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Stratified Experience Replay: Correcting Multiplicity Bias in Off-Policy Reinforcement Learning
arXiv - CS - Artificial Intelligence Pub Date : 2021-02-22 , DOI: arxiv-2102.11319
Brett Daley, Cameron Hickert, Christopher Amato

Deep Reinforcement Learning (RL) methods rely on experience replay to approximate the minibatched supervised learning setting; however, unlike supervised learning where access to lots of training data is crucial to generalization, replay-based deep RL appears to struggle in the presence of extraneous data. Recent works have shown that the performance of Deep Q-Network (DQN) degrades when its replay memory becomes too large. This suggests that outdated experiences somehow impact the performance of deep RL, which should not be the case for off-policy methods like DQN. Consequently, we re-examine the motivation for sampling uniformly over a replay memory, and find that it may be flawed when using function approximation. We show that -- despite conventional wisdom -- sampling from the uniform distribution does not yield uncorrelated training samples and therefore biases gradients during training. Our theory prescribes a special non-uniform distribution to cancel this effect, and we propose a stratified sampling scheme to efficiently implement it.

中文翻译:

分层的体验重播:纠正非策略强化学习中的多重性偏见

深度强化学习(RL)方法依靠经验重播来近似最小批监督学习设置;但是,不同于在大量学习中获取大量训练数据至关重要的监督学习,基于重放的深度RL在存在无关数据的情况下似乎很挣扎。最近的工作表明,当深度Q网络(DQN)的重放内存太大时,其性能会下降。这表明过时的体验会以某种方式影响深度RL的性能,而对于DQN这样的非政策性方法则不应该如此。因此,我们重新检查了在重播内存中进行统一采样的动机,并发现使用函数逼近时可能存在缺陷。我们显示-尽管具有传统知识-从均匀分布中采样不会产生不相关的训练样本,因此在训练过程中会偏斜梯度。我们的理论规定了一种特殊的非均匀分布来消除这种影响,并且我们提出了一种分层采样方案来有效地实现它。
更新日期:2021-02-24
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