The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy gradient estimates for reliable policy updates. In this paper, we combine the following three ideas and give a highly effective policy gradient method: (a) the policy gradients with parameter based exploration, which is a recently proposed policy search method with low variance of gradient estimates, (b) an importance sampling technique, which allows us to reuse previously gathered data in a consistent way, and (c) an optimal baseline, which minimizes the variance of gradient estimates with their unbiasedness being maintained. For the proposed method, we give theoretical analysis of the variance of gradient estimates and show its usefulness through extensive experiments.

Actor-critic methods can achieve incredible performance on difficult reinforcement learning problems, but they are also prone to instability. This is partly due to the interaction between the actor and the critic during learning, e.g., an inaccurate step taken by one of them might adversely affect the other and destabilize the learning. To avoid such issues, we propose to regularize the learning objective of the actor by penalizing the temporal difference (TD) error of the critic. This improves stability by avoiding large steps in the actor update whenever the critic is highly inaccurate. The resulting method, which we call the TD-regularized actor-critic method, is a simple plug-and-play approach to improve stability and overall performance of the actor-critic methods. Evaluations on standard benchmarks confirm this. Source code can be found at https://github.com/sparisi/td-reg 1 Convergence is assured when special types of linear functions known as compatible functions are used to model the critic [Sutton et al., 1999, Peters andSchaal, 2008]. Convergence for other types of approximators is assured only for some algorithms and under some assumptions [Baird, 1995, Konda and Tsitsiklis, 2000, Castro et al., 2008.

Recent research has shown that although Reinforcement Learning (RL) can benefit from expert demonstration, it usually takes considerable efforts to obtain enough demonstration. The efforts prevent training decent RL agents with expert demonstration in practice. In this work, we propose Active Reinforcement Learning with Demonstration (ARLD), a new framework to streamline RL in terms of demonstration efforts by allowing the RL agent to query for demonstration actively during training. Under the framework, we propose Active Deep Q-Network, a novel query strategy which adapts to the dynamically-changing distributions during the RL training process by estimating the uncertainty of recent states. The expert demonstration data within Active DQN are then utilized by optimizing supervised max-margin loss in addition to temporal difference loss within usual DQN training. We propose two methods of estimating the uncertainty based on two state-of-the-art DQN models, namely the divergence of bootstrapped DQN and the variance of noisy DQN. The empirical results validate that both methods not only learn faster than other passive expert demonstration methods with the same amount of demonstration and but also reach super-expert level of performance across four different tasks. *

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The goal of reinforcement learning (RL) is to let an agent learn an optimal control policy in an unknown environment so that future expected rewards are maximized. The model-free RL approach directly learns the policy based on data samples. Although using many samples tends to improve the accuracy of policy learning, collecting a large number of samples is often expensive in practice. On the other hand, the model-based RL approach first estimates the transition model of the environment and then learns the policy based on the estimated transition model. Thus, if the transition model is accurately learned from a small amount of data, the model-based approach can perform better than the model-free approach. In this paper, we propose a novel model-based RL method by combining a recently proposed model-free policy search method called policy gradients with parameter-based exploration and the state-of-the-art transition model estimator called least-squares conditional density estimation. Through experiments, we demonstrate the practical usefulness of the proposed method.

Regression is a fundamental problem in statistical data analysis, which aims at estimating the conditional mean of output given input. However, regression is not informative enough if the conditional probability density is multi-modal, asymmetric, and heteroscedastic. To overcome this limitation, various estimators of conditional densities themselves have been developed, and a kernel-based approach called least-squares conditional density estimation (LS-CDE) was demonstrated to be promising. However, LS-CDE still suffers from large estimation error if input contains many irrelevant features. In this paper, we therefore propose an extension of LS-CDE called sparse additive CDE (SA-CDE), which allows automatic feature selection in CDE. SA-CDE applies kernel LS-CDE to each input feature in an additive manner and penalizes the whole solution by a group-sparse regularizer. We also give a subgradient-based optimization method for SA-CDE training that scales well to high-dimensional large data sets. Through experiments with benchmark and humanoid robot transition datasets, we demonstrate the usefulness of SA-CDE in noisy CDE problems.

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Model-based reinforcement learning (MBRL) has been applied to meta-learning settings and demonstrated its high sample efficiency. However, in previous MBRL for meta-learning settings, policies are optimized via rollouts that fully rely on a predictive model for an environment, and thus its performance in a real environment tends to degrade when the predictive model is inaccurate. In this paper, we prove that the performance degradation can be suppressed by using branched meta-rollouts. Based on this theoretical analysis, we propose meta-model-based meta-policy optimization (M3PO), in which the branched meta-rollouts are used for policy optimization. We demonstrate that M3PO outperforms existing meta reinforcement learning methods in continuous-control benchmarks.Preprint. Under review.