Combating the Compounding-Error Problem
with a Multi-step Model
Model-based reinforcement learning is an appealing framework for creating agents that learn, plan, and act in sequential environments. Model-based algorithms typically involve learning a transition model that takes a state and an action and outputs the next state—a one-step model. This model can be composed with itself to enable predicting multiple steps into the future, but one-step prediction errors can get magnified, leading to unacceptable inaccuracy. This compounding-error problem plagues planning and undermines model-based reinforcement learning. In this paper, we address the compounding-error problem by introducing a multi-step model that directly outputs the outcome of executing a sequence of actions. Novel theoretical and empirical results indicate that the multi-step model is more conducive to efficient value-function estimation, and it yields better action selection compared to the one-step model. These results make a strong case for using multi-step models in the context of model-based reinforcement learning.
Combating the Compounding-Error Problem
with a Multi-step Model
Kavosh Asadi Department of Computer Science Brown University Dipendra Misra Department of Computer Science Cornell University Seungchan Kim Department of Computer Science Brown University Michael L. Littman Department of Computer Science Brown University
noticebox[b]Preprint. Under review.\end@float
The model-based approach to reinforcement learning (RL) offers a unique framework for addressing three important artificial intelligence (AI) problems: understanding the dynamics of the environment through interaction, using the acquired knowledge for planning, and performing sequential decision making. One promise of model-based RL is to enable sample-efficient learning (Sutton, 1990; Deisenroth and Rasmussen, 2011; Levine and Abbeel, 2014). This advantage is well-understood in theory in settings such as value-function estimation (Azar et al., 2012), exploration in discounted and finite-horizon Markov decision processes (MDPs) (Szita and Szepesvári, 2010; Dann and Brunskill, 2015), and exploration in contextual decision processes (Sun et al., 2018).
Planning has long been a fundamental research area in AI (Hart et al., 1972; Russell and Norvig, 2016). In the context of model-based RL, Sutton and Barto (2018) define planning as any process that goes from a model to a value function or a policy. They describe two notions of planning, namely decision-time planning and background planning. In decision-time planning, the agent utilizes the model during action selection by performing tree search (Kearns and Singh, 2002; Kocsis and Szepesvári, 2006; Silver et al., 2016). An agent is said to be performing background planning if it utilizes the model to update its value or policy network. Examples of background planning include the Dyna Architecture (Sutton, 1990; Sutton et al., 2008), or model-based policy-search (Abbeel et al., 2006; Deisenroth and Rasmussen, 2011; Kurutach et al., 2018). We call an algorithm model-based if it performs either background or decision-time planning.
A key aspect distinguishing model-based RL from traditional planning is that the model is learned from experience. As such, the model may be imperfect due to ineffective generalization (Abbeel et al., 2006; Nagabandi et al., 2018), inadequate exploration (Brafman and Tennenholtz, 2002; Shyam et al., 2018), overfitting (Asadi et al., 2018b), or irreducible errors in unrealizable settings (Shalev-Shwartz and Ben-David, 2014; Talvitie, 2014). More generally, a common view across various scientific disciplines is that all models are wrong, though some are still useful (Box, 1976; Wit et al., 2012).
Previous work explored learning models that look a single step ahead. To predict steps ahead, the starting point of a step is set to the end point of the previous step . Unfortunately, when the model is wrong, this procedure can interfere with successful planning (Talvitie, 2014; Venkatraman et al., 2015; Asadi et al., 2018b). A significant reason for this failure is that the model may produce a “fake” input, meaning an input that cannot possibly occur in the domain, which is then fed back to the unprepared one-step model. Notice that two sources of error co-exist: The model is imperfect, and the model gets an inaccurate input in all but the first step. The interplay between the two errors leads to what is referred to as the compounding-error problem (Asadi et al., 2018b). To mitigate the problem, Talvitie (2014) and Venkatraman et al. (2015) provided an approach, called hallucination, that prepares the model for the fake inputs generated by itself. In contrast, our approach to the problem is to avoid feeding such fake inputs altogether by using a multi-step model. Though multi-step algorithms are popular in the model-free setting (Sutton and Barto, 2018; Asis et al., 2017; Singh and Sutton, 1996; Precup, 2000), extension to the model-based setting remains less explored.
