Reinforcement learning algorithms, though successful, tend to over-fit to training environments hampering their application to the real-world. This paper proposes WR @math L; a robust reinforcement learning algorithm with significant robust performance on low and high-dimensional control tasks. Our method formalises robust reinforcement learning as a novel min-max game with a Wasserstein constraint for a correct and convergent solver. Apart from the formulation, we also propose an efficient and scalable solver following a novel zero-order optimisation method that we believe can be useful to numerical optimisation in general. We contribute both theoretically and empirically. On the theory side, we prove that WR @math L converges to a stationary point in the general setting of continuous state and action spaces. Empirically, we demonstrate significant gains compared to standard and robust state-of-the-art algorithms on high-dimensional MuJuCo environments.
The CVaR criterion is also adopted in @cite_13 , in which, rather than sampling trajectories and finding a quantile in terms of performance, two policies are trained simultaneously: a protagonist'' which aims to optimise performance, and an adversary which aims to disrupt the protagonist. The protagonist and adversary train alternatively, with one being fixed whilst the other adapts. The action space for the adversary, in the tests documented in the paper includes forces on the entities (InvertedPendulum, HalfCheetah, Swimmer, Hopper, Walker2D) that aim to destabalise it. We made comparisons against this algorithm in our experiments.
@cite_13
2602963933
Deep neural networks coupled with fast simulation and improved computation have led to recent successes in the field of reinforcement learning (RL). However, most current RL-based approaches fail to generalize since: (a) the gap between simulation and real world is so large that policy-learning approaches fail to transfer; (b) even if policy learning is done in real world, the data scarcity leads to failed generalization from training to test scenarios (e.g., due to different friction or object masses). Inspired from H∞ control methods, we note that both modeling errors and differences in training and test scenarios can be viewed as extra forces disturbances in the system. This paper proposes the idea of robust adversarial reinforcement learning (RARL), where we train an agent to operate in the presence of a destabilizing adversary that applies disturbance forces to the system. The jointly trained adversary is reinforced - that is, it learns an optimal destabilization policy. We formulate the policy learning as a zero-sum, minimax objective function. Extensive experiments in multiple environments (InvertedPendulum, HalfCheetah, Swimmer, Hopper, Walker2d and Ant) conclusively demonstrate that our method (a) improves training stability; (b) is robust to differences in training test conditions; and c) outperform the baseline even in the absence of the adversary.