R OBUST R EINFORCEMENT L EARNING FOR C ONTINUOUS C ONTROL WITH M ODEL M ISSPECIFICATION
Anonymous authors
Paper under double-blind review
A BSTRACT
We provide a framework for incorporating robustness – to perturbations in the transition dynamics which we refer to as model misspeciﬁcation – into continuous control Reinforcement Learning (RL) algorithms.
We speciﬁcally focus on incorporating robustness into a state-of-the-art continuous control RL algorithm called Maximum a-posteriori Policy Optimization (MPO).
We achieve this by learning a policy that optimizes for a worst case, entropy-regularized, expected return objective and derive a corresponding robust entropy-regularized
Bellman contraction operator.
In addition, we introduce a less conservative, softrobust, entropy-regularized objective with a corresponding Bellman operator.
We show that both, robust and soft-robust policies, outperform their non-robust counterparts in nine Mujoco domains with environment perturbations.
In addition, we show improved robust performance on a challenging, simulated, dexterous robotic hand.
Finally, we present multiple investigative experiments that provide a deeper insight into the robustness framework; including an adaptation to another continuous control RL algorithm.
Performance videos can be found online at https://sites.google.com/view/robust-rl .
I NTRODUCTION
Reinforcement Learning (RL) algorithms typically learn a policy that optimizes for the expected return (Sutton & Barto, 1998).
That is, the policy aims to maximize the sum of future expected rewards that an agent accumulates in a particular task.
This approach has yielded impressive results in recent years, including playing computer games with super human performance (Mnih et al., 2015;
Tessler et al., 2016), multi-task RL (Rusu et al., 2016; Devin et al., 2017; Teh et al., 2017; Mankowitz et al., 2018b; Riedmiller et al., 2018) as well as solving complex continuous control robotic tasks (Duan et al., 2016; Abdolmaleki et al., 2018b;
Kalashnikov et al., 2018; Haarnoja et al., 2018).
The current crop of RL agents are typically trained in a single environment (usually a simulator).
As a consequence, an issue that is faced by many of these agents is the sensitivity of the agent’s policy to environment perturbations.
Perturbing the dynamics of the environment during test time, which may include executing the policy in a real-world setting, can have a signiﬁcant negative impact on the performance of the agent (Andrychowicz et al., 2018;
Peng et al., 2018; Derman et al., 2018; Di Castro et al., 2012; Mankowitz et al., 2018a).
This is because the training environment is not necessarily a very good model of the perturbations that an agent may actually face, leading to potentially unwanted, sub-optimal behaviour.
There are many types of environment perturbations.
These include changing lighting/weather conditions, sensor noise, actuator noise, action delays etc.
It is desirable to train agents that are agnostic to environment perturbations.
This is especially crucial in the Sim2Real setting (Andrychowicz et al., 2018; Peng et al., 2018; Wulfmeier et al., 2017; Rastogi et al., 2018; Christiano et al., 2016) where a policy is trained in a simulator and then executed on a real-world domain.
As an example, consider a robotic arm that executes a control policy to perform a speciﬁc task in a factory.
If, for some reason, the arm needs to be replaced and the speciﬁcations do not exactly match, then the control policy still needs to be able to perform the task with the ‘perturbed’ robotic arm dynamics.
In addition, sensor noise due to malfunctioning sensors, as well as actuator noise, may beneﬁt from a robust policy to deal with these noise-induced perturbations.
Model misspeciﬁcation : For the purpose of this paper, we refer to an agent that is trained in one environment and performs in a different, perturbed version of the environment (as in the above examples) as model misspeciﬁcation .
By incorporating robustness into our agents, we correct for this misspeciﬁcation yielding improved performance in the perturbed environment(s).
In this paper, we propose a framework for incorporating robustness into continuous control RL algorithms.
We speciﬁcally focus on robustness to model misspeciﬁcation in the transition dynamics.
For the remainder of the paper, when we mention robustness, we refer to this particular form of robustness.
Our main contributions are as follows:
(1) We incorporate robustness into a state-of-the-art continuous control RL algorithm called Maximum a-posteriori Policy Optimization (MPO) (Abdolmaleki et al., 2018b) to yield Robust MPO (R-MPO).
We also carry out an additional experiment, where we incorporate robustness into an additional continuous RL algorithm called Stochastic Value Gradients (SVG) (Heess et al., 2015b).
(2) Entropy regularization encourages exploration and helps prevent early convergence to sub-optimal policies (Nachum et al., 2017).
To incorporate these advantages, we extend MPO to optimize for an entropy-regularized return objective (E-MPO).
(3) We extend the Robust Bellman operator (Iyengar, 2005) to robust and soft-robust entropyregularized versions respectively and show that these operators are contraction mappings and yield a well-known value-iteration bound with respect to the max norm.
(4) We extend E-MPO to Robust Entropy-regularized MPO (RE-MPO) and Soft RE-MPO (SREMPO) and show that they perform at least as well as R-MPO and in some cases signiﬁcantly better.
(5) We present experimental results in nine Mujoco domains showing that RE-MPO, SRE-MPO and R-MPO, SR-MPO outperform both E-MPO and MPO respectively.
In addition, we show robust performance on a high-dimensional, simulated, dexterous robotic hand called Shadow hand.
(6) Multiple investigative experiments to better understand the robustness framework.
B ACKGROUND
A Markov Decision Process (MDP) is deﬁned as the tuple (cid:104) S, A, r, γ, P (cid:105) where S is the state space,
A the action space, r : S ×
A → R is a bounded reward function; γ ∈ [0 , 1] is the discount factor and P : S ×
A → ∆ S maps state-action pairs to a probability distribution over next states.
