Uncertainty Weighted Offline Reinforcement Learning
Authors: Yue Wu, Shuangfei Zhai, Nitish Srivastava, Joshua M. Susskind, Jian Zhang, Ruslan Salakhutdinov, Hanlin Goh
Keywords: reinforcement learning, offline, batch reinforcement learning, off-policy, uncertainty estimation, dropout, actor-critic, bootstrap error
Abstract: Offline Reinforcement Learning promises to learn effective policies from previously-collected, static datasets without the need for exploration. However, existing Q-learning and actor-critic based off-policy RL algorithms fail when bootstrapping from out-of-distribution (OOD) actions or states. We hypothesize that a key missing ingredient from the existing methods is a proper treatment of uncertainty in the offline setting. We propose Uncertainty Weighted Actor-Critic (UWAC), an algorithm that models the epistemic uncertainty to detect OOD state-action pairs and down-weights their contribution in the training objectives accordingly. Implementation-wise, we adopt a practical and effective dropout-based uncertainty estimation method that introduces very little overhead over existing RL algorithms. Empirically, we observe that UWAC substantially improves model stability during training. In addition, UWAC out-performs existing offline RL methods on a variety of competitive tasks, and achieves significant performance gains over the state-of-the-art baseline on datasets with sparse demonstrations collected from human experts.