Reducing estimation bias via triplet-average deep deterministic policy gradient

• Main Authors: WU, Dongming, DONG, Xingping, SHEN, Jianbing, HOI, Steven C. H.
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2020
• Subjects: Averaging technology; deep reinforcement learning (DRL); estimation bias; triplet networks; Numerical Analysis and Scientific Computing; Software Engineering; Theory and Algorithms
• Online Access: https://ink.library.smu.edu.sg/sis_research/5920; https://ink.library.smu.edu.sg/context/sis_research/article/6923/viewcontent/tnnls19ReducingBias_av.pdf
• Institution: Singapore Management University

The overestimation caused by function approximation is a well-known property in Q-learning algorithms, especially in single-critic models, which leads to poor performance in practical tasks. However, the opposite property, underestimation, which often occurs in Q-learning methods with double critics, has been largely left untouched. In this article, we investigate the underestimation phenomenon in the recent twin delay deep deterministic actor-critic algorithm and theoretically demonstrate its existence. We also observe that this underestimation bias does indeed hurt performance in various experiments. Considering the opposite properties of single-critic and double-critic methods, we propose a novel triplet-average deep deterministic policy gradient algorithm that takes the weighted action value of three target critics to reduce the estimation bias. Given the connection between estimation bias and approximation error, we suggest averaging previous target values to reduce per-update error and further improve performance. Extensive empirical results over various continuous control tasks in OpenAI gym show that our approach outperforms the state-of-the-art methods. Source code available at https://github.com/shenjianbing/TADDRL.