A Simple Decentralized Cross-Entropy Method
Authors: Zichen Zhang, Jun Jin, Martin Jagersand, Jun Luo, Dale Schuurmans

Cross-Entropy Method (CEM) is commonly used for planning in model-based reinforcement learning (MBRL) where a centralized approach is typically utilized to update the sampling distribution based on only the top-$k$ operation's results on samples. In this paper, we show that such a centralized approach makes CEM vulnerable to local optima, thus impairing its sample efficiency. To tackle this issue, we propose Decentralized CEM (DecentCEM), a simple but effective improvement over classical CEM, by using an ensemble of CEM instances running independently from one another, and each performing a local improvement of its own sampling distribution. We provide both theoretical and empirical analysis to demonstrate the effectiveness of this simple decentralized approach. We empirically show that, compared to the classical centralized approach using either a single or even a mixture of Gaussian distributions, our DecentCEM finds the global optimum much more consistently thus improves the sample efficiency. Furthermore, we plug in our DecentCEM in the planning problem of MBRL, and evaluate our approach in several continuous control environments, with comparison to the state-of-art CEM based MBRL approaches (PETS and POPLIN). Results show sample efficiency improvement by simply replacing the classical CEM module with our DecentCEM module, while only sacrificing a reasonable amount of computational cost. Lastly, we conduct ablation studies for more in-depth analysis. Code is available at https://github.com/vincentzhang/decentCEM.