We use ∆ S to denote the | S | − 1 simplex.
The goal of a Reinforcement Learning agent for the purpose of control is to learn a policy π : S → ∆ A which maps a state and action to a probability of executing the action from the given state so as to maximize the expected return J ( π ) =
E π [ (cid:80) ∞ t =
γ t r t ] where r t is a random variable representing the reward received at time t (Sutton & Barto, 2018).
The value function is deﬁned as V π ( s ) =
E π [ (cid:80) ∞ t =
γ t r t | s
=
s ] and the action value function as
Q π ( s, a ) =
r ( s, a ) + γ E s (cid:48) ∼ P ( ·| s,a )
[ V π ( s (cid:48) )] .
Entropy-regularized Reinforcement Learning :
Entropy regularization encourages exploration and helps prevent early convergence to sub-optimal policies (Nachum et al., 2017).
We make use of the relative entropy-regularized RL objective deﬁned as J KL ( π ; ¯ π ) =
E π [ (cid:80) ∞ t =
γ t ( r t − τ KL ( π ( ·| s t ) (cid:107) ¯ π ( ·| s t )))] where τ is a temperature parameter and KL ( π ( ·| s t ) (cid:107) ¯ π ( ·| s t )) is the KullbackLeibler (KL) divergence between the current policy π and a reference policy ¯ π given a state s t (Schulman et al., 2017).
The entropy-regularized value function is deﬁned as V π KL ( s ; ¯ π ) =
E π [ (cid:80) ∞ t =
γ t ( r t − τ KL ( π ( ·| s t ) (cid:107) ¯ π ( ·| s t )))
| s
= s ] .
Intuitively, augmenting the rewards with the KL term regularizes the policy by forcing it to be ‘close’ in some sense to the base policy.
A Robust MDP (R-MDP) is deﬁned as a tuple (cid:104) S, A, r, γ, P(cid:105) where S, A, r and γ are deﬁned as above; P ( s, a ) ⊆
M ( S ) is an uncertainty set where M ( S ) is the set of probability measures over next states s (cid:48) ∈ S .
This is interpreted as an agent selecting a state and action pair, and the next state s (cid:48) is determined by a conditional measure p ( s (cid:48) | s, a ) ∈ P ( s, a ) (Iyengar, 2005).
A robust policy optimizes for the worst-case expected return objective: J R ( π ) = inf p ∈P E p,π [ (cid:80) ∞ t =
γ t r t ] .
The robust value function is deﬁned as V π R ( s ) =
inf p ∈P E p,π [ (cid:80) ∞ t =
γ t r t | s
=
s ] and the robust action value function as Q π R ( s, a ) =
r ( s, a )+ γ inf p ∈P E s (cid:48) ∼ p ( ·| s,a ) [ V π R ( s (cid:48) )] .
Both the robust Bellman operator T π R : R | S | → R | S | for a ﬁxed policy and the optimal robust Bellman operator T R v ( s ) =
max π T π R v ( s ) have previously been shown to be contractions (Iyengar, 2005).
A rectangularity assumption on the uncertainty set (Iyengar, 2005) ensures that “nature” can choose a worst-case transition function independently for every state s and action a .
Maximum A-Posteriori Policy Optimization (MPO) (Abdolmaleki et al., 2018a;b) is a continuous control RL algorithm that performs an expectation maximization form of policy iteration.
There are two steps comprising policy evaluation and policy improvement .
The policy evaluation step receives as input a policy π k and evaluates an action-value function Q π k θ ( s, a ) by minimizing the squared TD error: min θ ( r t + γQ π k ˆ θ ( s t +1 ∼ P ( ·| s t , a t ) , a t +1 ∼ π k ( ·| s t +1 ))
− Q π k θ ( s t , a t )) 2 , where ˆ θ denotes the parameters of a target network (Mnih et al., 2015) that are periodically updated from θ .
In practice we use a replay-buffer of samples in order to perform the policy evaluation step.
The second step comprises a policy improvement step.
The policy improvement step consists of optimizing the objective ¯ J ( s, π ) =
E π
[ Q π k θ ( s, a )] for states s drawn from a state distribution µ ( s ) .
In practice the state distribution samples are drawn from an experience replay.
By improving ¯ J in all states s , we improve our objective.
To do so, a two step procedure is performed.
First, we construct a non-parametric estimate q such that ¯ J ( s, q ) ≥ ¯ J ( s, π k ) .
This is done by maximizing ¯ J ( s, q ) while ensuring that the solution, locally, stays close to the current policy π k ; i.e. E µ ( s ) [ KL ( q ( ·| s ) , π k ( ·| s ))] < (cid:15) .
This optimization has a closed form solution given as q ( a | s ) ∝ π k ( a | s ) exp Q πkθ ( s,a ) / η , where η is a temperature parameter that can be computed by minimizing a convex dual function (Abdolmaleki et al.
(2018b)).
Second, we project this nonparametric representation back onto a parameterized policy by solving the optimization problem
π k +1 =
arg min π E µ ( s )
[ KL ( q ( a | s ) (cid:107) π ( a | s )] , where π k +1 is the new and improved policy and where one typically employs additional regularization (Abdolmaleki et al., 2018a).
Note that this amounts to supervised learning with samples drawn fron q ( a | s ) ; see Abdolmaleki et al.
(2018a)
for details.
R OBUST E NTROPY -R EGULARIZED B ELLMAN O PERATOR
(Relative-)Entropy regularization has been shown to encourage exploration and prevent early convergence to sub-optimal policies (Nachum et al., 2017).
To take advantage of this idea when developing a robust RL algorithm we extend the robust Bellman operator to a robust entropy regularized Bellman operator and prove that it is a contraction.
