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Understanding and Mitigating the Limitations of Prioritized Experience Replay

2020-07-19 · Yangchen Pan, Jincheng Mei, Amir-Massoud Farahmand, Martha White, Hengshuai Yao, Mohsen Rohani, Jun Luo

Prioritized Experience Replay (ER) has been empirically shown to improve sample efficiency across many domains and attracted great attention; however, there is little theoretical understanding of why such prioritized sampling helps and its limitations. In this work, we take a deep look at the prioritized ER. In a supervised learning setting, we show the equivalence between the error-based prioritized sampling method for mean squared error and uniform sampling for cubic power loss. We then provide theoretical insight into why it improves convergence rate upon uniform sampling during early learning. Based on the insight, we further point out two limitations of the prioritized ER method: 1) outdated priorities and 2) insufficient coverage of the sample space. To mitigate the limitations, we propose our model-based stochastic gradient Langevin dynamics sampling method. We show that our method does provide states distributed close to an ideal prioritized sampling distribution estimated by the brute-force method, which does not suffer from the two limitations. We conduct experiments on both discrete and continuous control problems to show our approach's efficacy and examine the practical implication of our method in an autonomous driving application.

📄 PDF Abstract BibTeX arXiv:2007.09569

Code (2)

eleurent/highway-env 공식 구현
yannickycpan/reproducerl 공식 구현 tf

Tasks

Autonomous Drivingcontinuous-controlContinuous ControlModel-based Reinforcement Learning

Methods 이 논문이 사용한 방법론

Prioritized Experience Replay Prioritized Experience Replay is a type of experience replay in reinforcement learning where we more frequently replay…
Experience Replay Experience Replay is a replay memory technique used in reinforcement learning where we store the agent’s experiences at each time-step, $e\_{t} = \left(s\_{t}, a\_{t}, r\_{t},…

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