Variance Reduction based Experience Replay for Policy Optimization

• URL: http://arxiv.org/abs/2110.08902v4
• Date: Fri, 12 Apr 2024 22:13:14 GMT
• Title: Variance Reduction based Experience Replay for Policy Optimization
• Authors: Hua Zheng, Wei Xie, M. Ben Feng,
• Abstract summary: Variance Reduction Experience Replay (VRER) is a framework for the selective reuse of relevant samples to improve policy gradient estimation. VRER forms the foundation of our sample efficient off-policy learning algorithm known as Policy Gradient with VRER.
• Score: 3.0790370651488983
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: For reinforcement learning on complex stochastic systems, it is desirable to effectively leverage the information from historical samples collected in previous iterations to accelerate policy optimization. Classical experience replay, while effective, treats all observations uniformly, neglecting their relative importance. To address this limitation, we introduce a novel Variance Reduction Experience Replay (VRER) framework, enabling the selective reuse of relevant samples to improve policy gradient estimation. VRER, as an adaptable method that can seamlessly integrate with different policy optimization algorithms, forms the foundation of our sample efficient off-policy learning algorithm known as Policy Gradient with VRER (PG-VRER). Furthermore, the lack of a rigorous understanding of the experience replay approach in the literature motivates us to introduce a novel theoretical framework that accounts for sample dependencies induced by Markovian noise and behavior policy interdependencies. This framework is then employed to analyze the finite-time convergence of the proposed PG-VRER algorithm, revealing a crucial bias-variance trade-off in policy gradient estimation: the reuse of older experience tends to introduce a larger bias while simultaneously reducing gradient estimation variance. Extensive experiments have shown that VRER offers a notable and consistent acceleration in learning optimal policies and enhances the performance of state-of-the-art (SOTA) policy optimization approaches.

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