Our main contribution is to propose a Multi-step Model for Model-based RL (or simply ) that directly predicts the outcome of executing a sequence of actions. Learning the multi-step model allows us to avoid feeding fake inputs to the model. We further introduce a novel rollout procedure in which the original first state of the rollout will be the starting point across all rollout steps. Our theory shows that, relative to the one-step model, learning the multi-step model is more effective for value estimation. To this end, we study the hardness of learning the multi-step model through the lens of Rademacher complexity (Bartlett and Mendelson, 2002). Finally, we empirically evaluate the multi-step model and show its advantage relative to the one-step model in the context of background planning and decision-time planning.
2 Background and Notation
To formulate the reinforcement-learning problem, we use finite-horizon Markov decsion processes (MDPs) with continuous states and discrete actions. See Puterman (2014) for a thorough treatment of MDPs, and Sutton and Barto (2018) for an introduction to reinforcement learning.
2.1 Lipschitz Continuity
Given metric spaces and , is Lipschitz if ,
is finite. Similarly, is uniformly Lipschitz in if the quantity below is finite:
|probability of taking in||N/A|
|MDP state after taking in|
2.2 Rademacher Complexity
We use Rademacher complexity for sample complexity analysis. We define this measure, but for details see Bartlett and Mendelson  or Mohri et al. . Also, see Jiang et al. (2015) and Lehnert et al. (2018) for previous applications of Rademacher in reinforcement learning.
Consider , and a set of such functions . The Rademacher complexity of this set, , is defined as:
where , referred to as Rademacher random variables, are drawn uniformly at random from .
The Rademacher variables could be thought of as independent and identically distributed noise. Under this view, the average quantifies the extent to which matches the noise. We have a high Rademacher complexity for a complicated hypothesis space that can accurately match noise. Conversely, a simple hypothesis space has a low Rademacher complexity.
To apply Rademacher to the model-based setting where the output of the model is a vector, we extend Definition 2 to vector-valued functions that map to . Consider a function where . Define the set of such functions . Then:
where are drawn uniformly from .
2.3 Transition-Model Notation
Our theoretical results focus on MDPs with deterministic transitions. This common assumption (Abbeel et al., 2006; Talvitie, 2017) simplifies notation and analysis. Note that a deterministic environment, like nearly all Atari games (Bellemare et al., 2013), can still be quite complex and challenging for model-based reinforcement learning (Azizzadenesheli et al., 2018). We introduce an extension of our results to a stochastic setting in the Appendix.
We use an overloaded notation for a transition model (see Table 1). Notice that our definitions support stochastic -step transitions since these transitions are policy dependent, and that we allow for stochastic policies.
3 – A Multi-step Model for Model-based Reinforcement Learning
is an extension of the one-step model—rather than only predicting a single step ahead, it learns to predict steps ahead using different functions:
where . Finally, by , we mean the set of these functions:
This model is different than the few examples of multi-step models studied in prior work: Sutton (1995) as well as van Seijen and Sutton (2015) considered multi-step models that do not take actions as input, but are implicitly conditioned on the current policy. Similarly, option models are multi-step models that are conditioned on one specific policy and a termination condition (Precup and Sutton, 1998; Sutton et al., 1999; Silver and Ciosek, 2012). Finally, Silver et al. (2017) introduced a multi-step model that directly predicts next values, but the model is defined for prediction tasks.
We now introduce a new rollout procedure using the multi-step model. Note that by an -step rollout we mean sampling the next action using the agent’s fixed policy , then computing the next state using the agent’s model, and then iterating this procedure for more times. We now show a novel rollout procedure using the multi-step model that obviates the need for the model to get its own output.
To this end, we derive an approximate experession for:
Key to our approach is to rewrite in terms of predictions conditioned on action sequences as shown below:
Observe that given the model introduced above, is actually available—we only need to focus on the quantity . Intuitively, we need to compute the probability of taking a sequence of actions of length in the next steps starting from . This probability is clearly determined by the states observed in the next steps, and could be written as follows:
We can compute if we have . Continuing for steps:
which we can compute given the first functions of , namely for .