1 We also show that well-known value iteration bounds can be attained using this operator.
We ﬁrst deﬁne the robust entropy-regularized value function as V
[Equation]
¯ π )]] .
For the remainder of this section, we drop the sub-and superscripts, as well as the reference policy conditioning, from the value function V π R-KL ( s ; ¯ π ) , and simply represent it as V ( s ) for brevity.
We deﬁne the robust entropy-regularized Bellman operator for a ﬁxed policy π in Equation 1, and show it is a max norm contraction (Theorem 1).
[Equation]
Theorem 1.
The robust entropy-regularized Bellman operator T π R-KL for a ﬁxed policy π is a contraction operator.
Speciﬁcally: ∀ U, V ∈ R | S | and γ ∈ (0 , 1) , we have, (cid:107)T π R-KL U −T π R-KL V (cid:107) ≤ γ (cid:107) U − V (cid:107) .
The proof can be found in the (Appendix B, Theorem 1).
Using the optimal robust entropy-regularized
Bellman operator T R-KL = sup π T π R-KL , which is shown to also be a contraction operator in Appendix
B, Theorem 2, a standard value iteration error bound can be derived (Appendix B, Corollary 1).
Soft- R OBUST E NTROPY -R EGULARIZED B ELLMAN O PERATOR
In this section, we derive a soft-robust entropy-regularized Bellman operator and show that it is also a γ -contraction in the max norm.
First, we deﬁne the average transition model as ¯ p =
E p ∼ w [ p ] which corresponds to the average transition model distributed according to some distribution w over the uncertainty set P .
This average transition model induces an average stationary distribution (see Derman et al.
The soft-robust entropy-regularized value function is deﬁned as V π SR-KL ( s ; ¯ π ) =
E a ∼ π ( ·| s )
[ r ( s, a ) − τ log π ( ·| s ) ¯ π ( ·| s ) ]
+ γ E s (cid:48)
∼ ¯ p ( ·| s,a ) [ V π SR-KL ( s (cid:48) ; ¯ π )] .
Again, for ease of notation, we denote V π SR-KL ( s ; ¯ π ) =
V ( s ) for the remainder of the section.
The soft-robust entropyregularized Bellman operator for a ﬁxed policy π is deﬁned as:
[Equation]
which is also a contraction mapping (see Appendix C, Theorem 3) and yields the same bound as
Corollary 1 for the optimal soft-robust Bellman operator derived in Appendix C, Theorem 4.
R OBUST P OLICY E VALUATION
To incorporate robustness into MPO, we focus on learning a worst-case value function in the policy evaluation step.
Note that this policy evaluation step can be incorporated into any actor-critic algorithm.
In particular, instead of optimizing the squared TD error, we optimize the worst-case squared TD error, which is deﬁned as:
[Equation]
where P ( s t , a t ) is an uncertainty set for the current state s t and action a t ; π k is the current network’s policy, and ˆ θ denotes the target network parameters.
It is in this policy evaluation step (Line 3 in
Algorithms 1,2 and 3 in Appendix F) that the Bellman operators in the previous sections are applied.
Relation to MPO: In MPO, this replaces the current policy evaluation step.
The robust Bellman operator (Iyengar, 2005) ensures that this process converges to a unique ﬁxed point for the policy π k .
Since the proposal policy q ( a | s ) (see Section 2) is proportional to the robust action value estimate
Q π k θ ( s, a ) , it intuitively yields a robust policy as the policy is being generated from a worst-case value function.
The ﬁtting of the policy network to the proposal policy yields a robust network policy π k +1 .
R OBUST E NTROPY -R EGULARIZED P OLICY E VALUATION
To extend Robust policy evaluation to robust entropy-regularized policy evaluation, two key steps need to be performed: (1) optimize for the entropy-regularized expected return as opposed to the regular expected return and modify the TD update accordingly; (2) Incorporate robustness into the entropy-regularized expected return and modify the entropy-regularized TD update.
To achieve (1), we deﬁne the entropy-regularized expected return as Q π k KL ( s, a ; ¯ π ) =
r ( s, a ) − τ KL ( π k ( ·| s ) (cid:107) ¯ π ( ·| s ))
+ E s (cid:48) ∼ p ( ·| s,a )
[ V π k KL ( s (cid:48) ; ¯ π )] , and show in Appendix D that performing policy evaluation with the entropy-regularized value function is equivalent to optimizing the entropy-regularized squared TD error (same as Eq.
equation 4, only omitting the inf operator).
To achieve (2), we optimize for the robust entropy regularized expected return objective deﬁned as Q π k R-KL ( s, a ; ¯ π ) =
r ( s, a ) − τ KL ( π k ( ·| s ) (cid:107) ¯ π ( ·| s ))
+ inf p ∈P E s (cid:48) ∼ p ( ·| s,a )
[ V π k R-KL ( s (cid:48) ; ¯ π )] , yielding the robust entropy-regularized squared TD error: min
[Equation]
+1 ∼ p ( ·| s t , a t ) , a t +1 ∼ π k ( ·| s t +1 ); ¯ π ) − τ KL ( π k ( ·| s t +1 ∼ p ( ·| s t , a t )) (cid:107) ¯ π ( ·| s t +1 ∼ p ( ·| s t , a t ))) (cid:21) − (cid:101) Q π k R-KL ,θ ( s t , a t ; ¯ π ) (cid:19), (4) where Q π k R-KL ( s, a ; ¯ π ) =
(cid:101) Q π k R-KL ( s, a ; ¯ π ) − τ KL ( π k ( ·| s ) (cid:107) ¯ π ( ·| s )) .
