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Direct Policy Gradients: Direct Optimization of Policies in Discrete Action Spaces

2019-06-14 · NeurIPS 2020 12 · Guy Lorberbom, Chris J. Maddison, Nicolas Heess, Tamir Hazan, Daniel Tarlow

Direct optimization is an appealing framework that replaces integration with optimization of a random objective for approximating gradients in models with discrete random variables. A$^\star$ sampling is a framework for optimizing such random objectives over large spaces. We show how to combine these techniques to yield a reinforcement learning algorithm that approximates a policy gradient by finding trajectories that optimize a random objective. We call the resulting algorithms "direct policy gradient" (DirPG) algorithms. A main benefit of DirPG algorithms is that they allow the insertion of domain knowledge in the form of upper bounds on return-to-go at training time, like is used in heuristic search, while still directly computing a policy gradient. We further analyze their properties, showing there are cases where DirPG has an exponentially larger probability of sampling informative gradients compared to REINFORCE. We also show that there is a built-in variance reduction technique and that a parameter that was previously viewed as a numerical approximation can be interpreted as controlling risk sensitivity. Empirically, we evaluate the effect of key degrees of freedom and show that the algorithm performs well in illustrative domains compared to baselines.

📄 PDF Abstract BibTeX arXiv:1906.06062

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Heuristic SearchReinforcement Learning

Methods 이 논문이 사용한 방법론

REINFORCE REINFORCE is a Monte Carlo variant of a policy gradient algorithm in reinforcement learning. The agent collects samples of an episode using its current policy, and uses it to…

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