Finally, to compute a rollout, we sample from by sampling from the policy at each step:
Notice that, in the above rollout with , we have used the first state as the starting point of every single rollout step. Crucially, we do not feed the intermediate state predictions to the model as input. We hypothesize that this approach can combat the compounding error problem by removing one source of error, namely feeding the model a noisy input, which is otherwise present in the rollout using the one-step model. We illustrate the rollout procedure in Figure 1 for a better juxtaposition of this new rollout procedure and the standard rollout procedure performed using the one-step model. In the rest of the paper, we test this hypothesis in theory and practice.
4 Value-Function Error Bounds
We argued above that a multi-step model can better deal with the compounding-error problem. We now formalize this claim in the context of policy evaluation. Specifically, we show a bound on value-function estimation error of a fixed policy in terms of the error in the agent’s model, while highlighting similar bounds from prior work (Ross et al., 2011; Talvitie, 2017; Asadi et al., 2018b). All proofs can be found in the Appendix. Note also that in all expectations below actions and states are distributed according to the agent’s fixed policy and its stationary distribution, respectively. \thmt@toks\thmt@toks Define the -step value function , then
Moving to the multi-step case with , we have the following result: \thmt@toks\thmt@toks
Note that, by leveraging in Theorem 4, we removed the factor from each summand of the bound in Theorem 4. This result suggests that is more conducive to value-function learning as long as -step generalization error grows slowly with . In the next section, we show that this property holds under weak assumptions, concluding that the bound from Theorem 4 is an improvement over the bound from Theorem 4.
5 Analysis of Generalization Error
We now study the sample complexity of learning -step dynamics. To formulate the problem, consider a dataset . Consider a scalar-valued function , where is the dimension of the state space, and a set of such functions . Consider a function and a set of functions
For each we learn a function such that: \thmt@toks\thmt@toks For any function , , training error , and probability at least :
The second and third terms of the bound are not functions of . Therefore, to understand how generalization error grows as a function of , we look at the dependence of Rademacher complexity of to . \thmt@toks\thmt@toks For the hypothesis space shown in Figure 7 (see Appendix):
In our experiments, we represent action sequences with -hot vector so . We finally get the desired result: \thmt@toks\thmt@toks Define the constant and the constant . Then:
with the one-step model,
with the multi-step model,
Note the reduction of factor in the coefficient of , which is typically larger than .
As training the multi-step involves training different functions, the computational complexity of learning is -times more than the complexity of learning the one-step model. However, the two rollout procedures shown in Figure 1 require equal computation. So in cases where planning is the bottleneck, the overall computational complexity of the two cases should be similar. Specifically, in experiments we observed that the overall running time under the multi-step model was always less than double the running time under the one-step model.
Previous work has identified various ways of improving one-step models: quantifying model uncertainty during planning (Deisenroth and Rasmussen, 2011; Gal et al., 2018), hallucinating training examples (Talvitie, 2014; Azizzadenesheli et al., 2018; Venkatraman et al., 2015; Oh et al., 2015; Bengio et al., 2015), using ensembles (Kurutach et al., 2018; Shyam et al., 2018), or model regularization (Jiang et al., 2015; Asadi et al., 2018b). These methods are independent of the multi-step model idea; future work will explore the benefits of combining these advances with .
7 Empirical Results
The goal of our experiments is to investigate if the multi-step model can perform better than the one-step model in several model-based scenarios. We specifically set up experiments in background planning and decision-time planning to test this hypothesis. Note also that we provide code for all experiments in our supplementary material.
7.1 Background Planning
As mentioned before, one use case for models is to enable fast value-function estimation. We compare the utility of the one-step model and the multi-step model for this purpose. For this experiment, we used the all-action variant of actor-critic algorithm, in which the value function (or the critic) is used to estimate the policy gradient (Sutton et al., 2000; Allen et al., 2017). Note that it is standard to learn the value function model-free:
where . Mnih et al. (2016) generalize this objective to a multi-step target . Crucially, in the model-free case, we compute using the single trajectory observed during environmental interaction. However, because the policy is stochastic, is a random variable with some variance. To reduce variance, we can use a learned model to generate an arbitrary number of rollouts (5 in our experiments), compute for each rollout, and average them. We compared the effectiveness of both one-step and the multi-step models in generating useful rollouts for learning. To ensure meaningful comparison, for each algorithm, we perform the same number of value-function updates. We used three standard RL domains from Open AI Gym (Brockman et al., 2016), namely Cart Pole, Acrobot, and Lunar Lander. Results are summarized in Figures 2 and 3.
