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313 nips-2012-Sketch-Based Linear Value Function Approximation


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Author: Marc Bellemare, Joel Veness, Michael Bowling

Abstract: Hashing is a common method to reduce large, potentially infinite feature vectors to a fixed-size table. In reinforcement learning, hashing is often used in conjunction with tile coding to represent states in continuous spaces. Hashing is also a promising approach to value function approximation in large discrete domains such as Go and Hearts, where feature vectors can be constructed by exhaustively combining a set of atomic features. Unfortunately, the typical use of hashing in value function approximation results in biased value estimates due to the possibility of collisions. Recent work in data stream summaries has led to the development of the tug-of-war sketch, an unbiased estimator for approximating inner products. Our work investigates the application of this new data structure to linear value function approximation. Although in the reinforcement learning setting the use of the tug-of-war sketch leads to biased value estimates, we show that this bias can be orders of magnitude less than that of standard hashing. We provide empirical results on two RL benchmark domains and fifty-five Atari 2600 games to highlight the superior learning performance obtained when using tug-of-war hashing. 1

Reference: text


Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 In reinforcement learning, hashing is often used in conjunction with tile coding to represent states in continuous spaces. [sent-9, score-0.965]

2 Hashing is also a promising approach to value function approximation in large discrete domains such as Go and Hearts, where feature vectors can be constructed by exhaustively combining a set of atomic features. [sent-10, score-0.232]

3 Unfortunately, the typical use of hashing in value function approximation results in biased value estimates due to the possibility of collisions. [sent-11, score-0.829]

4 Although in the reinforcement learning setting the use of the tug-of-war sketch leads to biased value estimates, we show that this bias can be orders of magnitude less than that of standard hashing. [sent-14, score-0.389]

5 We provide empirical results on two RL benchmark domains and fifty-five Atari 2600 games to highlight the superior learning performance obtained when using tug-of-war hashing. [sent-15, score-0.237]

6 1 Introduction Recent value-based reinforcement learning applications have shown the benefit of exhaustively generating features, both in discrete and continuous state domains. [sent-16, score-0.176]

7 In discrete domains, exhaustive feature generation combines atomic features into logical predicates. [sent-17, score-0.147]

8 Sturtevant and White [21] similarly obtained promising reinforcement learning results using a feature generation method that enumerated all 2, 3 and 4-wise combinations of a set of 60 atomic features. [sent-20, score-0.228]

9 Although such feature vectors are too large to be represented explicitly, in many domains of interest they are also sparse. [sent-23, score-0.115]

10 Given a fixed memory budget, the standard approach is to hash features into a fixed-size table, with collisions implicitly handled by the learning algorithm; all but one of the applications discussed above use some form of hashing. [sent-25, score-0.436]

11 With respect to its typical use for linear value function approximation, hashing lacks theoretical guarantees. [sent-26, score-0.718]

12 In order to improve on the basic hashing idea, we turn to sketches: state-of-the-art methods for approximately storing large vectors [6]. [sent-27, score-0.717]

13 Our goal is to show that one such sketch, the tug-of-war sketch [7], is particularly well-suited for linear value function approximation. [sent-28, score-0.154]

14 Our work is related to recent developments on the use of random projections in reinforcement learning [11] and least-squares regression [16, 10]. [sent-29, score-0.163]

15 Tug-of-war hashing seeks to reconcile the computational efficiency that makes hashing a practical method for linear value function approximation on large feature spaces, while preserving the theoretical appeal of random projection methods. [sent-32, score-1.474]

16 A natural concern when using hashing in RL is that hash collisions irremediably degrade learning. [sent-33, score-1.054]

17 In this paper we argue that tug-of-war hashing addresses this concern by providing us with a low-error approximation of large feature vectors at a fraction of the memory cost. [sent-34, score-0.834]

18 ” 2 Background We consider the reinforcement learning framework of Sutton and Barto [23]. [sent-36, score-0.141]

19 At time step t the agent observes state st ∈ S, selects an action at ∈ A and receives a reward rt := R(st , at ). [sent-38, score-0.264]

20 From state st , the agent’s goal is to maximize the expected discounted ∞ i sum of future rewards E i=0 γ R(st+i , at+i ) . [sent-40, score-0.13]

21 A common value function approximation scheme in reinforcement learning is linear approximation. [sent-46, score-0.197]

22 If we let Φ ∈ R|S||A|×n denote the matrix of full feature vectors φ(s, a), and let µ : S × A → [0, 1] denote the steady state distribution over stateaction pairs induced by π and P then, under mild assumptions, we can guarantee the existence and uniqueness of µ. [sent-52, score-0.114]

