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Maxmin Q-learning: Controlling the Estimation Bias of Q-learning (2002.06487v2)

Published 16 Feb 2020 in cs.LG and cs.AI

Abstract: Q-learning suffers from overestimation bias, because it approximates the maximum action value using the maximum estimated action value. Algorithms have been proposed to reduce overestimation bias, but we lack an understanding of how bias interacts with performance, and the extent to which existing algorithms mitigate bias. In this paper, we 1) highlight that the effect of overestimation bias on learning efficiency is environment-dependent; 2) propose a generalization of Q-learning, called \emph{Maxmin Q-learning}, which provides a parameter to flexibly control bias; 3) show theoretically that there exists a parameter choice for Maxmin Q-learning that leads to unbiased estimation with a lower approximation variance than Q-learning; and 4) prove the convergence of our algorithm in the tabular case, as well as convergence of several previous Q-learning variants, using a novel Generalized Q-learning framework. We empirically verify that our algorithm better controls estimation bias in toy environments, and that it achieves superior performance on several benchmark problems.

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Authors (4)
  1. Qingfeng Lan (11 papers)
  2. Yangchen Pan (27 papers)
  3. Alona Fyshe (23 papers)
  4. Martha White (89 papers)
Citations (164)

Summary

Analyzing Maxmin Q-learning: Controlling the Estimation Bias of Q-learning

The paper "Maxmin Q-learning: Controlling the Estimation Bias of Q-learning" presents a comprehensive exploration and novel approach to addressing the pervasive overestimation bias inherent in traditional Q-learning. Overestimation bias arises because Q-learning targets the maximum estimated action value, which can often skew learning in environments with high variability or exploratory requirements. While existing solutions like Double Q-learning attempt to introduce underestimation to counterbalance this effect, they often introduce their own challenges in terms of suboptimal performance in specific environments.

The authors propose Maxmin Q-learning as a flexible generalization of standard Q-learning that introduces a parameter to control the degree of bias, allowing for a dynamic response to different environment characteristics. The ability to modulate between overestimation and underestimation offers a nuanced tool for reinforcement learning practitioners. The Maxmin framework leverages multiple action-value estimates and takes the minimum of these in the target calculation, thereby adjusting the bias by the number of estimates used.

The theoretical underpinnings of the paper are robust. The authors offer a detailed analysis showing that there exists a parameter setting within Maxmin Q-learning which achieves unbiased estimation with lower variance than traditional Q-learning. This is particularly significant as it suggests that one can tailor the agent’s behavior through appropriate selection of the parameter, thus stabilizing the learning process across varied domains.

Empirical evaluations reinforce the theoretical results. Within controlled environments designed to simulate high variability (e.g., stochastic reward settings), Maxmin Q-learning demonstrates superior stability and performance relative to algorithms that introduce underestimation like Double Q-learning as well as variance reduction-focused strategies like Averaged Q-learning. In benchmark tasks from established platforms such as Gym and MinAtar, Maxmin Q-learning consistently achieves or surpasses the performance of other variants, reinforcing its applicability across diverse RL tasks.

The paper’s contributions are multifaceted: it not only provides a new perspective on bias management in Q-learning but also paves the way for further research in dynamic bias control within reinforcement learning paradigms. The authors also propose and verify a novel Generalized Q-learning framework, which elegantly unifies several existing Q-learning variants under a common theoretical roof, ensuring convergence properties are preserved.

In future explorations, leveraging Maxmin Q-learning could lead to improvements in environments that are substantially non-stationary or where the state-action space is large and subject to noise. Expanding the analysis to different meta-learning scenarios could reveal insights into automated bias control using environmental cues, further enhancing adaptability and robustness of RL agents.

In conclusion, Maxmin Q-learning provides both a theoretical and practical advancement in Q-learning paradigms, ensuring better control over estimation biases. By thoroughly detailing the mathematical formulation along with empirical validations, the paper contributes meaningfully to the ongoing discourse on optimizing learning strategies using bias adjustment, and sets an ambitious agenda for future deep reinforcement learning research.

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