Variance Reduction for Reinforcement Learning in Input-Driven Environments
We consider reinforcement learning in input-driven environments, where an exogenous, stochastic input process affects the dynamics of the system.Input processes arise in many applications, including queuing systems, robotics control with disturbances, and object tracking.Since the state dynamics and rewards depend on the input process, the state alone provides limited information for the expected future returns.Therefore, policy gradient methods with standard state-dependent baselines suffer high variance during training.We derive a bias-free, input-dependent baseline to reduce this variance, and analytically show its benefits over state-dependent baselines.We then propose a meta-learning approach to overcome the complexity of learning a baseline that depends on a long sequence of inputs.Our experimental results show that across environments from queuing systems, computer networks, and MuJoCo robotic locomotion, input-dependent baselines consistently improve training stability and result in better eventual policies.
For environments dictated partially by external input processes, we derive an input-dependent baseline that provably reduces the variance for policy gradient methods and improves the policy performance in a wide range of RL tasks.The authors consider the problem of learning in input-driven environments, show how the PG theorem still applies for an input-aware critic, and show that input-dependent baselines are the best to use in conjecture with that critic.This paper introduces the notion of input-dependent baselines in Policy Gradient Methods in RL, and proposes different methods to train the input dependent baseline function to help clear variance from external factor perturbation.