23 Denote by Φ ∈ R|S||A|×n the matrix of full feature vectors and 2 by µ the stationary distribution on (S, A) induced by π and P . [sent-60, score-0.114]

24 A typical example of this is tile coding on continuous-state domains [22], which generates a number of features exponential in the dimensionality of the state space. [sent-65, score-0.207]

25 In such cases, hashing can effectively be used to approximate Qπ (s, a) using a fixed memory budget. [sent-66, score-0.717]

26 , m}, mapping full feature vector indices into hash table indices, where ˆ m n is the hash table size. [sent-73, score-0.774]

27 We define standard hashing features as the feature map φ(s, a) whose ith component is defined as: n ˆ φi (s, a) := I[h(j)=i] φj (s, a) , (3) j=1 where φj (s, a) denotes the j th component of φ(s, a) and I[x] denotes the indicator function. [sent-74, score-0.773]

28 We assume that our hash function h is drawn from a universal family: for any i, j ∈ {1, . [sent-75, score-0.345]

29 1 We define the standard hashing value function Qt (s, a) := θt · φ(s, a), ˆt ∈ Rm is a weight vector, and φ(s, a) is the hashed vector. [sent-79, score-0.794]

30 Because of hashing collisions, ˆ where θ ˆ the standard hashing value function is a biased estimator of Qt (s, a), i. [sent-80, score-1.458]

31 We return to the issue of the bias introduced by standard hashing in Section 4. [sent-84, score-0.756]

32 In the canonical sketch setting, we summarize a ˜ count vector θ ∈ Rn using a sketch vector θ ∈ Rm . [sent-89, score-0.252]

33 t−1 The purpose of the sketch vector is to approximate the count vector θt := i=0 φi . [sent-91, score-0.126]

34 Given two hash ˜t whose ith component is functions, h and ξ : {1, . [sent-92, score-0.324]

35 , n} → {−1, 1}, φt is mapped to a vector φ n ˜ φt,i := I[h(j)=i] φt,j ξ(j) (4) j=1 ˜ ˜ ˜ The tug-of-war sketch vector is then updated as θt+1 ← θt + φt . [sent-95, score-0.126]

36 In addition to h being drawn from a universal family of hash functions, ξ is drawn from a four-wise independent family of hash functions: for all sets of four unique indices {i1 , i2 , i3 , i4 }, Prξ (ξ(i1 ) = k1 , ξ(i2 ) = k2 , ξ(i3 ) = 1 k3 , ξ(i4 ) = k4 ) = 16 with k1 . [sent-96, score-0.69]

37 For an arbitrary φ ∈ Rn and its corresponding ˜ ˜ ˜ tug-of-war vector φ ∈ Rm , Eh,ξ [θt · φ] = θt · φ: the tug-of-war sketch produces unbiased estimates t−1 ˜ ˜ of inner products [7]. [sent-100, score-0.195]

38 1 While it may seem odd to randomly select your hash function, this can equivalently be thought as sampling an indexing assignment for the MDP’s features. [sent-103, score-0.324]

39 While a particular hash function may be well- (or poorly-) suited for a particular MDP, it is hard to imagine how this could be known a priori. [sent-104, score-0.324]

40 By considering a randomly selected hash function (or random permutation of the features), we are simulating the uncertainty of using a particular hash function on a never before encountered MDP. [sent-105, score-0.648]

41 3 Tug-of-War with Linear Value Function Approximation We now extend the tug-of-war sketch to the reinforcement learning setting by defining the tug-of-war n ˜ ˜ hashing features as φ : S × A → Rm with φi (s, a) := j=1 I[h(j)=i] φj (s, a)ξ(j). [sent-107, score-0.98]

42 1 Value Function Approximation with Tug-of-War Hashing Intuitively, one might hope that the unbiasedness of the tug-of-war sketch for approximating inner products carries over to the case of linear value function approximation. [sent-111, score-0.204]

43 Our bound relies on interpreting tug-of-war hashing as a special kind of Johnson-Lindenstrauss transform [8]. [sent-114, score-0.69]

44 We define a ∞-universal family of hash functions H such that for any set of indices i1 , i2 , . [sent-115, score-0.345]

45 , n} → {−1, 1} be two independent hash functions chosen uniformly at random from ∞-universal families 1 and let H ∈ {0, ±1}m×n be a matrix with entries Hij = I[h(j)=i] ξ(j). [sent-136, score-0.324]

