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AlgaeDICE: Policy Gradient from Arbitrary Experience (1912.02074v1)

Published 4 Dec 2019 in cs.LG and cs.AI

Abstract: In many real-world applications of reinforcement learning (RL), interactions with the environment are limited due to cost or feasibility. This presents a challenge to traditional RL algorithms since the max-return objective involves an expectation over on-policy samples. We introduce a new formulation of max-return optimization that allows the problem to be re-expressed by an expectation over an arbitrary behavior-agnostic and off-policy data distribution. We first derive this result by considering a regularized version of the dual max-return objective before extending our findings to unregularized objectives through the use of a Lagrangian formulation of the linear programming characterization of Q-values. We show that, if auxiliary dual variables of the objective are optimized, then the gradient of the off-policy objective is exactly the on-policy policy gradient, without any use of importance weighting. In addition to revealing the appealing theoretical properties of this approach, we also show that it delivers good practical performance.

Citations (233)

Summary

  • The paper introduces AlgaeDICE, a novel off-policy policy gradient method that leverages arbitrary experience via a regularized dual formulation.
  • It employs DICE techniques with a variational critic-like dual function to align gradients without explicit importance weights.
  • Empirical results on both tabular and continuous control tasks show performance comparable to state-of-the-art methods like SAC and TD3.

Policy Gradient from Arbitrary Experience: The AlgaeDICE Approach

The paper "AlgaeDICE: Policy Gradient from Arbitrary Experience" addresses a significant challenge in reinforcement learning (RL), particularly the limitations faced by traditional RL algorithms in scenarios where interaction with the environment is restricted or costly. The research introduces AlgaeDICE, a novel method that allows policy optimization using data distributions that are off-policy and behavior agnostic. This development provides an alternative for policy gradient methods, which typically require on-policy data, thereby expanding the applicability of RL in real-world settings where data collection is constrained.

Overview of AlgaeDICE

The paper's primary contribution is the development of AlgaeDICE, which stands for ALgorithm for policy Gradient from Arbitrary Experience via DICE. AlgaeDICE relies on a regularized dual formulation of the max-return objective, re-expressed as an expectation over arbitrary data distributions. This objective incorporates distribution correction estimation (DICE) techniques, previously used for off-policy evaluation, into the policy optimization context.

The authors derive the AlgaeDICE objective by adding a regularizer to the max-return objective. This results in a formulation that leverages samples from an arbitrary off-policy data distribution rather than relying on on-policy data. AlgaeDICE employs a variational approach, utilizing a dual auxiliary function akin to a critic in actor-critic methods. Notably, this formulation trains both the policy and the auxiliary function to optimize the same objective, thereby avoiding issues of distribution mismatch without explicit importance weights.

Theoretical Contributions

AlgaeDICE extends previous theoretical frameworks by relaxing the requirement for on-policy data in RL. It offers a reformulated max-return objective expressed as a joint optimization problem over policy and an auxiliary dual function. The paper provides theoretical guarantees that the gradient of this off-policy objective aligns with the classic on-policy policy gradient, contingent on the optimization of the auxiliary function.

A salient aspect of the derivation is the use of a Lagrangian approach to enforce constraints traditionally required in on-policy learning, such as BeLLMan consistencies in value functions. This reformulation enables AlgaeDICE to maintain the theoretical consistency of on-policy methods while operating entirely off-policy.

Empirical Evaluation

The paper presents empirical evidence demonstrating the effectiveness of AlgaeDICE on both tabular and continuous control tasks. The experiments in tabular settings, such as the Four Rooms domain, illustrate the algorithm's ability to optimize policies using fixed datasets. In continuous control tasks, AlgaeDICE achieves performance levels comparable to state-of-the-art algorithms like SAC and TD3, showcasing its robustness and applicability across different RL environments.

Implications and Future Directions

The implications of AlgaeDICE are manifold. Practically, it provides a method to apply RL in scenarios where traditional data collection methods are infeasible due to cost or time constraints. Theoretically, it opens new avenues for developing off-policy RL algorithms that maintain the performance guarantees of their on-policy counterparts.

Future research could explore variations in the choice of regularization and further investigate the conditions under which AlgaeDICE deliver optimal performance. Additionally, extending the framework to accommodate more complex environments and addressing computational efficiency could enhance its real-world applicability.

In summary, the introduction of AlgaeDICE represents a significant contribution to the RL field, potentially transforming how agents learn in environments with limited or pre-collected datasets. As the landscape of RL continues to evolve, methods like AlgaeDICE are crucial for bridging the gap between theoretical RL models and practical applications.

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