For the soft-robust setting, we remove the inﬁmum from the TD update and replace the next state transition function p ( ·| s t , a t ) with the average next state transition function ¯ p ( ·| s t , a t ) .
Relation to MPO: As in the previous section, this step replaces the policy evaluation step of MPO.
Our robust entropy-regularized Bellman operator T π k R-KL and soft-robust entropy-regularized Bellman operator T π k SR-KL ensures that this process converges to a unique ﬁxed point for the policy π k for the robust and soft-robust cases respectively.
We use π k − 1 as the reference policy ¯ π .
The pseudo code for the R-MPO, RE-MPO and Soft-Robust Entropy-regularized MPO (SRE-MPO) algorithms can be found in Appendix F (Algorithms 1, 2 and 3 respectively).
E XPERIMENTS
We now present experiments on nine different continuous control domains (four of which we show in the paper and the rest can be found in Appendix E.4) from the DeepMind control suite (Tassa et al., 2018).
In addition, we present an experiment on a high-dimensional dexterous, robotic hand called
Shadow hand (ShadowRobot, 2019).
In this section our agent optimizes for the entropy-regularized objective (non-robust, robust and soft-robust versions).
This corresponds to (a) non-robust E-MPO baseline, (b) Robust E-MPO (RE-MPO) and (c) Soft-Robust E-MPO (SRE-MPO).
From hereon in, it is assumed that the algorithms optimize for the entropy-regularized objective unless otherwise stated.
Appendix : In Appendix E.4, we present results of our agent optimizing for the expected return objective without entropy regularization (for the non-robust, robust and soft-robust versions).
This corresponds to (a’) non-robust MPO baseline, (b’)
R-MPO and (c’)
SR-MPO.
The experiments are divided into three sections.
The ﬁrst section details the setup for robust and soft-robust training.
The next section compares robust and soft-robust performance to the non-robust
MPO baseline in each of the domains.
The ﬁnal section is a set of investigative experiments to gain additional insights into the performance of the robust and soft-robust agents.
Setup:
For each domain, the robust agent is trained using a pre-deﬁned uncertainty set consisting of three task perturbations 2 .
Each of the three perturbations corresponds to a particular perturbation of the Mujoco domain.
For example, in Cartpole, the uncertainty set consists of three different pole lengths.
Both the robust and non-robust agents are evaluated on a test set of three unseen task perturbations.
In the Cartpole example, this would correspond to pole lengths that the agent has not seen during training.
The chosen values of the uncertainty set and evaluation set for each domain can be found in Appendix E.3.
Note that it is common practice to manually select the pre-deﬁned uncertainty set and the unseen test environments.
Practitioners often have signiﬁcant domain knowledge and can utilize this when choosing the uncertainty set (Derman & Mannor, 2019;
Derman et al., 2018; Di Castro et al., 2012; Mankowitz et al., 2018a; Tamar et al., 2014).
During training, the robust, soft-robust and non-robust agents act in an unperturbed environment which we refer to as the nominal environment.
During the TD learning update, the robust agent calculates an inﬁmum between Q values from each next state realization for each of the uncertainty set task perturbations (the soft-robust agent computes an average, which corresponds to a uniform distribution over P , instead of an inﬁmum).
Each transition model is a different instantiation of the Mujoco task.
The robust and soft-robust agents are exposed to more state realizations than the non-robust agent.
However, as we show in our ablation studies, signiﬁcantly increasing the number of samples and the diversity of the samples for the non-robust agent still results in poor performance compared to the robust and soft-robust agents.
7. M AIN E XPERIMENTS
Mujoco Domains: We compare the performance of non-robust MPO to the robust and soft-robust variants.
Each training run consists of 30 k episodes and the experiments are repeated 5 times.
In the bar plots, the y-axis indicates the average reward (with standard deviation) and the x-axis indicates different unseen evaluation environment perturbations starting from the ﬁrst perturbation (Env0) onwards.
Increasing environment indices correspond to increasingly large perturbations.
For example, in Figure 1 (top left), Env0, Env1 and Env2 for the Cartpole Balance task represents the pole perturbed to lengths of 2 . 0 , 2 . 1 and 2 . 2 meters respectively.
Figure 1 shows the performance of three Mujoco domains (The remaining six domains are in Appendix E.4).
The bar plots indicate the performance of
E-MPO (red), RE-MPO (blue) and SRE-MPO (green) on the held-out test perturbations.
This color scheme is consistent throughtout the experiments unless otherwise stated.
As can be seen in each of the ﬁgures, RE-MPO attains improved performance over E-MPO.
This same trend holds true for all nine domains.
SRE-MPO outperforms the non-robust baseline in all but the Cheetah domain, but is not able to outperform RE-MPO.
Appendix: The appendix contains additional experiments with the non entropy-regularized versions of the algorithms where again the robust (R-MPO) and soft robust (SR-MPO) versions of MPO outperform the non-robust version (MPO).
[Figure]
[Figure]
Shadow hand domain: This domain consists of a dexterous, simulated robotic hand called Shadow hand whose goal is to rotate a cube into a pre-deﬁned orientation (ShadowRobot, 2019).
The state space is a 79 dimensional vector and consisting of angular positions and velocities, the cube orientation and goal orientation.
The action space is a 20 dimensional vector and consisting of the desired angular velocity of the hand actuators.
The reward is a function of the current orientation of the cube relative to the desired orientation.
The uncertainty set consists of three models which correspond to increasingly smaller sizes of the cube that the agent needs to orientate.
The agent is evaluated on a different, unseen holdout set.
The values can be found in Appendix E.3.
We compare
RE-MPO to E-MPO trained agents.
Episodes are 200 steps long corresponding to approximatelyseconds of interaction.
