Adaptive Ensemble Q-learning: Minimizing Estimation Bias via Error Feedback

Hang Wang, Sen Lin, Junshan Zhang

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The ensemble method is a promising way to mitigate the overestimation issue in Q-learning, where multiple function approximators are used to estimate the action values. It is known that the estimation bias hinges heavily on the ensemble size (i.e., the number of Q-function approximators used in the target), and that determining the ‘right’ ensemble size is highly nontrivial, because of the time-varying nature of the function approximation errors during the learning process. To tackle this challenge, we first derive an upper bound and a lower bound on the estimation bias, based on which the ensemble size is adapted to drive the bias to be nearly zero, thereby coping with the impact of the time-varying approximation errors accordingly. Motivated by the theoretic findings, we advocate that the ensemble method can be combined with Model Identification Adaptive Control (MIAC) for effective ensemble size adaptation. Specifically, we devise Adaptive Ensemble Q-learning (AdaEQ), a generalized ensemble method with two key steps: (a) approximation error characterization which serves as the feedback for flexibly controlling the ensemble size, and (b) ensemble size adaptation tailored towards minimizing the estimation bias. Extensive experiments are carried out to show that AdaEQ can improve the learning performance than the existing methods for the MuJoCo benchmark.

Original languageEnglish (US)
Title of host publicationAdvances in Neural Information Processing Systems 34 - 35th Conference on Neural Information Processing Systems, NeurIPS 2021
EditorsMarc'Aurelio Ranzato, Alina Beygelzimer, Yann Dauphin, Percy S. Liang, Jenn Wortman Vaughan
PublisherNeural information processing systems foundation
Pages24778-24790
Number of pages13
ISBN (Electronic)9781713845393
StatePublished - 2021
Event35th Conference on Neural Information Processing Systems, NeurIPS 2021 - Virtual, Online
Duration: Dec 6 2021Dec 14 2021

Publication series

NameAdvances in Neural Information Processing Systems
Volume30
ISSN (Print)1049-5258

Conference

Conference35th Conference on Neural Information Processing Systems, NeurIPS 2021
CityVirtual, Online
Period12/6/2112/14/21

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Information Systems
  • Signal Processing

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