CAT: Caution Aware Transfer in Reinforcement Learning via Distributional Risk
- URL: http://arxiv.org/abs/2408.08812v1
- Date: Fri, 16 Aug 2024 15:47:08 GMT
- Title: CAT: Caution Aware Transfer in Reinforcement Learning via Distributional Risk
- Authors: Mohamad Fares El Hajj Chehade, Amrit Singh Bedi, Amy Zhang, Hao Zhu,
- Abstract summary: We introduce a novel Caution-Aware Transfer Learning (CAT) framework.
Unlike traditional approaches, we define "caution" as a more generalized and comprehensive notion of risk.
Our core innovation lies in optimizing a weighted sum of reward return and caution-based on state-action occupancy measures-during the transfer process.
- Score: 19.698719925388513
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Transfer learning in reinforcement learning (RL) has become a pivotal strategy for improving data efficiency in new, unseen tasks by utilizing knowledge from previously learned tasks. This approach is especially beneficial in real-world deployment scenarios where computational resources are constrained and agents must adapt rapidly to novel environments. However, current state-of-the-art methods often fall short in ensuring safety during the transfer process, particularly when unforeseen risks emerge in the deployment phase. In this work, we address these limitations by introducing a novel Caution-Aware Transfer Learning (CAT) framework. Unlike traditional approaches that limit risk considerations to mean-variance, we define "caution" as a more generalized and comprehensive notion of risk. Our core innovation lies in optimizing a weighted sum of reward return and caution-based on state-action occupancy measures-during the transfer process, allowing for a rich representation of diverse risk factors. To the best of our knowledge, this is the first work to explore the optimization of such a generalized risk notion within the context of transfer RL. Our contributions are threefold: (1) We propose a Caution-Aware Transfer (CAT) framework that evaluates source policies within the test environment and constructs a new policy that balances reward maximization and caution. (2) We derive theoretical sub-optimality bounds for our method, providing rigorous guarantees of its efficacy. (3) We empirically validate CAT, demonstrating that it consistently outperforms existing methods by delivering safer policies under varying risk conditions in the test tasks.
Related papers
- Optimal Transport-Assisted Risk-Sensitive Q-Learning [4.14360329494344]
This paper presents a risk-sensitive Q-learning algorithm that leverages optimal transport theory to enhance the agent safety.
We validate the proposed algorithm in a Gridworld environment.
arXiv Detail & Related papers (2024-06-17T17:32:25Z) - Risk-Sensitive RL with Optimized Certainty Equivalents via Reduction to
Standard RL [48.1726560631463]
We study Risk-Sensitive Reinforcement Learning with the Optimized Certainty Equivalent (OCE) risk.
We propose two general meta-algorithms via reductions to standard RL.
We show that it learns the optimal risk-sensitive policy while prior algorithms provably fail.
arXiv Detail & Related papers (2024-03-10T21:45:12Z) - Safeguarded Progress in Reinforcement Learning: Safe Bayesian
Exploration for Control Policy Synthesis [63.532413807686524]
This paper addresses the problem of maintaining safety during training in Reinforcement Learning (RL)
We propose a new architecture that handles the trade-off between efficient progress and safety during exploration.
arXiv Detail & Related papers (2023-12-18T16:09:43Z) - Provably Efficient Iterated CVaR Reinforcement Learning with Function
Approximation and Human Feedback [57.6775169085215]
Risk-sensitive reinforcement learning aims to optimize policies that balance the expected reward and risk.
We present a novel framework that employs an Iterated Conditional Value-at-Risk (CVaR) objective under both linear and general function approximations.
We propose provably sample-efficient algorithms for this Iterated CVaR RL and provide rigorous theoretical analysis.
arXiv Detail & Related papers (2023-07-06T08:14:54Z) - Is Risk-Sensitive Reinforcement Learning Properly Resolved? [32.42976780682353]
We propose a novel algorithm, namely Trajectory Q-Learning (TQL), for RSRL problems with provable convergence to the optimal policy.
Based on our new learning architecture, we are free to introduce a general and practical implementation for different risk measures to learn disparate risk-sensitive policies.
arXiv Detail & Related papers (2023-07-02T11:47:21Z) - A Risk-Sensitive Approach to Policy Optimization [21.684251937825234]
Standard deep reinforcement learning (DRL) aims to maximize expected reward, considering collected experiences equally in formulating a policy.
We propose a more direct approach whereby risk-sensitive objectives, specified in terms of the cumulative distribution function (CDF) of the distribution of full-episode rewards, are optimized.
We demonstrate that the use of moderately "pessimistic" risk profiles, which emphasize scenarios where the agent performs poorly, leads to enhanced exploration and a continual focus on addressing deficiencies.
arXiv Detail & Related papers (2022-08-19T00:55:05Z) - Efficient Risk-Averse Reinforcement Learning [79.61412643761034]
In risk-averse reinforcement learning (RL), the goal is to optimize some risk measure of the returns.
We prove that under certain conditions this inevitably leads to a local-optimum barrier, and propose a soft risk mechanism to bypass it.
We demonstrate improved risk aversion in maze navigation, autonomous driving, and resource allocation benchmarks.
arXiv Detail & Related papers (2022-05-10T19:40:52Z) - Risk-Aware Transfer in Reinforcement Learning using Successor Features [16.328601804662657]
We show that risk-aware successor features (RaSF) integrate seamlessly within the practical reinforcement learning framework.
RaSFs outperform alternative methods including SFs, when taking the risk of the learned policies into account.
arXiv Detail & Related papers (2021-05-28T22:22:03Z) - Risk-Sensitive Deep RL: Variance-Constrained Actor-Critic Provably Finds
Globally Optimal Policy [95.98698822755227]
We make the first attempt to study risk-sensitive deep reinforcement learning under the average reward setting with the variance risk criteria.
We propose an actor-critic algorithm that iteratively and efficiently updates the policy, the Lagrange multiplier, and the Fenchel dual variable.
arXiv Detail & Related papers (2020-12-28T05:02:26Z) - Constrained Markov Decision Processes via Backward Value Functions [43.649330976089004]
We model the problem of learning with constraints as a Constrained Markov Decision Process.
A key contribution of our approach is to translate cumulative cost constraints into state-based constraints.
We provide theoretical guarantees under which the agent converges while ensuring safety over the course of training.
arXiv Detail & Related papers (2020-08-26T20:56:16Z) - Learning Bounds for Risk-sensitive Learning [86.50262971918276]
In risk-sensitive learning, one aims to find a hypothesis that minimizes a risk-averse (or risk-seeking) measure of loss.
We study the generalization properties of risk-sensitive learning schemes whose optimand is described via optimized certainty equivalents.
arXiv Detail & Related papers (2020-06-15T05:25:02Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.