. The introduction of Taylor expansion provides an analytical gradient term, allowing the combination of on-policy Monte Carlo gradient estimation with the critic-derived gradient. The paper further explores adaptive versions of Q-Prop, adjusting the control variate strength dynamically to mitigate potential variance spikes.

The theoretical framework behind Q-Prop extends policy gradient techniques into a more versatile domain, providing options to dynamically blend characteristics of policy gradients and actor-critic methods. This unification not only improves sample efficiency but also simplifies the estimation processes in high-dimensional spaces, maintaining reliability and tractability.

Empirical Validation

Empirical evaluations on continuous control environments within OpenAI Gym demonstrate that Q-Prop significantly outperforms state-of-the-art algorithms in sample efficiency. For instance, in the HalfCheetah-v1 environment, Q-Prop variants achieve comparable or superior performance to Trust Region Policy Optimization (TRPO), using fewer samples, while maintaining stability across different batch sizes. The tests employed OpenAI Gym’s MuJoCo benchmarks, indicating robust performance in diverse control tasks.

The results highlight Q-Prop’s practical benefits, such as reduced computation time per episode in data-constrained settings and enhanced training robustness compared to deterministic policy gradient methods (e.g., DDPG), which are more sensitive to hyperparameter settings.

Implications and Future Directions

The development of Q-Prop represents a substantial advancement in addressing the limitations of both high-variance policy gradient methods and biased, yet sample-efficient, off-policy strategies. The introduced algorithm demonstrates significant potential in real-world applications where data collection is expensive or time-consuming, by offering improved data efficiency without sacrificing stability.

This work opens several avenues for future research. Subsequent investigations might delve into extending Q-Prop’s adaptability to hybrid settings, potentially integrating model-based approaches or exploring alternative off-policy learning techniques like Retrace(λ\lambda). Additionally, further exploration of multi-agent systems or environments with sparse rewards could significantly benefit from this algorithm’s sample efficiency and variance reduction capabilities.

Overall, Q-Prop is a noteworthy contribution, advancing the capabilities of reinforcement learning models in both theoretical understanding and practical application. Its ability to combine on-policy stability with off-policy efficiency marks a significant step forward in the evolution of reinforcement learning technologies.