A Multi-step Loss Function for Robust Learning of the Dynamics in Model-based Reinforcement Learning

In model-based reinforcement learning, most algorithms rely on simulating trajectories from one-step models of the dynamics learned on data. A critical challenge of this approach is the compounding of one-step prediction errors as the length of the trajectory grows. In this paper we tackle this issue by using a multi-step objective to train one-step models. Our objective is a weighted sum of the mean squared error (MSE) loss at various future horizons. We find that this new loss is particularly useful when the data is noisy (additive Gaussian noise in the observations), which is often the case in real-life environments. To support the multi-step loss, first we study its properties in two tractable cases: i) uni-dimensional linear system, and ii) two-parameter non-linear system. Second, we show in a variety of tasks (environments or datasets) that the models learned with this loss achieve a significant improvement in terms of the averaged R2-score on future prediction horizons. Finally, in the pure batch reinforcement learning setting, we demonstrate that one-step models serve as strong baselines when dynamics are deterministic, while multi-step models would be more advantageous in the presence of noise, highlighting the potential of our approach in real-world applications.

Deep autoregressive density nets vs neural ensembles for model-based offline reinforcement learning

We consider the problem of offline reinforcement learning where only a set of system transitions is made available for policy optimization. Following recent advances in the field, we consider a model-based reinforcement learning algorithm that infers the system dynamics from the available data and performs policy optimization on imaginary model rollouts. This approach is vulnerable to exploiting model errors which can lead to catastrophic failures on the real system. The standard solution is to rely on ensembles for uncertainty heuristics and to avoid exploiting the model where it is too uncertain. We challenge the popular belief that we must resort to ensembles by showing that better performance can be obtained with a single well-calibrated autoregressive model on the D4RL benchmark. We also analyze static metrics of model-learning and conclude on the important model properties for the final performance of the agent.

Multi-timestep models for Model-based Reinforcement Learning

In model-based reinforcement learning (MBRL), most algorithms rely on simulating trajectories from one-step dynamics models learned on data. A critical challenge of this approach is the compounding of one-step prediction errors as length of the trajectory grows. In this paper we tackle this issue by using a multi-timestep objective to train one-step models. Our objective is a weighted sum of a loss function (e.g., negative log-likelihood) at various future horizons. We explore and test a range of weights profiles. We find that exponentially decaying weights lead to models that significantly improve the long-horizon R2 score. This improvement is particularly noticeable when the models were evaluated on noisy data. Finally, using a soft actor-critic (SAC) agent in pure batch reinforcement learning (RL) and iterated batch RL scenarios, we found that our multi-timestep models outperform or match standard one-step models. This was especially evident in a noisy variant of the considered environment, highlighting the potential of our approach in real-world applications.