Deep Reinforcement Learning with Double Q-learning

• Resources
  • Paper
    
    
• Introduction
  • Q learning learns unrealistically high action-values due to maximization step
    • Even though approximations are imprecise during learning, overestimations become far more common
  • Uniform overestimation in theory is fine → policy stays the same
    • Overoptimism can usually be used as an exploration technique too
  • If overoptimism isn’t unique, can impact policy negatively
  • Double DQN: more accurate value estimates + higher scores on games
• Background
  • Deep Q Networks
    • Main contributions: Target network + experience replay
  • Double Q Learning
    • Max operator in Q learning and DQN both use select and evaluate actions → leads to overestimation
    • Decouple evaluation from selection
      • Two Q value networks
      • One network used to select greedy action
      • Another network used to estimate Q value for state and action
      • Roles of network switched symmetrically to ensure both networks get updated weights
• Overoptimism due to overestimation errors
  • If action values contain random errors uniformly distributed in $[-\epsilon, \epsilon]$ then target overestimated by $\gamma\epsilon\frac{m-1}{m+1}$ where $m$ is the number of actions
  • Noise from environment can lead to overestimations
  • Theorem:
    • Let $\sum_a Q_t(s,a) - V_{*} = 0$ but $\frac{1}{m}\sum_a (Q_t(s,a) - V_{*})^2 = C > 0$
    • Then we know $max_a Q_t(s,a) \geq V_{*}(s) + \sqrt{\frac{C}{m-1}}$
    • Shows that even if on average value estimates are correct, estimation errors of any source can drive estimates up away from true optimal values
    • Under this theorem, lower bound decreases with more actions but empirically lower bound increases with more actions
  • Found that overestimations occur even when samples of true action values exist at certain states
    • With bootstrapping, these estimations deteriorate even more
    • In practice, overestimation is not uniform
• Double DQN
  • Decompose max operation into action selection and evaluation
  • Extend the way DQN works
    • Use online network to evaluate greedy policy
    • Use target network to estimate value
    • Target for TD methods: $Y_t^{DoubleDQN} = R_{t+1} + \gamma Q(S_{t+1}, argmax_a Q(S_{t+1}, a; \theta_t); \theta_t^-)$
• Empirical Results
  • Results on Overoptimism
    • With DQN, values were vastly overoptimistic
    • DDQN much closer to true value → better policies
      • Learning is more stable with DDQN
  • Quality of the learned policies
    • Overestimation doesn’t necessarily mean bad policies → however, we usually get better learning stability without it
    • Evaluated by randomizing start position with 30 No op actions
    • DDQN generally improves massively on most games
  • Robustness to Human Starts
    • With deterministic games, agent could memorize sequences without needing to generalize
    • Starting randomly ensured generalization of policy
• Discussion
  • Q-learning is overoptimistic
  • Overestimations are more common and severe in practice
  • Double Q learning reduces this overestimation
  • DDQN is a deep learning approach to double Q learning
  • DDQN finds better policies