Abstract:The temporal difference (TD) error was first formalized in Sutton (1988), where it was first characterized as the difference between temporally successive predictions, and later, in that same work, formulated as the difference between a bootstrapped target and a prediction. Since then, these two interpretations of the TD error have been used interchangeably in the literature, with the latter eventually being adopted as the standard critic loss in deep reinforcement learning (RL) architectures. In this work, we show that these two interpretations of the TD error are not always equivalent. In particular, we show that increasingly-nonlinear deep RL architectures can cause these interpretations of the TD error to yield increasingly different numerical values. Then, building on this insight, we show how choosing one interpretation of the TD error over the other can affect the performance of deep RL algorithms that utilize the TD error to compute other quantities, such as with deep differential (i.e., average-reward) RL methods. All in all, our results show that the default interpretation of the TD error as the difference between a bootstrapped target and a prediction does not always hold in deep RL settings.
Abstract:Connections between statistical mechanics and machine learning have repeatedly proven fruitful, providing insight into optimization, generalization, and representation learning. In this work, we follow this tradition by leveraging results from non-equilibrium thermodynamics to formalize curriculum learning in reinforcement learning (RL). In particular, we propose a geometric framework for RL by interpreting reward parameters as coordinates on a task manifold. We show that, by minimizing the excess thermodynamic work, optimal curricula correspond to geodesics in this task space. As an application of this framework, we provide an algorithm, "MEW" (Minimum Excess Work), to derive a principled schedule for temperature annealing in maximum-entropy RL.
Abstract:Average-reward Markov decision processes (MDPs) provide a foundational framework for sequential decision-making under uncertainty. However, average-reward MDPs have remained largely unexplored in reinforcement learning (RL) settings, with the majority of RL-based efforts having been allocated to episodic and discounted MDPs. In this work, we study a unique structural property of average-reward MDPs and utilize it to introduce Reward-Extended Differential (or RED) reinforcement learning: a novel RL framework that can be used to effectively and efficiently solve various subtasks simultaneously in the average-reward setting. We introduce a family of RED learning algorithms for prediction and control, including proven-convergent algorithms for the tabular case. We then showcase the power of these algorithms by demonstrating how they can be used to learn a policy that optimizes, for the first time, the well-known conditional value-at-risk (CVaR) risk measure in a fully-online manner, without the use of an explicit bi-level optimization scheme or an augmented state-space.