Each experiment is run for 6 k episodes and is repeated 5 times.
As seen in
Figure 2, RE-MPO outperforms E-MPO, especially as the size of the cube decreases (from Env to Env2).
This is an especially challenging problem due to the high-dimensionality of the task.
As seen in the videos ( https://sites.google.com/view/robust-rl ), the RE-MPO agent is able to manipulate signiﬁcantly smaller cubes than it had observed in the nominal simulator.
7. I NVESTIGATIVE E XPERIMENTS
This section aims to investigate and try answer various questions that may aid in explaining the performance of the robust and non-robust agents respectively.
Each investigative experiment is conducted on the Cartpole Balance and Pendulum Swingup domains.
What if we increase the number of training samples?
One argument is that the robust agent has access to more samples since it calculates the Bellman update using the inﬁmum of three different environment realizations.
To balance this is effect, the non-robust agent was trained for three times more episodes than the robust agents.
Training with signiﬁcantly more samples does not increase the performance of the non-robust agent and, can even decreases the performance, as a result of overﬁtting to the nominal domain.
See Appendix E.5, Figure 11 for the results.
What about Domain Randomization?
A subsequent point would be that the robust agent sees more diverse examples compared to the non-robust agent from each of the perturbed environments.
We therefore trained the non-robust agent in a domain randomization setting (Andrychowicz et al., 2018; Peng et al., 2018).
We compare our method to two variants of DR.
The ﬁrst variant Limited-DR
[Figure]
uses the same perturbations as in the uncertainty set of RE-MPO.
Here, we compare which method better utilizes a limited set of perturbations to learn a robust policy.
As seen in Figure 3 (left and middle left for Carpole Balance and Pendulum Swingup respectively), RE-MPO yields signiﬁcantly better performance given the limited set of perturbations.
The second variant Full-DR performs regular DR on a signiﬁcantly larger set of 100 perturbations in the Pendulum Swingup task.
In this setting, DR, which uses 30 times more perturbations, improves but still does not outperform RE-MPO (which still only uses three perturbations).
This result can be seen in Figure 12, Appendix E.5.
What is the intuitive difference between DR and RE-MPO/SRE-MPO?
DR deﬁnes the loss to be the expectation of TD-errors over the uncertainty set.
Each TD error is computed using a state, action, reward, next state <
s, a, r, s (cid:48) >
trajectory from a particular perturbed environment, (selected uniformly from the uncertainty set).
These TD errors are then averaged together.
This is a form of data augmentation and the resulting behaviour is the average across all of this data.
RE-MPO/SREMPO : In the case of robustness, the TD error is computed such that the target action value function is computed as a worst case value function with respect to the uncertainty set.
This means that the learned policy is explicitly searching for adversarial examples during training to account for worst-case performance.
In the soft-robust case, the subtle yet important difference (as seen in the experiments) with DR is that the TD loss is computed with the average target action value function with respect to next states (as opposed to averaging the TD errors of each individual perturbed environment as in DR).
This results in different gradient updates being used to update the action value function compared to DR.
A larger test set: It is also useful to view the performance of the agent from the nominal environment to increasingly large perturbations in the unseen test set (see Appendix E.3 for values).
These graphs can be seen in Figure 2 for Cartpole Balance and Pendulum Swingup respectively.
As expected, the robust agent maintains a higher level of performance compared to the non-robust agent.
Initially, the soft-robust agent outperforms the robust agent, but its performance degrades as the perturbations increase which is consistent with the results of Derman et al.
In addition, the robust and soft-robust agents are competitive with the non-robust agent in the nominal environment.
Modifying the uncertainty set: We now evaluate the performance of the agent for different uncertainty sets.
For Pendulum Swingup, the original uncertainty set values of the pendulum arm are 1 . 0 , 1 . 1 and 1 .
4 meters.
We modiﬁed the ﬁnal perturbation to values of 1 . 2 , 1 . 3 and 2 . 0 meters respectively.
The agent is evaluated on unseen lengths of 1 . 5 , 1 . 6 and 1 . 7 meters.
An increase in performance can be seen in Figure 4 as the third perturbation approaches that of the unseen evaluation environments.
Thus it appears that if the agent is able to approximately capture the dynamics of the unseen test environments within the training set, then the robust agent is able to adapt to the unseen test environments.
The results for cartpole balance can be seen in Appendix E.5, Figure 13.
What about incorporating Robustness into other algorithms?
To show the generalization of this robustness approach, we incorporate it into the critic of the Stochastic Value
Gradient (SVG) continuous control RL algorithm (See Appendix E.1).
As seen in Figure 3, Robust Entropy-regularized
SVG (RE-SVG) and Soft RE-SVG (SRE-SVG) signiﬁcantly outperform the non-robust Entropyregularized SVG (E-SVG) baseline in both Cartpole and Pendulum.
Robust entropy-regularized return vs. robust expected return: When comparing the robust entropy-regularized return performance to the robust expected return, we found that the entropy-
[Figure]
regularized return appears to do no worse than the expected return.
In some cases, e.g., Cheetah, the entropy-regularized objective performs signiﬁcantly better (see Appendix E.5, Figure 10).
Different Nominal Models:
In this paper the nominal model was always chosen as the smallest perturbation parameter value from the uncertainty set.
This was done to highlight the strong performance of robust policies to increasingly large environment perturbations.
However, what if we set the nominal model as the median or largest perturbation with respect to the chosen uncertainty set for each agent?
As seen in Appendix E.5, Figure 14, the closer (further) the nominal model is to (from) the holdout set, the better (worse) the performance of the non-robust agent.
However, in all cases, the robust agent still performs at least as well as (and sometimes better than) the non-robust agent.
