论文标题

为什么这么悲观?通过合奏估算离线RL的不确定性,以及为什么其独立性很重要

Why So Pessimistic? Estimating Uncertainties for Offline RL through Ensembles, and Why Their Independence Matters

论文作者

Ghasemipour, Seyed Kamyar Seyed, Gu, Shixiang Shane, Nachum, Ofir

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

Motivated by the success of ensembles for uncertainty estimation in supervised learning, we take a renewed look at how ensembles of $Q$-functions can be leveraged as the primary source of pessimism for offline reinforcement learning (RL). We begin by identifying a critical flaw in a popular algorithmic choice used by many ensemble-based RL algorithms, namely the use of shared pessimistic target values when computing each ensemble member's Bellman error. Through theoretical analyses and construction of examples in toy MDPs, we demonstrate that shared pessimistic targets can paradoxically lead to value estimates that are effectively optimistic. Given this result, we propose MSG, a practical offline RL algorithm that trains an ensemble of $Q$-functions with independently computed targets based on completely separate networks, and optimizes a policy with respect to the lower confidence bound of predicted action values. Our experiments on the popular D4RL and RL Unplugged offline RL benchmarks demonstrate that on challenging domains such as antmazes, MSG with deep ensembles surpasses highly well-tuned state-of-the-art methods by a wide margin. Additionally, through ablations on benchmarks domains, we verify the critical significance of using independently trained $Q$-functions, and study the role of ensemble size. Finally, as using separate networks per ensemble member can become computationally costly with larger neural network architectures, we investigate whether efficient ensemble approximations developed for supervised learning can be similarly effective, and demonstrate that they do not match the performance and robustness of MSG with separate networks, highlighting the need for new efforts into efficient uncertainty estimation directed at RL.

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