46 Lemma 1 states that, under certain conditions on the input vector x, tug-of-war hashing approximately preserves the norm of x. [sent-139, score-0.69]

47 A clear discussion on hashing as 2 a Johnson-Lindenstrauss transform can be found in the work of Kane and Nelson [13], who also improve Lemma 1 and extend it to the case where the family of hash functions is k-universal rather than ∞-universal. [sent-141, score-1.014]

48 , K}, xk · y − xk 2 y 2 ≤ Hxk · Hy ≤ xk · y + xk 2 y 2 . [sent-151, score-0.124]

49 Given hash functions h and ξ defined as per Lemma 1, we denote by H ∈ Rm×n the matrix whose ˜ ˜ entries are Hij := I[h(j)=i] ξ(j), such that φ(s, a) = Hφ(s, a). [sent-158, score-0.324]

50 Under assumptions 1-4), gradient-descent SARSA(1) with 2 ˜ tug-of-war hashing converges to a unique θπ ∈ Rm and with probability at least 1 − δ ˜˜ Φθπ − Qπ µ ≤ Φθπ − Qπ µ θπ + 2 sup φ(s, a) s∈S,a∈A where Qπ is the exact solution to Equation 1 and θπ = arg minθ Φθ − Qπ 2 , µ. [sent-167, score-0.69]

51 First note that Theorem 1 implies the convergence of SARSA(1) with tug-of-war hashing to ˜ a unique solution, which we denote θπ . [sent-169, score-0.69]

52 A natural question now arises: does tug-of-war hashing lead to improved linear value function approximation compared with standard hashing? [sent-178, score-0.768]

53 More importantly, does tug-of-war hashing result in better learned policies? [sent-179, score-0.69]

54 4 Experimental Study In the sketch setting, the appeal of tug-of-war hashing over standard hashing lies in its unbiasedness. [sent-181, score-1.528]

55 We therefore begin with an empirical study of the magnitude of the bias when applying different hashing methods in a value function approximation setting. [sent-182, score-0.79]

56 1 Value Function Bias We used standard hashing, tug-of-war hashing, and no hashing to learn a value function over a short trajectory in the Mountain Car domain [22]. [sent-184, score-0.74]

57 0001 0 100 200 300 400 500 600 700 800 900 1000 0 Time Steps 100 200 300 400 500 600 700 800 900 1000 Time Steps Figure 1: Bias and Mean Squared Error of value estimates using standard and tug-of-war hashing in 1,000 learning steps of Mountain Car. [sent-194, score-0.767]

58 Parallel to the full-vector update we also updated both a tug-of-war weight ˜ ˆ vector θt and a standard hashing weight vector θt , with the same values of γ and α. [sent-201, score-0.712]

59 Both methods use a hash table size of m = 100 and the same randomly selected hash function. [sent-202, score-0.669]

60 This hash function is defined as (ax + b) mod p mod m, where p is a large prime and a, b < p are random integers ˜ [5]. [sent-203, score-0.372]

61 At every step we compute the difference in value between the hashed value functions Qt (st , at ) ˆ t (st , at ), and the full-vector value function Qt (st , at ). [sent-204, score-0.138]

62 We repeated this experiment using 1 and Q million hash functions selected uniformly at random. [sent-205, score-0.324]

63 To provide a sense of scale, the estimate of the value of the final state when using no hashing is approximately −4; note that the y-axis uses a logarithmic scale. [sent-207, score-0.718]

64 In comparison, the bias of standard hashing is orders of magnitude larger – almost as large as the value it is trying to estimate. [sent-209, score-0.784]

65 Our results confirm the insights provided in Section 2: the tug-of-war value function can be significantly less biased than the standard hashing value function. [sent-212, score-0.796]

66 2 Reinforcement Learning Performance Having smaller bias and mean square error in the Q-value estimates does not necessarily imply improved agent performance. [sent-214, score-0.153]

67 In reinforcement learning, actions are selected based on relative Qvalues, so a consistent bias may be harmless. [sent-215, score-0.185]

68 1 Tile Coding We first studied the performance of agents using each of the two hashing methods in conjunction with tile coding. [sent-219, score-0.864]

69 We compared the two hashing methods using -greedy policies and the SARSA(λ) algorithm. [sent-222, score-0.69]

70 For each domain and each hashing method we performed a parameter sweep over the learning rate α and selected the best value which did not cause the value estimates to divergence. [sent-223, score-0.795]

71 We experimented with hash table sizes m ∈ [20, 1000] for Mountain Car and m ∈ [100, 2000] for Acrobot. [sent-231, score-0.345]

