Uncertainty and Prediction in Model-based Reinforcement Learning

Uncertainty and Prediction in Model-based Reinforcement Learning

Uncertainty and Prediction in Model-based Reinforcement Learning. Reinforcement Learning (RL) provides a mathematical formalism for learning-based control.

Reinforcement Learning (RL) provides a mathematical formalism for learning-based control. In Deep Reinforcement Learning (DRL), a neural network with reinforcement learning is used to enhance the algorithm the ability to control the system with extremely high-dimensional input spaces such as images [1]. Learning from limited samples is one of the challenges which can be faced when DRL is applied to a real-world System. Almost all real-world systems are either slow, fragile, or expensive enough that the data they produce is costly, and policy learning must be data-efficient [2]. Model-based reinforcement learning approaches make it possible to solve complex tasks given just a few training samples.

In model-based RL, the data is used to build a model of the environment. Since the model is trained on every transition, model-based RL algorithms effectively receive more supervision, and the other benefit of those methods that they are trained with supervised learning, which is more stable opposing to bootstrapping. There are many recipes for model-based reinforcement learning [3]. The one described in the article uses the learned model as a simulator to generate “synthetic” data to augment the data set available to improve the policy. One of the problems that can arise is that policy optimization tends to exploit regions where the model is inaccurate (e.g., due to a lack of data). This issue is called model bias. Standard countermeasures from the supervised learning literature, such as regularization or cross-validation, are not sufficient to solve this issue [7]. There are two distinct classes of uncertainty: aleatoric (inherent system stochasticity) and epistemic (due to limited data). One way to deal with the exploitation of model inaccuracies is to incorporate uncertainty into the predictions of our model.

There are many possibilities to capture model uncertainty for model-based RL. Gaussian processes [5] and Bayesian neuronal networks incorporate uncertainty directly but are not suitable for complex tasks. Other Methods can be used to approximate model uncertainty like model ensembles [7] and dropout [6].

The assessment of uncertainty is not only of crucial importance in model-based RL but also in modern decision-making systems. Kahn used uncertainty estimation for obstacle avoidance and reward planning. Berkenkamp used the uncertainty estimation to make exploration safer.

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