R ELATED W ORK
From a theoretical perspective, Robust Bellman operators were introduced in (Iyengar, 2005; Nilim & Ghaoui, 2005; Wiesemann et al., 2013; Hansen & Sargent, 2011). Our theoretical work extends this operator to the entropy regularized setting, for both the robust and soft-robust formulation, and modiﬁes the MPO optimization formulation accordingly. A more closely related work from a theoretical perspective is that of Grau-Moya et al. (2016) who introduces a formulation for robustness to model misspeciﬁcation.
This work is a special case of robust MDPs where they introduce a robust Bellman operator that regularizes the immediate reward with two KL terms; one entropy term capturing model uncertainty with respect to a base model, and the other term being entropy regularization with respect to a base policy.
Our work differs from this work in a number of respects: (1) Their uncertainty set is represented by a KL constraint which has the effect of restricting the set of admissible transition models.
Our setup which has no such restrictions.
(2) Regularizing the immediate reward with model uncertainty in the TD update will almost certainly yield a higher variance solution which may be problematic when scaling to higher dimensional domains.
Robust MPO explicitly selects the long term next state value that yields the worst case return which should suffer less from variance issues.
The uncertainty set elements from Grau-Moya et al.
(2016) output a probability distribution over model parameter space whereas the uncertainty set elements in our formulation output a distribution over next states.
Tamar et al.
(2014) incorporate function approximation into the robust formulation to solve large-scale
MDPs.
They do so by introducing a robust dynamic programming technique based on a projected ﬁxed point equation.
Mankowitz et al.
(2018a)
learn robust options, also known as temporally extended actions (Sutton et al., 1999), using policy gradient, and prove convergence to a locally optimal solution.
Morimoto & Doya (2005) learn a disturbance value function by solving a min max game and augmenting the reward that the agent receives with a disturbance variable.
Robust solutions tend to be overly conservative.
To combat this, Derman et al.
(2018) extend the actorcritic two-timescale stochastic approximation algorithm to a ‘soft-robust’ formulation to yield a less, conservative solution.
Di Castro et al.
(2012) develop theory for a robust Kalman ﬁlter and introduce implementations for a deep robust Kalman ﬁlter as well as a robust implementation of Deep
Q Networks (Mnih et al., 2015).
Domain Randomization (DR) (Andrychowicz et al., 2018; Peng et al., 2018) is a technique whereby an agent trains on different perturbations of the environment.
The agent batch averages the learning error of these different perturbed trajectories together to yield an agent that is robust to environment perturbations.
This can be viewed as a data augmentation technique where the resulting behaviour is the average across all of the data.
Although we focus on model misspeciﬁcation with respect to perturbations to the state space, there are also works that look into robustness to action stochasticity (Fox et al., 2015; Braun et al., 2011;
Rubin et al., 2012).
C ONCLUSION
We have presented a framework for incorporating robustness - to perturbations in the transition dynamics, which we refer to as model misspeciﬁcation - into continuous control RL algorithms.
This framework is suited to continuous control algorithms that learn a value function, such as an actor critic setup.
We speciﬁcally focused on incorporating robustness into MPO as well as our entropy-regularized version of MPO (E-MPO).
In addition, we presented an experiment which incorporates robustness into the SVG algorithm.
From a theoretical standpoint, we adapted MPO to an entropy-regularized version (E-MPO); we then incorporated robustness into the policy evaluation step of both algorithms to yield Robust MPO (R-MPO) and Robust E-MPO (RE-MPO).
This was achieved by deriving the corresponding robust entropy-regularized Bellman operator to ensure that the policy evaluation step converges in each case.
As seen in prior work (Derman et al., 2018;
Di Castro et al., 2012; Mankowitz et al., 2018a), the robust agent can be overly conservative.
We therefore also provide a less, conservative soft-robust Bellman operator and show that it is a contraction and use it to deﬁne an entropy-regularized soft-robust variant of MPO (SRE-MPO).
We show that the robust versions outperform the non-robust counterparts on nine Mujoco domains as well as a dexterous, simulated robotic hand called Shadow hand (ShadowRobot, 2019).
We also provide numerous investigative experiments to understand the robust and soft-robust policy in more detail.
A A PPENDIX B P ROOFS
Theorem
[Equation]
Proof.
We follow the proofs from (Tamar et al., 2014; Iyengar, 2005)
[Equation]
and adapt them to account for the additional entropy regularization for a ﬁxed policy π .
Let U, V ∈ R | S | , and s ∈ S an arbitrary state.
Assume T π R-KL U ( s ) ≥
T π R-KL V ( s ) .
Let (cid:15) > 0 be an arbitrary positive number
[Equation]
By the deﬁnition of the inf operator
[Equation]
there exists p s ∈ P such that,
[Equation]
In addition
[Equation]
we have by deﬁnition that:
[Equation]
Thus, we have,
[Equation]
Applying a similar argument for the case T R-KL U ( s ) ≤ T R-KL V ( s ) results in
[Equation]
Since (cid:15) is an arbitrary positive number, we establish the result, i.e.,
[Equation] [Equation]
Theorem
[Equation]
Proof.
We follow a similar argument to the proof of Theorem 1.
Let U, V ∈ R | S | , and s ∈ S an arbitrary state.
Assume T R-KL U ( s ) ≥ T R-KL V ( s ) .
Let (cid:15) > 0 be an arbitrary positive number.
By deﬁnition of the sup operator, there exists ˆ π ∈ Π such that,
[Equation]
In addition, by the deﬁnition of the inf operator
[Equation]
there exists p s ∈ P such that,
[Equation]
Thus
[Equation]
we have,
[Equation]
Applying a similar argument for the case T R-KL U ( s ) ≤ T R-KL V ( s ) results in
[Equation]
Since (cid:15) is an arbitrary positive number, we establish the result,
i
[Equation]
e.,
[Equation]
Corollary 1.