72 Each experiment consisted of 100 trials, sampling a new hash function for each trial. [sent-232, score-0.324]

73 Figure 2 shows the performance of standard hashing and tug-of-war hashing as a function of the hash table size. [sent-235, score-1.747]

74 The conclusion is clear: when the hashed vector is small relative to the full vector, tug-of-war hashing performs better than standard hashing. [sent-236, score-0.791]

75 2 Atari We next evaluated tug-of-war hashing and standard hashing on a suite of Atari 2600 games. [sent-240, score-1.426]

76 Atari games pose a variety of challenges for learning agents. [sent-242, score-0.167]

77 In the game-independent setting, agents are tuned using a small number of training games and subsequently evaluated over a large number of games for which no game-specific tuning takes place. [sent-244, score-0.4]

78 The game-independent setting forces us to use features that are common to all games, for example, by encoding the presence of color patterns in game screens; such an encoding is a form of exhaustive feature generation. [sent-245, score-0.228]

79 We based our evaluation on prior work on a suite of Atari 2600 games [2], to which we refer the reader for full details on handling Atari 2600 games as RL domains. [sent-247, score-0.383]

80 From a given game, we generate feature sets by exhaustively enumerating all single-color patterns of size 1x1 (single pixels), 2x2, and 3x3. [sent-250, score-0.117]

81 We trained -greedy SARSA(0) agents using both standard hashing and tug-of-war hashing with hash tables of size m=1,000, 5,000 and 20,000. [sent-254, score-1.792]

82 5 Tug-of-War Fraction of games Fraction of games Fraction of games Tug-of-War 0. [sent-270, score-0.501]

83 Accurately comparing methods across fifty-five games poses a challenge, as each game exhibits a different reward function and game dynamics. [sent-292, score-0.408]

84 For each game, we extracted the average score achieved by our agents over the last 500 episodes of training, yielding six different scores (three per hashing method) per game. [sent-294, score-0.859]

85 0 indicates that the ith score was the highest for game g, and zg,i = 0. [sent-300, score-0.162]

86 For each combination of hashing method and memory size, its inter-algorithm score distribution shows the fraction of games for which the corresponding agent achieves a certain normalized score or better. [sent-302, score-1.098]

87 Figure 3 compares the score distributions of agents using either standard hashing or tug-of-war hashing for m = 1,000, 5,000 and 20,000. [sent-303, score-1.522]

88 Tug-of-war hashing consistently outperforms standard hashing across hash table sizes. [sent-304, score-1.747]

89 For m = 1,000, tug-of-war hashing performed statistically better in 38 games and worse in 5; for m = 5,000, it performed better in 41 games and worse in 7; and for m = 20,000 it performed better in 35 games and worse in 5. [sent-306, score-1.191]

90 Our results on Atari games confirm what we observed on Mountain Car and Acrobot: in practice, tug-of-war hashing performs much better than standard hashing. [sent-307, score-0.879]

91 5 Conclusion In this paper, we cast the tug-of-war sketch into the reinforcement learning framework. [sent-310, score-0.267]

92 We showed that, although the tug-of-war sketch is unbiased in the setting for which it was developed [7], the self-referential component of reinforcement learning induces a small bias. [sent-311, score-0.288]

93 We showed that this bias can be much smaller than the bias that results from standard hashing and provided empirical results confirming the superiority of tug-of-war hashing for value function approximation. [sent-312, score-1.518]

94 As increasingly more complex reinforcement learning problems arise and strain against the boundaries of practicality, so the need for fast and reliable approximation methods grows. [sent-313, score-0.169]

95 If standard hashing frees us from the curse of dimensionality, then tug-of-war hashing goes a step further by ensuring, when the demands of the task exceed available resources, a robust and principled shift from the exact solution to its approximation. [sent-314, score-1.446]

96 Acknowledgements ´ We would like to thank Bernardo Avila Pires, Martha White, Yasin Abbasi-Yadkori and Csaba Szepesv´ ri for the help they provided with the theoretical aspects of this paper, as well as Adam a White and Rich Sutton for insightful discussions on hashing and tile coding. [sent-315, score-0.798]

97 Using a controller based on reinforcement learning for a passive dynamic walking robot. [sent-392, score-0.141]

98 Generalization in reinforcement learning: Successful examples using sparse coarse coding. [sent-407, score-0.141]

99 Stochastic policy gradient reinforcement learning on a simple 3D biped. [sent-419, score-0.167]

100 Using imagery to simplify perceptual abstraction in reinforcement learning agents. [sent-426, score-0.141]


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