Exploiting the Sign of the Advantage Function to Learn Deterministic Policies in Continuous Domains

In the context of learning deterministic policies in continuous domains, we revisit an approach, which was first proposed in Continuous Actor Critic Learning Automaton (CACLA) and later extended in Neural Fitted Actor Critic (NFAC). This approach is based on a policy update different from that of deterministic policy gradient (DPG). Previous work has observed its excellent performance empirically, but a theoretical justification is lacking. To fill this gap, we provide a theoretical explanation to motivate this unorthodox policy update by relating it to another update and making explicit the objective function of the latter. We furthermore discuss in depth the properties of these updates to get a deeper understanding of the overall approach. In addition, we extend it and propose a new trust region algorithm, Penalized NFAC (PeNFAC). Finally, we experimentally demonstrate in several classic control problems that it surpasses the state-of-the-art algorithms to learn deterministic policies.Comment: International Joint Conferences on Artificial Intelligenc

Exploiting the sign of the advantage function to learn deterministic policies in continuous domains

International audienceIn the context of learning deterministic policies in continuous domains, we revisit an approach, which was first proposed in Continuous Actor Critic Learning Automaton (CACLA) and later extended in Neural Fitted Actor Critic (NFAC). This approach is based on a policy update different from that of deterministic policy gradient (DPG). Previous work has observed its excellent performance empirically, but a theoretical justification is lacking. To fill this gap, we provide a theoretical explanation to motivate this unorthodox policy update by relating it to another update and making explicit the objective function of the latter. We furthermore discuss in depth the properties of these updates to get a deeper understanding of the overall approach. In addition, we extend it and propose a new trust region algorithm, Penalized NFAC (PeNFAC). Finally, we experimentally demonstrate in several classic control problems that it surpasses the state-of-the-art algorithms to learn determinis-tic policies

End-to-End Meta-Bayesian Optimisation with Transformer Neural Processes

Meta-Bayesian optimisation (meta-BO) aims to improve the sample efficiency of Bayesian optimisation by leveraging data from related tasks. While previous methods successfully meta-learn either a surrogate model or an acquisition function independently, joint training of both components remains an open challenge. This paper proposes the first end-to-end differentiable meta-BO framework that generalises neural processes to learn acquisition functions via transformer architectures. We enable this end-to-end framework with reinforcement learning (RL) to tackle the lack of labelled acquisition data. Early on, we notice that training transformer-based neural processes from scratch with RL is challenging due to insufficient supervision, especially when rewards are sparse. We formalise this claim with a combinatorial analysis showing that the widely used notion of regret as a reward signal exhibits a logarithmic sparsity pattern in trajectory lengths. To tackle this problem, we augment the RL objective with an auxiliary task that guides part of the architecture to learn a valid probabilistic model as an inductive bias. We demonstrate that our method achieves state-of-the-art regret results against various baselines in experiments on standard hyperparameter optimisation tasks and also outperforms others in the real-world problems of mixed-integer programming tuning, antibody design, and logic synthesis for electronic design automation

Neural Fitted Actor-Critic

International audienceA novel reinforcement learning algorithm that deals with both continuous state and action spaces is proposed. Domain knowledge requirements are kept minimal by using non-linear estimators and since the algorithm does not need prior trajectories or known goal states. The new actor-critic algorithm is on-policy, offline and model-free. It considers discrete time, stationary policies, and maximizes the discounted sum of rewards. Experimental results on two common environments, showing the good performance of the proposed algorithm, are presented

Off-Policy Neural Fitted Actor-Critic

International audienceA new off-policy, offline, model-free, actor-critic reinforcement learning algorithm dealing with continuous environments in both states and actions is presented. It addresses discrete time problems where the goal is to maximize the discounted sum of rewards using stationary policies. Our algorithm allows to trade-off between data-efficiency and scalability. The amount of a priori knowledge is kept low by: (1) using neural networks to learn both the critic and the actor, (2) not relying on initial trajectories provided by an expert, and (3) not depending on known goal states. Experimental results compare data-efficiency to 4 state-of-the-art algorithms on three benchmark environments. This article largely reproduces a previous work [34] by adding a higher dimensional environment, improving control architectures and provides batch normalization for others state-of-the-art algorithms

Toward a data efficient neural actor-critic

International audienceA new off-policy, offline, model-free, actor-critic reinforcement learning algorithm dealing with continuous environments in both states and actions is presented. It addresses discrete time problems where the goal is to maximize the discounted sum of rewards using stationary policies. Our algorithm allows to trade-off between data-efficiency and scalability. The amount of a priori knowledge is kept low by: (1) using neural networks to learn both the critic and the actor, (2) not relying on initial trajectories provided by an expert, and (3) not depending on known goal states. Experimental results show better data-efficiency than 4 state-of-the-art algorithms on two benchmark environments