Let π N be the greedy policy after applying N value iteration steps.
The bound between the optimal value function V ∗ and V π N , the value function that is induced by π N , is given by,
[Equation]
, where (cid:15) =
max
[Equation]
≤ k ≤ N (cid:107)T R-KL V k − V k +
[Equation]
is the function approximation error, and V 0 is the initial value function.
Proof.
From Berteskas (1996), we have the following proposition:
Let V ∗ be the optimal value function, V some arbitrary value function, π the greedy policy with respect to V , and V π the value function that is induced by π .
Thus,
[Equation]
Next, deﬁne the maximum projected loss to be:
[Equation]
We can now derive a bound on the loss between the optimal value function V ∗ and the value function obtained after N updates of value iteration (denoted by V N ) as follows:
[Equation] [Equation]
Then, using Lemma B, we get:
[Equation]
which establishes the result.
C S OFT -R OBUST E NTROPY -R EGULARIZED B ELLMAN O PERATOR
Theorem 3.
Proof.
For an arbitrary U, V ∈ R | S | and for a ﬁxed policy π :
[Equation]
Theorem
[Equation]
Proof.
Let U, V ∈ R | S |
[Equation]
and s ∈ S an arbitrary state.
Assume T SR-KL U ( s ) ≥ T SR-KL V ( s ) .
Let (cid:15) >be an arbitrary positive number.
By deﬁnition of the sup operator, there exists ˆ π ∈ Π such that,
[Equation] [Equation]
Thus
[Equation]
we have,
[Equation] [Equation]
Applying a similar argument for the case T SR-KL U ( s ) ≤ T SR-KL V ( s ) results in
[Equation]
Since (cid:15) is an arbitrary positive number, we establish the result, i.e.,
[Equation]
[Equation]
D E NTROPY - REGULARIZED P OLICY E VALUATION
This section describes: (1) modiﬁcation to the TD update for the expected return to optimize for the entropy-regularized expected return, (2) additional modiﬁcation to account for robustness.
We start with (1)
[Equation]
The entropy-regularized value function is deﬁned as:
[Equation]
and the corresponding entropy-regularized action value function is given by:
[Equation]
Next, we deﬁne:
[Equation]
thus,
[Equation]
Therefore, we have the following relationship:
[Equation]
We now retrieve the TD update for the entropy-regularized action value function:
[Equation]
Note that in the above TD update we replaced Q π KL with (cid:101) Q π KL .
Next, we move to (2).
Before extending the TD update to the robust case, we ﬁrst consider the robust entropy-regularized value function, which is deﬁned as:
[Equation]
Applying similar steps as above yields the following TD update:
[Equation]
[Table]
E E XPERIMENTS E. A DDITIONAL D ETAILS ON THE SVG BASELINE
For the stochastic value gradients SVG(0) baseline we use the same policy parameterization as for our algorithm, e.g. we have
[Equation]
where I denotes the identity matrix and σ θ ( s ) is computed from the network output via a softplus activation function.
To obtain a baseline that is, in spirit, similar to our algorithm we used SVG in combination with
Entropy regularization.
That is, we optimize the policy via gradiend ascent, following the reparameterized gradient for a given state s sampled from the replay:
[Equation]
(32) which can be computed, using the reparameterization trick, as
[Equation]
(33) where g θ ( s, ζ ) =
µ θ ( s ) + σ θ () ∗ ζ is now a deterministic function of a sample from the standard multivariate normal distribution.
See e.g. Heess et al.
(2015a) (for SVG) as well as Rezende et al.
; Kingma & Welling (2013) (for the reparameterization trick) for a detailed explanation.
E. E XPERIMENT D ETAILS FOR MPO AND SVG
In this section we outline the details on the hyperparameters used for the MPO and SVG algorithms.
All experiments use a feed-forward two layer neural network with 50 neurons to map the current state of the network to the mean and diagonal covariance of the Gaussian policy.
The policy is given by a Gaussian distribution with a diagonal covariance matrix.
The neural network outputs the mean µ = µ ( s ) and diagonal Cholesky factors
A =
A ( s ) , such that Σ = AA T .
The diagonal factor A has positive diagonal elements enforced by the softplus transform A ii ← log(1 + exp( A ii )) to ensure positive deﬁniteness of the diagonal covariance matrix.
Tables 2 and 1 show the hyperparameters used for the MPO and SVG algorithms.
E. U NCERTAINTY SET PARAMETERS
Table 3 contains the chosen uncertainty set values for each of the domains and the corresponding holdout set perturbations.
The ﬁnal column of the table contains the parameter that was perturbed.
[Table] [Table]
E. M AIN E XPERIMENTS
This section contains two sets of plots.
Figure 5 contains bar plots comparing the performance of
RE-MPO (blue bars), SRE-MPO (green bars) and E-MPO (red bars) across nine Mujoco domains.
The performance of the agents as a function of evaluation steps is shown in Figure 6 for all nine domains respectively.
Figrue 7 shows the bar plots for R-MPO, SR-MPO and MPO and Figureshows the corresponding performance of the agents as a function of evaluation steps.
E. I NVESTIGATIVE E XPERIMENTS
This section contains additional investigative experiments that were mentioned in the main paper.
Figure 10 presents the difference in performance between the entropy-regularized agents and the non entropy-regularized agents agents.
Although the performance is comparable (left ﬁgure), the entropy-regularized version performs no worse on average than the non-entropy-regularized agent.
