Generalized Gaussian Temporal Difference Error for Uncertainty-aware Reinforcement Learning
Conventional uncertainty-aware temporal difference (TD) learning often assumes a zero-mean Gaussian distribution for TD errors, leading to inaccurate error representations and compromised uncertainty estimation. We introduce a novel framework for generalized Gaussian error modeling in deep reinforcement learning to enhance the flexibility of error distribution modeling by incorporating additional higher-order moment, particularly kurtosis, thereby improving the estimation and mitigation of data-dependent aleatoric uncertainty. We examine the influence of the shape parameter of the generalized Gaussian distribution (GGD) on aleatoric uncertainty and provide a closed-form expression that demonstrates an inverse relationship between uncertainty and the shape parameter. Additionally, we propose a theoretically grounded weighting scheme to address epistemic uncertainty by fully leveraging the GGD. We refine batch inverse variance weighting with bias reduction and kurtosis considerations, enhancing robustness. Experiments with policy gradient algorithms demonstrate significant performance gains.
Code (1)
Tasks
continuous-controlContinuous ControlDeep Reinforcement Learningreinforcement-learningReinforcement LearningSimilar Papers 제목 키워드 기반
Generalized Kalman filter based temporal difference reinforcement learning
In this paper, we present a generalized temporal-difference (TD) reinforcement learning framework based on the theory of conditional expectations. The value and action-value (Q-value) functions are treated as uncertain q…
Reinforcement LearningGeneralized Minimum Error with Fiducial Points Criterion for Robust Learning
The conventional Minimum Error Entropy criterion (MEE) has its limitations, showing reduced sensitivity to error mean values and uncertainty regarding error probability density function locations. To overcome this, a MEE…
Acoustic echo cancellationSome results on a $χ$-divergence, an~extended~Fisher information and~generalized~Cramér-Rao inequalities
We propose a modified $\chi^{\beta}$-divergence, give some of its properties, and show that this leads to the definition of a generalized Fisher information. We give generalized Cram\'er-Rao inequalities, involving this …
ST-GREED: Space-Time Generalized Entropic Differences for Frame Rate Dependent Video Quality Prediction
We consider the problem of conducting frame rate dependent video quality assessment (VQA) on videos of diverse frame rates, including high frame rate (HFR) videos. More generally, we study how perceptual quality is affec…
Video Quality AssessmentVisual Question Answering (VQA)Neural-net-induced Gaussian process regression for function approximation and PDE solution
Neural-net-induced Gaussian process (NNGP) regression inherits both the high expressivity of deep neural networks (deep NNs) as well as the uncertainty quantification property of Gaussian processes (GPs). We generalize t…
Gaussian ProcessesregressionUncertainty Quantification