FISAR: Forward Invariant Safe Reinforcement Learning with a Deep Neural Network-Based Optimize

This paper investigates reinforcement learning with constraints, which are indispensable in safety-critical environments. To drive the constraint violation monotonically decrease, we take the constraints as Lyapunov functions and impose new linear constraints on the policy parameters' updating dynamics. As a result, the original safety set can be forward-invariant. However, because the new guaranteed-feasible constraints are imposed on the updating dynamics instead of the original policy parameters, classic optimization algorithms are no longer applicable. To address this, we propose to learn a generic deep neural network (DNN)-based optimizer to optimize the objective while satisfying the linear constraints. The constraint-satisfaction is achieved via projection onto a polytope formulated by multiple linear inequality constraints, which can be solved analytically with our newly designed metric. To the best of our knowledge, this is the \textit{first} DNN-based optimizer for constrained optimization with the forward invariance guarantee. We show that our optimizer trains a policy to decrease the constraint violation and maximize the cumulative reward monotonically. Results on numerical constrained optimization and obstacle-avoidance navigation validate the theoretical findings.Comment: Accepted to ICML 2020 Workshop Theoretical Foundations of R