In addition, there are some tasks where there is a large improvement in performance, such as the
Cheetah task for the entropy-regularized agent variants non entropy-regularized agent variants (right ﬁgure).
[Figure]
[Figure] [Figure]
[Figure] [Figure]
[Figure] [Figure]
[Figure] [Figure]
Training with more samples : Adding three times more samples to the non-robust baseline still yields signiﬁcantly inferior performance compared to that of the robust and soft-robust versions as seen in Figure 11 for Cartpole balance and Pendulum swingup respectively
[Figure]
What about Domain Randomization?
The DR results are shown in Figure 12.
As can be seen in the ﬁgure, RE-MPO makes better use of a limited number of perturbations compared to Limited -DR in
Cartpole Balance (left) and Pendulum Swingup (middle) respectively.
If the number of perturbations are increased to 100 (right ﬁgure) for Pendulum Swingup, DR, which uses approximately 30 times more perturbations, improves but still does not outperform RE-MPO.
Modifying the uncertainty set : Figure 13 contains the performance for cartpole balance (top row) and pendulum swingup (bottom row) when modifying the uncertainty set.
For the Cartpole Balance task, the original uncertainty set training values are 0 .
5 , 1 . 4 and 2 .
1 meters for the cartpole arm length.
We modiﬁed the third perturbation ( 2 . 1 meters) of the uncertainty set to pole lengths of 1 . 5 , 2 . 5 and 3 . 5 meters respectively.
The agent is evaluated on pole lengths of 2 . 0 , 2 . 2 and 2 .meters respectively.
As seen in the top row of Figure 13, as the training perturbation is near the evaluation set, the performance of the robust and soft-robust agents are near optimal.
However, as the perturbation increases further (i.e., 3 . 5 meters), there is a drop in robustness performance.
This is probably due to the agent learning a policy that is robust with respect to perturbations that are relatively far from the unseen evaluation set.
However, the agent still performs signiﬁcantly better than the non-robust baseline in each case.
For Pendulum Swingup, the original uncertainty set values of the pendulum arm are 1 . 0 , 1 . 1 and 1 .
4 meters.
We modiﬁed the ﬁnal perturbation to values of 1 . 2 , 1 . 3 and 2 . 0 meters respectively.
The agent is evaluated on unseen lengths of 1 . 5 , 1 . 6 and 1 .meters.
A signiﬁcant increase in performance can be seen in the bottom row of Figure 13 as the third perturbation approaches that of the unseen evaluation environments.
Thus it appears that if the agent is able to approximately capture the dynamics of the unseen test environments within the training set, then the robust agent is able to adapt to the unseen test environments.
Figure 9 presents the evaluation curves for the corresponding Cartpole Balance (top row) and Pendulum swingup (bottom row) tasks as the third perturbation of the uncertainty set is modiﬁed.
[Figure]
[Figure]
Different Nominal Models : Figure 14 indicates the effect of changing the nominal model to the median and largest perturbation from the uncertainty set for the Cartpole balance (top row) and
Pendulum swingup (bottom row) tasks respectively.
For Cartpole, since the median and largest perturbations are signiﬁcantly closer to the evaluation set, performance of the non-robust, robust and soft-robust agents are comparable.
However, for Pendulum swingup, the middle actor is still far from the evaluation set and here the robust agent signiﬁcantly outperforms the non-robust agent.
[Table]
[Table] [Table]
[Table] [Table]
[Table] [Table]
[Table] [Table]
[Table]
F A LGORITHM
The Robust MPO algorithm is deﬁned as Algorithm 1.
The algorithm can be divided into three steps:
Step (1) perform policy evaluation on the policy π k ; Step (2) build a proposal distribution q ( a | s ) from the action value function Q π k θ ; Step (3) update the policy by minimizing the KL divergence between the proposal distribution q and the policy π .
The corresponding robust entropy-regularized version can be seen in Algorithm 2 and the soft-robust entropy-regularized version in Algorithm 3.
[Table]
[Table] [Table]
q ( a i | s j ) =
q ij , computed as: 8: for j = 1,..., K do 9: for i
[Table]
[Table] [Table]
do 10: a i ∼ π k
[Table]
|
[Table]
j ) 11:
Q ij =
Q π k ( s j , a i ) 12: q ij = Compute Weights ( { Q ij }
i
[Table] [Table]
.N )
{see (Abdolmaleki et al., 2018b)} 13: //
[Table]
3: update parametric policy 14:
Given the
[Table]
set {
[Table]
[Table] [Table]
K 15:
Update the Policy by ﬁnding 16:
π k
[Table]
argmax
[Equation]
(cid:80) Kj (cid:80) Ni
q ij log π ( a i | s j ) 17: (subject to additional (KL) regularization) 18: until Fixed number of steps 19: return π k +
1: given batch-size (K), number of actions (N), old-policy π k and replay-buffer 2: // Step 1: Perform policy evaluation on π k to yield Q π k θ 3: min θ
[Equation]
, 4: repeat 5:
Sample batch of size N from replay buffer 6: // Step 2: sample based policy (weights) 7: q ( a i | s j ) =
q ij , computed as: 8: for j = 1,..., K do 9: for i = 1,..., N do 10: a i ∼ π k ( a | s j ) 11:
Q ij =
Q π k ( s j , a i ) 12: q ij = Compute Weights ( { Q ij } i =1 ...N ) {see (Abdolmaleki et al., 2018b)} 13: // Step 3: update parametric policy 14:
Given the data-set { s j , ( a i , q ij ) i =1 ...N } j =1 ...K 15:
Update the Policy by ﬁnding 16:
π
[Equation]
= argmax
[Equation]
) 17: (subject to additional (KL) regularization)
[Table]