To better understand the advantage of the multi-step model, we show per-episode transition error under the two models. Figure 8 (see Appendix) clearly indicates that the multi-step model is more accurate for longer horizons. This is consistent with the theoretical results presented earlier. Note that in this experiment we did not use the model for action selection, and simply queried the policy network and sampled an action from the distribution provided by the network given a state input.
7.2 Decision-time Planning
We now use the model for action selection. A common action-selection strategy is to choose , called the model-free strategy, hereafter. Our goal is to compare the utility of model-free strategy with its model-based counterparts. Our desire is to compare the effectiveness of the one-step model with the multi-step model in this scenario.
A key choice in decision-time planning is the strategy used to construct the tree. One approach is to expand the tree for each action in each observed state (Azizzadenesheli et al., 2018). The main problem with this strategy is that the number of nodes grow exponentially. Alternatively, using a learned action-value function , at each state we can only expand the most promising action . Clearly, given the same amount of computation, the second strategy can benefit from performing deeper look aheads. The two strategies are illustrated in Figure 4 (left).
Note that because the model is trained from experience, it is still only accurate up to a certain depth. Therefore, when we reach a specified planning horizon, , we simply use as an estimate of future sum of rewards from the leaf node . While this estimate can be erroneous, we observed that it is necessary to consider, because otherwise the agent will be myopic in the sense that it only looks at the short-term effects of its actions.
The second question is how to determine the best action given the built tree. One possibility is to add all rewards to the value of the leaf node, and go with the action that maximizes this number. As shown in Figure 4 (right), another idea is to use an ensemble where the final value of the action is computed using the mean of the different estimates along the rollout. This idea is based on the notion that in machine learning averaging many estimates can often lead to a better estimate than the individual ones (Schapire, 2003; Caruana et al., 2004).
The two tree expansion strategies, and the two action-value estimation strategies together constitute four possible combinations. To find the most effective combination, we first performed an experiment in the Lunar Lander setting where, given different pretrained functions, we computed the improvement that the model-based policy offers relative to the model-free policy. We trained these function using the DQN algorithm (Mnih et al., 2013) and stored weights every 100 episodes, giving us 20 snapshots of . The models were also trained using the same amount of data that a particular was trained on. We then tested the four strategies (no learning was performed during testing). For each episode, we took the frozen network of that episode, and compared the performance of different policies given and the trained models. In this case, by performance we mean average episode return over 20 episodes.
Results, averaged over 200 runs, are presented in Figure 5 (left), and show an advantage for the ensemble and optimal-action combination (labeled optimal ensemble). Note that, in all four cases, the model used for tree search was the one-step model, and so this served as an experiment to find the best combination under this model. We then performed the same experiment with the multi-step model as shown in Figure 5 (right) using the best combination (i.e. optimal action expansion with ensemble value computation). We clearly see that is more useful in this scenario as well.
We further investigated whether the superiority in terms of action selection can actually accelerate DQN training as well. In this scenario, we ran DQN under different policies, namely model-free, model-based with the one-step model, and model-based with . In all cases, we chose a random action with probability for exploration. See Figure 6, which again shows the benefit of the multi-step model for decision-time planning in model-based RL.
We introduced an approach to multi-step model-based RL and provided results that suggest its promise. We introduced the model along with a new rollout procedure that exploits it. The combination was proven useful from a theoretical and practical point of view. Together, our results made a strong case for multi-step model-based RL.
9 Future Work
An important avenue for future work is to better explore methods appropriate to stochastic environments. (See Appendix for an extension in this direction.) Another thread to explore is an ensemble method enabled by the model. Specifically, we can show that an -step prediction can be estimated in exponentially many ways, and combining these estimates can lead to a better final estimate (see Appendix).
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Appendix A Appendix
First note that:
So we rather focus on the set of scalar-valued functions . Moreover, to represent the model, we set to be neural network with bounded weights as characterized in Figure 7.
Now note that , so by Theorem 4.12 in Ledoux and Talagrand :
|and , so using Cauchy-Shwartz:|
|Due to Jensen’s inequality for concave function :|
Asadi et al. [2018a] Define the -step value function:
and assume a Lipschitz reward function with constant . Then:
We reach the desired result by expanding the first term for more times. ∎