Where Did My Optimum Go?: An Empirical Analysis of Gradient Descent Optimization in Policy Gradient Methods
Recent analyses of certain gradient descent optimization methods have shown that performance can degrade in some settings - such as with stochasticity or implicit momentum. In deep reinforcement learning (Deep RL), such optimization methods are often used for training neural networks via the temporal difference error or policy gradient. As an agent improves over time, the optimization target changes and thus the loss landscape (and local optima) change. Due to the failure modes of those methods, the ideal choice of optimizer for Deep RL remains unclear. As such, we provide an empirical analysis of the effects that a wide range of gradient descent optimizers and their hyperparameters have on policy gradient methods, a subset of Deep RL algorithms, for benchmark continuous control tasks. We find that adaptive optimizers have a narrow window of effective learning rates, diverging in other cases, and that the effectiveness of momentum varies depending on the properties of the environment. Our analysis suggests that there is significant interplay between the dynamics of the environment and Deep RL algorithm properties which aren't necessarily accounted for by traditional adaptive gradient methods. We provide suggestions for optimal settings of current methods and further lines of research based on our findings.
Code (1)
Tasks
continuous-controlContinuous ControlDeep Reinforcement LearningPolicy Gradient MethodsReinforcement LearningSimilar Papers 제목 키워드 기반
Bridging the Gap between Constant Step Size Stochastic Gradient Descent and Markov Chains
We consider the minimization of an objective function given access to unbiased estimates of its gradient through stochastic gradient descent (SGD) with constant step-size. While the detailed analysis was only performed f…
Noisy Gradient Descent Converges to Flat Minima for Nonconvex Matrix Factorization
Numerous empirical evidences have corroborated the importance of noise in nonconvex optimization problems. The theory behind such empirical observations, however, is still largely unknown. This paper studies this fundame…
Gradientless Descent: High-Dimensional Zeroth-Order Optimization
Zeroth-order optimization is the process of minimizing an objective $f(x)$, given oracle access to evaluations at adaptively chosen inputs $x$. In this paper, we present two simple yet powerful GradientLess Descent (GLD)…
MuJoCoVocal Bursts Intensity PredictionA Bayesian Perspective on Generalization and Stochastic Gradient Descent
We consider two questions at the heart of machine learning; how can we predict if a minimum will generalize to the test set, and why does stochastic gradient descent find minima that generalize well? Our work responds to…
Convergence Analysis for Rectangular Matrix Completion Using Burer-Monteiro Factorization and Gradient Descent
We address the rectangular matrix completion problem by lifting the unknown matrix to a positive semidefinite matrix in higher dimension, and optimizing a nonconvex objective over the semidefinite factor using a simple g…
Matrix Completion