On-Policy Policy Gradient Reinforcement Learning Without On-Policy Sampling

Abstract: On-policy reinforcement learning (RL) algorithms perform policy updates using i.i.d. trajectories collected by the current policy. However, after observing only a finite number of trajectories, on-policy sampling may produce data that fails to match the expected on-policy data distribution. This sampling error leads to noisy updates and data inefficient on-policy learning. Recent work in the policy evaluation setting has shown that non-i.i.d., off-policy sampling can produce data with lower sampling error than on-policy sampling can produce (Zhong et. al, 2022). Motivated by this observation, we introduce an adaptive, off-policy sampling method to improve the data efficiency of on-policy policy gradient algorithms. Our method, Proximal Robust On-Policy Sampling (PROPS), reduces sampling error by collecting data with a behavior policy that increases the probability of sampling actions that are under-sampled with respect to the current policy. We empirically evaluate PROPS on both continuous-action MuJoCo benchmark tasks as well discrete-action tasks and demonstrate that (1) PROPS decreases sampling error throughout training and (2) improves the data efficiency of on-policy policy gradient algorithms.